// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2013 Google Inc. All rights reserved. // http://code.google.com/p/ceres-solver/ // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions in binary form must reproduce the above copyright notice, // this list of conditions and the following disclaimer in the documentation // and/or other materials provided with the distribution. // * Neither the name of Google Inc. nor the names of its contributors may be // used to endorse or promote products derived from this software without // specific prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE // POSSIBILITY OF SUCH DAMAGE. // // Author: sameeragarwal@google.com (Sameer Agarwal) #include "ceres/lapack.h" #include "ceres/internal/port.h" #include "ceres/linear_solver.h" #include "glog/logging.h" // C interface to the LAPACK Cholesky factorization and triangular solve. extern "C" void dpotrf_(char* uplo, int* n, double* a, int* lda, int* info); extern "C" void dpotrs_(char* uplo, int* n, int* nrhs, double* a, int* lda, double* b, int* ldb, int* info); extern "C" void dgels_(char* uplo, int* m, int* n, int* nrhs, double* a, int* lda, double* b, int* ldb, double* work, int* lwork, int* info); namespace ceres { namespace internal { LinearSolverTerminationType LAPACK::SolveInPlaceUsingCholesky( int num_rows, const double* in_lhs, double* rhs_and_solution, string* message) { #ifdef CERES_NO_LAPACK LOG(FATAL) << "Ceres was built without a BLAS library."; return LINEAR_SOLVER_FATAL_ERROR; #else char uplo = 'L'; int n = num_rows; int info = 0; int nrhs = 1; double* lhs = const_cast<double*>(in_lhs); dpotrf_(&uplo, &n, lhs, &n, &info); if (info < 0) { LOG(FATAL) << "Congratulations, you found a bug in Ceres." << "Please report it." << "LAPACK::dpotrf fatal error." << "Argument: " << -info << " is invalid."; return LINEAR_SOLVER_FATAL_ERROR; } if (info > 0) { *message = StringPrintf( "LAPACK::dpotrf numerical failure. " "The leading minor of order %d is not positive definite.", info); return LINEAR_SOLVER_FAILURE; } dpotrs_(&uplo, &n, &nrhs, lhs, &n, rhs_and_solution, &n, &info); if (info < 0) { LOG(FATAL) << "Congratulations, you found a bug in Ceres." << "Please report it." << "LAPACK::dpotrs fatal error." << "Argument: " << -info << " is invalid."; return LINEAR_SOLVER_FATAL_ERROR; } *message = "Success"; return LINEAR_SOLVER_SUCCESS; #endif }; int LAPACK::EstimateWorkSizeForQR(int num_rows, int num_cols) { #ifdef CERES_NO_LAPACK LOG(FATAL) << "Ceres was built without a LAPACK library."; return -1; #else char trans = 'N'; int nrhs = 1; int lwork = -1; double work; int info = 0; dgels_(&trans, &num_rows, &num_cols, &nrhs, NULL, &num_rows, NULL, &num_rows, &work, &lwork, &info); if (info < 0) { LOG(FATAL) << "Congratulations, you found a bug in Ceres." << "Please report it." << "LAPACK::dgels fatal error." << "Argument: " << -info << " is invalid."; } return static_cast<int>(work); #endif } LinearSolverTerminationType LAPACK::SolveInPlaceUsingQR( int num_rows, int num_cols, const double* in_lhs, int work_size, double* work, double* rhs_and_solution, string* message) { #ifdef CERES_NO_LAPACK LOG(FATAL) << "Ceres was built without a LAPACK library."; return LINEAR_SOLVER_FATAL_ERROR; #else char trans = 'N'; int m = num_rows; int n = num_cols; int nrhs = 1; int lda = num_rows; int ldb = num_rows; int info = 0; double* lhs = const_cast<double*>(in_lhs); dgels_(&trans, &m, &n, &nrhs, lhs, &lda, rhs_and_solution, &ldb, work, &work_size, &info); if (info < 0) { LOG(FATAL) << "Congratulations, you found a bug in Ceres." << "Please report it." << "LAPACK::dgels fatal error." << "Argument: " << -info << " is invalid."; } *message = "Success."; return LINEAR_SOLVER_SUCCESS; #endif } } // namespace internal } // namespace ceres