// 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) #ifndef CERES_INTERNAL_LAPACK_H_ #define CERES_INTERNAL_LAPACK_H_ #include <string> #include "ceres/internal/port.h" #include "ceres/linear_solver.h" namespace ceres { namespace internal { class LAPACK { public: // Solve // // lhs * solution = rhs // // using a Cholesky factorization. Here // lhs is a symmetric positive definite matrix. It is assumed to be // column major and only the lower triangular part of the matrix is // referenced. // // This function uses the LAPACK dpotrf and dpotrs routines. // // The return value and the message string together describe whether // the solver terminated successfully or not and if so, what was the // reason for failure. static LinearSolverTerminationType SolveInPlaceUsingCholesky( int num_rows, const double* lhs, double* rhs_and_solution, string* message); // The SolveUsingQR function requires a buffer for its temporary // computation. This function given the size of the lhs matrix will // return the size of the buffer needed. static int EstimateWorkSizeForQR(int num_rows, int num_cols); // Solve // // lhs * solution = rhs // // using a dense QR factorization. lhs is an arbitrary (possibly // rectangular) matrix with full column rank. // // work is an array of size work_size that this routine uses for its // temporary storage. The optimal size of this array can be obtained // by calling EstimateWorkSizeForQR. // // When calling, rhs_and_solution contains the rhs, and upon return // the first num_col entries are the solution. // // This function uses the LAPACK dgels routine. // // The return value and the message string together describe whether // the solver terminated successfully or not and if so, what was the // reason for failure. static LinearSolverTerminationType SolveInPlaceUsingQR( int num_rows, int num_cols, const double* lhs, int work_size, double* work, double* rhs_and_solution, string* message); }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_LAPACK_H_