101 lines
3.7 KiB
C
101 lines
3.7 KiB
C
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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#ifndef CERES_INTERNAL_LAPACK_H_
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#define CERES_INTERNAL_LAPACK_H_
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#include <string>
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#include "ceres/internal/port.h"
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#include "ceres/linear_solver.h"
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namespace ceres {
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namespace internal {
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class LAPACK {
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public:
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// Solve
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//
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// lhs * solution = rhs
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//
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// using a Cholesky factorization. Here
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// lhs is a symmetric positive definite matrix. It is assumed to be
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// column major and only the lower triangular part of the matrix is
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// referenced.
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//
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// This function uses the LAPACK dpotrf and dpotrs routines.
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//
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// The return value and the message string together describe whether
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// the solver terminated successfully or not and if so, what was the
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// reason for failure.
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static LinearSolverTerminationType SolveInPlaceUsingCholesky(
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int num_rows,
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const double* lhs,
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double* rhs_and_solution,
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std::string* message);
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// The SolveUsingQR function requires a buffer for its temporary
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// computation. This function given the size of the lhs matrix will
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// return the size of the buffer needed.
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static int EstimateWorkSizeForQR(int num_rows, int num_cols);
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// Solve
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//
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// lhs * solution = rhs
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//
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// using a dense QR factorization. lhs is an arbitrary (possibly
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// rectangular) matrix with full column rank.
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//
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// work is an array of size work_size that this routine uses for its
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// temporary storage. The optimal size of this array can be obtained
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// by calling EstimateWorkSizeForQR.
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//
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// When calling, rhs_and_solution contains the rhs, and upon return
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// the first num_col entries are the solution.
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//
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// This function uses the LAPACK dgels routine.
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//
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// The return value and the message string together describe whether
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// the solver terminated successfully or not and if so, what was the
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// reason for failure.
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static LinearSolverTerminationType SolveInPlaceUsingQR(
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int num_rows,
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int num_cols,
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const double* lhs,
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int work_size,
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double* work,
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double* rhs_and_solution,
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std::string* message);
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_LAPACK_H_
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