194 lines
5.7 KiB
C++
194 lines
5.7 KiB
C++
// 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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#include "ceres/lapack.h"
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#include "ceres/internal/port.h"
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#include "ceres/linear_solver.h"
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#include "glog/logging.h"
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// C interface to the LAPACK Cholesky factorization and triangular solve.
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extern "C" void dpotrf_(char* uplo,
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int* n,
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double* a,
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int* lda,
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int* info);
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extern "C" void dpotrs_(char* uplo,
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int* n,
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int* nrhs,
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double* a,
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int* lda,
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double* b,
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int* ldb,
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int* info);
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extern "C" void dgels_(char* uplo,
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int* m,
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int* n,
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int* nrhs,
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double* a,
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int* lda,
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double* b,
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int* ldb,
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double* work,
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int* lwork,
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int* info);
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namespace ceres {
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namespace internal {
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LinearSolverTerminationType LAPACK::SolveInPlaceUsingCholesky(
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int num_rows,
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const double* in_lhs,
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double* rhs_and_solution,
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std::string* message) {
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#ifdef CERES_NO_LAPACK
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LOG(FATAL) << "Ceres was built without a BLAS library.";
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return LINEAR_SOLVER_FATAL_ERROR;
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#else
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char uplo = 'L';
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int n = num_rows;
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int info = 0;
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int nrhs = 1;
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double* lhs = const_cast<double*>(in_lhs);
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dpotrf_(&uplo, &n, lhs, &n, &info);
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if (info < 0) {
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LOG(FATAL) << "Congratulations, you found a bug in Ceres."
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<< "Please report it."
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<< "LAPACK::dpotrf fatal error."
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<< "Argument: " << -info << " is invalid.";
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return LINEAR_SOLVER_FATAL_ERROR;
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}
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if (info > 0) {
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*message =
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StringPrintf(
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"LAPACK::dpotrf numerical failure. "
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"The leading minor of order %d is not positive definite.", info);
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return LINEAR_SOLVER_FAILURE;
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}
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dpotrs_(&uplo, &n, &nrhs, lhs, &n, rhs_and_solution, &n, &info);
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if (info < 0) {
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LOG(FATAL) << "Congratulations, you found a bug in Ceres."
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<< "Please report it."
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<< "LAPACK::dpotrs fatal error."
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<< "Argument: " << -info << " is invalid.";
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return LINEAR_SOLVER_FATAL_ERROR;
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}
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*message = "Success";
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return LINEAR_SOLVER_SUCCESS;
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#endif
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}
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int LAPACK::EstimateWorkSizeForQR(int num_rows, int num_cols) {
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#ifdef CERES_NO_LAPACK
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LOG(FATAL) << "Ceres was built without a LAPACK library.";
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return -1;
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#else
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char trans = 'N';
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int nrhs = 1;
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int lwork = -1;
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double work;
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int info = 0;
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dgels_(&trans,
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&num_rows,
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&num_cols,
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&nrhs,
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NULL,
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&num_rows,
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NULL,
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&num_rows,
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&work,
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&lwork,
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&info);
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if (info < 0) {
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LOG(FATAL) << "Congratulations, you found a bug in Ceres."
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<< "Please report it."
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<< "LAPACK::dgels fatal error."
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<< "Argument: " << -info << " is invalid.";
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}
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return static_cast<int>(work);
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#endif
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}
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LinearSolverTerminationType LAPACK::SolveInPlaceUsingQR(
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int num_rows,
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int num_cols,
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const double* in_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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#ifdef CERES_NO_LAPACK
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LOG(FATAL) << "Ceres was built without a LAPACK library.";
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return LINEAR_SOLVER_FATAL_ERROR;
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#else
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char trans = 'N';
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int m = num_rows;
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int n = num_cols;
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int nrhs = 1;
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int lda = num_rows;
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int ldb = num_rows;
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int info = 0;
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double* lhs = const_cast<double*>(in_lhs);
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dgels_(&trans,
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&m,
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&n,
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&nrhs,
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lhs,
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&lda,
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rhs_and_solution,
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&ldb,
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work,
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&work_size,
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&info);
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if (info < 0) {
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LOG(FATAL) << "Congratulations, you found a bug in Ceres."
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<< "Please report it."
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<< "LAPACK::dgels fatal error."
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<< "Argument: " << -info << " is invalid.";
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}
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*message = "Success.";
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return LINEAR_SOLVER_SUCCESS;
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#endif
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}
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} // namespace internal
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} // namespace ceres
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