Multiple dense linear algebra backends.
1. When a LAPACK implementation is present, then
DENSE_QR, DENSE_NORMAL_CHOLESKY and DENSE_SCHUR
can use it for doing dense linear algebra operations.
2. The user can switch dense linear algebra libraries
by setting Solver::Options::dense_linear_algebra_library_type.
3. Solver::Options::sparse_linear_algebra_library is now
Solver::Options::sparse_linear_algebra_library_type to be consistent
with all the other enums in Solver::Options.
4. Updated documentation as well as Solver::Summary::FullReport
to reflect these changes.
Change-Id: I5ab930bc15e90906b648bc399b551e6bd5d6498f
diff --git a/internal/ceres/blas.cc b/internal/ceres/blas.cc
new file mode 100644
index 0000000..d63ca51
--- /dev/null
+++ b/internal/ceres/blas.cc
@@ -0,0 +1,78 @@
+// 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/blas.h"
+#include "glog/logging.h"
+
+extern "C" void dsyrk_(char* uplo,
+ char* trans,
+ int* n,
+ int* k,
+ double* alpha,
+ double* a,
+ int* lda,
+ double* beta,
+ double* c,
+ int* ldc);
+
+namespace ceres {
+namespace internal {
+
+void BLAS::SymmetricRankKUpdate(int num_rows,
+ int num_cols,
+ const double* a,
+ bool transpose,
+ double alpha,
+ double beta,
+ double* c) {
+#ifdef CERES_NO_LAPACK
+ LOG(FATAL) << "Ceres was built without a BLAS library.";
+#else
+ char uplo = 'L';
+ char trans = transpose ? 'T' : 'N';
+ int n = transpose ? num_cols : num_rows;
+ int k = transpose ? num_rows : num_cols;
+ int lda = k;
+ int ldc = n;
+ dsyrk_(&uplo,
+ &trans,
+ &n,
+ &k,
+ &alpha,
+ const_cast<double*>(a),
+ &lda,
+ &beta,
+ c,
+ &ldc);
+#endif
+};
+
+} // namespace internal
+} // namespace ceres
