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/lapack.cc b/internal/ceres/lapack.cc
new file mode 100644
index 0000000..6e7d21b
--- /dev/null
+++ b/internal/ceres/lapack.cc
@@ -0,0 +1,135 @@
+// 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 "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 {
+
+int LAPACK::SolveInPlaceUsingCholesky(int num_rows,
+ const double* in_lhs,
+ double* rhs_and_solution) {
+#ifdef CERES_NO_LAPACK
+ LOG(FATAL) << "Ceres was built without a BLAS library.";
+ return -1;
+#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(INFO) << "Cholesky factorization (dpotrf) failed: " << info;
+ return info;
+ }
+
+ dpotrs_(&uplo, &n, &nrhs, lhs, &n, rhs_and_solution, &n, &info);
+ if (info != 0) {
+ LOG(INFO) << "Triangular solve (dpotrs) failed: " << info;
+ }
+
+ return info;
+#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);
+ CHECK_EQ(info, 0);
+ return work;
+#endif
+};
+
+int LAPACK::SolveUsingQR(int num_rows,
+ int num_cols,
+ const double* in_lhs,
+ int work_size,
+ double* work,
+ double* rhs_and_solution) {
+#ifdef CERES_NO_LAPACK
+ LOG(FATAL) << "Ceres was built without a LAPACK library.";
+ return -1;
+#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);
+ return info;
+#endif
+};
+
+} // namespace internal
+} // namespace ceres
