| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2015 Google Inc. All rights reserved. |
| // http://ceres-solver.org/ |
| // |
| // 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 |
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| // |
| // 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, |
| std::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, |
| std::string* message); |
| }; |
| |
| } // namespace internal |
| } // namespace ceres |
| |
| #endif // CERES_INTERNAL_LAPACK_H_ |