blob: 5bb1a220c26b715dcd8d3dcdf236893ed859130e [file] [log] [blame]
// 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
// 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)
#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_