1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 2013 Google Inc. All rights reserved. 3 // http://code.google.com/p/ceres-solver/ 4 // 5 // Redistribution and use in source and binary forms, with or without 6 // modification, are permitted provided that the following conditions are met: 7 // 8 // * Redistributions of source code must retain the above copyright notice, 9 // this list of conditions and the following disclaimer. 10 // * Redistributions in binary form must reproduce the above copyright notice, 11 // this list of conditions and the following disclaimer in the documentation 12 // and/or other materials provided with the distribution. 13 // * Neither the name of Google Inc. nor the names of its contributors may be 14 // used to endorse or promote products derived from this software without 15 // specific prior written permission. 16 // 17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 27 // POSSIBILITY OF SUCH DAMAGE. 28 // 29 // Author: sameeragarwal@google.com (Sameer Agarwal) 30 31 #ifndef CERES_INTERNAL_LAPACK_H_ 32 #define CERES_INTERNAL_LAPACK_H_ 33 34 namespace ceres { 35 namespace internal { 36 37 class LAPACK { 38 public: 39 // Solve 40 // 41 // lhs * solution = rhs 42 // 43 // using a Cholesky factorization. Here 44 // lhs is a symmetric positive definite matrix. It is assumed to be 45 // column major and only the lower triangular part of the matrix is 46 // referenced. 47 // 48 // This function uses the LAPACK dpotrf and dpotrs routines. 49 // 50 // The return value is zero if the solve is successful. 51 static int SolveInPlaceUsingCholesky(int num_rows, 52 const double* lhs, 53 double* rhs_and_solution); 54 55 // The SolveUsingQR function requires a buffer for its temporary 56 // computation. This function given the size of the lhs matrix will 57 // return the size of the buffer needed. 58 static int EstimateWorkSizeForQR(int num_rows, int num_cols); 59 60 // Solve 61 // 62 // lhs * solution = rhs 63 // 64 // using a dense QR factorization. lhs is an arbitrary (possibly 65 // rectangular) matrix with full column rank. 66 // 67 // work is an array of size work_size that this routine uses for its 68 // temporary storage. The optimal size of this array can be obtained 69 // by calling EstimateWorkSizeForQR. 70 // 71 // When calling, rhs_and_solution contains the rhs, and upon return 72 // the first num_col entries are the solution. 73 // 74 // This function uses the LAPACK dgels routine. 75 // 76 // The return value is zero if the solve is successful. 77 static int SolveUsingQR(int num_rows, 78 int num_cols, 79 const double* lhs, 80 int work_size, 81 double* work, 82 double* rhs_and_solution); 83 }; 84 85 } // namespace internal 86 } // namespace ceres 87 88 #endif // CERES_INTERNAL_LAPACK_H_ 89