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Diffstat (limited to 'extern/ceres/internal/ceres/lapack.cc')
-rw-r--r--extern/ceres/internal/ceres/lapack.cc190
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diff --git a/extern/ceres/internal/ceres/lapack.cc b/extern/ceres/internal/ceres/lapack.cc
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-// 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)
-
-#include "ceres/lapack.h"
-
-#include "ceres/internal/port.h"
-#include "ceres/linear_solver.h"
-#include "glog/logging.h"
-
-#ifndef CERES_NO_LAPACK
-// 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);
-#endif
-
-namespace ceres {
-namespace internal {
-
-LinearSolverTerminationType LAPACK::SolveInPlaceUsingCholesky(
- int num_rows,
- const double* in_lhs,
- double* rhs_and_solution,
- std::string* message) {
-#ifdef CERES_NO_LAPACK
- LOG(FATAL) << "Ceres was built without a BLAS library.";
- return LINEAR_SOLVER_FATAL_ERROR;
-#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(FATAL) << "Congratulations, you found a bug in Ceres."
- << "Please report it."
- << "LAPACK::dpotrf fatal error."
- << "Argument: " << -info << " is invalid.";
- return LINEAR_SOLVER_FATAL_ERROR;
- }
-
- if (info > 0) {
- *message = StringPrintf(
- "LAPACK::dpotrf numerical failure. "
- "The leading minor of order %d is not positive definite.",
- info);
- return LINEAR_SOLVER_FAILURE;
- }
-
- dpotrs_(&uplo, &n, &nrhs, lhs, &n, rhs_and_solution, &n, &info);
- if (info < 0) {
- LOG(FATAL) << "Congratulations, you found a bug in Ceres."
- << "Please report it."
- << "LAPACK::dpotrs fatal error."
- << "Argument: " << -info << " is invalid.";
- return LINEAR_SOLVER_FATAL_ERROR;
- }
-
- *message = "Success";
- return LINEAR_SOLVER_SUCCESS;
-#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);
-
- if (info < 0) {
- LOG(FATAL) << "Congratulations, you found a bug in Ceres."
- << "Please report it."
- << "LAPACK::dgels fatal error."
- << "Argument: " << -info << " is invalid.";
- }
- return static_cast<int>(work);
-#endif
-}
-
-LinearSolverTerminationType LAPACK::SolveInPlaceUsingQR(
- int num_rows,
- int num_cols,
- const double* in_lhs,
- int work_size,
- double* work,
- double* rhs_and_solution,
- std::string* message) {
-#ifdef CERES_NO_LAPACK
- LOG(FATAL) << "Ceres was built without a LAPACK library.";
- return LINEAR_SOLVER_FATAL_ERROR;
-#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);
-
- if (info < 0) {
- LOG(FATAL) << "Congratulations, you found a bug in Ceres."
- << "Please report it."
- << "LAPACK::dgels fatal error."
- << "Argument: " << -info << " is invalid.";
- }
-
- *message = "Success.";
- return LINEAR_SOLVER_SUCCESS;
-#endif
-}
-
-} // namespace internal
-} // namespace ceres