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Diffstat (limited to 'extern/ceres/internal/ceres/lapack.cc')
-rw-r--r-- | extern/ceres/internal/ceres/lapack.cc | 193 |
1 files changed, 193 insertions, 0 deletions
diff --git a/extern/ceres/internal/ceres/lapack.cc b/extern/ceres/internal/ceres/lapack.cc new file mode 100644 index 00000000000..6fc23f4e658 --- /dev/null +++ b/extern/ceres/internal/ceres/lapack.cc @@ -0,0 +1,193 @@ +// 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" + +// 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 { + +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 |