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Diffstat (limited to 'extern/ceres/internal/ceres/lapack.h')
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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)
-
-#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_