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//
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6// modification, are permitted provided that the following conditions are met:
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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
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28//
29// Author: sameeragarwal@google.com (Sameer Agarwal)
30
31#ifndef CERES_INTERNAL_LAPACK_H_
32#define CERES_INTERNAL_LAPACK_H_
33
34#include <string>
35#include "ceres/internal/port.h"
36#include "ceres/linear_solver.h"
37
38namespace ceres {
39namespace internal {
40
41class LAPACK {
42 public:
43  // Solve
44  //
45  //  lhs * solution = rhs
46  //
47  // using a Cholesky factorization. Here
48  // lhs is a symmetric positive definite matrix. It is assumed to be
49  // column major and only the lower triangular part of the matrix is
50  // referenced.
51  //
52  // This function uses the LAPACK dpotrf and dpotrs routines.
53  //
54  // The return value and the message string together describe whether
55  // the solver terminated successfully or not and if so, what was the
56  // reason for failure.
57  static LinearSolverTerminationType SolveInPlaceUsingCholesky(
58      int num_rows,
59      const double* lhs,
60      double* rhs_and_solution,
61      string* message);
62
63  // The SolveUsingQR function requires a buffer for its temporary
64  // computation. This function given the size of the lhs matrix will
65  // return the size of the buffer needed.
66  static int EstimateWorkSizeForQR(int num_rows, int num_cols);
67
68  // Solve
69  //
70  //  lhs * solution = rhs
71  //
72  // using a dense QR factorization. lhs is an arbitrary (possibly
73  // rectangular) matrix with full column rank.
74  //
75  // work is an array of size work_size that this routine uses for its
76  // temporary storage. The optimal size of this array can be obtained
77  // by calling EstimateWorkSizeForQR.
78  //
79  // When calling, rhs_and_solution contains the rhs, and upon return
80  // the first num_col entries are the solution.
81  //
82  // This function uses the LAPACK dgels routine.
83  //
84  // The return value and the message string together describe whether
85  // the solver terminated successfully or not and if so, what was the
86  // reason for failure.
87  static LinearSolverTerminationType SolveInPlaceUsingQR(
88      int num_rows,
89      int num_cols,
90      const double* lhs,
91      int work_size,
92      double* work,
93      double* rhs_and_solution,
94      string* message);
95};
96
97}  // namespace internal
98}  // namespace ceres
99
100#endif  // CERES_INTERNAL_LAPACK_H_
101