lapack.h revision 399f7d09e0c45af54b77b4ab9508d6f23759b927 
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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16//
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29// Author: sameeragarwal@google.com (Sameer Agarwal)
30
31#ifndef CERES_INTERNAL_LAPACK_H_
32#define CERES_INTERNAL_LAPACK_H_
33
34namespace ceres {
35namespace internal {
36
37class 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