mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-29 08:34:37 +08:00
Keir Mierle
7492b0d8de
Since Ceres is moving to using GitHub for issues, and the Google Code URL in the current copyright header will soon become invalid, update all the headers. Change-Id: I1fce70375d1bcf098591f07b4d8f01a5c1e0789c
101 lines
3.7 KiB
C++
101 lines
3.7 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#ifndef CERES_INTERNAL_LAPACK_H_
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#define CERES_INTERNAL_LAPACK_H_
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#include <string>
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#include "ceres/internal/port.h"
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#include "ceres/linear_solver.h"
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namespace ceres {
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namespace internal {
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class LAPACK {
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public:
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// Solve
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//
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// lhs * solution = rhs
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//
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// using a Cholesky factorization. Here
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// lhs is a symmetric positive definite matrix. It is assumed to be
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// column major and only the lower triangular part of the matrix is
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// referenced.
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//
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// This function uses the LAPACK dpotrf and dpotrs routines.
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//
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// The return value and the message string together describe whether
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// the solver terminated successfully or not and if so, what was the
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// reason for failure.
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static LinearSolverTerminationType SolveInPlaceUsingCholesky(
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int num_rows,
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const double* lhs,
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double* rhs_and_solution,
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std::string* message);
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// The SolveUsingQR function requires a buffer for its temporary
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// computation. This function given the size of the lhs matrix will
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// return the size of the buffer needed.
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static int EstimateWorkSizeForQR(int num_rows, int num_cols);
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// Solve
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//
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// lhs * solution = rhs
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//
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// using a dense QR factorization. lhs is an arbitrary (possibly
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// rectangular) matrix with full column rank.
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//
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// work is an array of size work_size that this routine uses for its
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// temporary storage. The optimal size of this array can be obtained
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// by calling EstimateWorkSizeForQR.
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//
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// When calling, rhs_and_solution contains the rhs, and upon return
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// the first num_col entries are the solution.
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//
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// This function uses the LAPACK dgels routine.
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//
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// The return value and the message string together describe whether
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// the solver terminated successfully or not and if so, what was the
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// reason for failure.
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static LinearSolverTerminationType SolveInPlaceUsingQR(
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int num_rows,
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int num_cols,
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const double* lhs,
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int work_size,
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double* work,
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double* rhs_and_solution,
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std::string* message);
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_LAPACK_H_
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