1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2015 Google Inc. All rights reserved.
3 // http://ceres-solver.org/
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6 // modification, are permitted provided that the following conditions are met:
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9 // this list of conditions and the following disclaimer.
10 // * Redistributions in binary form must reproduce the above copyright notice,
11 // this list of conditions and the following disclaimer in the documentation
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15 // specific prior written permission.
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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29 // Author: sameeragarwal@google.com (Sameer Agarwal)
31 #ifndef CERES_INTERNAL_LAPACK_H_
32 #define CERES_INTERNAL_LAPACK_H_
35 #include "ceres/internal/port.h"
36 #include "ceres/linear_solver.h"
45 // lhs * solution = rhs
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
52 // This function uses the LAPACK dpotrf and dpotrs routines.
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(
60 double* rhs_and_solution,
61 std::string* message);
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);
70 // lhs * solution = rhs
72 // using a dense QR factorization. lhs is an arbitrary (possibly
73 // rectangular) matrix with full column rank.
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.
79 // When calling, rhs_and_solution contains the rhs, and upon return
80 // the first num_col entries are the solution.
82 // This function uses the LAPACK dgels routine.
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(
93 double* rhs_and_solution,
94 std::string* message);
97 } // namespace internal
100 #endif // CERES_INTERNAL_LAPACK_H_