|
Packit |
ea1746 |
// Ceres Solver - A fast non-linear least squares minimizer
|
|
Packit |
ea1746 |
// Copyright 2015 Google Inc. All rights reserved.
|
|
Packit |
ea1746 |
// http://ceres-solver.org/
|
|
Packit |
ea1746 |
//
|
|
Packit |
ea1746 |
// Redistribution and use in source and binary forms, with or without
|
|
Packit |
ea1746 |
// modification, are permitted provided that the following conditions are met:
|
|
Packit |
ea1746 |
//
|
|
Packit |
ea1746 |
// * Redistributions of source code must retain the above copyright notice,
|
|
Packit |
ea1746 |
// this list of conditions and the following disclaimer.
|
|
Packit |
ea1746 |
// * Redistributions in binary form must reproduce the above copyright notice,
|
|
Packit |
ea1746 |
// this list of conditions and the following disclaimer in the documentation
|
|
Packit |
ea1746 |
// and/or other materials provided with the distribution.
|
|
Packit |
ea1746 |
// * Neither the name of Google Inc. nor the names of its contributors may be
|
|
Packit |
ea1746 |
// used to endorse or promote products derived from this software without
|
|
Packit |
ea1746 |
// specific prior written permission.
|
|
Packit |
ea1746 |
//
|
|
Packit |
ea1746 |
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
|
|
Packit |
ea1746 |
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
|
|
Packit |
ea1746 |
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
|
|
Packit |
ea1746 |
// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
|
|
Packit |
ea1746 |
// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
|
|
Packit |
ea1746 |
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
|
|
Packit |
ea1746 |
// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
|
|
Packit |
ea1746 |
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
|
|
Packit |
ea1746 |
// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
|
|
Packit |
ea1746 |
// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
|
|
Packit |
ea1746 |
// POSSIBILITY OF SUCH DAMAGE.
|
|
Packit |
ea1746 |
//
|
|
Packit |
ea1746 |
// Author: sameeragarwal@google.com (Sameer Agarwal)
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
#include "ceres/lapack.h"
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
#include "ceres/internal/port.h"
|
|
Packit |
ea1746 |
#include "ceres/linear_solver.h"
|
|
Packit |
ea1746 |
#include "glog/logging.h"
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
// C interface to the LAPACK Cholesky factorization and triangular solve.
|
|
Packit |
ea1746 |
extern "C" void dpotrf_(char* uplo,
|
|
Packit |
ea1746 |
int* n,
|
|
Packit |
ea1746 |
double* a,
|
|
Packit |
ea1746 |
int* lda,
|
|
Packit |
ea1746 |
int* info);
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
extern "C" void dpotrs_(char* uplo,
|
|
Packit |
ea1746 |
int* n,
|
|
Packit |
ea1746 |
int* nrhs,
|
|
Packit |
ea1746 |
double* a,
|
|
Packit |
ea1746 |
int* lda,
|
|
Packit |
ea1746 |
double* b,
|
|
Packit |
ea1746 |
int* ldb,
|
|
Packit |
ea1746 |
int* info);
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
extern "C" void dgels_(char* uplo,
|
|
Packit |
ea1746 |
int* m,
|
|
Packit |
ea1746 |
int* n,
|
|
Packit |
ea1746 |
int* nrhs,
|
|
Packit |
ea1746 |
double* a,
|
|
Packit |
ea1746 |
int* lda,
|
|
Packit |
ea1746 |
double* b,
|
|
Packit |
ea1746 |
int* ldb,
|
|
Packit |
ea1746 |
double* work,
|
|
Packit |
ea1746 |
int* lwork,
|
|
Packit |
ea1746 |
int* info);
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
namespace ceres {
|
|
Packit |
ea1746 |
namespace internal {
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
LinearSolverTerminationType LAPACK::SolveInPlaceUsingCholesky(
|
|
Packit |
ea1746 |
int num_rows,
|
|
Packit |
ea1746 |
const double* in_lhs,
|
|
Packit |
ea1746 |
double* rhs_and_solution,
|
|
Packit |
ea1746 |
std::string* message) {
|
|
Packit |
ea1746 |
#ifdef CERES_NO_LAPACK
|
|
Packit |
ea1746 |
LOG(FATAL) << "Ceres was built without a BLAS library.";
|
|
Packit |
ea1746 |
return LINEAR_SOLVER_FATAL_ERROR;
|
|
Packit |
ea1746 |
#else
|
|
Packit |
ea1746 |
char uplo = 'L';
|
|
Packit |
ea1746 |
int n = num_rows;
|
|
Packit |
ea1746 |
int info = 0;
|
|
Packit |
ea1746 |
int nrhs = 1;
|
|
Packit |
ea1746 |
double* lhs = const_cast<double*>(in_lhs);
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
dpotrf_(&uplo, &n, lhs, &n, &info;;
|
|
Packit |
ea1746 |
if (info < 0) {
|
|
Packit |
ea1746 |
LOG(FATAL) << "Congratulations, you found a bug in Ceres."
|
|
Packit |
ea1746 |
<< "Please report it."
|
|
Packit |
ea1746 |
<< "LAPACK::dpotrf fatal error."
|
|
Packit |
ea1746 |
<< "Argument: " << -info << " is invalid.";
|
|
Packit |
ea1746 |
return LINEAR_SOLVER_FATAL_ERROR;
|
|
Packit |
ea1746 |
}
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
if (info > 0) {
|
|
Packit |
ea1746 |
*message =
|
|
Packit |
ea1746 |
StringPrintf(
|
|
Packit |
ea1746 |
"LAPACK::dpotrf numerical failure. "
|
|
Packit |
ea1746 |
"The leading minor of order %d is not positive definite.", info);
|
|
Packit |
ea1746 |
return LINEAR_SOLVER_FAILURE;
|
|
Packit |
ea1746 |
}
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
dpotrs_(&uplo, &n, &nrhs, lhs, &n, rhs_and_solution, &n, &info;;
|
|
Packit |
ea1746 |
if (info < 0) {
|
|
Packit |
ea1746 |
LOG(FATAL) << "Congratulations, you found a bug in Ceres."
|
|
Packit |
ea1746 |
<< "Please report it."
|
|
Packit |
ea1746 |
<< "LAPACK::dpotrs fatal error."
|
|
Packit |
ea1746 |
<< "Argument: " << -info << " is invalid.";
|
|
Packit |
ea1746 |
return LINEAR_SOLVER_FATAL_ERROR;
|
|
Packit |
ea1746 |
}
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
*message = "Success";
|
|
Packit |
ea1746 |
return LINEAR_SOLVER_SUCCESS;
|
|
Packit |
ea1746 |
#endif
|
|
Packit |
ea1746 |
}
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
int LAPACK::EstimateWorkSizeForQR(int num_rows, int num_cols) {
|
|
Packit |
ea1746 |
#ifdef CERES_NO_LAPACK
|
|
Packit |
ea1746 |
LOG(FATAL) << "Ceres was built without a LAPACK library.";
|
|
Packit |
ea1746 |
return -1;
|
|
Packit |
ea1746 |
#else
|
|
Packit |
ea1746 |
char trans = 'N';
|
|
Packit |
ea1746 |
int nrhs = 1;
|
|
Packit |
ea1746 |
int lwork = -1;
|
|
Packit |
ea1746 |
double work;
|
|
Packit |
ea1746 |
int info = 0;
|
|
Packit |
ea1746 |
dgels_(&trans,
|
|
Packit |
ea1746 |
&num_rows,
|
|
Packit |
ea1746 |
&num_cols,
|
|
Packit |
ea1746 |
&nrhs,
|
|
Packit |
ea1746 |
NULL,
|
|
Packit |
ea1746 |
&num_rows,
|
|
Packit |
ea1746 |
NULL,
|
|
Packit |
ea1746 |
&num_rows,
|
|
Packit |
ea1746 |
&work,
|
|
Packit |
ea1746 |
&lwork,
|
|
Packit |
ea1746 |
&info;;
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
if (info < 0) {
|
|
Packit |
ea1746 |
LOG(FATAL) << "Congratulations, you found a bug in Ceres."
|
|
Packit |
ea1746 |
<< "Please report it."
|
|
Packit |
ea1746 |
<< "LAPACK::dgels fatal error."
|
|
Packit |
ea1746 |
<< "Argument: " << -info << " is invalid.";
|
|
Packit |
ea1746 |
}
|
|
Packit |
ea1746 |
return static_cast<int>(work);
|
|
Packit |
ea1746 |
#endif
|
|
Packit |
ea1746 |
}
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
LinearSolverTerminationType LAPACK::SolveInPlaceUsingQR(
|
|
Packit |
ea1746 |
int num_rows,
|
|
Packit |
ea1746 |
int num_cols,
|
|
Packit |
ea1746 |
const double* in_lhs,
|
|
Packit |
ea1746 |
int work_size,
|
|
Packit |
ea1746 |
double* work,
|
|
Packit |
ea1746 |
double* rhs_and_solution,
|
|
Packit |
ea1746 |
std::string* message) {
|
|
Packit |
ea1746 |
#ifdef CERES_NO_LAPACK
|
|
Packit |
ea1746 |
LOG(FATAL) << "Ceres was built without a LAPACK library.";
|
|
Packit |
ea1746 |
return LINEAR_SOLVER_FATAL_ERROR;
|
|
Packit |
ea1746 |
#else
|
|
Packit |
ea1746 |
char trans = 'N';
|
|
Packit |
ea1746 |
int m = num_rows;
|
|
Packit |
ea1746 |
int n = num_cols;
|
|
Packit |
ea1746 |
int nrhs = 1;
|
|
Packit |
ea1746 |
int lda = num_rows;
|
|
Packit |
ea1746 |
int ldb = num_rows;
|
|
Packit |
ea1746 |
int info = 0;
|
|
Packit |
ea1746 |
double* lhs = const_cast<double*>(in_lhs);
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
dgels_(&trans,
|
|
Packit |
ea1746 |
&m,
|
|
Packit |
ea1746 |
&n,
|
|
Packit |
ea1746 |
&nrhs,
|
|
Packit |
ea1746 |
lhs,
|
|
Packit |
ea1746 |
&lda,
|
|
Packit |
ea1746 |
rhs_and_solution,
|
|
Packit |
ea1746 |
&ldb,
|
|
Packit |
ea1746 |
work,
|
|
Packit |
ea1746 |
&work_size,
|
|
Packit |
ea1746 |
&info;;
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
if (info < 0) {
|
|
Packit |
ea1746 |
LOG(FATAL) << "Congratulations, you found a bug in Ceres."
|
|
Packit |
ea1746 |
<< "Please report it."
|
|
Packit |
ea1746 |
<< "LAPACK::dgels fatal error."
|
|
Packit |
ea1746 |
<< "Argument: " << -info << " is invalid.";
|
|
Packit |
ea1746 |
}
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
*message = "Success.";
|
|
Packit |
ea1746 |
return LINEAR_SOLVER_SUCCESS;
|
|
Packit |
ea1746 |
#endif
|
|
Packit |
ea1746 |
}
|
|
Packit |
ea1746 |
|
|
Packit |
ea1746 |
} // namespace internal
|
|
Packit |
ea1746 |
} // namespace ceres
|