internal/ceres/lapack.h

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2013 Google Inc. All rights reserved.
// http://code.google.com/p/ceres-solver/
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// Author: sameeragarwal@google.com (Sameer Agarwal)

#ifndef CERES_INTERNAL_LAPACK_H_
#define CERES_INTERNAL_LAPACK_H_

#include <string>
#include "ceres/internal/port.h"
#include "ceres/linear_solver.h"

namespace ceres {
namespace internal {

class LAPACK {
 public:
  // Solve
  //
  //  lhs * solution = rhs
  //
  // using a Cholesky factorization. Here
  // lhs is a symmetric positive definite matrix. It is assumed to be
  // column major and only the lower triangular part of the matrix is
  // referenced.
  //
  // This function uses the LAPACK dpotrf and dpotrs routines.
  //
  // The return value and the message string together describe whether
  // the solver terminated successfully or not and if so, what was the
  // reason for failure.
  static LinearSolverTerminationType SolveInPlaceUsingCholesky(
      int num_rows,
      const double* lhs,
      double* rhs_and_solution,
      string* message);

  // The SolveUsingQR function requires a buffer for its temporary
  // computation. This function given the size of the lhs matrix will
  // return the size of the buffer needed.
  static int EstimateWorkSizeForQR(int num_rows, int num_cols);

  // Solve
  //
  //  lhs * solution = rhs
  //
  // using a dense QR factorization. lhs is an arbitrary (possibly
  // rectangular) matrix with full column rank.
  //
  // work is an array of size work_size that this routine uses for its
  // temporary storage. The optimal size of this array can be obtained
  // by calling EstimateWorkSizeForQR.
  //
  // When calling, rhs_and_solution contains the rhs, and upon return
  // the first num_col entries are the solution.
  //
  // This function uses the LAPACK dgels routine.
  //
  // The return value and the message string together describe whether
  // the solver terminated successfully or not and if so, what was the
  // reason for failure.
  static LinearSolverTerminationType SolveInPlaceUsingQR(
      int num_rows,
      int num_cols,
      const double* lhs,
      int work_size,
      double* work,
      double* rhs_and_solution,
      string* message);
};

}  // namespace internal
}  // namespace ceres

#endif  // CERES_INTERNAL_LAPACK_H_