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 //
5 // Redistribution and use in source and binary forms, with or without
6 // modification, are permitted provided that the following conditions are met:
7 //
8 // * Redistributions of source code must retain the above copyright notice,
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
12 // and/or other materials provided with the distribution.
13 // * Neither the name of Google Inc. nor the names of its contributors may be
14 // used to endorse or promote products derived from this software without
15 // specific prior written permission.
16 //
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
19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27 // POSSIBILITY OF SUCH DAMAGE.
28 //
29 // Author: sameeragarwal@google.com (Sameer Agarwal)
30
31 #include "ceres/lapack.h"
32
33 #include "ceres/internal/port.h"
34 #include "ceres/linear_solver.h"
35 #include "glog/logging.h"
36
37 // C interface to the LAPACK Cholesky factorization and triangular solve.
38 extern "C" void dpotrf_(char* uplo,
39 int* n,
40 double* a,
41 int* lda,
42 int* info);
43
44 extern "C" void dpotrs_(char* uplo,
45 int* n,
46 int* nrhs,
47 double* a,
48 int* lda,
49 double* b,
50 int* ldb,
51 int* info);
52
53 extern "C" void dgels_(char* uplo,
54 int* m,
55 int* n,
56 int* nrhs,
57 double* a,
58 int* lda,
59 double* b,
60 int* ldb,
61 double* work,
62 int* lwork,
63 int* info);
64
65
66 namespace ceres {
67 namespace internal {
68
SolveInPlaceUsingCholesky(int num_rows,const double * in_lhs,double * rhs_and_solution,string * message)69 LinearSolverTerminationType LAPACK::SolveInPlaceUsingCholesky(
70 int num_rows,
71 const double* in_lhs,
72 double* rhs_and_solution,
73 string* message) {
74 #ifdef CERES_NO_LAPACK
75 LOG(FATAL) << "Ceres was built without a BLAS library.";
76 return LINEAR_SOLVER_FATAL_ERROR;
77 #else
78 char uplo = 'L';
79 int n = num_rows;
80 int info = 0;
81 int nrhs = 1;
82 double* lhs = const_cast<double*>(in_lhs);
83
84 dpotrf_(&uplo, &n, lhs, &n, &info);
85 if (info < 0) {
86 LOG(FATAL) << "Congratulations, you found a bug in Ceres."
87 << "Please report it."
88 << "LAPACK::dpotrf fatal error."
89 << "Argument: " << -info << " is invalid.";
90 return LINEAR_SOLVER_FATAL_ERROR;
91 }
92
93 if (info > 0) {
94 *message =
95 StringPrintf(
96 "LAPACK::dpotrf numerical failure. "
97 "The leading minor of order %d is not positive definite.", info);
98 return LINEAR_SOLVER_FAILURE;
99 }
100
101 dpotrs_(&uplo, &n, &nrhs, lhs, &n, rhs_and_solution, &n, &info);
102 if (info < 0) {
103 LOG(FATAL) << "Congratulations, you found a bug in Ceres."
104 << "Please report it."
105 << "LAPACK::dpotrs fatal error."
106 << "Argument: " << -info << " is invalid.";
107 return LINEAR_SOLVER_FATAL_ERROR;
108 }
109
110 *message = "Success";
111 return LINEAR_SOLVER_SUCCESS;
112 #endif
113 };
114
EstimateWorkSizeForQR(int num_rows,int num_cols)115 int LAPACK::EstimateWorkSizeForQR(int num_rows, int num_cols) {
116 #ifdef CERES_NO_LAPACK
117 LOG(FATAL) << "Ceres was built without a LAPACK library.";
118 return -1;
119 #else
120 char trans = 'N';
121 int nrhs = 1;
122 int lwork = -1;
123 double work;
124 int info = 0;
125 dgels_(&trans,
126 &num_rows,
127 &num_cols,
128 &nrhs,
129 NULL,
130 &num_rows,
131 NULL,
132 &num_rows,
133 &work,
134 &lwork,
135 &info);
136
137 if (info < 0) {
138 LOG(FATAL) << "Congratulations, you found a bug in Ceres."
139 << "Please report it."
140 << "LAPACK::dgels fatal error."
141 << "Argument: " << -info << " is invalid.";
142 }
143 return static_cast<int>(work);
144 #endif
145 }
146
SolveInPlaceUsingQR(int num_rows,int num_cols,const double * in_lhs,int work_size,double * work,double * rhs_and_solution,string * message)147 LinearSolverTerminationType LAPACK::SolveInPlaceUsingQR(
148 int num_rows,
149 int num_cols,
150 const double* in_lhs,
151 int work_size,
152 double* work,
153 double* rhs_and_solution,
154 string* message) {
155 #ifdef CERES_NO_LAPACK
156 LOG(FATAL) << "Ceres was built without a LAPACK library.";
157 return LINEAR_SOLVER_FATAL_ERROR;
158 #else
159 char trans = 'N';
160 int m = num_rows;
161 int n = num_cols;
162 int nrhs = 1;
163 int lda = num_rows;
164 int ldb = num_rows;
165 int info = 0;
166 double* lhs = const_cast<double*>(in_lhs);
167
168 dgels_(&trans,
169 &m,
170 &n,
171 &nrhs,
172 lhs,
173 &lda,
174 rhs_and_solution,
175 &ldb,
176 work,
177 &work_size,
178 &info);
179
180 if (info < 0) {
181 LOG(FATAL) << "Congratulations, you found a bug in Ceres."
182 << "Please report it."
183 << "LAPACK::dgels fatal error."
184 << "Argument: " << -info << " is invalid.";
185 }
186
187 *message = "Success.";
188 return LINEAR_SOLVER_SUCCESS;
189 #endif
190 }
191
192 } // namespace internal
193 } // namespace ceres
194