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Diffstat (limited to 'internal/ceres/conjugate_gradients_solver.h')
-rw-r--r-- | internal/ceres/conjugate_gradients_solver.h | 74 |
1 files changed, 74 insertions, 0 deletions
diff --git a/internal/ceres/conjugate_gradients_solver.h b/internal/ceres/conjugate_gradients_solver.h new file mode 100644 index 0000000..b8dfa56 --- /dev/null +++ b/internal/ceres/conjugate_gradients_solver.h @@ -0,0 +1,74 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2010, 2011, 2012 Google Inc. All rights reserved. +// http://code.google.com/p/ceres-solver/ +// +// Redistribution and use in source and binary forms, with or without +// modification, are permitted provided that the following conditions are met: +// +// * Redistributions of source code must retain the above copyright notice, +// this list of conditions and the following disclaimer. +// * Redistributions in binary form must reproduce the above copyright notice, +// this list of conditions and the following disclaimer in the documentation +// and/or other materials provided with the distribution. +// * Neither the name of Google Inc. nor the names of its contributors may be +// used to endorse or promote products derived from this software without +// specific prior written permission. +// +// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" +// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE +// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE +// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE +// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR +// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF +// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS +// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN +// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) +// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE +// POSSIBILITY OF SUCH DAMAGE. +// +// Author: sameeragarwal@google.com (Sameer Agarwal) +// +// Preconditioned Conjugate Gradients based solver for positive +// semidefinite linear systems. + +#ifndef CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_ +#define CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_ + +#include "ceres/linear_solver.h" +#include "ceres/internal/macros.h" + +namespace ceres { +namespace internal { + +class LinearOperator; + +// This class implements the now classical Conjugate Gradients +// algorithm of Hestenes & Stiefel for solving postive semidefinite +// linear sytems. Optionally it can use a preconditioner also to +// reduce the condition number of the linear system and improve the +// convergence rate. Modern references for Conjugate Gradients are the +// books by Yousef Saad and Trefethen & Bau. This implementation of CG +// has been augmented with additional termination tests that are +// needed for forcing early termination when used as part of an +// inexact Newton solver. +// +// For more details see the documentation for +// LinearSolver::PerSolveOptions::r_tolerance and +// LinearSolver::PerSolveOptions::q_tolerance in linear_solver.h. +class ConjugateGradientsSolver : public LinearSolver { + public: + explicit ConjugateGradientsSolver(const LinearSolver::Options& options); + virtual Summary Solve(LinearOperator* A, + const double* b, + const LinearSolver::PerSolveOptions& per_solve_options, + double* x); + + private: + const LinearSolver::Options options_; + CERES_DISALLOW_COPY_AND_ASSIGN(ConjugateGradientsSolver); +}; + +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_ |