75 lines
3.2 KiB
C++
75 lines
3.2 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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//
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// Preconditioned Conjugate Gradients based solver for positive
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// semidefinite linear systems.
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#ifndef CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_
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#define CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_
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#include "ceres/linear_solver.h"
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#include "ceres/internal/macros.h"
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namespace ceres {
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namespace internal {
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class LinearOperator;
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// This class implements the now classical Conjugate Gradients
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// algorithm of Hestenes & Stiefel for solving postive semidefinite
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// linear sytems. Optionally it can use a preconditioner also to
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// reduce the condition number of the linear system and improve the
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// convergence rate. Modern references for Conjugate Gradients are the
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// books by Yousef Saad and Trefethen & Bau. This implementation of CG
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// has been augmented with additional termination tests that are
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// needed for forcing early termination when used as part of an
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// inexact Newton solver.
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//
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// For more details see the documentation for
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// LinearSolver::PerSolveOptions::r_tolerance and
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// LinearSolver::PerSolveOptions::q_tolerance in linear_solver.h.
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class ConjugateGradientsSolver : public LinearSolver {
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public:
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explicit ConjugateGradientsSolver(const LinearSolver::Options& options);
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virtual Summary Solve(LinearOperator* A,
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const double* b,
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const LinearSolver::PerSolveOptions& per_solve_options,
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double* x);
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private:
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const LinearSolver::Options options_;
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CERES_DISALLOW_COPY_AND_ASSIGN(ConjugateGradientsSolver);
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_
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