// 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_