mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-29 16:40:38 +08:00
Keir Mierle
7492b0d8de
Since Ceres is moving to using GitHub for issues, and the Google Code URL in the current copyright header will soon become invalid, update all the headers. Change-Id: I1fce70375d1bcf098591f07b4d8f01a5c1e0789c
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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