mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-29 16:40:38 +08:00
Evan Levine
75 lines
3.2 KiB
C++
75 lines
3.2 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
|
|
// Copyright 2015 Google Inc. All rights reserved.
|
|
// http://ceres-solver.org/
|
|
//
|
|
// 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/internal/disable_warnings.h"
|
|
#include "ceres/internal/export.h"
|
|
#include "ceres/linear_solver.h"
|
|
|
|
namespace ceres::internal {
|
|
|
|
class LinearOperator;
|
|
|
|
// This class implements the now classical Conjugate Gradients
|
|
// algorithm of Hestenes & Stiefel for solving positive semidefinite
|
|
// linear systems. 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 CERES_NO_EXPORT ConjugateGradientsSolver final : public LinearSolver {
|
|
public:
|
|
explicit ConjugateGradientsSolver(LinearSolver::Options options);
|
|
Summary Solve(LinearOperator* A,
|
|
const double* b,
|
|
const LinearSolver::PerSolveOptions& per_solve_options,
|
|
double* x) final;
|
|
|
|
private:
|
|
const LinearSolver::Options options_;
|
|
};
|
|
|
|
} // namespace ceres::internal
|
|
|
|
#include "ceres/internal/reenable_warnings.h"
|
|
|
|
#endif // CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_
|