include/ceres/numeric_diff_options.h

// Ceres Solver - A fast non-linear least squares minimizer
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// Author: tbennun@gmail.com (Tal Ben-Nun)
//

#ifndef CERES_PUBLIC_NUMERIC_DIFF_OPTIONS_H_
#define CERES_PUBLIC_NUMERIC_DIFF_OPTIONS_H_

namespace ceres {

// Options pertaining to numeric differentiation (e.g., convergence criteria,
// step sizes).
struct CERES_EXPORT NumericDiffOptions {
  NumericDiffOptions() {
    relative_step_size = 1e-6;
    ridders_relative_initial_step_size = 1e-2;
    max_num_ridders_extrapolations = 10;
    ridders_epsilon = 1e-12;
    ridders_step_shrink_factor = 2.0;
  }

  // Numeric differentiation step size (multiplied by parameter block's
  // order of magnitude). If parameters are close to zero, the step size
  // is set to sqrt(machine_epsilon).
  double relative_step_size;

  // Initial step size for Ridders adaptive numeric differentiation (multiplied
  // by parameter block's order of magnitude).
  // If parameters are close to zero, Ridders' method sets the step size
  // directly to this value. This parameter is separate from
  // "relative_step_size" in order to set a different default value.
  //
  // Note: For Ridders' method to converge, the step size should be initialized
  // to a value that is large enough to produce a significant change in the
  // function. As the derivative is estimated, the step size decreases.
  double ridders_relative_initial_step_size;

  // Maximal number of adaptive extrapolations (sampling) in Ridders' method.
  int max_num_ridders_extrapolations;

  // Convergence criterion on extrapolation error for Ridders adaptive
  // differentiation. The available error estimation methods are defined in
  // NumericDiffErrorType and set in the "ridders_error_method" field.
  double ridders_epsilon;

  // The factor in which to shrink the step size with each extrapolation in
  // Ridders' method.
  double ridders_step_shrink_factor;
};

}  // namespace ceres

#endif  // CERES_PUBLIC_NUMERIC_DIFF_OPTIONS_H_