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// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2015 Google Inc. All rights reserved.
// http://ceres-solver.org/
//
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// modification, are permitted provided that the following conditions are met:
//
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// this list of conditions and the following disclaimer.
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// this list of conditions and the following disclaimer in the documentation
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// Author: sameeragarwal@google.com (Sameer Agarwal)
#ifndef CERES_INTERNAL_LEVENBERG_MARQUARDT_STRATEGY_H_
#define CERES_INTERNAL_LEVENBERG_MARQUARDT_STRATEGY_H_
#include "ceres/internal/eigen.h"
#include "ceres/trust_region_strategy.h"
namespace ceres {
namespace internal {
// Levenberg-Marquardt step computation and trust region sizing
// strategy based on on "Methods for Nonlinear Least Squares" by
// K. Madsen, H.B. Nielsen and O. Tingleff. Available to download from
//
// http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/3215/pdf/imm3215.pdf
class LevenbergMarquardtStrategy : public TrustRegionStrategy {
public:
explicit LevenbergMarquardtStrategy(
const TrustRegionStrategy::Options& options);
virtual ~LevenbergMarquardtStrategy();
// TrustRegionStrategy interface
virtual TrustRegionStrategy::Summary ComputeStep(
const TrustRegionStrategy::PerSolveOptions& per_solve_options,
SparseMatrix* jacobian,
const double* residuals,
double* step);
virtual void StepAccepted(double step_quality);
virtual void StepRejected(double step_quality);
virtual void StepIsInvalid() {
// Treat the current step as a rejected step with no increase in
// solution quality. Since rejected steps lead to decrease in the
// size of the trust region, the next time ComputeStep is called,
// this will lead to a better conditioned system.
StepRejected(0.0);
}
virtual double Radius() const;
private:
LinearSolver* linear_solver_;
double radius_;
double max_radius_;
const double min_diagonal_;
const double max_diagonal_;
double decrease_factor_;
bool reuse_diagonal_;
Vector diagonal_; // diagonal_ = diag(J'J)
// Scaled copy of diagonal_. Stored here as optimization to prevent
// allocations in every iteration and reuse when a step fails and
// ComputeStep is called again.
Vector lm_diagonal_; // lm_diagonal_ = diagonal_ / radius_;
};
} // namespace internal
} // namespace ceres
#endif // CERES_INTERNAL_LEVENBERG_MARQUARDT_STRATEGY_H_