| // 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" |
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| // |
| // 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" |
| |
| 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); |
| Summary Solve(LinearOperator* A, |
| const double* b, |
| const LinearSolver::PerSolveOptions& per_solve_options, |
| double* x) final; |
| |
| private: |
| const LinearSolver::Options options_; |
| }; |
| |
| } // namespace internal |
| } // namespace ceres |
| |
| #endif // CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_ |