Adding Wolfe line search algorithm and full BFGS search direction options.
Change-Id: I9d3fb117805bdfa5bc33613368f45ae8f10e0d79
diff --git a/internal/ceres/low_rank_inverse_hessian.h b/internal/ceres/low_rank_inverse_hessian.h
index 6f3fc0c..7d293d0 100644
--- a/internal/ceres/low_rank_inverse_hessian.h
+++ b/internal/ceres/low_rank_inverse_hessian.h
@@ -61,10 +61,16 @@
public:
// num_parameters is the row/column size of the Hessian.
// max_num_corrections is the rank of the Hessian approximation.
+ // use_approximate_eigenvalue_scaling controls whether the initial
+ // inverse Hessian used during Right/LeftMultiply() is scaled by
+ // the approximate eigenvalue of the true inverse Hessian at the
+ // current operating point.
// The approximation uses:
// 2 * max_num_corrections * num_parameters + max_num_corrections
// doubles.
- LowRankInverseHessian(int num_parameters, int max_num_corrections);
+ LowRankInverseHessian(int num_parameters,
+ int max_num_corrections,
+ bool use_approximate_eigenvalue_scaling);
virtual ~LowRankInverseHessian() {}
// Update the low rank approximation. delta_x is the change in the
@@ -86,8 +92,9 @@
private:
const int num_parameters_;
const int max_num_corrections_;
+ const bool use_approximate_eigenvalue_scaling_;
int num_corrections_;
- double diagonal_;
+ double approximate_eigenvalue_scale_;
Matrix delta_x_history_;
Matrix delta_gradient_history_;
Vector delta_x_dot_delta_gradient_;
