1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved. 3 // http://code.google.com/p/ceres-solver/ 4 // 5 // Redistribution and use in source and binary forms, with or without 6 // modification, are permitted provided that the following conditions are met: 7 // 8 // * Redistributions of source code must retain the above copyright notice, 9 // this list of conditions and the following disclaimer. 10 // * Redistributions in binary form must reproduce the above copyright notice, 11 // this list of conditions and the following disclaimer in the documentation 12 // and/or other materials provided with the distribution. 13 // * Neither the name of Google Inc. nor the names of its contributors may be 14 // used to endorse or promote products derived from this software without 15 // specific prior written permission. 16 // 17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 27 // POSSIBILITY OF SUCH DAMAGE. 28 // 29 // Author: sameeragarwal (at) google.com (Sameer Agarwal) 30 // 31 // Preconditioned Conjugate Gradients based solver for positive 32 // semidefinite linear systems. 33 34 #ifndef CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_ 35 #define CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_ 36 37 #include "ceres/linear_solver.h" 38 #include "ceres/internal/macros.h" 39 40 namespace ceres { 41 namespace internal { 42 43 class LinearOperator; 44 45 // This class implements the now classical Conjugate Gradients 46 // algorithm of Hestenes & Stiefel for solving postive semidefinite 47 // linear sytems. Optionally it can use a preconditioner also to 48 // reduce the condition number of the linear system and improve the 49 // convergence rate. Modern references for Conjugate Gradients are the 50 // books by Yousef Saad and Trefethen & Bau. This implementation of CG 51 // has been augmented with additional termination tests that are 52 // needed for forcing early termination when used as part of an 53 // inexact Newton solver. 54 // 55 // For more details see the documentation for 56 // LinearSolver::PerSolveOptions::r_tolerance and 57 // LinearSolver::PerSolveOptions::q_tolerance in linear_solver.h. 58 class ConjugateGradientsSolver : public LinearSolver { 59 public: 60 explicit ConjugateGradientsSolver(const LinearSolver::Options& options); 61 virtual Summary Solve(LinearOperator* A, 62 const double* b, 63 const LinearSolver::PerSolveOptions& per_solve_options, 64 double* x); 65 66 private: 67 const LinearSolver::Options options_; 68 CERES_DISALLOW_COPY_AND_ASSIGN(ConjugateGradientsSolver); 69 }; 70 71 } // namespace internal 72 } // namespace ceres 73 74 #endif // CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_ 75
