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//
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6// modification, are permitted provided that the following conditions are met:
7//
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16//
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28//
29// Author: sameeragarwal@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
40namespace ceres {
41namespace internal {
42
43class 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.
58class 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