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@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