1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2015 Google Inc. All rights reserved.
3 // http://ceres-solver.org/
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29 // Author: sameeragarwal@google.com (Sameer Agarwal)
31 // Preconditioned Conjugate Gradients based solver for positive
32 // semidefinite linear systems.
34 #ifndef CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_
35 #define CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_
37 #include "ceres/linear_solver.h"
38 #include "ceres/internal/macros.h"
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.
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 {
60 explicit ConjugateGradientsSolver(const LinearSolver::Options& options);
61 virtual Summary Solve(LinearOperator* A,
63 const LinearSolver::PerSolveOptions& per_solve_options,
67 const LinearSolver::Options options_;
68 CERES_DISALLOW_COPY_AND_ASSIGN(ConjugateGradientsSolver);
71 } // namespace internal
74 #endif // CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_