Move Ceres to extern/

Even tho it's currently only used by Libmv we might use it for something
else in the future. Plus, it's actually where it logically belongs to.

1 files changed, 74 insertions, 0 deletions

diff --git a/extern/ceres/internal/ceres/conjugate_gradients_solver.h b/extern/ceres/internal/ceres/conjugate_gradients_solver.h
new file mode 100644
index 00000000000..a1e18334414
--- /dev/null
+++ b/extern/ceres/internal/ceres/conjugate_gradients_solver.h
@@ -0,0 +1,74 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2015 Google Inc. All rights reserved.
+// http://ceres-solver.org/
+//
+// Redistribution and use in source and binary forms, with or without
+// modification, are permitted provided that the following conditions are met:
+//
+// * Redistributions of source code must retain the above copyright notice,
+//   this list of conditions and the following disclaimer.
+// * Redistributions in binary form must reproduce the above copyright notice,
+//   this list of conditions and the following disclaimer in the documentation
+//   and/or other materials provided with the distribution.
+// * Neither the name of Google Inc. nor the names of its contributors may be
+//   used to endorse or promote products derived from this software without
+//   specific prior written permission.
+//
+// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
+// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+// POSSIBILITY OF SUCH DAMAGE.
+//
+// Author: sameeragarwal@google.com (Sameer Agarwal)
+//
+// Preconditioned Conjugate Gradients based solver for positive
+// semidefinite linear systems.
+
+#ifndef CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_
+#define CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_
+
+#include "ceres/linear_solver.h"
+#include "ceres/internal/macros.h"
+
+namespace ceres {
+namespace internal {
+
+class LinearOperator;
+
+// This class implements the now classical Conjugate Gradients
+// algorithm of Hestenes & Stiefel for solving postive semidefinite
+// linear sytems. Optionally it can use a preconditioner also to
+// reduce the condition number of the linear system and improve the
+// convergence rate. Modern references for Conjugate Gradients are the
+// books by Yousef Saad and Trefethen & Bau. This implementation of CG
+// has been augmented with additional termination tests that are
+// needed for forcing early termination when used as part of an
+// inexact Newton solver.
+//
+// For more details see the documentation for
+// LinearSolver::PerSolveOptions::r_tolerance and
+// LinearSolver::PerSolveOptions::q_tolerance in linear_solver.h.
+class ConjugateGradientsSolver : public LinearSolver {
+ public:
+  explicit ConjugateGradientsSolver(const LinearSolver::Options& options);
+  virtual Summary Solve(LinearOperator* A,
+                        const double* b,
+                        const LinearSolver::PerSolveOptions& per_solve_options,
+                        double* x);
+
+ private:
+  const LinearSolver::Options options_;
+  CERES_DISALLOW_COPY_AND_ASSIGN(ConjugateGradientsSolver);
+};
+
+}  // namespace internal
+}  // namespace ceres
+
+#endif  // CERES_INTERNAL_CONJUGATE_GRADIENTS_SOLVER_H_