diff options
Diffstat (limited to 'extern/libmv/third_party/ceres/internal/ceres/trust_region_strategy.h')
| -rw-r--r-- | extern/libmv/third_party/ceres/internal/ceres/trust_region_strategy.h | 164 |
1 files changed, 0 insertions, 164 deletions
diff --git a/extern/libmv/third_party/ceres/internal/ceres/trust_region_strategy.h b/extern/libmv/third_party/ceres/internal/ceres/trust_region_strategy.h deleted file mode 100644 index 998514fbfa5..00000000000 --- a/extern/libmv/third_party/ceres/internal/ceres/trust_region_strategy.h +++ /dev/null @@ -1,164 +0,0 @@ -// Ceres Solver - A fast non-linear least squares minimizer -// Copyright 2012 Google Inc. All rights reserved. -// http://code.google.com/p/ceres-solver/ -// -// 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) - -#ifndef CERES_INTERNAL_TRUST_REGION_STRATEGY_H_ -#define CERES_INTERNAL_TRUST_REGION_STRATEGY_H_ - -#include <string> -#include "ceres/internal/port.h" -#include "ceres/linear_solver.h" - -namespace ceres { -namespace internal { - -class LinearSolver; -class SparseMatrix; - -// Interface for classes implementing various trust region strategies -// for nonlinear least squares problems. -// -// The object is expected to maintain and update a trust region -// radius, which it then uses to solve for the trust region step using -// the jacobian matrix and residual vector. -// -// Here the term trust region radius is used loosely, as the strategy -// is free to treat it as guidance and violate it as need be. e.g., -// the LevenbergMarquardtStrategy uses the inverse of the trust region -// radius to scale the damping term, which controls the step size, but -// does not set a hard limit on its size. -class TrustRegionStrategy { - public: - struct Options { - Options() - : trust_region_strategy_type(LEVENBERG_MARQUARDT), - initial_radius(1e4), - max_radius(1e32), - min_lm_diagonal(1e-6), - max_lm_diagonal(1e32), - dogleg_type(TRADITIONAL_DOGLEG) { - } - - TrustRegionStrategyType trust_region_strategy_type; - // Linear solver used for actually solving the trust region step. - LinearSolver* linear_solver; - double initial_radius; - double max_radius; - - // Minimum and maximum values of the diagonal damping matrix used - // by LevenbergMarquardtStrategy. The DoglegStrategy also uses - // these bounds to construct a regularizing diagonal to ensure - // that the Gauss-Newton step computation is of full rank. - double min_lm_diagonal; - double max_lm_diagonal; - - // Further specify which dogleg method to use - DoglegType dogleg_type; - }; - - // Per solve options. - struct PerSolveOptions { - PerSolveOptions() - : eta(0), - dump_filename_base(""), - dump_format_type(TEXTFILE) { - } - - // Forcing sequence for inexact solves. - double eta; - - // If non-empty and dump_format_type is not CONSOLE, the trust - // regions strategy will write the linear system to file(s) with - // name starting with dump_filename_base. If dump_format_type is - // CONSOLE then dump_filename_base will be ignored and the linear - // system will be written to the standard error. - string dump_filename_base; - DumpFormatType dump_format_type; - }; - - struct Summary { - Summary() - : residual_norm(0.0), - num_iterations(-1), - termination_type(LINEAR_SOLVER_FAILURE) { - } - - // If the trust region problem is, - // - // 1/2 x'Ax + b'x + c, - // - // then - // - // residual_norm = |Ax -b| - double residual_norm; - - // Number of iterations used by the linear solver. If a linear - // solver was not called (e.g., DogLegStrategy after an - // unsuccessful step), then this would be zero. - int num_iterations; - - // Status of the linear solver used to solve the Newton system. - LinearSolverTerminationType termination_type; - }; - - virtual ~TrustRegionStrategy(); - - // Use the current radius to solve for the trust region step. - virtual Summary ComputeStep(const PerSolveOptions& per_solve_options, - SparseMatrix* jacobian, - const double* residuals, - double* step) = 0; - - // Inform the strategy that the current step has been accepted, and - // that the ratio of the decrease in the non-linear objective to the - // decrease in the trust region model is step_quality. - virtual void StepAccepted(double step_quality) = 0; - - // Inform the strategy that the current step has been rejected, and - // that the ratio of the decrease in the non-linear objective to the - // decrease in the trust region model is step_quality. - virtual void StepRejected(double step_quality) = 0; - - // Inform the strategy that the current step has been rejected - // because it was found to be numerically invalid. - // StepRejected/StepAccepted will not be called for this step, and - // the strategy is free to do what it wants with this information. - virtual void StepIsInvalid() = 0; - - // Current trust region radius. - virtual double Radius() const = 0; - - // Factory. - static TrustRegionStrategy* Create(const Options& options); -}; - -} // namespace internal -} // namespace ceres - -#endif // CERES_INTERNAL_TRUST_REGION_STRATEGY_H_ |