// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2018 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) #ifndef CERES_INTERNAL_ITERATIVE_REFINER_H_ #define CERES_INTERNAL_ITERATIVE_REFINER_H_ // This include must come before any #ifndef check on Ceres compile options. // clang-format off #include "ceres/internal/port.h" // clang-format on #include "ceres/internal/eigen.h" namespace ceres { namespace internal { class SparseCholesky; class SparseMatrix; // Iterative refinement // (https://en.wikipedia.org/wiki/Iterative_refinement) is the process // of improving the solution to a linear system, by using the // following iteration. // // r_i = b - Ax_i // Ad_i = r_i // x_{i+1} = x_i + d_i // // IterativeRefiner implements this process for Symmetric Positive // Definite linear systems. // // The above iterative loop is run until max_num_iterations is reached. class CERES_EXPORT_INTERNAL IterativeRefiner { public: // max_num_iterations is the number of refinement iterations to // perform. IterativeRefiner(int max_num_iterations); // Needed for mocking. virtual ~IterativeRefiner(); // Given an initial estimate of the solution of lhs * x = rhs, use // max_num_iterations rounds of iterative refinement to improve it. // // sparse_cholesky is assumed to contain an already computed // factorization (or approximation thereof) of lhs. // // solution is expected to contain a approximation to the solution // to lhs * x = rhs. It can be zero. // // This method is virtual to facilitate mocking. virtual void Refine(const SparseMatrix& lhs, const double* rhs, SparseCholesky* sparse_cholesky, double* solution); private: void Allocate(int num_cols); int max_num_iterations_; Vector residual_; Vector correction_; Vector lhs_x_solution_; }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_ITERATIVE_REFINER_H_