| 123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293 | // 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.#include "ceres/internal/port.h"#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 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_
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