numeric_diff_options.h 3.4 KB

12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455565758596061626364656667686970717273747576
  1. // Ceres Solver - A fast non-linear least squares minimizer
  2. // Copyright 2023 Google Inc. All rights reserved.
  3. // http://ceres-solver.org/
  4. //
  5. // Redistribution and use in source and binary forms, with or without
  6. // modification, are permitted provided that the following conditions are met:
  7. //
  8. // * Redistributions of source code must retain the above copyright notice,
  9. // this list of conditions and the following disclaimer.
  10. // * Redistributions in binary form must reproduce the above copyright notice,
  11. // this list of conditions and the following disclaimer in the documentation
  12. // and/or other materials provided with the distribution.
  13. // * Neither the name of Google Inc. nor the names of its contributors may be
  14. // used to endorse or promote products derived from this software without
  15. // specific prior written permission.
  16. //
  17. // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
  18. // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
  19. // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
  20. // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
  21. // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
  22. // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
  23. // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
  24. // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
  25. // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
  26. // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
  27. // POSSIBILITY OF SUCH DAMAGE.
  28. //
  29. // Author: tbennun@gmail.com (Tal Ben-Nun)
  30. //
  31. #ifndef CERES_PUBLIC_NUMERIC_DIFF_OPTIONS_H_
  32. #define CERES_PUBLIC_NUMERIC_DIFF_OPTIONS_H_
  33. #include "ceres/internal/disable_warnings.h"
  34. #include "ceres/internal/export.h"
  35. namespace ceres {
  36. // Options pertaining to numeric differentiation (e.g., convergence criteria,
  37. // step sizes).
  38. struct CERES_EXPORT NumericDiffOptions {
  39. // Numeric differentiation step size (multiplied by parameter block's
  40. // order of magnitude). If parameters are close to zero, the step size
  41. // is set to sqrt(machine_epsilon).
  42. double relative_step_size = 1e-6;
  43. // Initial step size for Ridders adaptive numeric differentiation (multiplied
  44. // by parameter block's order of magnitude).
  45. // If parameters are close to zero, Ridders' method sets the step size
  46. // directly to this value. This parameter is separate from
  47. // "relative_step_size" in order to set a different default value.
  48. //
  49. // Note: For Ridders' method to converge, the step size should be initialized
  50. // to a value that is large enough to produce a significant change in the
  51. // function. As the derivative is estimated, the step size decreases.
  52. double ridders_relative_initial_step_size = 1e-2;
  53. // Maximal number of adaptive extrapolations (sampling) in Ridders' method.
  54. int max_num_ridders_extrapolations = 10;
  55. // Convergence criterion on extrapolation error for Ridders adaptive
  56. // differentiation. The available error estimation methods are defined in
  57. // NumericDiffErrorType and set in the "ridders_error_method" field.
  58. double ridders_epsilon = 1e-12;
  59. // The factor in which to shrink the step size with each extrapolation in
  60. // Ridders' method.
  61. double ridders_step_shrink_factor = 2.0;
  62. };
  63. } // namespace ceres
  64. #include "ceres/internal/reenable_warnings.h"
  65. #endif // CERES_PUBLIC_NUMERIC_DIFF_OPTIONS_H_