/* * iterative.h * @brief Iterative methods, implementation * @author Frank Dellaert * Created on: Dec 28, 2009 */ #include "Matrix.h" namespace gtsam { class GaussianFactorGraph; class VectorConfig; /** typedef for combined system |Ax-b|^2 */ typedef std::pair System; /** * Method of conjugate gradients (CG) template * "System" class S needs gradient(S,v), e=S*v, v=S^e * "Vector" class V needs dot(v,v), -v, v+v, s*v * "Vector" class E needs dot(v,v) * @param Ab, the "system" that needs to be solved, examples below * @param x is the initial estimate * @param epsilon determines the convergence criterion: norm(g) V conjugateGradients(const S& Ab, V x, bool verbose, double epsilon, size_t maxIterations, bool steepest = false); /** * Method of steepest gradients, System version */ Vector steepestDescent(const System& Ab, const Vector& x, bool verbose = false, double epsilon = 1e-3, size_t maxIterations = 0); /** * Method of steepest gradients, Matrix version */ Vector steepestDescent(const Matrix& A, const Vector& b, const Vector& x, bool verbose = false, double epsilon = 1e-3, size_t maxIterations = 0); /** * Method of steepest gradients, Gaussian Factor Graph version * */ VectorConfig steepestDescent(const GaussianFactorGraph& fg, const VectorConfig& x, bool verbose = false, double epsilon = 1e-3, size_t maxIterations = 0); /** * Method of conjugate gradients (CG), System version */ Vector conjugateGradientDescent(const System& Ab, const Vector& x, bool verbose = false, double epsilon = 1e-3, size_t maxIterations = 0); /** * Method of conjugate gradients (CG), Matrix version */ Vector conjugateGradientDescent(const Matrix& A, const Vector& b, const Vector& x, bool verbose = false, double epsilon = 1e-3, size_t maxIterations = 0); /** * Method of conjugate gradients (CG), Gaussian Factor Graph version * */ VectorConfig conjugateGradientDescent(const GaussianFactorGraph& fg, const VectorConfig& x, bool verbose = false, double epsilon = 1e-3, size_t maxIterations = 0); } // namespace gtsam