Squashed 'third_party/ceres/' content from commit e51e9b4
Change-Id: I763587619d57e594d3fa158dc3a7fe0b89a1743b
git-subtree-dir: third_party/ceres
git-subtree-split: e51e9b46f6ca88ab8b2266d0e362771db6d98067
diff --git a/include/ceres/numeric_diff_options.h b/include/ceres/numeric_diff_options.h
new file mode 100644
index 0000000..a77be44
--- /dev/null
+++ b/include/ceres/numeric_diff_options.h
@@ -0,0 +1,73 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2015 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: tbennun@gmail.com (Tal Ben-Nun)
+//
+
+#ifndef CERES_PUBLIC_NUMERIC_DIFF_OPTIONS_H_
+#define CERES_PUBLIC_NUMERIC_DIFF_OPTIONS_H_
+
+#include "ceres/internal/port.h"
+
+namespace ceres {
+
+// Options pertaining to numeric differentiation (e.g., convergence criteria,
+// step sizes).
+struct CERES_EXPORT NumericDiffOptions {
+ // Numeric differentiation step size (multiplied by parameter block's
+ // order of magnitude). If parameters are close to zero, the step size
+ // is set to sqrt(machine_epsilon).
+ double relative_step_size = 1e-6;
+
+ // Initial step size for Ridders adaptive numeric differentiation (multiplied
+ // by parameter block's order of magnitude).
+ // If parameters are close to zero, Ridders' method sets the step size
+ // directly to this value. This parameter is separate from
+ // "relative_step_size" in order to set a different default value.
+ //
+ // Note: For Ridders' method to converge, the step size should be initialized
+ // to a value that is large enough to produce a significant change in the
+ // function. As the derivative is estimated, the step size decreases.
+ double ridders_relative_initial_step_size = 1e-2;
+
+ // Maximal number of adaptive extrapolations (sampling) in Ridders' method.
+ int max_num_ridders_extrapolations = 10;
+
+ // Convergence criterion on extrapolation error for Ridders adaptive
+ // differentiation. The available error estimation methods are defined in
+ // NumericDiffErrorType and set in the "ridders_error_method" field.
+ double ridders_epsilon = 1e-12;
+
+ // The factor in which to shrink the step size with each extrapolation in
+ // Ridders' method.
+ double ridders_step_shrink_factor = 2.0;
+};
+
+} // namespace ceres
+
+#endif // CERES_PUBLIC_NUMERIC_DIFF_OPTIONS_H_