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+// 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_