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Initial commit for Conjugate Gradient method

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Implementation is based on
http://www.cs.cmu.edu/~quake-papers/painless-conjugate-gradient.pdf

So far we only have basic interface and empty test. But it compiles at
least.
This commit is contained in:
Alex Leontiev 2013-09-20 15:12:48 +08:00
parent 0ecd7913f8
commit eb1333d0a8
2 changed files with 18 additions and 1 deletions
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1
modules/optim/doc/optim.rst
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@ -10,3 +10,4 @@ optim. Generic numerical optimization
linear_programming linear_programming
downhill_simplex_method downhill_simplex_method
primal_dual_algorithm primal_dual_algorithm
conjugate_gradient

18
modules/optim/include/opencv2/optim.hpp
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@ -54,7 +54,6 @@ public:
{ {
public: public:
virtual ~Function() {} virtual ~Function() {}
//! ndim - dimensionality
virtual double calc(const double* x) const = 0; virtual double calc(const double* x) const = 0;
}; };
@ -86,6 +85,23 @@ CV_EXPORTS_W Ptr<DownhillSolver> createDownhillSolver(const Ptr<Solver::Function
InputArray initStep=Mat_<double>(1,1,0.0), InputArray initStep=Mat_<double>(1,1,0.0),
TermCriteria termcrit=TermCriteria(TermCriteria::MAX_ITER+TermCriteria::EPS,5000,0.000001)); TermCriteria termcrit=TermCriteria(TermCriteria::MAX_ITER+TermCriteria::EPS,5000,0.000001));
//! conjugate gradient method
class CV_EXPORTS ConjGradSolver : public Solver
{
public:
class CV_EXPORTS Function : public Solver::Function
{
public:
//! gradient is like the first derivative for multivar function
virtual void getGradient(const double* x,double* buf)const=0;
//! Jacobian is like the second derivative
virtual void getJacobian(const double* x)const=0;
};
};
CV_EXPORTS_W Ptr<ConjGradSolver> createConjGradSolver(const Ptr<Solver::Function>& f=Ptr<ConjGradSolver::Function>(),
TermCriteria termcrit=TermCriteria(TermCriteria::MAX_ITER+TermCriteria::EPS,5000,0.000001));
//!the return codes for solveLP() function //!the return codes for solveLP() function
enum enum
{ {