// Ceres Solver - A fast non-linear least squares minimizer

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// http://ceres-solver.org/

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// Author: tbennun@gmail.com (Tal Ben-Nun)

//

#ifndef CERES_PUBLIC_NUMERIC_DIFF_OPTIONS_H_

#define CERES_PUBLIC_NUMERIC_DIFF_OPTIONS_H_

namespace ceres {

// Options pertaining to numeric differentiation (e.g., convergence criteria,

// step sizes).

struct CERES_EXPORT NumericDiffOptions {

  NumericDiffOptions() {

    relative_step_size = 1e-6;

    ridders_relative_initial_step_size = 1e-2;

    max_num_ridders_extrapolations = 10;

    ridders_epsilon = 1e-12;

    ridders_step_shrink_factor = 2.0;

  }

  // 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;

  // 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;

  // Maximal number of adaptive extrapolations (sampling) in Ridders' method.

  int max_num_ridders_extrapolations;

  // 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;

  // The factor in which to shrink the step size with each extrapolation in

  // Ridders' method.

  double ridders_step_shrink_factor;

};

}  // namespace ceres

#endif  // CERES_PUBLIC_NUMERIC_DIFF_OPTIONS_H_