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

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

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// Author: sameeragarwal@google.com (Sameer Agarwal)

#ifndef CERES_INTERNAL_LEVENBERG_MARQUARDT_STRATEGY_H_

#define CERES_INTERNAL_LEVENBERG_MARQUARDT_STRATEGY_H_

#include "ceres/internal/eigen.h"

#include "ceres/trust_region_strategy.h"

namespace ceres {

namespace internal {

// Levenberg-Marquardt step computation and trust region sizing

// strategy based on on "Methods for Nonlinear Least Squares" by

// K. Madsen, H.B. Nielsen and O. Tingleff. Available to download from

//

// http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/3215/pdf/imm3215.pdf

class LevenbergMarquardtStrategy : public TrustRegionStrategy {

 public:

  explicit LevenbergMarquardtStrategy(

      const TrustRegionStrategy::Options& options);

  virtual ~LevenbergMarquardtStrategy();

  // TrustRegionStrategy interface

  virtual TrustRegionStrategy::Summary ComputeStep(

      const TrustRegionStrategy::PerSolveOptions& per_solve_options,

      SparseMatrix* jacobian,

      const double* residuals,

      double* step);

  virtual void StepAccepted(double step_quality);

  virtual void StepRejected(double step_quality);

  virtual void StepIsInvalid() {

    // Treat the current step as a rejected step with no increase in

    // solution quality. Since rejected steps lead to decrease in the

    // size of the trust region, the next time ComputeStep is called,

    // this will lead to a better conditioned system.

    StepRejected(0.0);

  }

  virtual double Radius() const;

 private:

  LinearSolver* linear_solver_;

  double radius_;

  double max_radius_;

  const double min_diagonal_;

  const double max_diagonal_;

  double decrease_factor_;

  bool reuse_diagonal_;

  Vector diagonal_;   // diagonal_ =  diag(J'J)

  // Scaled copy of diagonal_. Stored here as optimization to prevent

  // allocations in every iteration and reuse when a step fails and

  // ComputeStep is called again.

  Vector lm_diagonal_;  // lm_diagonal_ = diagonal_ / radius_;

};

}  // namespace internal

}  // namespace ceres

#endif  // CERES_INTERNAL_LEVENBERG_MARQUARDT_STRATEGY_H_