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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2012 Google Inc. All rights reserved.
+// http://code.google.com/p/ceres-solver/
+//
+// 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_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:
+  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_