diff options
Diffstat (limited to 'extern/ceres/include/ceres/covariance.h')
| -rw-r--r-- | extern/ceres/include/ceres/covariance.h | 10 |
1 files changed, 5 insertions, 5 deletions
diff --git a/extern/ceres/include/ceres/covariance.h b/extern/ceres/include/ceres/covariance.h index 99825c425ad..2fe025df3ce 100644 --- a/extern/ceres/include/ceres/covariance.h +++ b/extern/ceres/include/ceres/covariance.h @@ -51,7 +51,7 @@ class CovarianceImpl; // ======= // It is very easy to use this class incorrectly without understanding // the underlying mathematics. Please read and understand the -// documentation completely before attempting to use this class. +// documentation completely before attempting to use it. // // // This class allows the user to evaluate the covariance for a @@ -73,7 +73,7 @@ class CovarianceImpl; // the maximum likelihood estimate of x given observations y is the // solution to the non-linear least squares problem: // -// x* = arg min_x |f(x)|^2 +// x* = arg min_x |f(x) - y|^2 // // And the covariance of x* is given by // @@ -220,11 +220,11 @@ class CERES_EXPORT Covariance { // 1. DENSE_SVD uses Eigen's JacobiSVD to perform the // computations. It computes the singular value decomposition // - // U * S * V' = J + // U * D * V' = J // // and then uses it to compute the pseudo inverse of J'J as // - // pseudoinverse[J'J]^ = V * pseudoinverse[S] * V' + // pseudoinverse[J'J] = V * pseudoinverse[D^2] * V' // // It is an accurate but slow method and should only be used // for small to moderate sized problems. It can handle @@ -235,7 +235,7 @@ class CERES_EXPORT Covariance { // // Q * R = J // - // [J'J]^-1 = [R*R']^-1 + // [J'J]^-1 = [R'*R]^-1 // // SPARSE_QR is not capable of computing the covariance if the // Jacobian is rank deficient. Depending on the value of |