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Diffstat (limited to 'extern/libmv/third_party/ceres/internal/ceres/corrector.h')
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-// Ceres Solver - A fast non-linear least squares minimizer
-// Copyright 2010, 2011, 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)
-//
-// Class definition for the object that is responsible for applying a
-// second order correction to the Gauss-Newton based on the ideas in
-// BANS by Triggs et al.
-
-#ifndef CERES_INTERNAL_CORRECTOR_H_
-#define CERES_INTERNAL_CORRECTOR_H_
-
-namespace ceres {
-namespace internal {
-
-// Corrector is responsible for applying the second order correction
-// to the residual and jacobian of a least squares problem based on a
-// radial robust loss.
-//
-// The key idea here is to look at the expressions for the robustified
-// gauss newton approximation and then take its squareroot to get the
-// corresponding corrections to the residual and jacobian. For the
-// full expressions see Eq. 10 and 11 in BANS by Triggs et al.
-class Corrector {
- public:
- // The constructor takes the squared norm, the value, the first and
- // second derivatives of the LossFunction. It precalculates some of
- // the constants that are needed to apply the correction. The
- // correction constant alpha is constrained to be smaller than 1, if
- // it becomes larger than 1, then it will reverse the sign of the
- // residual and the correction. If alpha is equal to 1 will result
- // in a divide by zero error. Thus we constrain alpha to be upper
- // bounded by 1 - epsilon_.
- //
- // rho[1] needs to be positive. The constructor will crash if this
- // condition is not met.
- //
- // In practical use CorrectJacobian should always be called before
- // CorrectResidual, because the jacobian correction depends on the
- // value of the uncorrected residual values.
- explicit Corrector(double sq_norm, const double rho[3]);
-
- // residuals *= sqrt(rho[1]) / (1 - alpha)
- void CorrectResiduals(int num_rows, double* residuals);
-
- // jacobian = sqrt(rho[1]) * jacobian -
- // sqrt(rho[1]) * alpha / sq_norm * residuals residuals' * jacobian.
- //
- // The method assumes that the jacobian has row-major storage. It is
- // the caller's responsibility to ensure that the pointer to
- // jacobian is not null.
- void CorrectJacobian(int num_rows,
- int num_cols,
- double* residuals,
- double* jacobian);
-
- private:
- double sqrt_rho1_;
- double residual_scaling_;
- double alpha_sq_norm_;
-};
-} // namespace internal
-} // namespace ceres
-
-#endif // CERES_INTERNAL_CORRECTOR_H_