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// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2015 Google Inc. All rights reserved.
// http://ceres-solver.org/
//
// 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_
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