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Diffstat (limited to 'internal/ceres/corrector.h')
-rw-r--r-- | internal/ceres/corrector.h | 88 |
1 files changed, 88 insertions, 0 deletions
diff --git a/internal/ceres/corrector.h b/internal/ceres/corrector.h new file mode 100644 index 0000000..9914641 --- /dev/null +++ b/internal/ceres/corrector.h @@ -0,0 +1,88 @@ +// 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 nrow, 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 nrow, int ncol, + double* residuals, double* jacobian); + + private: + double sqrt_rho1_; + double residual_scaling_; + double alpha_sq_norm_; +}; +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_CORRECTOR_H_ |