// 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_