10ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Ceres Solver - A fast non-linear least squares minimizer 20ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Copyright 2010, 2011, 2012 Google Inc. All rights reserved. 30ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// http://code.google.com/p/ceres-solver/ 40ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 50ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Redistribution and use in source and binary forms, with or without 60ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// modification, are permitted provided that the following conditions are met: 70ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 80ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions of source code must retain the above copyright notice, 90ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer. 100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions in binary form must reproduce the above copyright notice, 110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer in the documentation 120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// and/or other materials provided with the distribution. 130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Neither the name of Google Inc. nor the names of its contributors may be 140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// used to endorse or promote products derived from this software without 150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// specific prior written permission. 160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// POSSIBILITY OF SUCH DAMAGE. 280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Author: sameeragarwal@google.com (Sameer Agarwal) 300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Cost term that implements a prior on a parameter block using a 320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// normal distribution. 330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#ifndef CERES_PUBLIC_NORMAL_PRIOR_H_ 350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#define CERES_PUBLIC_NORMAL_PRIOR_H_ 360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/cost_function.h" 380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/eigen.h" 390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres { 410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Implements a cost function of the form 430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// cost(x) = ||A(x - b)||^2 450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// where, the matrix A and the vector b are fixed and x is the 470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// variable. In case the user is interested in implementing a cost 480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// function of the form 490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// cost(x) = (x - mu)^T S^{-1} (x - mu) 510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// where, mu is a vector and S is a covariance matrix, then, A = 530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// S^{-1/2}, i.e the matrix A is the square root of the inverse of the 540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// covariance, also known as the stiffness matrix. There are however 550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// no restrictions on the shape of A. It is free to be rectangular, 560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// which would be the case if the covariance matrix S is rank 570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// deficient. 580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass NormalPrior: public CostFunction { 600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public: 610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Check that the number of rows in the vector b are the same as the 620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // number of columns in the matrix A, crash otherwise. 630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong NormalPrior(const Matrix& A, const Vector& b); 640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong virtual bool Evaluate(double const* const* parameters, 660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* residuals, 670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double** jacobians) const; 680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong private: 690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Matrix A_; 700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Vector b_; 710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}; 720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace ceres 740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#endif // CERES_PUBLIC_NORMAL_PRIOR_H_ 76