1// Ceres Solver - A fast non-linear least squares minimizer 2// Copyright 2010, 2011, 2012 Google Inc. All rights reserved. 3// http://code.google.com/p/ceres-solver/ 4// 5// Redistribution and use in source and binary forms, with or without 6// modification, are permitted provided that the following conditions are met: 7// 8// * Redistributions of source code must retain the above copyright notice, 9// this list of conditions and the following disclaimer. 10// * Redistributions in binary form must reproduce the above copyright notice, 11// this list of conditions and the following disclaimer in the documentation 12// and/or other materials provided with the distribution. 13// * Neither the name of Google Inc. nor the names of its contributors may be 14// used to endorse or promote products derived from this software without 15// specific prior written permission. 16// 17// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 18// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 19// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 20// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 21// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 22// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 23// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 24// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 25// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 26// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 27// POSSIBILITY OF SUCH DAMAGE. 28// 29// Author: sameeragarwal@google.com (Sameer Agarwal) 30// 31// Cost term that implements a prior on a parameter block using a 32// normal distribution. 33 34#ifndef CERES_PUBLIC_NORMAL_PRIOR_H_ 35#define CERES_PUBLIC_NORMAL_PRIOR_H_ 36 37#include "ceres/cost_function.h" 38#include "ceres/internal/eigen.h" 39#include "ceres/internal/disable_warnings.h" 40 41namespace ceres { 42 43// Implements a cost function of the form 44// 45// cost(x) = ||A(x - b)||^2 46// 47// where, the matrix A and the vector b are fixed and x is the 48// variable. In case the user is interested in implementing a cost 49// function of the form 50// 51// cost(x) = (x - mu)^T S^{-1} (x - mu) 52// 53// where, mu is a vector and S is a covariance matrix, then, A = 54// S^{-1/2}, i.e the matrix A is the square root of the inverse of the 55// covariance, also known as the stiffness matrix. There are however 56// no restrictions on the shape of A. It is free to be rectangular, 57// which would be the case if the covariance matrix S is rank 58// deficient. 59 60class CERES_EXPORT NormalPrior: public CostFunction { 61 public: 62 // Check that the number of rows in the vector b are the same as the 63 // number of columns in the matrix A, crash otherwise. 64 NormalPrior(const Matrix& A, const Vector& b); 65 66 virtual bool Evaluate(double const* const* parameters, 67 double* residuals, 68 double** jacobians) const; 69 private: 70 Matrix A_; 71 Vector b_; 72}; 73 74} // namespace ceres 75 76#include "ceres/internal/reenable_warnings.h" 77 78#endif // CERES_PUBLIC_NORMAL_PRIOR_H_ 79