1// Ceres Solver - A fast non-linear least squares minimizer
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3// http://code.google.com/p/ceres-solver/
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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