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// Class definition for the object that is responsible for applying a 32// second order correction to the Gauss-Newton based on the ideas in 33// BANS by Triggs et al. 34 35#ifndef CERES_INTERNAL_CORRECTOR_H_ 36#define CERES_INTERNAL_CORRECTOR_H_ 37 38namespace ceres { 39namespace internal { 40 41// Corrector is responsible for applying the second order correction 42// to the residual and jacobian of a least squares problem based on a 43// radial robust loss. 44// 45// The key idea here is to look at the expressions for the robustified 46// gauss newton approximation and then take its squareroot to get the 47// corresponding corrections to the residual and jacobian. For the 48// full expressions see Eq. 10 and 11 in BANS by Triggs et al. 49class Corrector { 50 public: 51 // The constructor takes the squared norm, the value, the first and 52 // second derivatives of the LossFunction. It precalculates some of 53 // the constants that are needed to apply the correction. The 54 // correction constant alpha is constrained to be smaller than 1, if 55 // it becomes larger than 1, then it will reverse the sign of the 56 // residual and the correction. If alpha is equal to 1 will result 57 // in a divide by zero error. Thus we constrain alpha to be upper 58 // bounded by 1 - epsilon_. 59 // 60 // rho[1] needs to be positive. The constructor will crash if this 61 // condition is not met. 62 // 63 // In practical use CorrectJacobian should always be called before 64 // CorrectResidual, because the jacobian correction depends on the 65 // value of the uncorrected residual values. 66 explicit Corrector(double sq_norm, const double rho[3]); 67 68 // residuals *= sqrt(rho[1]) / (1 - alpha) 69 void CorrectResiduals(int num_rows, double* residuals); 70 71 // jacobian = sqrt(rho[1]) * jacobian - 72 // sqrt(rho[1]) * alpha / sq_norm * residuals residuals' * jacobian. 73 // 74 // The method assumes that the jacobian has row-major storage. It is 75 // the caller's responsibility to ensure that the pointer to 76 // jacobian is not null. 77 void CorrectJacobian(int num_rows, 78 int num_cols, 79 double* residuals, 80 double* jacobian); 81 82 private: 83 double sqrt_rho1_; 84 double residual_scaling_; 85 double alpha_sq_norm_; 86}; 87} // namespace internal 88} // namespace ceres 89 90#endif // CERES_INTERNAL_CORRECTOR_H_ 91