1cedac228d2dd51db4b79ea1e72c7f249408ee061Torne (Richard Coles)// Ceres Solver - A fast non-linear least squares minimizer 22a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// Copyright 2010, 2011, 2012 Google Inc. All rights reserved. 32a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// http://code.google.com/p/ceres-solver/ 42a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// 5cedac228d2dd51db4b79ea1e72c7f249408ee061Torne (Richard Coles)// Redistribution and use in source and binary forms, with or without 62a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// modification, are permitted provided that the following conditions are met: 72a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// 82a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// * Redistributions of source code must retain the above copyright notice, 92a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// this list of conditions and the following disclaimer. 102a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// * Redistributions in binary form must reproduce the above copyright notice, 115e3f23d412006dc4db4e659864679f29341e113fTorne (Richard Coles)// this list of conditions and the following disclaimer in the documentation 125e3f23d412006dc4db4e659864679f29341e113fTorne (Richard Coles)// and/or other materials provided with the distribution. 13eb525c5499e34cc9c4b825d6d9e75bb07cc06aceBen Murdoch// * Neither the name of Google Inc. nor the names of its contributors may be 14effb81e5f8246d0db0270817048dc992db66e9fbBen Murdoch// used to endorse or promote products derived from this software without 15558790d6acca3451cf3a6b497803a5f07d0bec58Ben Murdoch// specific prior written permission. 165d1f7b1de12d16ceb2c938c56701a3e8bfa558f7Torne (Richard Coles)// 17effb81e5f8246d0db0270817048dc992db66e9fbBen Murdoch// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 18e5d81f57cb97b3b6b7fccc9c5610d21eb81db09dBen Murdoch// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 192a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 202a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 212a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 222a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 232a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 242a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 252a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 262a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 272a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// POSSIBILITY OF SUCH DAMAGE. 28a3f6a49ab37290eeeb8db0f41ec0f1cb74a68be7Torne (Richard Coles)// 292a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// Author: keir@google.com (Keir Mierle) 302a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)// sameeragarwal@google.com (Sameer Agarwal) 312a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 32a3f6a49ab37290eeeb8db0f41ec0f1cb74a68be7Torne (Richard Coles)#ifndef CERES_INTERNAL_RANDOM_H_ 33a3f6a49ab37290eeeb8db0f41ec0f1cb74a68be7Torne (Richard Coles)#define CERES_INTERNAL_RANDOM_H_ 34a3f6a49ab37290eeeb8db0f41ec0f1cb74a68be7Torne (Richard Coles) 35a3f6a49ab37290eeeb8db0f41ec0f1cb74a68be7Torne (Richard Coles)#include <cmath> 36a3f6a49ab37290eeeb8db0f41ec0f1cb74a68be7Torne (Richard Coles)#include <cstdlib> 37a3f6a49ab37290eeeb8db0f41ec0f1cb74a68be7Torne (Richard Coles)#include "ceres/internal/port.h" 38a3f6a49ab37290eeeb8db0f41ec0f1cb74a68be7Torne (Richard Coles) 394e180b6a0b4720a9b8e9e959a882386f690f08ffTorne (Richard Coles)namespace ceres { 404e180b6a0b4720a9b8e9e959a882386f690f08ffTorne (Richard Coles) 414e180b6a0b4720a9b8e9e959a882386f690f08ffTorne (Richard Coles)inline void SetRandomState(int state) { 424e180b6a0b4720a9b8e9e959a882386f690f08ffTorne (Richard Coles) srand(state); 434e180b6a0b4720a9b8e9e959a882386f690f08ffTorne (Richard Coles)} 444e180b6a0b4720a9b8e9e959a882386f690f08ffTorne (Richard Coles) 452a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)inline int Uniform(int n) { 462a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) return rand() % n; 472a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)} 482a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 492a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)inline double RandDouble() { 502a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) double r = static_cast<double>(rand()); 512a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) return r / RAND_MAX; 525d1f7b1de12d16ceb2c938c56701a3e8bfa558f7Torne (Richard Coles)} 535d1f7b1de12d16ceb2c938c56701a3e8bfa558f7Torne (Richard Coles) 545d1f7b1de12d16ceb2c938c56701a3e8bfa558f7Torne (Richard Coles)// Box-Muller algorithm for normal random number generation. 555d1f7b1de12d16ceb2c938c56701a3e8bfa558f7Torne (Richard Coles)// http://en.wikipedia.org/wiki/Box-Muller_transform 562a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles)inline double RandNormal() { 572a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) double x1, x2, w; 585d1f7b1de12d16ceb2c938c56701a3e8bfa558f7Torne (Richard Coles) do { 592a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) x1 = 2.0 * RandDouble() - 1.0; 602a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) x2 = 2.0 * RandDouble() - 1.0; 612a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) w = x1 * x1 + x2 * x2; 622a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) } while ( w >= 1.0 || w == 0.0 ); 632a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) 642a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) w = sqrt((-2.0 * log(w)) / w); 652a99a7e74a7f215066514fe81d2bfa6639d9edddTorne (Richard Coles) return x1 * w; 665d1f7b1de12d16ceb2c938c56701a3e8bfa558f7Torne (Richard Coles)} 675d1f7b1de12d16ceb2c938c56701a3e8bfa558f7Torne (Richard Coles) 685d1f7b1de12d16ceb2c938c56701a3e8bfa558f7Torne (Richard Coles)} // namespace ceres 69effb81e5f8246d0db0270817048dc992db66e9fbBen Murdoch 70effb81e5f8246d0db0270817048dc992db66e9fbBen Murdoch#endif // CERES_INTERNAL_RANDOM_H_ 71effb81e5f8246d0db0270817048dc992db66e9fbBen Murdoch