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 (at) 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 38 namespace ceres { 39 namespace 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. 49 class 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
