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 // 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 41 namespace 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 60 class 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
