1 /*M/////////////////////////////////////////////////////////////////////////////////////// 2 // 3 // IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING. 4 // 5 // By downloading, copying, installing or using the software you agree to this license. 6 // If you do not agree to this license, do not download, install, 7 // copy or use the software. 8 // 9 // 10 // License Agreement 11 // For Open Source Computer Vision Library 12 // 13 // Copyright (C) 2000, Intel Corporation, all rights reserved. 14 // Copyright (C) 2013, OpenCV Foundation, all rights reserved. 15 // Third party copyrights are property of their respective owners. 16 // 17 // Redistribution and use in source and binary forms, with or without modification, 18 // are permitted provided that the following conditions are met: 19 // 20 // * Redistribution's of source code must retain the above copyright notice, 21 // this list of conditions and the following disclaimer. 22 // 23 // * Redistribution's in binary form must reproduce the above copyright notice, 24 // this list of conditions and the following disclaimer in the documentation 25 // and/or other materials provided with the distribution. 26 // 27 // * The name of the copyright holders may not be used to endorse or promote products 28 // derived from this software without specific prior written permission. 29 // 30 // This software is provided by the copyright holders and contributors "as is" and 31 // any express or implied warranties, including, but not limited to, the implied 32 // warranties of merchantability and fitness for a particular purpose are disclaimed. 33 // In no event shall the Intel Corporation or contributors be liable for any direct, 34 // indirect, incidental, special, exemplary, or consequential damages 35 // (including, but not limited to, procurement of substitute goods or services; 36 // loss of use, data, or profits; or business interruption) however caused 37 // and on any theory of liability, whether in contract, strict liability, 38 // or tort (including negligence or otherwise) arising in any way out of 39 // the use of this software, even if advised of the possibility of such damage. 40 // 41 //M*/ 42 43 #include "precomp.hpp" 44 #include <stdio.h> 45 46 /* 47 This is translation to C++ of the Matlab's LMSolve package by Miroslav Balda. 48 Here is the original copyright: 49 ============================================================================ 50 51 Copyright (c) 2007, Miroslav Balda 52 All rights reserved. 53 54 Redistribution and use in source and binary forms, with or without 55 modification, are permitted provided that the following conditions are 56 met: 57 58 * Redistributions of source code must retain the above copyright 59 notice, this list of conditions and the following disclaimer. 60 * Redistributions in binary form must reproduce the above copyright 61 notice, this list of conditions and the following disclaimer in 62 the documentation and/or other materials provided with the distribution 63 64 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 65 AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 66 IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 67 ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 68 LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 69 CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 70 SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 71 INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 72 CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 73 ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 74 POSSIBILITY OF SUCH DAMAGE. 75 */ 76 77 namespace cv 78 { 79 80 class LMSolverImpl : public LMSolver 81 { 82 public: 83 LMSolverImpl() : maxIters(100) { init(); } 84 LMSolverImpl(const Ptr<LMSolver::Callback>& _cb, int _maxIters) : cb(_cb), maxIters(_maxIters) { init(); } 85 86 void init() 87 { 88 epsx = epsf = FLT_EPSILON; 89 printInterval = 0; 90 } 91 92 int run(InputOutputArray _param0) const 93 { 94 Mat param0 = _param0.getMat(), x, xd, r, rd, J, A, Ap, v, temp_d, d; 95 int ptype = param0.type(); 96 97 CV_Assert( (param0.cols == 1 || param0.rows == 1) && (ptype == CV_32F || ptype == CV_64F)); 98 CV_Assert( cb ); 99 100 int lx = param0.rows + param0.cols - 1; 101 param0.convertTo(x, CV_64F); 102 103 if( x.cols != 1 ) 104 transpose(x, x); 105 106 if( !cb->compute(x, r, J) ) 107 return -1; 108 double S = norm(r, NORM_L2SQR); 109 int nfJ = 2; 110 111 mulTransposed(J, A, true); 112 gemm(J, r, 1, noArray(), 0, v, GEMM_1_T); 113 114 Mat D = A.diag().clone(); 115 116 const double Rlo = 0.25, Rhi = 0.75; 117 double lambda = 1, lc = 0.75; 118 int i, iter = 0; 119 120 if( printInterval != 0 ) 121 { 122 printf("************************************************************************************\n"); 123 printf("\titr\tnfJ\t\tSUM(r^2)\t\tx\t\tdx\t\tl\t\tlc\n"); 124 printf("************************************************************************************\n"); 125 } 126 127 for( ;; ) 128 { 129 CV_Assert( A.type() == CV_64F && A.rows == lx ); 130 A.copyTo(Ap); 131 for( i = 0; i < lx; i++ ) 132 Ap.at<double>(i, i) += lambda*D.at<double>(i); 133 solve(Ap, v, d, DECOMP_EIG); 134 subtract(x, d, xd); 135 if( !cb->compute(xd, rd, noArray()) ) 136 return -1; 137 nfJ++; 138 double Sd = norm(rd, NORM_L2SQR); 139 gemm(A, d, -1, v, 2, temp_d); 140 double dS = d.dot(temp_d); 141 double R = (S - Sd)/(fabs(dS) > DBL_EPSILON ? dS : 1); 142 143 if( R > Rhi ) 144 { 145 lambda *= 0.5; 146 if( lambda < lc ) 147 lambda = 0; 148 } 149 else if( R < Rlo ) 150 { 151 // find new nu if R too low 152 double t = d.dot(v); 153 double nu = (Sd - S)/(fabs(t) > DBL_EPSILON ? t : 1) + 2; 154 nu = std::min(std::max(nu, 2.), 10.); 155 if( lambda == 0 ) 156 { 157 invert(A, Ap, DECOMP_EIG); 158 double maxval = DBL_EPSILON; 159 for( i = 0; i < lx; i++ ) 160 maxval = std::max(maxval, std::abs(Ap.at<double>(i,i))); 161 lambda = lc = 1./maxval; 162 nu *= 0.5; 163 } 164 lambda *= nu; 165 } 166 167 if( Sd < S ) 168 { 169 nfJ++; 170 S = Sd; 171 std::swap(x, xd); 172 if( !cb->compute(x, r, J) ) 173 return -1; 174 mulTransposed(J, A, true); 175 gemm(J, r, 1, noArray(), 0, v, GEMM_1_T); 176 } 177 178 iter++; 179 bool proceed = iter < maxIters && norm(d, NORM_INF) >= epsx && norm(r, NORM_INF) >= epsf; 180 181 if( printInterval != 0 && (iter % printInterval == 0 || iter == 1 || !proceed) ) 182 { 183 printf("%c%10d %10d %15.4e %16.4e %17.4e %16.4e %17.4e\n", 184 (proceed ? ' ' : '*'), iter, nfJ, S, x.at<double>(0), d.at<double>(0), lambda, lc); 185 } 186 187 if(!proceed) 188 break; 189 } 190 191 if( param0.size != x.size ) 192 transpose(x, x); 193 194 x.convertTo(param0, ptype); 195 if( iter == maxIters ) 196 iter = -iter; 197 198 return iter; 199 } 200 201 void setCallback(const Ptr<LMSolver::Callback>& _cb) { cb = _cb; } 202 203 Ptr<LMSolver::Callback> cb; 204 205 double epsx; 206 double epsf; 207 int maxIters; 208 int printInterval; 209 }; 210 211 212 Ptr<LMSolver> createLMSolver(const Ptr<LMSolver::Callback>& cb, int maxIters) 213 { 214 return makePtr<LMSolverImpl>(cb, maxIters); 215 } 216 217 } 218
