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- // Ceres Solver - A fast non-linear least squares minimizer
- // Copyright 2023 Google Inc. All rights reserved.
- // http://ceres-solver.org/
- //
- // Redistribution and use in source and binary forms, with or without
- // modification, are permitted provided that the following conditions are met:
- //
- // * Redistributions of source code must retain the above copyright notice,
- // this list of conditions and the following disclaimer.
- // * Redistributions in binary form must reproduce the above copyright notice,
- // this list of conditions and the following disclaimer in the documentation
- // and/or other materials provided with the distribution.
- // * Neither the name of Google Inc. nor the names of its contributors may be
- // used to endorse or promote products derived from this software without
- // specific prior written permission.
- //
- // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
- // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
- // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
- // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
- // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
- // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
- // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
- // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
- // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
- // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
- // POSSIBILITY OF SUCH DAMAGE.
- //
- // Author: sameeragarwal@google.com (Sameer Agarwal)
- //
- // Class definition for the object that is responsible for applying a
- // second order correction to the Gauss-Newton based on the ideas in
- // BAMS by Triggs et al.
- #ifndef CERES_INTERNAL_CORRECTOR_H_
- #define CERES_INTERNAL_CORRECTOR_H_
- #include "ceres/internal/disable_warnings.h"
- #include "ceres/internal/export.h"
- namespace ceres::internal {
- // Corrector is responsible for applying the second order correction
- // to the residual and jacobian of a least squares problem based on a
- // radial robust loss.
- //
- // The key idea here is to look at the expressions for the robustified
- // gauss newton approximation and then take its square root to get the
- // corresponding corrections to the residual and jacobian. For the
- // full expressions see Eq. 10 and 11 in BAMS by Triggs et al.
- class CERES_NO_EXPORT Corrector {
- public:
- // The constructor takes the squared norm, the value, the first and
- // second derivatives of the LossFunction. It precalculates some of
- // the constants that are needed to apply the correction. The
- // correction constant alpha is constrained to be smaller than 1, if
- // it becomes larger than 1, then it will reverse the sign of the
- // residual and the correction. If alpha is equal to 1 will result
- // in a divide by zero error. Thus we constrain alpha to be upper
- // bounded by 1 - epsilon_.
- //
- // rho[1] needs to be positive. The constructor will crash if this
- // condition is not met.
- //
- // In practical use CorrectJacobian should always be called before
- // CorrectResidual, because the jacobian correction depends on the
- // value of the uncorrected residual values.
- explicit Corrector(double sq_norm, const double rho[3]);
- // residuals *= sqrt(rho[1]) / (1 - alpha)
- void CorrectResiduals(int num_rows, double* residuals);
- // jacobian = sqrt(rho[1]) * jacobian -
- // sqrt(rho[1]) * alpha / sq_norm * residuals residuals' * jacobian.
- //
- // The method assumes that the jacobian has row-major storage. It is
- // the caller's responsibility to ensure that the pointer to
- // jacobian is not null.
- void CorrectJacobian(int num_rows,
- int num_cols,
- double* residuals,
- double* jacobian);
- private:
- double sqrt_rho1_;
- double residual_scaling_;
- double alpha_sq_norm_;
- };
- } // namespace ceres::internal
- #include "ceres/internal/reenable_warnings.h"
- #endif // CERES_INTERNAL_CORRECTOR_H_
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