123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778 |
- // 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)
- //
- // Cost term that implements a prior on a parameter block using a
- // normal distribution.
- #ifndef CERES_PUBLIC_NORMAL_PRIOR_H_
- #define CERES_PUBLIC_NORMAL_PRIOR_H_
- #include "ceres/cost_function.h"
- #include "ceres/internal/disable_warnings.h"
- #include "ceres/internal/eigen.h"
- namespace ceres {
- // Implements a cost function of the form
- //
- // cost(x) = ||A(x - b)||^2
- //
- // where, the matrix A and the vector b are fixed and x is the
- // variable. In case the user is interested in implementing a cost
- // function of the form
- //
- // cost(x) = (x - mu)^T S^{-1} (x - mu)
- //
- // where, mu is a vector and S is a covariance matrix, then, A =
- // S^{-1/2}, i.e the matrix A is the square root of the inverse of the
- // covariance, also known as the stiffness matrix. There are however
- // no restrictions on the shape of A. It is free to be rectangular,
- // which would be the case if the covariance matrix S is rank
- // deficient.
- class CERES_EXPORT NormalPrior final : public CostFunction {
- public:
- // Check that the number of rows in the vector b are the same as the
- // number of columns in the matrix A, crash otherwise.
- NormalPrior(const Matrix& A, Vector b);
- bool Evaluate(double const* const* parameters,
- double* residuals,
- double** jacobians) const override;
- private:
- Matrix A_;
- Vector b_;
- };
- } // namespace ceres
- #include "ceres/internal/reenable_warnings.h"
- #endif // CERES_PUBLIC_NORMAL_PRIOR_H_
|