normal_prior.h 3.1 KB

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  1. // Ceres Solver - A fast non-linear least squares minimizer
  2. // Copyright 2023 Google Inc. All rights reserved.
  3. // http://ceres-solver.org/
  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@google.com (Sameer Agarwal)
  30. //
  31. // Cost term that implements a prior on a parameter block using a
  32. // normal distribution.
  33. #ifndef CERES_PUBLIC_NORMAL_PRIOR_H_
  34. #define CERES_PUBLIC_NORMAL_PRIOR_H_
  35. #include "ceres/cost_function.h"
  36. #include "ceres/internal/disable_warnings.h"
  37. #include "ceres/internal/eigen.h"
  38. namespace ceres {
  39. // Implements a cost function of the form
  40. //
  41. // cost(x) = ||A(x - b)||^2
  42. //
  43. // where, the matrix A and the vector b are fixed and x is the
  44. // variable. In case the user is interested in implementing a cost
  45. // function of the form
  46. //
  47. // cost(x) = (x - mu)^T S^{-1} (x - mu)
  48. //
  49. // where, mu is a vector and S is a covariance matrix, then, A =
  50. // S^{-1/2}, i.e the matrix A is the square root of the inverse of the
  51. // covariance, also known as the stiffness matrix. There are however
  52. // no restrictions on the shape of A. It is free to be rectangular,
  53. // which would be the case if the covariance matrix S is rank
  54. // deficient.
  55. class CERES_EXPORT NormalPrior final : public CostFunction {
  56. public:
  57. // Check that the number of rows in the vector b are the same as the
  58. // number of columns in the matrix A, crash otherwise.
  59. NormalPrior(const Matrix& A, Vector b);
  60. bool Evaluate(double const* const* parameters,
  61. double* residuals,
  62. double** jacobians) const override;
  63. private:
  64. Matrix A_;
  65. Vector b_;
  66. };
  67. } // namespace ceres
  68. #include "ceres/internal/reenable_warnings.h"
  69. #endif // CERES_PUBLIC_NORMAL_PRIOR_H_