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217 lines
7.8 KiB
217 lines
7.8 KiB
/*M/////////////////////////////////////////////////////////////////////////////////////// |
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// |
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// IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING. |
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// |
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// By downloading, copying, installing or using the software you agree to this license. |
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// If you do not agree to this license, do not download, install, |
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// copy or use the software. |
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// |
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// |
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// License Agreement |
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// For Open Source Computer Vision Library |
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// |
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// Copyright (C) 2000, Intel Corporation, all rights reserved. |
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// Copyright (C) 2013, OpenCV Foundation, all rights reserved. |
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// Third party copyrights are property of their respective owners. |
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// |
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// Redistribution and use in source and binary forms, with or without modification, |
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// are permitted provided that the following conditions are met: |
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// |
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// * Redistribution's of source code must retain the above copyright notice, |
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// this list of conditions and the following disclaimer. |
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// |
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// * Redistribution's in binary form must reproduce the above copyright notice, |
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// this list of conditions and the following disclaimer in the documentation |
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// and/or other materials provided with the distribution. |
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// |
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// * The name of the copyright holders may not be used to endorse or promote products |
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// derived from this software without specific prior written permission. |
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// |
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// This software is provided by the copyright holders and contributors "as is" and |
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// any express or implied warranties, including, but not limited to, the implied |
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// warranties of merchantability and fitness for a particular purpose are disclaimed. |
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// In no event shall the Intel Corporation or contributors be liable for any direct, |
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// indirect, incidental, special, exemplary, or consequential damages |
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// (including, but not limited to, procurement of substitute goods or services; |
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// loss of use, data, or profits; or business interruption) however caused |
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// and on any theory of liability, whether in contract, strict liability, |
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// or tort (including negligence or otherwise) arising in any way out of |
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// the use of this software, even if advised of the possibility of such damage. |
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// |
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//M*/ |
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#include "precomp.hpp" |
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#include <stdio.h> |
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/* |
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This is a translation to C++ from the Matlab's LMSolve package by Miroslav Balda. |
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Here is the original copyright: |
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============================================================================ |
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Copyright (c) 2007, Miroslav Balda |
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All rights reserved. |
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Redistribution and use in source and binary forms, with or without |
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modification, are permitted provided that the following conditions are |
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met: |
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* Redistributions of source code must retain the above copyright |
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notice, this list of conditions and the following disclaimer. |
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* Redistributions in binary form must reproduce the above copyright |
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notice, this list of conditions and the following disclaimer in |
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the documentation and/or other materials provided with the distribution |
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" |
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AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE |
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IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE |
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ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE |
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LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR |
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CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF |
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SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS |
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INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN |
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CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) |
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ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE |
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POSSIBILITY OF SUCH DAMAGE. |
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*/ |
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namespace cv |
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{ |
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class LMSolverImpl CV_FINAL : public LMSolver |
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{ |
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public: |
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LMSolverImpl() : maxIters(100) { init(); } |
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LMSolverImpl(const Ptr<LMSolver::Callback>& _cb, int _maxIters) : cb(_cb), maxIters(_maxIters) { init(); } |
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void init() |
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{ |
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epsx = epsf = FLT_EPSILON; |
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printInterval = 0; |
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} |
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int run(InputOutputArray _param0) const CV_OVERRIDE |
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{ |
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Mat param0 = _param0.getMat(), x, xd, r, rd, J, A, Ap, v, temp_d, d; |
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int ptype = param0.type(); |
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CV_Assert( (param0.cols == 1 || param0.rows == 1) && (ptype == CV_32F || ptype == CV_64F)); |
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CV_Assert( cb ); |
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int lx = param0.rows + param0.cols - 1; |
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param0.convertTo(x, CV_64F); |
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if( x.cols != 1 ) |
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transpose(x, x); |
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if( !cb->compute(x, r, J) ) |
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return -1; |
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double S = norm(r, NORM_L2SQR); |
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int nfJ = 2; |
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mulTransposed(J, A, true); |
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gemm(J, r, 1, noArray(), 0, v, GEMM_1_T); |
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Mat D = A.diag().clone(); |
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const double Rlo = 0.25, Rhi = 0.75; |
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double lambda = 1, lc = 0.75; |
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int i, iter = 0; |
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if( printInterval != 0 ) |
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{ |
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printf("************************************************************************************\n"); |
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printf("\titr\tnfJ\t\tSUM(r^2)\t\tx\t\tdx\t\tl\t\tlc\n"); |
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printf("************************************************************************************\n"); |
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} |
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for( ;; ) |
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{ |
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CV_Assert( A.type() == CV_64F && A.rows == lx ); |
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A.copyTo(Ap); |
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for( i = 0; i < lx; i++ ) |
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Ap.at<double>(i, i) += lambda*D.at<double>(i); |
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solve(Ap, v, d, DECOMP_EIG); |
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subtract(x, d, xd); |
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if( !cb->compute(xd, rd, noArray()) ) |
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return -1; |
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nfJ++; |
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double Sd = norm(rd, NORM_L2SQR); |
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gemm(A, d, -1, v, 2, temp_d); |
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double dS = d.dot(temp_d); |
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double R = (S - Sd)/(fabs(dS) > DBL_EPSILON ? dS : 1); |
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if( R > Rhi ) |
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{ |
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lambda *= 0.5; |
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if( lambda < lc ) |
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lambda = 0; |
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} |
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else if( R < Rlo ) |
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{ |
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// find new nu if R too low |
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double t = d.dot(v); |
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double nu = (Sd - S)/(fabs(t) > DBL_EPSILON ? t : 1) + 2; |
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nu = std::min(std::max(nu, 2.), 10.); |
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if( lambda == 0 ) |
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{ |
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invert(A, Ap, DECOMP_EIG); |
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double maxval = DBL_EPSILON; |
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for( i = 0; i < lx; i++ ) |
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maxval = std::max(maxval, std::abs(Ap.at<double>(i,i))); |
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lambda = lc = 1./maxval; |
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nu *= 0.5; |
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} |
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lambda *= nu; |
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} |
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if( Sd < S ) |
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{ |
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nfJ++; |
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S = Sd; |
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std::swap(x, xd); |
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if( !cb->compute(x, r, J) ) |
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return -1; |
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mulTransposed(J, A, true); |
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gemm(J, r, 1, noArray(), 0, v, GEMM_1_T); |
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} |
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iter++; |
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bool proceed = iter < maxIters && norm(d, NORM_INF) >= epsx && norm(r, NORM_INF) >= epsf; |
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if( printInterval != 0 && (iter % printInterval == 0 || iter == 1 || !proceed) ) |
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{ |
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printf("%c%10d %10d %15.4e %16.4e %17.4e %16.4e %17.4e\n", |
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(proceed ? ' ' : '*'), iter, nfJ, S, x.at<double>(0), d.at<double>(0), lambda, lc); |
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} |
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if(!proceed) |
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break; |
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} |
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if( param0.size != x.size ) |
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transpose(x, x); |
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x.convertTo(param0, ptype); |
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if( iter == maxIters ) |
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iter = -iter; |
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return iter; |
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} |
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void setCallback(const Ptr<LMSolver::Callback>& _cb) CV_OVERRIDE { cb = _cb; } |
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Ptr<LMSolver::Callback> cb; |
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double epsx; |
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double epsf; |
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int maxIters; |
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int printInterval; |
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}; |
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Ptr<LMSolver> createLMSolver(const Ptr<LMSolver::Callback>& cb, int maxIters) |
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{ |
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return makePtr<LMSolverImpl>(cb, maxIters); |
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} |
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}
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