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| //M*/ | |
| /* | |
| This is a translation to C++ from the Matlab's LMSolve package by Miroslav Balda. | |
| Here is the original copyright: | |
| ============================================================================ | |
| Copyright (c) 2007, Miroslav Balda | |
| All rights reserved. | |
| 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 | |
| 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. | |
| */ | |
| namespace cv | |
| { | |
| class LMSolverImpl CV_FINAL : public LMSolver | |
| { | |
| public: | |
| LMSolverImpl(const Ptr<LMSolver::Callback>& _cb, int _maxIters, double _eps = FLT_EPSILON) | |
| : cb(_cb), epsx(_eps), epsf(_eps), maxIters(_maxIters) | |
| { | |
| printInterval = 0; | |
| } | |
| int run(InputOutputArray _param0) const CV_OVERRIDE | |
| { | |
| Mat param0 = _param0.getMat(), x, xd, r, rd, J, A, Ap, v, temp_d, d; | |
| int ptype = param0.type(); | |
| CV_Assert( (param0.cols == 1 || param0.rows == 1) && (ptype == CV_32F || ptype == CV_64F)); | |
| CV_Assert( cb ); | |
| int lx = param0.rows + param0.cols - 1; | |
| param0.convertTo(x, CV_64F); | |
| if( x.cols != 1 ) | |
| transpose(x, x); | |
| if( !cb->compute(x, r, J) ) | |
| return -1; | |
| double S = norm(r, NORM_L2SQR); | |
| int nfJ = 2; | |
| mulTransposed(J, A, true); | |
| gemm(J, r, 1, noArray(), 0, v, GEMM_1_T); | |
| Mat D = A.diag().clone(); | |
| const double Rlo = 0.25, Rhi = 0.75; | |
| double lambda = 1, lc = 0.75; | |
| int i, iter = 0; | |
| if( printInterval != 0 ) | |
| { | |
| printf("************************************************************************************\n"); | |
| printf("\titr\tnfJ\t\tSUM(r^2)\t\tx\t\tdx\t\tl\t\tlc\n"); | |
| printf("************************************************************************************\n"); | |
| } | |
| for( ;; ) | |
| { | |
| CV_Assert( A.type() == CV_64F && A.rows == lx ); | |
| A.copyTo(Ap); | |
| for( i = 0; i < lx; i++ ) | |
| Ap.at<double>(i, i) += lambda*D.at<double>(i); | |
| solve(Ap, v, d, DECOMP_EIG); | |
| subtract(x, d, xd); | |
| if( !cb->compute(xd, rd, noArray()) ) | |
| return -1; | |
| nfJ++; | |
| double Sd = norm(rd, NORM_L2SQR); | |
| gemm(A, d, -1, v, 2, temp_d); | |
| double dS = d.dot(temp_d); | |
| double R = (S - Sd)/(fabs(dS) > DBL_EPSILON ? dS : 1); | |
| if( R > Rhi ) | |
| { | |
| lambda *= 0.5; | |
| if( lambda < lc ) | |
| lambda = 0; | |
| } | |
| else if( R < Rlo ) | |
| { | |
| // find new nu if R too low | |
| double t = d.dot(v); | |
| double nu = (Sd - S)/(fabs(t) > DBL_EPSILON ? t : 1) + 2; | |
| nu = std::min(std::max(nu, 2.), 10.); | |
| if( lambda == 0 ) | |
| { | |
| invert(A, Ap, DECOMP_EIG); | |
| double maxval = DBL_EPSILON; | |
| for( i = 0; i < lx; i++ ) | |
| maxval = std::max(maxval, std::abs(Ap.at<double>(i,i))); | |
| lambda = lc = 1./maxval; | |
| nu *= 0.5; | |
| } | |
| lambda *= nu; | |
| } | |
| if( Sd < S ) | |
| { | |
| nfJ++; | |
| S = Sd; | |
| std::swap(x, xd); | |
| if( !cb->compute(x, r, J) ) | |
| return -1; | |
| mulTransposed(J, A, true); | |
| gemm(J, r, 1, noArray(), 0, v, GEMM_1_T); | |
| } | |
| iter++; | |
| bool proceed = iter < maxIters && norm(d, NORM_INF) >= epsx && norm(r, NORM_INF) >= epsf; | |
| if( printInterval != 0 && (iter % printInterval == 0 || iter == 1 || !proceed) ) | |
| { | |
| printf("%c%10d %10d %15.4e %16.4e %17.4e %16.4e %17.4e\n", | |
| (proceed ? ' ' : '*'), iter, nfJ, S, x.at<double>(0), d.at<double>(0), lambda, lc); | |
| } | |
| if(!proceed) | |
| break; | |
| } | |
| if( param0.size != x.size ) | |
| transpose(x, x); | |
| x.convertTo(param0, ptype); | |
| if( iter == maxIters ) | |
| iter = -iter; | |
| return iter; | |
| } | |
| void setMaxIters(int iters) CV_OVERRIDE { CV_Assert(iters > 0); maxIters = iters; } | |
| int getMaxIters() const CV_OVERRIDE { return maxIters; } | |
| Ptr<LMSolver::Callback> cb; | |
| double epsx; | |
| double epsf; | |
| int maxIters; | |
| int printInterval; | |
| }; | |
| Ptr<LMSolver> LMSolver::create(const Ptr<LMSolver::Callback>& cb, int maxIters) | |
| { | |
| return makePtr<LMSolverImpl>(cb, maxIters); | |
| } | |
| Ptr<LMSolver> LMSolver::create(const Ptr<LMSolver::Callback>& cb, int maxIters, double eps) | |
| { | |
| return makePtr<LMSolverImpl>(cb, maxIters, eps); | |
| } | |
| } | |