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42
43 #include "precomp.hpp"
44 #include <stdio.h>
45
46 /*
47 This is translation to C++ of the Matlab's LMSolve package by Miroslav Balda.
48 Here is the original copyright:
49 ============================================================================
50
51 Copyright (c) 2007, Miroslav Balda
52 All rights reserved.
53
54 Redistribution and use in source and binary forms, with or without
55 modification, are permitted provided that the following conditions are
56 met:
57
58 * Redistributions of source code must retain the above copyright
59 notice, this list of conditions and the following disclaimer.
60 * Redistributions in binary form must reproduce the above copyright
61 notice, this list of conditions and the following disclaimer in
62 the documentation and/or other materials provided with the distribution
63
64 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
65 AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
66 IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
67 ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
68 LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
69 CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
70 SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
71 INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
72 CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
73 ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
74 POSSIBILITY OF SUCH DAMAGE.
75 */
76
77 namespace cv
78 {
79
80 class LMSolverImpl : public LMSolver
81 {
82 public:
LMSolverImpl()83 LMSolverImpl() : maxIters(100) { init(); }
LMSolverImpl(const Ptr<LMSolver::Callback> & _cb,int _maxIters)84 LMSolverImpl(const Ptr<LMSolver::Callback>& _cb, int _maxIters) : cb(_cb), maxIters(_maxIters) { init(); }
85
init()86 void init()
87 {
88 epsx = epsf = FLT_EPSILON;
89 printInterval = 0;
90 }
91
run(InputOutputArray _param0) const92 int run(InputOutputArray _param0) const
93 {
94 Mat param0 = _param0.getMat(), x, xd, r, rd, J, A, Ap, v, temp_d, d;
95 int ptype = param0.type();
96
97 CV_Assert( (param0.cols == 1 || param0.rows == 1) && (ptype == CV_32F || ptype == CV_64F));
98 CV_Assert( cb );
99
100 int lx = param0.rows + param0.cols - 1;
101 param0.convertTo(x, CV_64F);
102
103 if( x.cols != 1 )
104 transpose(x, x);
105
106 if( !cb->compute(x, r, J) )
107 return -1;
108 double S = norm(r, NORM_L2SQR);
109 int nfJ = 2;
110
111 mulTransposed(J, A, true);
112 gemm(J, r, 1, noArray(), 0, v, GEMM_1_T);
113
114 Mat D = A.diag().clone();
115
116 const double Rlo = 0.25, Rhi = 0.75;
117 double lambda = 1, lc = 0.75;
118 int i, iter = 0;
119
120 if( printInterval != 0 )
121 {
122 printf("************************************************************************************\n");
123 printf("\titr\tnfJ\t\tSUM(r^2)\t\tx\t\tdx\t\tl\t\tlc\n");
124 printf("************************************************************************************\n");
125 }
126
127 for( ;; )
128 {
129 CV_Assert( A.type() == CV_64F && A.rows == lx );
130 A.copyTo(Ap);
131 for( i = 0; i < lx; i++ )
132 Ap.at<double>(i, i) += lambda*D.at<double>(i);
133 solve(Ap, v, d, DECOMP_EIG);
134 subtract(x, d, xd);
135 if( !cb->compute(xd, rd, noArray()) )
136 return -1;
137 nfJ++;
138 double Sd = norm(rd, NORM_L2SQR);
139 gemm(A, d, -1, v, 2, temp_d);
140 double dS = d.dot(temp_d);
141 double R = (S - Sd)/(fabs(dS) > DBL_EPSILON ? dS : 1);
142
143 if( R > Rhi )
144 {
145 lambda *= 0.5;
146 if( lambda < lc )
147 lambda = 0;
148 }
149 else if( R < Rlo )
150 {
151 // find new nu if R too low
152 double t = d.dot(v);
153 double nu = (Sd - S)/(fabs(t) > DBL_EPSILON ? t : 1) + 2;
154 nu = std::min(std::max(nu, 2.), 10.);
155 if( lambda == 0 )
156 {
157 invert(A, Ap, DECOMP_EIG);
158 double maxval = DBL_EPSILON;
159 for( i = 0; i < lx; i++ )
160 maxval = std::max(maxval, std::abs(Ap.at<double>(i,i)));
161 lambda = lc = 1./maxval;
162 nu *= 0.5;
163 }
164 lambda *= nu;
165 }
166
167 if( Sd < S )
168 {
169 nfJ++;
170 S = Sd;
171 std::swap(x, xd);
172 if( !cb->compute(x, r, J) )
173 return -1;
174 mulTransposed(J, A, true);
175 gemm(J, r, 1, noArray(), 0, v, GEMM_1_T);
176 }
177
178 iter++;
179 bool proceed = iter < maxIters && norm(d, NORM_INF) >= epsx && norm(r, NORM_INF) >= epsf;
180
181 if( printInterval != 0 && (iter % printInterval == 0 || iter == 1 || !proceed) )
182 {
183 printf("%c%10d %10d %15.4e %16.4e %17.4e %16.4e %17.4e\n",
184 (proceed ? ' ' : '*'), iter, nfJ, S, x.at<double>(0), d.at<double>(0), lambda, lc);
185 }
186
187 if(!proceed)
188 break;
189 }
190
191 if( param0.size != x.size )
192 transpose(x, x);
193
194 x.convertTo(param0, ptype);
195 if( iter == maxIters )
196 iter = -iter;
197
198 return iter;
199 }
200
setCallback(const Ptr<LMSolver::Callback> & _cb)201 void setCallback(const Ptr<LMSolver::Callback>& _cb) { cb = _cb; }
202
203 Ptr<LMSolver::Callback> cb;
204
205 double epsx;
206 double epsf;
207 int maxIters;
208 int printInterval;
209 };
210
211
createLMSolver(const Ptr<LMSolver::Callback> & cb,int maxIters)212 Ptr<LMSolver> createLMSolver(const Ptr<LMSolver::Callback>& cb, int maxIters)
213 {
214 return makePtr<LMSolverImpl>(cb, maxIters);
215 }
216
217 }
218