Various corrections and enhancements to the documentation.

Change-Id: I03519bfccf4367b36d36006f1450d5fbcbbf8621
This commit is contained in:
Sameer Agarwal
2013-05-26 12:40:12 -07:00
parent 97e1795704
commit ebbb984db8
10 changed files with 841 additions and 290 deletions
+8 -8
View File
@@ -82,14 +82,14 @@
//
// CostFunction* cost_function
// = new NumericDiffCostFunction<MyScalarCostFunctor, CENTRAL, 1, 2, 2>(
// new MyScalarCostFunctor(1.0)); ^ ^ ^
// | | | |
// Finite Differencing Scheme -+ | | |
// Dimension of residual ----------+ | |
// Dimension of x --------------------+ |
// Dimension of y -----------------------+
// new MyScalarCostFunctor(1.0)); ^ ^ ^ ^
// | | | |
// Finite Differencing Scheme -+ | | |
// Dimension of residual ------------+ | |
// Dimension of x ----------------------+ |
// Dimension of y -------------------------+
//
// In this example, there is usually an instance for each measumerent of k.
// In this example, there is usually an instance for each measurement of k.
//
// In the instantiation above, the template parameters following
// "MyScalarCostFunctor", "1, 2, 2", describe the functor as computing
@@ -126,7 +126,7 @@
// To get a numerically differentiated cost function, define a
// subclass of CostFunction such that the Evaluate() function ignores
// the jacobian parameter. The numeric differentiation wrapper will
// fill in the jacobian parameter if nececssary by repeatedly calling
// fill in the jacobian parameter if necessary by repeatedly calling
// the Evaluate() function with small changes to the appropriate
// parameters, and computing the slope. For performance, the numeric
// differentiation wrapper class is templated on the concrete cost