mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-30 09:00:37 +08:00
Wannes Van Loock
b0bf9fd2a9
Computing the covariance matrix for a number of parameter blocks previously required adding all parameter blocks to the computation and subsequently assembling the matrix by concatenating all the blocks. This patch adds the computation of the covariance matrix for a vector of parameter blocks. All covariance block pairs are added automatically and the resulting covariance matrix is assembled in the order the parameter blocks appear. Change-Id: I3b70c63f16862adc23a1d7fb7a21dde4e68abe9a
100 lines
4.1 KiB
C++
100 lines
4.1 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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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 met:
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//
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// * Redistributions 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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// * Redistributions 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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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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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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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#include "ceres/covariance.h"
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#include <utility>
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#include <vector>
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#include "ceres/covariance_impl.h"
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#include "ceres/problem.h"
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#include "ceres/problem_impl.h"
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namespace ceres {
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using std::make_pair;
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using std::pair;
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using std::vector;
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Covariance::Covariance(const Covariance::Options& options) {
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impl_.reset(new internal::CovarianceImpl(options));
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}
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Covariance::~Covariance() {
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}
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bool Covariance::Compute(
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const vector<pair<const double*, const double*> >& covariance_blocks,
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Problem* problem) {
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return impl_->Compute(covariance_blocks, problem->problem_impl_.get());
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}
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bool Covariance::Compute(
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const vector<const double*>& parameter_blocks,
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Problem* problem) {
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return impl_->Compute(parameter_blocks, problem->problem_impl_.get());
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}
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bool Covariance::GetCovarianceBlock(const double* parameter_block1,
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const double* parameter_block2,
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double* covariance_block) const {
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return impl_->GetCovarianceBlockInTangentOrAmbientSpace(parameter_block1,
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parameter_block2,
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true, // ambient
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covariance_block);
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}
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bool Covariance::GetCovarianceBlockInTangentSpace(
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const double* parameter_block1,
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const double* parameter_block2,
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double* covariance_block) const {
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return impl_->GetCovarianceBlockInTangentOrAmbientSpace(parameter_block1,
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parameter_block2,
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false, // tangent
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covariance_block);
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}
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bool Covariance::GetCovarianceMatrix(
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const vector<const double*>& parameter_blocks,
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double* covariance_matrix) {
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return impl_->GetCovarianceMatrixInTangentOrAmbientSpace(parameter_blocks,
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true, // ambient
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covariance_matrix);
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}
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bool Covariance::GetCovarianceMatrixInTangentSpace(
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const std::vector<const double *>& parameter_blocks,
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double *covariance_matrix) {
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return impl_->GetCovarianceMatrixInTangentOrAmbientSpace(parameter_blocks,
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false, // tangent
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covariance_matrix);
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}
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} // namespace ceres
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