irls.h

// -*- c++ -*-

// Copyright (C) 2005,2009 Tom Drummond (twd20@cam.ac.uk)

//All rights reserved.
//
//Redistribution and use in source and binary forms, with or without
//modification, are permitted provided that the following conditions
//are met:
//1. Redistributions of source code must retain the above copyright
//    notice, this list of conditions and the following disclaimer.
//2. 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 AUTHOR AND OTHER 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 AUTHOR OR OTHER CONTRIBUTORS BE
//LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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//SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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#ifndef __IRLS_H
#define __IRLS_H

#include <TooN/wls.h>
#include <cassert>
#include <cmath>

namespace TooN {

    template<typename Precision>
    struct RobustI {
        void set_sd(Precision x){ sd_inlier = x;} 
        double sd_inlier; 
        inline Precision reweight(Precision x) {return 1/(sd_inlier+fabs(x));}  
        inline Precision true_scale(Precision x) {return reweight(x) - fabs(x)*reweight(x)*reweight(x);}  
        inline Precision objective(Precision x) {return fabs(x) + sd_inlier*::log(sd_inlier*reweight(x));}  
    };

    template<typename Precision>
    struct RobustII {
        void set_sd(Precision x){ sd_inlier = x*x;} 
        Precision sd_inlier; 
        inline Precision reweight(Precision d){return 1/(sd_inlier+d*d);} 
        inline Precision true_scale(Precision d){return d - 2*d*reweight(d);} 
        inline Precision objective(Precision d){return 0.5 * ::log(1 + d*d/sd_inlier);} 
    };

    template<typename Precision>
    struct ILinear {
        void set_sd(Precision){} 
        inline Precision reweight(Precision){return 1;} 
        inline Precision true_scale(Precision){return 1;} 
        inline Precision objective(Precision d){return d*d;} 
    };
    
    template<typename Precision>
    struct RobustIII {

        void set_sd(Precision x){ sd_inlier = x*x;} 
        Precision sd_inlier; 
        Precision reweight(Precision x) const
        {
            double d = (1 + x*x/sd_inlier);
            return 1/(d*d);
        }   
        Precision objective(Precision x) const 
        {
            return x*x / (2*(1 + x*x/sd_inlier));
        }
    };

    template <int Size, typename Precision, template <typename RWPrecision> class Reweight>
    class IRLS
        : public Reweight<Precision>,
          public WLS<Size,Precision>
    {
    public:
        IRLS(int size=Size):
            WLS<Size,Precision>(size),
            my_true_C_inv(Zeros(size))
        {
            my_residual=0;
        }
        
        template<int Size2, typename Precision2, typename Base2>
        inline void add_mJ(Precision m, const Vector<Size2,Precision2,Base2>& J) {
            SizeMismatch<Size,Size2>::test(my_true_C_inv.num_rows(), J.size());

            Precision scale = Reweight<Precision>::reweight(m);
            Precision ts = Reweight<Precision>::true_scale(m);
            my_residual += Reweight<Precision>::objective(m);

            WLS<Size>::add_mJ(m,J,scale);

            Vector<Size,Precision> scaledm(m*ts);

            my_true_C_inv += scaledm.as_col() * scaledm.as_row();

        }

        void operator += (const IRLS& meas){
            WLS<Size>::operator+=(meas);
            my_true_C_inv += meas.my_true_C_inv;
        }


        Matrix<Size,Size,Precision>& get_true_C_inv() {return my_true_C_inv;}
        const Matrix<Size,Size,Precision>& get_true_C_inv()const {return my_true_C_inv;}

        Precision get_residual() {return my_residual;}

        void clear(){
            WLS<Size,Precision>::clear();
            my_residual=0;
            my_true_C_inv = Zeros;
        }

    private:

        Precision my_residual;

        Matrix<Size,Size,Precision> my_true_C_inv;

        // comment out to allow bitwise copying
        IRLS( IRLS& copyof );
        int operator = ( IRLS& copyof );
    };

}

#endif