1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2015 Google Inc. All rights reserved.
3 // http://ceres-solver.org/
5 // Redistribution and use in source and binary forms, with or without
6 // modification, are permitted provided that the following conditions are met:
8 // * Redistributions of source code must retain the above copyright notice,
9 // this list of conditions and the following disclaimer.
10 // * Redistributions in binary form must reproduce the above copyright notice,
11 // this list of conditions and the following disclaimer in the documentation
12 // and/or other materials provided with the distribution.
13 // * Neither the name of Google Inc. nor the names of its contributors may be
14 // used to endorse or promote products derived from this software without
15 // specific prior written permission.
17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27 // POSSIBILITY OF SUCH DAMAGE.
29 // Author: sameeragarwal@google.com (Sameer Agarwal)
31 // Cost term that implements a prior on a parameter block using a
32 // normal distribution.
34 #ifndef CERES_PUBLIC_NORMAL_PRIOR_H_
35 #define CERES_PUBLIC_NORMAL_PRIOR_H_
37 #include "ceres/cost_function.h"
38 #include "ceres/internal/eigen.h"
39 #include "ceres/internal/disable_warnings.h"
43 // Implements a cost function of the form
45 // cost(x) = ||A(x - b)||^2
47 // where, the matrix A and the vector b are fixed and x is the
48 // variable. In case the user is interested in implementing a cost
49 // function of the form
51 // cost(x) = (x - mu)^T S^{-1} (x - mu)
53 // where, mu is a vector and S is a covariance matrix, then, A =
54 // S^{-1/2}, i.e the matrix A is the square root of the inverse of the
55 // covariance, also known as the stiffness matrix. There are however
56 // no restrictions on the shape of A. It is free to be rectangular,
57 // which would be the case if the covariance matrix S is rank
60 class CERES_EXPORT NormalPrior: public CostFunction {
62 // Check that the number of rows in the vector b are the same as the
63 // number of columns in the matrix A, crash otherwise.
64 NormalPrior(const Matrix& A, const Vector& b);
66 virtual bool Evaluate(double const* const* parameters,
68 double** jacobians) const;
76 #include "ceres/internal/reenable_warnings.h"
78 #endif // CERES_PUBLIC_NORMAL_PRIOR_H_