Q3D-Calibration/include/LevenbergMarquardt.h

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<EFBFBD><EFBFBD>#pragma once
#ifndef levenberg_marquardt_h
#define levenberg_marquardt_h
#include <Eigen/Dense>
#include <iostream>
class LevenbergMarquardt {
public:
LevenbergMarquardt(int L_, double* parma_, double (*Func_)(double, double*),
double* (*Gunc_)(double, double*), int type_ = 0);
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~LevenbergMarquardt(){};
public:
double mu = 1., eps = 1e-6;
double* parma;
double (*Func)(double, double*);
double* (*Gunc)(double, double*);
int L, type_, maxIter = 300;
std::vector<Eigen::Vector2d> data;
private:
Eigen::MatrixXd mJ; // ŖKQ<EFBFBD>k<EFBFBD>w5<EFBFBD>
Eigen::MatrixXd mH; // H<EFBFBD>w5<EFBFBD>
Eigen::VectorXd vF; // <EFBFBD><EFBFBD><EFBFBD>]
Eigen::VectorXd vG; // <EFBFBD>]<EFBFBD>O
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public:
void addData(double x, double y);
double* solve();
private:
void calmJ_vF();
void calmH_vG();
double calMse(double* parma_);
};
LevenbergMarquardt::LevenbergMarquardt(int L_, double* parma_, double (*Func_)(double, double*),
double* (*Gunc_)(double, double*), int type_) {
L = L_;
parma = parma_;
Func = Func_;
Gunc = Gunc_;
this->type_ = type_;
}
void LevenbergMarquardt::addData(double x, double y) { data.push_back(Eigen::Vector2d(x, y)); }
void LevenbergMarquardt::calmJ_vF() {
double x, y;
double* resJ;
mJ.resize(data.size(), L);
vF.resize(data.size());
for (int i = 0; i < data.size(); i++) {
Eigen::Vector2d& point = data.at(i);
x = point(0), y = point(1);
resJ = (*Gunc)(x, parma);
for (int j = 0; j < L; j++) mJ(i, j) = resJ[j];
vF(i) = y - (*Func)(x, parma);
}
}
void LevenbergMarquardt::calmH_vG() {
mH = mJ.transpose() * mJ;
vG = -mJ.transpose() * vF;
}
double LevenbergMarquardt::calMse(double* parma_) {
double x, y, mse = 0;
for (int i = 0; i < data.size(); i++) {
Eigen::Vector2d& point = data.at(i);
x = point(0), y = point(1);
mse += std::pow(y - (*Func)(x, parma_), 2);
}
return mse;
}
double* LevenbergMarquardt::solve() {
double v = 2, cost;
double* parmaNew = new double[L];
Eigen::VectorXd vX(L);
Eigen::MatrixXd mT, mD(L, L);
for (int i = 0; i < L; i++) {
for (int j = 0; j < L; j++) mD(i, j) = 0;
mD(i, i) = 1;
}
for (int k = 0; k < maxIter; k++) {
calmJ_vF();
calmH_vG();
if (type_ == 1) {
mT = mJ * mJ.transpose();
for (int i = 0; i < L; i++) mD(i, i) = sqrt(mT(i, i));
}
mH = mH + mu * mD;
vX = mH.ldlt().solve(vG);
if (vX.norm() <= eps) return parma;
for (int i = 0; i < L; i++) parmaNew[i] = parma[i] + vX[i];
cost = (calMse(parma) - calMse(parmaNew)) / (vX.transpose() * (mu * vX + vG));
if (cost > 0) {
for (int i = 0; i < L; i++) parma[i] = parmaNew[i];
mu = mu * std::max(1. / 3, 1 - std::pow(2 * cost - 1, 3));
v = 2;
} else {
mu *= v;
v *= 2;
}
}
return parma;
}
#endif