89 lines
1.8 KiB
C++
89 lines
1.8 KiB
C++
#pragma once
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#ifndef GNM_h
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#define GNM_h
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#include "utils.h"
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#include <Eigen/Dense>
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class GaussNewton {
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public:
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GaussNewton(int L_, double* parma_, double (*Func_)(double, double*),
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double* (*Gunc_)(double, double*));
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~GaussNewton();
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public:
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void addData(double x, double y);
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double* solve();
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public:
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double eps = 1e-5;
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double* parma;
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double (*Func)(double, double*);
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double* (*Gunc)(double, double*);
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int L, maxIter = 10;
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std::vector<Eigen::Vector2d> data;
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private:
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void calmJ_vF();
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void calmH_vG();
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private:
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Eigen::MatrixXd mJ; // 雅克比矩阵
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Eigen::MatrixXd mH; // H矩阵
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Eigen::VectorXd vF; // 误差向量
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Eigen::Vector3d vG; // 反馈向量
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};
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GaussNewton::GaussNewton(int L_, double* parma_, double (*Func_)(double, double*),
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double* (*Gunc_)(double, double*)) {
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L = L_;
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parma = parma_;
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Func = Func_;
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Gunc = Gunc_;
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}
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GaussNewton::~GaussNewton() {}
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void GaussNewton::addData(double x, double y) { data.push_back(Eigen::Vector2d(x, y)); }
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void GaussNewton::calmJ_vF() {
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double x, y;
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double* resJ;
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mJ.resize(data.size(), L);
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vF.resize(data.size());
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for (int i = 0; i < data.size(); i++) {
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Eigen::Vector2d& point = data.at(i);
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x = point(0), y = point(1);
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resJ = (*Gunc)(x, parma);
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for (int j = 0; j < L; j++) mJ(i, j) = resJ[j];
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vF(i) = y - (*Func)(x, parma);
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}
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}
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void GaussNewton::calmH_vG() {
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mH = mJ.transpose() * mJ;
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vG = -mJ.transpose() * vF;
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}
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double* GaussNewton::solve() {
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Eigen::VectorXd vX;
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vX.resize(L);
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for (int k = 0; k < maxIter; k++) {
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calmJ_vF();
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calmH_vG();
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vX = mH.ldlt().solve(vG);
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if (vX.norm() <= eps) return parma;
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for (int i = 0; i < L; i++) parma[i] += vX[i];
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}
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return parma;
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}
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#endif |