/*M/////////////////////////////////////////////////////////////////////////////////////// // // IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING. // // By downloading, copying, installing or using the software you agree to this license. // If you do not agree to this license, do not download, install, // copy or use the software. // // // License Agreement // For Open Source Computer Vision Library // // Copyright (C) 2013, OpenCV Foundation, all rights reserved. // Third party copyrights are property of their respective owners. // // Redistribution and use in source and binary forms, with or without modification, // are permitted provided that the following conditions are met: // // * Redistribution's of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // // * Redistribution's 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. // // * The name of the copyright holders may not be used to endorse or promote products // derived from this software without specific prior written permission. // // This software is provided by the copyright holders and 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 OpenCV Foundation or contributors be liable for any direct, // indirect, incidental, special, exemplary, or consequential damages // (including, but not limited to, procurement of substitute goods or services; // loss of use, data, or profits; or business interruption) however caused // and on any theory of liability, whether in contract, strict liability, // or tort (including negligence or otherwise) arising in any way out of // the use of this software, even if advised of the possibility of such damage. // //M*/ #include "precomp.hpp" #define dprintf(x) #define print_matrix(x) namespace cv { double MinProblemSolver::Function::getGradientEps() const { return 1e-3; } void MinProblemSolver::Function::getGradient(const double* x, double* grad) { double eps = getGradientEps(); int i, n = getDims(); AutoBuffer x_buf(n); double* x_ = x_buf; for( i = 0; i < n; i++ ) x_[i] = x[i]; for( i = 0; i < n; i++ ) { x_[i] = x[i] + eps; double y1 = calc(x_); x_[i] = x[i] - eps; double y0 = calc(x_); grad[i] = (y1 - y0)/(2*eps); x_[i] = x[i]; } } #define SEC_METHOD_ITERATIONS 4 #define INITIAL_SEC_METHOD_SIGMA 0.1 class ConjGradSolverImpl : public ConjGradSolver { public: Ptr getFunction() const; void setFunction(const Ptr& f); TermCriteria getTermCriteria() const; ConjGradSolverImpl(); void setTermCriteria(const TermCriteria& termcrit); double minimize(InputOutputArray x); protected: Ptr _Function; TermCriteria _termcrit; Mat_ d,r,buf_x,r_old; Mat_ minimizeOnTheLine_buf1,minimizeOnTheLine_buf2; private: static void minimizeOnTheLine(Ptr _f,Mat_& x,const Mat_& d,Mat_& buf1,Mat_& buf2); }; void ConjGradSolverImpl::minimizeOnTheLine(Ptr _f,Mat_& x,const Mat_& d,Mat_& buf1, Mat_& buf2){ double sigma=INITIAL_SEC_METHOD_SIGMA; buf1=0.0; buf2=0.0; dprintf(("before minimizeOnTheLine\n")); dprintf(("x:\n")); print_matrix(x); dprintf(("d:\n")); print_matrix(d); for(int i=0;igetGradient((double*)x.data,(double*)buf1.data); dprintf(("buf1:\n")); print_matrix(buf1); x=x+sigma*d; _f->getGradient((double*)x.data,(double*)buf2.data); dprintf(("buf2:\n")); print_matrix(buf2); double d1=buf1.dot(d), d2=buf2.dot(d); if((d1-d2)==0){ break; } double alpha=-sigma*d1/(d2-d1); dprintf(("(buf2.dot(d)-buf1.dot(d))=%f\nalpha=%f\n",(buf2.dot(d)-buf1.dot(d)),alpha)); x=x+(alpha-sigma)*d; sigma=-alpha; } dprintf(("after minimizeOnTheLine\n")); print_matrix(x); } double ConjGradSolverImpl::minimize(InputOutputArray x){ CV_Assert(_Function.empty()==false); dprintf(("termcrit:\n\ttype: %d\n\tmaxCount: %d\n\tEPS: %g\n",_termcrit.type,_termcrit.maxCount,_termcrit.epsilon)); Mat x_mat=x.getMat(); CV_Assert(MIN(x_mat.rows,x_mat.cols)==1); int ndim=MAX(x_mat.rows,x_mat.cols); CV_Assert(x_mat.type()==CV_64FC1); if(d.cols!=ndim){ d.create(1,ndim); r.create(1,ndim); r_old.create(1,ndim); minimizeOnTheLine_buf1.create(1,ndim); minimizeOnTheLine_buf2.create(1,ndim); } Mat_ proxy_x; if(x_mat.rows>1){ buf_x.create(1,ndim); Mat_ proxy(ndim,1,buf_x.ptr()); x_mat.copyTo(proxy); proxy_x=buf_x; }else{ proxy_x=x_mat; } _Function->getGradient(proxy_x.ptr(),d.ptr()); d*=-1.0; d.copyTo(r); //here everything goes. check that everything is setted properly dprintf(("proxy_x\n"));print_matrix(proxy_x); dprintf(("d first time\n"));print_matrix(d); dprintf(("r\n"));print_matrix(r); for(int count=0;count<_termcrit.maxCount;count++){ minimizeOnTheLine(_Function,proxy_x,d,minimizeOnTheLine_buf1,minimizeOnTheLine_buf2); r.copyTo(r_old); _Function->getGradient(proxy_x.ptr(),r.ptr()); r*=-1.0; double r_norm_sq=norm(r); if(_termcrit.type==(TermCriteria::MAX_ITER+TermCriteria::EPS) && r_norm_sq<_termcrit.epsilon){ break; } r_norm_sq=r_norm_sq*r_norm_sq; double beta=MAX(0.0,(r_norm_sq-r.dot(r_old))/r_norm_sq); d=r+beta*d; } if(x_mat.rows>1){ Mat(ndim, 1, CV_64F, proxy_x.ptr()).copyTo(x); } return _Function->calc(proxy_x.ptr()); } ConjGradSolverImpl::ConjGradSolverImpl(){ _Function=Ptr(); } Ptr ConjGradSolverImpl::getFunction()const{ return _Function; } void ConjGradSolverImpl::setFunction(const Ptr& f){ _Function=f; } TermCriteria ConjGradSolverImpl::getTermCriteria()const{ return _termcrit; } void ConjGradSolverImpl::setTermCriteria(const TermCriteria& termcrit){ CV_Assert((termcrit.type==(TermCriteria::MAX_ITER+TermCriteria::EPS) && termcrit.epsilon>0 && termcrit.maxCount>0) || ((termcrit.type==TermCriteria::MAX_ITER) && termcrit.maxCount>0)); _termcrit=termcrit; } // both minRange & minError are specified by termcrit.epsilon; In addition, user may specify the number of iterations that the algorithm does. Ptr ConjGradSolver::create(const Ptr& f, TermCriteria termcrit){ Ptr CG = makePtr(); CG->setFunction(f); CG->setTermCriteria(termcrit); return CG; } }