Optimization.h

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/*
 * This file is part of ALVAR, A Library for Virtual and Augmented Reality.
 *
 * Copyright 2007-2012 VTT Technical Research Centre of Finland
 *
 * Contact: VTT Augmented Reality Team <alvar.info@vtt.fi>
 *          <http://www.vtt.fi/multimedia/alvar.html>
 *
 * ALVAR is free software; you can redistribute it and/or modify it under the
 * terms of the GNU Lesser General Public License as published by the Free
 * Software Foundation; either version 2.1 of the License, or (at your option)
 * any later version.
 *
 * This library is distributed in the hope that it will be useful, but WITHOUT
 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 * FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License
 * for more details.
 *
 * You should have received a copy of the GNU Lesser General Public License
 * along with ALVAR; if not, see
 * <http://www.gnu.org/licenses/old-licenses/lgpl-2.1.html>.
 */

#ifndef OPTIMIZATION_H
#define OPTIMIZATION_H

#include "Alvar.h"
#include <cxcore.h>
//#include <float.h>


namespace alvar {

class ALVAR_EXPORT Optimization 
{

private:

        void *estimate_param;
        CvMat *J;
        CvMat *JtJ;
        CvMat *W;
        CvMat *diag;
        CvMat *tmp;
        CvMat *err;
        CvMat *delta;
        CvMat *x_plus;
        CvMat *x_minus;
        CvMat *x_tmp1;
        CvMat *x_tmp2;
        CvMat *tmp_par;

        double CalcTukeyWeight(double residual, double c);
        double CalcTukeyWeightSimple(double residual, double c);

        double lambda;

public:

        enum OptimizeMethod
        {
                GAUSSNEWTON,
                LEVENBERGMARQUARDT,
                TUKEY_LM
        };

        Optimization(int n_params, int n_meas);
        ~Optimization();

        CvMat *GetErr() { return err; }

        typedef void (*EstimateCallback)(CvMat* state, CvMat *projection, void *param);

        void CalcJacobian(CvMat* x, CvMat* J, EstimateCallback Estimate);

        double Optimize(CvMat*                                  parameters,
                                    CvMat*                                      measurements,
                                        double                                  stop,
                                        int                                             max_iter,
                                        EstimateCallback                Estimate,
                                        void *param                             = 0,
                                        OptimizeMethod method   = LEVENBERGMARQUARDT,
                                        CvMat* parameters_mask  = 0,
                                        CvMat* J_mat                    = 0,
                                        CvMat* weights                  = 0); 

};

} // namespace alvar

#endif