Merge pull request #1521 from nailbiter:optimCG
This commit is contained in:
Roman Donchenko
184
modules/optim/src/conjugate_gradient.cpp
Normal file
184
modules/optim/src/conjugate_gradient.cpp
Normal file
@@ -0,0 +1,184 @@
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/*M///////////////////////////////////////////////////////////////////////////////////////
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//
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// IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING.
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//
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// By downloading, copying, installing or using the software you agree to this license.
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// If you do not agree to this license, do not download, install,
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// copy or use the software.
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||||
//
|
||||
//
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// License Agreement
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// For Open Source Computer Vision Library
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//
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// Copyright (C) 2013, OpenCV Foundation, all rights reserved.
|
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// Third party copyrights are property of their respective owners.
|
||||
//
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// Redistribution and use in source and binary forms, with or without modification,
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// are permitted provided that the following conditions are met:
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//
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||||
// * Redistribution's of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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//
|
||||
// * Redistribution's in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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//
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// * The name of the copyright holders may not be used to endorse or promote products
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// derived from this software without specific prior written permission.
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//
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// This software is provided by the copyright holders and contributors "as is" and
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// any express or implied warranties, including, but not limited to, the implied
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// warranties of merchantability and fitness for a particular purpose are disclaimed.
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// In no event shall the OpenCV Foundation or contributors be liable for any direct,
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// indirect, incidental, special, exemplary, or consequential damages
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||||
// (including, but not limited to, procurement of substitute goods or services;
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// loss of use, data, or profits; or business interruption) however caused
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// and on any theory of liability, whether in contract, strict liability,
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// or tort (including negligence or otherwise) arising in any way out of
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// the use of this software, even if advised of the possibility of such damage.
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//
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//M*/
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#include "precomp.hpp"
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#undef ALEX_DEBUG
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#include "debug.hpp"
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namespace cv{namespace optim{
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#define SEC_METHOD_ITERATIONS 4
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#define INITIAL_SEC_METHOD_SIGMA 0.1
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class ConjGradSolverImpl : public ConjGradSolver
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{
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public:
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Ptr<Function> getFunction() const;
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void setFunction(const Ptr<Function>& f);
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TermCriteria getTermCriteria() const;
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ConjGradSolverImpl();
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void setTermCriteria(const TermCriteria& termcrit);
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double minimize(InputOutputArray x);
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protected:
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Ptr<Solver::Function> _Function;
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TermCriteria _termcrit;
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Mat_<double> d,r,buf_x,r_old;
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Mat_<double> minimizeOnTheLine_buf1,minimizeOnTheLine_buf2;
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private:
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static void minimizeOnTheLine(Ptr<Solver::Function> _f,Mat_<double>& x,const Mat_<double>& d,Mat_<double>& buf1,Mat_<double>& buf2);
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};
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void ConjGradSolverImpl::minimizeOnTheLine(Ptr<Solver::Function> _f,Mat_<double>& x,const Mat_<double>& d,Mat_<double>& buf1,
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Mat_<double>& buf2){
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double sigma=INITIAL_SEC_METHOD_SIGMA;
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buf1=0.0;
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buf2=0.0;
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dprintf(("before minimizeOnTheLine\n"));
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dprintf(("x:\n"));
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print_matrix(x);
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dprintf(("d:\n"));
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print_matrix(d);
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for(int i=0;i<SEC_METHOD_ITERATIONS;i++){
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_f->getGradient((double*)x.data,(double*)buf1.data);
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dprintf(("buf1:\n"));
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print_matrix(buf1);
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x=x+sigma*d;
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_f->getGradient((double*)x.data,(double*)buf2.data);
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dprintf(("buf2:\n"));
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print_matrix(buf2);
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double d1=buf1.dot(d), d2=buf2.dot(d);
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if((d1-d2)==0){
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break;
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}
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double alpha=-sigma*d1/(d2-d1);
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dprintf(("(buf2.dot(d)-buf1.dot(d))=%f\nalpha=%f\n",(buf2.dot(d)-buf1.dot(d)),alpha));
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x=x+(alpha-sigma)*d;
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sigma=-alpha;
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}
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dprintf(("after minimizeOnTheLine\n"));
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print_matrix(x);
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}
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double ConjGradSolverImpl::minimize(InputOutputArray x){
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CV_Assert(_Function.empty()==false);
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dprintf(("termcrit:\n\ttype: %d\n\tmaxCount: %d\n\tEPS: %g\n",_termcrit.type,_termcrit.maxCount,_termcrit.epsilon));
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Mat x_mat=x.getMat();
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CV_Assert(MIN(x_mat.rows,x_mat.cols)==1);
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int ndim=MAX(x_mat.rows,x_mat.cols);
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CV_Assert(x_mat.type()==CV_64FC1);
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if(d.cols!=ndim){
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d.create(1,ndim);
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r.create(1,ndim);
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r_old.create(1,ndim);
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minimizeOnTheLine_buf1.create(1,ndim);
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minimizeOnTheLine_buf2.create(1,ndim);
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}
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Mat_<double> proxy_x;
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if(x_mat.rows>1){
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buf_x.create(1,ndim);
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Mat_<double> proxy(ndim,1,(double*)buf_x.data);
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x_mat.copyTo(proxy);
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proxy_x=buf_x;
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}else{
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proxy_x=x_mat;
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}
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_Function->getGradient((double*)proxy_x.data,(double*)d.data);
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d*=-1.0;
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d.copyTo(r);
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//here everything goes. check that everything is setted properly
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dprintf(("proxy_x\n"));print_matrix(proxy_x);
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dprintf(("d first time\n"));print_matrix(d);
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dprintf(("r\n"));print_matrix(r);
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double beta=0;
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for(int count=0;count<_termcrit.maxCount;count++){
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minimizeOnTheLine(_Function,proxy_x,d,minimizeOnTheLine_buf1,minimizeOnTheLine_buf2);
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r.copyTo(r_old);
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_Function->getGradient((double*)proxy_x.data,(double*)r.data);
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r*=-1.0;
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double r_norm_sq=norm(r);
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if(_termcrit.type==(TermCriteria::MAX_ITER+TermCriteria::EPS) && r_norm_sq<_termcrit.epsilon){
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break;
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}
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r_norm_sq=r_norm_sq*r_norm_sq;
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beta=MAX(0.0,(r_norm_sq-r.dot(r_old))/r_norm_sq);
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d=r+beta*d;
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}
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if(x_mat.rows>1){
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Mat(ndim, 1, CV_64F, (double*)proxy_x.data).copyTo(x);
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}
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return _Function->calc((double*)proxy_x.data);
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}
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ConjGradSolverImpl::ConjGradSolverImpl(){
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_Function=Ptr<Function>();
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}
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Ptr<Solver::Function> ConjGradSolverImpl::getFunction()const{
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return _Function;
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}
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void ConjGradSolverImpl::setFunction(const Ptr<Function>& f){
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_Function=f;
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}
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TermCriteria ConjGradSolverImpl::getTermCriteria()const{
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return _termcrit;
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}
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void ConjGradSolverImpl::setTermCriteria(const TermCriteria& termcrit){
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CV_Assert((termcrit.type==(TermCriteria::MAX_ITER+TermCriteria::EPS) && termcrit.epsilon>0 && termcrit.maxCount>0) ||
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((termcrit.type==TermCriteria::MAX_ITER) && termcrit.maxCount>0));
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_termcrit=termcrit;
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}
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// both minRange & minError are specified by termcrit.epsilon; In addition, user may specify the number of iterations that the algorithm does.
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Ptr<ConjGradSolver> createConjGradSolver(const Ptr<Solver::Function>& f, TermCriteria termcrit){
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ConjGradSolver *CG=new ConjGradSolverImpl();
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CG->setFunction(f);
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CG->setTermCriteria(termcrit);
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return Ptr<ConjGradSolver>(CG);
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}
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}}
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@@ -1,3 +1,43 @@
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/*M///////////////////////////////////////////////////////////////////////////////////////
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//
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// IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING.
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||||
//
|
||||
// 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
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||||
// the use of this software, even if advised of the possibility of such damage.
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||||
//
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//M*/
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namespace cv{namespace optim{
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#ifdef ALEX_DEBUG
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#define dprintf(x) printf x
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@@ -1,3 +1,43 @@
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/*M///////////////////////////////////////////////////////////////////////////////////////
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//
|
||||
// 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.
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||||
//
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//M*/
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#include "precomp.hpp"
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#undef ALEX_DEBUG
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#include "debug.hpp"
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@@ -1,3 +1,43 @@
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/*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.
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||||
//
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||||
//M*/
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#include "precomp.hpp"
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#include <climits>
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#include <algorithm>
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@@ -7,11 +7,10 @@
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// copy or use the software.
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||||
//
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||||
//
|
||||
// License Agreement
|
||||
// License Agreement
|
||||
// For Open Source Computer Vision Library
|
||||
//
|
||||
// Copyright (C) 2000-2008, Intel Corporation, all rights reserved.
|
||||
// Copyright (C) 2009, Willow Garage Inc., all rights reserved.
|
||||
// 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,
|
||||
@@ -30,7 +29,7 @@
|
||||
// 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 Intel Corporation or contributors be liable for any direct,
|
||||
// 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
|
||||
|
||||
@@ -1,3 +1,43 @@
|
||||
/*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"
|
||||
#include "debug.hpp"
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||||
#include "opencv2/core/core_c.h"
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@@ -19,6 +59,8 @@ namespace cv{namespace optim{
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Ptr<Solver::Function> _Function;
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TermCriteria _termcrit;
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Mat _step;
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Mat_<double> buf_x;
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private:
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inline void createInitialSimplex(Mat_<double>& simplex,Mat& step);
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inline double innerDownhillSimplex(cv::Mat_<double>& p,double MinRange,double MinError,int& nfunk,
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@@ -209,7 +251,10 @@ namespace cv{namespace optim{
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Mat_<double> proxy_x;
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if(x_mat.rows>1){
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proxy_x=x_mat.t();
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buf_x.create(1,_step.cols);
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Mat_<double> proxy(_step.cols,1,(double*)buf_x.data);
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x_mat.copyTo(proxy);
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proxy_x=buf_x;
|
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}else{
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proxy_x=x_mat;
|
||||
}
|
||||
|
||||
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