// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2015 Google Inc. All rights reserved. // http://code.google.com/p/ceres-solver/ // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions 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. // * Neither the name of Google Inc. nor the names of its contributors may 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 COPYRIGHT OWNER 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. // // Author: vitus@google.com (Michael Vitus) #ifndef CERES_PUBLIC_HOUSEHOLDER_VECTOR_H_ #define CERES_PUBLIC_HOUSEHOLDER_VECTOR_H_ #include "Eigen/Core" #include "glog/logging.h" namespace ceres { namespace internal { // Algorithm 5.1.1 from 'Matrix Computations' by Golub et al. (Johns Hopkins // Studies in Mathematical Sciences) but using the nth element of the input // vector as pivot instead of first. This computes the vector v with v(n) = 1 // and beta such that H = I - beta * v * v^T is orthogonal and // H * x = ||x||_2 * e_n. template void ComputeHouseholderVector(const Eigen::Matrix& x, Eigen::Matrix* v, Scalar* beta) { CHECK_NOTNULL(beta); CHECK_NOTNULL(v); CHECK_GT(x.rows(), 1); CHECK_EQ(x.rows(), v->rows()); Scalar sigma = x.head(x.rows() - 1).squaredNorm(); *v = x; (*v)(v->rows() - 1) = Scalar(1.0); *beta = Scalar(0.0); const Scalar& x_pivot = x(x.rows() - 1); if (sigma <= Scalar(std::numeric_limits::epsilon())) { if (x_pivot < Scalar(0.0)) { *beta = Scalar(2.0); } return; } const Scalar mu = sqrt(x_pivot * x_pivot + sigma); Scalar v_pivot = Scalar(1.0); if (x_pivot <= Scalar(0.0)) { v_pivot = x_pivot - mu; } else { v_pivot = -sigma / (x_pivot + mu); } *beta = Scalar(2.0) * v_pivot * v_pivot / (sigma + v_pivot * v_pivot); v->head(v->rows() - 1) /= v_pivot; } } // namespace internal } // namespace ceres #endif // CERES_PUBLIC_HOUSEHOLDER_VECTOR_H_