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Searched refs:jacobian (Results 1 – 25 of 75) sorted by relevance

123

/external/ceres-solver/internal/ceres/
Ddynamic_autodiff_cost_function_test.cc123 vector<double*> jacobian; in TEST() local
124 jacobian.push_back(jacobian_vect[0].data()); in TEST()
125 jacobian.push_back(jacobian_vect[1].data()); in TEST()
130 jacobian.data())); in TEST()
190 vector<double*> jacobian; in TEST() local
191 jacobian.push_back(NULL); in TEST()
192 jacobian.push_back(jacobian_vect[1].data()); in TEST()
197 jacobian.data())); in TEST()
240 vector<double*> jacobian; in TEST() local
241 jacobian.push_back(jacobian_vect[0].data()); in TEST()
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Dlocal_parameterization.cc53 double* jacobian) const { in ComputeJacobian()
54 MatrixRef(jacobian, size_, size_) = Matrix::Identity(size_, size_); in ComputeJacobian()
100 double* jacobian) const { in ComputeJacobian()
101 MatrixRef m(jacobian, constancy_mask_.size(), local_size_); in ComputeJacobian()
133 double* jacobian) const { in ComputeJacobian()
134 jacobian[0] = -x[1]; jacobian[1] = -x[2]; jacobian[2] = -x[3]; // NOLINT in ComputeJacobian()
135 jacobian[3] = x[0]; jacobian[4] = x[3]; jacobian[5] = -x[2]; // NOLINT in ComputeJacobian()
136 jacobian[6] = -x[3]; jacobian[7] = x[0]; jacobian[8] = x[1]; // NOLINT in ComputeJacobian()
137 jacobian[9] = x[2]; jacobian[10] = -x[1]; jacobian[11] = x[0]; // NOLINT in ComputeJacobian()
Dcorrector_test.cc60 double jacobian = 10.0; in TEST() local
76 const double kExpectedJacobian = sqrt(kRho[1]) * (1 - kAlpha) * jacobian; in TEST()
79 c.CorrectJacobian(1.0, 1.0, &residuals, &jacobian); in TEST()
83 ASSERT_NEAR(kExpectedJacobian, jacobian, 1e-6); in TEST()
88 double jacobian = 10.0; in TEST() local
104 const double kExpectedJacobian = sqrt(kRho[1]) * jacobian; in TEST()
106 c.CorrectJacobian(1, 1, &residuals, &jacobian); in TEST()
110 ASSERT_NEAR(kExpectedJacobian, jacobian, 1e-6); in TEST()
116 double jacobian = 10.0; in TEST() local
132 (1.0 - kAlpha) * jacobian; in TEST()
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Ddynamic_numeric_diff_cost_function_test.cc124 vector<double*> jacobian; in TEST() local
125 jacobian.push_back(jacobian_vect[0].data()); in TEST()
126 jacobian.push_back(jacobian_vect[1].data()); in TEST()
131 jacobian.data())); in TEST()
191 vector<double*> jacobian; in TEST() local
192 jacobian.push_back(NULL); in TEST()
193 jacobian.push_back(jacobian_vect[1].data()); in TEST()
198 jacobian.data())); in TEST()
241 vector<double*> jacobian; in TEST() local
242 jacobian.push_back(jacobian_vect[0].data()); in TEST()
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Ddogleg_strategy.cc79 SparseMatrix* jacobian, in ComputeStep() argument
82 CHECK_NOTNULL(jacobian); in ComputeStep()
86 const int n = jacobian->num_cols(); in ComputeStep()
121 jacobian->SquaredColumnNorm(diagonal_.data()); in ComputeStep()
127 ComputeGradient(jacobian, residuals); in ComputeStep()
128 ComputeCauchyPoint(jacobian); in ComputeStep()
131 ComputeGaussNewtonStep(per_solve_options, jacobian, residuals); in ComputeStep()
152 if (!ComputeSubspaceModel(jacobian)) { in ComputeStep()
172 SparseMatrix* jacobian, in ComputeGradient() argument
175 jacobian->LeftMultiply(residuals, gradient_.data()); in ComputeGradient()
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Dcovariance_impl.cc411 CRSMatrix jacobian; in ComputeCovarianceValuesUsingSuiteSparseQR() local
412 problem_->Evaluate(evaluate_options_, NULL, NULL, NULL, &jacobian); in ComputeCovarianceValuesUsingSuiteSparseQR()
416 const int num_rows = jacobian.num_rows; in ComputeCovarianceValuesUsingSuiteSparseQR()
417 const int num_cols = jacobian.num_cols; in ComputeCovarianceValuesUsingSuiteSparseQR()
418 const int num_nonzeros = jacobian.values.size(); in ComputeCovarianceValuesUsingSuiteSparseQR()
425 transpose_rows[jacobian.cols[idx] + 1] += 1; in ComputeCovarianceValuesUsingSuiteSparseQR()
433 for (int idx = jacobian.rows[r]; idx < jacobian.rows[r + 1]; ++idx) { in ComputeCovarianceValuesUsingSuiteSparseQR()
434 const int c = jacobian.cols[idx]; in ComputeCovarianceValuesUsingSuiteSparseQR()
437 transpose_values[transpose_idx] = jacobian.values[idx]; in ComputeCovarianceValuesUsingSuiteSparseQR()
574 CRSMatrix jacobian; in ComputeCovarianceValuesUsingDenseSVD() local
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Devaluator_test.cc82 MatrixRef jacobian(jacobians[k], in Evaluate() local
86 jacobian.col(j).setConstant(kFactor * (j + 1)); in Evaluate()
155 scoped_ptr<SparseMatrix> jacobian(evaluator->CreateJacobian()); in EvaluateAndCompare() local
159 ASSERT_EQ(expected_num_rows, jacobian->num_rows()); in EvaluateAndCompare()
160 ASSERT_EQ(expected_num_cols, jacobian->num_cols()); in EvaluateAndCompare()
169 expected_jacobian != NULL ? jacobian.get() : NULL)); in EvaluateAndCompare()
173 jacobian->ToDenseMatrix(&actual_jacobian); in EvaluateAndCompare()
197 (i & 4) ? expected.jacobian : NULL); in CheckAllEvaluationCombinations()
531 scoped_ptr<SparseMatrix> jacobian(evaluator->CreateJacobian()); in TEST_P() local
578 double* jacobian = jacobians[0]; in Evaluate() local
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Dcovariance_test.cc129 const double* jacobian) in UnaryCostFunction() argument
130 : jacobian_(jacobian, jacobian + num_residuals * parameter_block_size) { in UnaryCostFunction()
214 virtual bool ComputeJacobian(const double* x, double* jacobian) const { in ComputeJacobian()
215 jacobian[0] = x[0]; in ComputeJacobian()
216 jacobian[1] = x[1]; in ComputeJacobian()
239 double jacobian[] = { 1.0, 0.0, 0.0, 1.0}; in SetUp() local
240 problem_.AddResidualBlock(new UnaryCostFunction(2, 2, jacobian), NULL, x); in SetUp()
244 double jacobian[] = { 2.0, 0.0, 0.0, 0.0, 2.0, 0.0, 0.0, 0.0, 2.0 }; in SetUp() local
245 problem_.AddResidualBlock(new UnaryCostFunction(3, 3, jacobian), NULL, y); in SetUp()
249 double jacobian = 5.0; in SetUp() local
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Dcompressed_row_jacobian_writer.cc44 const Program* program, CompressedRowSparseMatrix* jacobian) { in PopulateJacobianRowAndColumnBlockVectors() argument
47 vector<int>& col_blocks = *(jacobian->mutable_col_blocks()); in PopulateJacobianRowAndColumnBlockVectors()
55 vector<int>& row_blocks = *(jacobian->mutable_row_blocks()); in PopulateJacobianRowAndColumnBlockVectors()
106 CompressedRowSparseMatrix* jacobian = in CreateJacobian() local
114 int* rows = jacobian->mutable_rows(); in CreateJacobian()
115 int* cols = jacobian->mutable_cols(); in CreateJacobian()
173 PopulateJacobianRowAndColumnBlockVectors(program_, jacobian); in CreateJacobian()
175 return jacobian; in CreateJacobian()
182 CompressedRowSparseMatrix* jacobian = in Write() local
185 double* jacobian_values = jacobian->mutable_values(); in Write()
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Dautodiff_local_parameterization_test.cc64 double jacobian[9]; in TEST() local
65 parameterization.ComputeJacobian(x, jacobian); in TEST()
69 EXPECT_EQ(jacobian[k], (i == j) ? 1.0 : 0.0); in TEST()
105 double jacobian[9]; in TEST() local
106 parameterization.ComputeJacobian(x, jacobian); in TEST()
110 EXPECT_NEAR(jacobian[k], (i == j) ? 1.2345 : 0.0, kTolerance); in TEST()
157 double jacobian[12]; in QuaternionParameterizationTestHelper() local
160 parameterization.ComputeJacobian(x, jacobian); in QuaternionParameterizationTestHelper()
175 EXPECT_TRUE(IsFinite(jacobian[i])); in QuaternionParameterizationTestHelper()
176 EXPECT_NEAR(jacobian[i], jacobian_ref[i], kTolerance) in QuaternionParameterizationTestHelper()
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Dlocal_parameterization_test.cc55 double jacobian[9]; in TEST() local
56 parameterization.ComputeJacobian(x, jacobian); in TEST()
60 EXPECT_EQ(jacobian[k], (i == j) ? 1.0 : 0.0); in TEST()
106 double jacobian[4 * 3]; in TEST() local
107 parameterization.ComputeJacobian(x, jacobian); in TEST()
113 EXPECT_EQ(jacobian[jacobian_cursor], delta_cursor == k ? 1.0 : 0.0); in TEST()
118 EXPECT_EQ(jacobian[jacobian_cursor], 0.0); in TEST()
188 double jacobian[12]; in QuaternionParameterizationTestHelper() local
189 param.ComputeJacobian(x, jacobian); in QuaternionParameterizationTestHelper()
191 EXPECT_TRUE(IsFinite(jacobian[i])); in QuaternionParameterizationTestHelper()
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Dcorrector.cc121 double* jacobian) { in CorrectJacobian() argument
123 DCHECK(jacobian != NULL); in CorrectJacobian()
127 VectorRef(jacobian, num_rows * num_cols) *= sqrt_rho1_; in CorrectJacobian()
146 r_transpose_j += jacobian[r * num_cols + c] * residuals[r]; in CorrectJacobian()
150 jacobian[r * num_cols + c] = sqrt_rho1_ * in CorrectJacobian()
151 (jacobian[r * num_cols + c] - in CorrectJacobian()
Ddynamic_compressed_row_jacobian_writer.cc52 DynamicCompressedRowSparseMatrix* jacobian = in CreateJacobian() local
58 program_, jacobian); in CreateJacobian()
60 return jacobian; in CreateJacobian()
67 DynamicCompressedRowSparseMatrix* jacobian = in Write() local
81 jacobian->ClearRows(residual_offset, num_residuals); in Write()
98 jacobian->InsertEntry( in Write()
Dprogram_evaluator.h104 void operator()(SparseMatrix* jacobian, int num_parameters) {} in operator()
139 SparseMatrix* jacobian) { in Evaluate() argument
141 ScopedExecutionTimer call_type_timer(gradient == NULL && jacobian == NULL in Evaluate()
155 if (jacobian != NULL) { in Evaluate()
156 jacobian->SetZero(); in Evaluate()
200 if (jacobian != NULL || gradient != NULL) { in Evaluate()
203 jacobian, in Evaluate()
227 if (jacobian != NULL) { in Evaluate()
231 jacobian); in Evaluate()
275 if (jacobian != NULL) { in Evaluate()
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Dlevenberg_marquardt_strategy_test.cc114 Matrix jacobian(2, 3); in TEST() local
115 jacobian.setZero(); in TEST()
116 jacobian(0, 0) = 0.0; in TEST()
117 jacobian(0, 1) = 1.0; in TEST()
118 jacobian(1, 1) = 1.0; in TEST()
119 jacobian(0, 2) = 100.0; in TEST()
123 DenseSparseMatrix dsm(jacobian); in TEST()
Dlevenberg_marquardt_strategy.cc67 SparseMatrix* jacobian, in ComputeStep() argument
70 CHECK_NOTNULL(jacobian); in ComputeStep()
74 const int num_parameters = jacobian->num_cols(); in ComputeStep()
80 jacobian->SquaredColumnNorm(diagonal_.data()); in ComputeStep()
107 linear_solver_->Solve(jacobian, residuals, solve_options, step); in ComputeStep()
125 jacobian, in ComputeStep()
Ddogleg_strategy.h62 SparseMatrix* jacobian,
84 SparseMatrix* jacobian,
86 void ComputeCauchyPoint(SparseMatrix* jacobian);
87 void ComputeGradient(SparseMatrix* jacobian, const double* residuals);
89 bool ComputeSubspaceModel(SparseMatrix* jacobian);
Dblock_evaluate_preparer.cc52 SparseMatrix* jacobian, in Prepare() argument
55 if (jacobian == NULL) { in Prepare()
58 jacobian, in Prepare()
64 down_cast<BlockSparseMatrix*>(jacobian)->mutable_values(); in Prepare()
Devaluator.h100 CRSMatrix* jacobian);
146 SparseMatrix* jacobian) = 0;
155 SparseMatrix* jacobian) { in Evaluate() argument
161 jacobian); in Evaluate()
Dtrust_region_minimizer.cc110 void TrustRegionMinimizer::EstimateScale(const SparseMatrix& jacobian, in EstimateScale() argument
112 jacobian.SquaredColumnNorm(scale); in EstimateScale()
113 for (int i = 0; i < jacobian.num_cols(); ++i) { in EstimateScale()
132 SparseMatrix* jacobian = CHECK_NOTNULL(options_.jacobian); in Minimize() local
202 jacobian)) { in Minimize()
236 EstimateScale(*jacobian, scale.data()); in Minimize()
237 jacobian->ScaleColumns(scale.data()); in Minimize()
300 jacobian, in Minimize()
332 jacobian->RightMultiply(trust_region_step.data(), model_residuals.data()); in Minimize()
579 jacobian)) { in Minimize()
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/external/apache-commons-math/src/main/java/org/apache/commons/math/estimation/
DLevenbergMarquardtEstimator.java290 jacobian[k * cols + pk] = diagR[pk]; in estimate()
324 sum += jacobian[index] * residuals[i]; in estimate()
390 work1[i] += jacobian[index] * dirJ; in estimate()
513 lmDir[permutation[i]] -= ypk * jacobian[index]; in determineLMParameter()
551 sum += jacobian[index] * work1[permutation[i]]; in determineLMParameter()
568 sum += jacobian[index] * qy[i]; in determineLMParameter()
629 work1[permutation[i]] -= jacobian[i * cols + pj] * tmp; in determineLMParameter()
680 jacobian[i * cols + pj] = jacobian[j * cols + permutation[i]]; in determineLMDirection()
711 double rkk = jacobian[k * cols + pk]; in determineLMDirection()
724 jacobian[k * cols + pk] = cos * rkk + sin * lmDiag[k]; in determineLMDirection()
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DAbstractEstimator.java58 protected double[] jacobian; field in AbstractEstimator
128 Arrays.fill(jacobian, 0); in updateJacobian()
134 jacobian[index++] = factor * wm.getPartial(parameters[j]); in updateJacobian()
229 sum += jacobian[k + i] * jacobian[k + j]; in getCovariances()
294 jacobian = new double[rows * cols]; in initializeEstimate()
/external/eigen/unsupported/Eigen/src/AutoDiff/
DAutoDiffVector.h73 : m_values(other.values()), m_jacobian(other.jacobian()) in AutoDiffVector()
77 : m_values(other.values()), m_jacobian(other.jacobian()) in AutoDiffVector()
84 m_jacobian = other.jacobian();
91 m_jacobian = other.jacobian();
98 inline const JacobianType& jacobian() const { return m_jacobian; } in jacobian() function
99 inline JacobianType& jacobian() { return m_jacobian; } in jacobian() function
111 m_jacobian + other.jacobian());
119 m_jacobian += other.jacobian();
133 m_jacobian - other.jacobian());
141 m_jacobian -= other.jacobian();
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/external/ceres-solver/include/ceres/
Dlocal_parameterization.h125 virtual bool ComputeJacobian(const double* x, double* jacobian) const = 0;
145 double* jacobian) const;
163 double* jacobian) const;
185 double* jacobian) const;
/external/apache-commons-math/src/main/java/org/apache/commons/math/optimization/general/
DAbstractLeastSquaresOptimizer.java60 protected double[][] jacobian; field in AbstractLeastSquaresOptimizer
192 jacobian = jF.value(point); in updateJacobian()
193 if (jacobian.length != rows) { in updateJacobian()
195 jacobian.length, rows); in updateJacobian()
198 final double[] ji = jacobian[i]; in updateJacobian()
343 jF = f.jacobian(); in optimize()
352 jacobian = new double[rows][cols]; in optimize()

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