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update v0.1
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ZJUCVG committed Mar 8, 2018
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29 changes: 29 additions & 0 deletions .gitignore
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x64/Debug/SegmentBasedBA.pdb
x64/Debug/SegmentBasedBA.lib
x64/Debug/SegmentBasedBA.ilk
x64/Debug/SegmentBasedBA.exp
x64/Debug/SegmentBasedBA.exe
x64/Release/SegmentBasedBA.pdb
x64/Release/SegmentBasedBA.lib
x64/Release/SegmentBasedBA.exp
x64/Release/SegmentBasedBA.exe
SegmentBasedBA/x64/Release/SegmentBasedBA.tlog/unsuccessfulbuild
SegmentBasedBA/x64/
ipch/
.vs/
SegmentBasedBA.v12.suo
SegmentBasedBA.sln.DotSettings.user
SegmentBasedBA.sdf
SegmentBasedBA.VC.db
SegmentBasedBA.VC.VC.opendb
Data/Indoor/1/v1-Registered.acts
Data/Indoor/0/v0-Registered.acts
cmake-build-release/
cmake-build-debug/
.idea/
CMakeLists.txt~
CleanProject.bat~
build/
SegmentBasedBA.suo

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5 changes: 5 additions & 0 deletions 3rdLibs/CVD/include/TooN/Authors
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Created by Tom Drummond

Contributions from Ethan Eade, Edward Rosten, Chris Kemp, Georg Klein,
Timothy Gann, Paul Smith

20 changes: 20 additions & 0 deletions 3rdLibs/CVD/include/TooN/COPYING
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This library is free software; you can redistribute it and/or modify it under
the terms of the GNU General Public License as published by the Free Software
Foundation; either version 2, or (at your option) any later version.

As a special exception, you may use these files as part of a free software
library without restriction. Specifically, if other files instantiate
templates or use macros or inline functions from this library, or you compile
this library and link it with other files to produce an executable, this
library does not by itself cause the resulting executable to be covered by the
GNU General Public License. This exception does not however invalidate any
other reasons why the executable file might be covered by the GNU General
Public License.

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 General Public License for more details.

You should have received a copy of the GNU General Public License along with
this library; see the file GPL.txt. If not, write to the Free Software
Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
268 changes: 268 additions & 0 deletions 3rdLibs/CVD/include/TooN/Cholesky.h
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// -*- c++ -*-

// Copyright (C) 2009 Tom Drummond (twd20@cam.ac.uk)
//
// This file is part of the TooN Library. This library is free
// software; you can redistribute it and/or modify it under the
// terms of the GNU General Public License as published by the
// Free Software Foundation; either version 2, 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 General Public License for more details.

// You should have received a copy of the GNU General Public License along
// with this library; see the file COPYING. If not, write to the Free
// Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307,
// USA.

// As a special exception, you may use this file as part of a free software
// library without restriction. Specifically, if other files instantiate
// templates or use macros or inline functions from this file, or you compile
// this file and link it with other files to produce an executable, this
// file does not by itself cause the resulting executable to be covered by
// the GNU General Public License. This exception does not however
// invalidate any other reasons why the executable file might be covered by
// the GNU General Public License.


#ifndef TOON_INCLUDE_CHOLESKY_H
#define TOON_INCLUDE_CHOLESKY_H

#include <TooN/TooN.h>

namespace TooN {


/**
Decomposes a positive-semidefinite symmetric matrix A (such as a covariance) into L*D*L^T, where L is lower-triangular and D is diagonal.
Also can compute the classic A = L*L^T, with L lower triangular. The LDL^T form is faster to compute than the classical Cholesky decomposition.
Use get_unscaled_L() and get_D() to access the individual matrices of L*D*L^T decomposition. Use get_L() to access the lower triangular matrix of the classic Cholesky decomposition L*L^T.
The decomposition can be used to compute A^-1*x, A^-1*M, M*A^-1*M^T, and A^-1 itself, though the latter rarely needs to be explicitly represented.
Also efficiently computes det(A) and rank(A).
It can be used as follows:
@code
// Declare some matrices.
Matrix<3> A = ...; // we'll pretend it is pos-def
Matrix<2,3> M;
Matrix<2> B;
Vector<3> y = make_Vector(2,3,4);
// create the Cholesky decomposition of A
Cholesky<3> chol(A);
// compute x = A^-1 * y
x = cholA.backsub(y);
//compute A^-1
Matrix<3> Ainv = cholA.get_inverse();
@endcode
@ingroup gDecomps
Cholesky decomposition of a symmetric matrix.
Only the lower half of the matrix is considered
This uses the non-sqrt version of the decomposition
giving symmetric M = L*D*L.T() where the diagonal of L contains ones
@param Size the size of the matrix
@param Precision the precision of the entries in the matrix and its decomposition
**/
template <int Size=Dynamic, class Precision=DefaultPrecision>
class Cholesky {
public:
Cholesky(){}

/// Construct the Cholesky decomposition of a matrix. This initialises the class, and
/// performs the decomposition immediately.
/// Run time is O(N^3)
template<class P2, class B2>
Cholesky(const Matrix<Size, Size, P2, B2>& m)
: my_cholesky(m) {
SizeMismatch<Size,Size>::test(m.num_rows(), m.num_cols());
do_compute();
}

/// Constructor for Size=Dynamic
Cholesky(int size) : my_cholesky(size,size) {}


/// Compute the LDL^T decomposition of another matrix.
/// Run time is O(N^3)
template<class P2, class B2> void compute(const Matrix<Size, Size, P2, B2>& m){
SizeMismatch<Size,Size>::test(m.num_rows(), m.num_cols());
SizeMismatch<Size,Size>::test(m.num_rows(), my_cholesky.num_rows());
my_cholesky=m;
do_compute();
}

private:
void do_compute() {
int size=my_cholesky.num_rows();
for(int col=0; col<size; col++){
Precision inv_diag = 1;
for(int row=col; row < size; row++){
// correct for the parts of cholesky already computed
Precision val = my_cholesky(row,col);
for(int col2=0; col2<col; col2++){
// val-=my_cholesky(col,col2)*my_cholesky(row,col2)*my_cholesky(col2,col2);
val-=my_cholesky(col2,col)*my_cholesky(row,col2);
}
if(row==col){
// this is the diagonal element so don't divide
my_cholesky(row,col)=val;
if(val == 0){
my_rank = row;
return;
}
inv_diag=1/val;
} else {
// cache the value without division in the upper half
my_cholesky(col,row)=val;
// divide my the diagonal element for all others
my_cholesky(row,col)=val*inv_diag;
}
}
}
my_rank = size;
}

public:

/// Compute x = A^-1*v
/// Run time is O(N^2)
template<int Size2, class P2, class B2>
Vector<Size, Precision> backsub (const Vector<Size2, P2, B2>& v) const {
int size=my_cholesky.num_rows();
SizeMismatch<Size,Size2>::test(size, v.size());

// first backsub through L
Vector<Size, Precision> y(size);
for(int i=0; i<size; i++){
Precision val = v[i];
for(int j=0; j<i; j++){
val -= my_cholesky(i,j)*y[j];
}
y[i]=val;
}

// backsub through diagonal
for(int i=0; i<size; i++){
y[i]/=my_cholesky(i,i);
}

// backsub through L.T()
Vector<Size,Precision> result(size);
for(int i=size-1; i>=0; i--){
Precision val = y[i];
for(int j=i+1; j<size; j++){
val -= my_cholesky(j,i)*result[j];
}
result[i]=val;
}

return result;
}

/**overload
*/
template<int Size2, int C2, class P2, class B2>
Matrix<Size, C2, Precision> backsub (const Matrix<Size2, C2, P2, B2>& m) const {
int size=my_cholesky.num_rows();
SizeMismatch<Size,Size2>::test(size, m.num_rows());

// first backsub through L
Matrix<Size, C2, Precision> y(size, m.num_cols());
for(int i=0; i<size; i++){
Vector<C2, Precision> val = m[i];
for(int j=0; j<i; j++){
val -= my_cholesky(i,j)*y[j];
}
y[i]=val;
}

// backsub through diagonal
for(int i=0; i<size; i++){
y[i]*=(1/my_cholesky(i,i));
}

// backsub through L.T()
Matrix<Size,C2,Precision> result(size, m.num_cols());
for(int i=size-1; i>=0; i--){
Vector<C2,Precision> val = y[i];
for(int j=i+1; j<size; j++){
val -= my_cholesky(j,i)*result[j];
}
result[i]=val;
}
return result;
}


/// Compute A^-1 and store in M
/// Run time is O(N^3)
// easy way to get inverse - could be made more efficient
Matrix<Size,Size,Precision> get_inverse(){
Matrix<Size,Size,Precision>I(Identity(my_cholesky.num_rows()));
return backsub(I);
}

///Compute the determinant.
Precision determinant(){
Precision answer=my_cholesky(0,0);
for(int i=1; i<my_cholesky.num_rows(); i++){
answer*=my_cholesky(i,i);
}
return answer;
}

template <int Size2, typename P2, typename B2>
Precision mahalanobis(const Vector<Size2, P2, B2>& v) const {
return v * backsub(v);
}

Matrix<Size,Size,Precision> get_unscaled_L() const {
Matrix<Size,Size,Precision> m(my_cholesky.num_rows(),
my_cholesky.num_rows());
m=Identity;
for (int i=1;i<my_cholesky.num_rows();i++) {
for (int j=0;j<i;j++) {
m(i,j)=my_cholesky(i,j);
}
}
return m;
}

Matrix<Size,Size,Precision> get_D() const {
Matrix<Size,Size,Precision> m(my_cholesky.num_rows(),
my_cholesky.num_rows());
m=Zeros;
for (int i=0;i<my_cholesky.num_rows();i++) {
m(i,i)=my_cholesky(i,i);
}
return m;
}

Matrix<Size,Size,Precision> get_L() const {
using std::sqrt;
Matrix<Size,Size,Precision> m(my_cholesky.num_rows(),
my_cholesky.num_rows());
m=Zeros;
for (int j=0;j<my_cholesky.num_cols();j++) {
Precision sqrtd=sqrt(my_cholesky(j,j));
m(j,j)=sqrtd;
for (int i=j+1;i<my_cholesky.num_rows();i++) {
m(i,j)=my_cholesky(i,j)*sqrtd;
}
}
return m;
}

int rank() const { return my_rank; }

private:
Matrix<Size,Size,Precision> my_cholesky;
int my_rank;
};


}

#endif

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