// Ceres Solver - A fast non-linear least squares minimizer

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// http://ceres-solver.org/

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// Author: sameeragarwal@google.com (Sameer Agarwal)

//

// Class definition for the object that is responsible for applying a

// second order correction to the Gauss-Newton based on the ideas in

// BANS by Triggs et al.

#ifndef CERES_INTERNAL_CORRECTOR_H_

#define CERES_INTERNAL_CORRECTOR_H_

namespace ceres {

namespace internal {

// Corrector is responsible for applying the second order correction

// to the residual and jacobian of a least squares problem based on a

// radial robust loss.

//

// The key idea here is to look at the expressions for the robustified

// gauss newton approximation and then take its squareroot to get the

// corresponding corrections to the residual and jacobian.  For the

// full expressions see Eq. 10 and 11 in BANS by Triggs et al.

class Corrector {

 public:

  // The constructor takes the squared norm, the value, the first and

  // second derivatives of the LossFunction. It precalculates some of

  // the constants that are needed to apply the correction. The

  // correction constant alpha is constrained to be smaller than 1, if

  // it becomes larger than 1, then it will reverse the sign of the

  // residual and the correction. If alpha is equal to 1 will result

  // in a divide by zero error. Thus we constrain alpha to be upper

  // bounded by 1 - epsilon_.

  //

  // rho[1] needs to be positive. The constructor will crash if this

  // condition is not met.

  //

  // In practical use CorrectJacobian should always be called before

  // CorrectResidual, because the jacobian correction depends on the

  // value of the uncorrected residual values.

  explicit Corrector(double sq_norm, const double rho[3]);

  // residuals *= sqrt(rho[1]) / (1 - alpha)

  void CorrectResiduals(int num_rows, double* residuals);

  // jacobian = sqrt(rho[1]) * jacobian -

  // sqrt(rho[1]) * alpha / sq_norm * residuals residuals' * jacobian.

  //

  // The method assumes that the jacobian has row-major storage. It is

  // the caller's responsibility to ensure that the pointer to

  // jacobian is not null.

  void CorrectJacobian(int num_rows,

                       int num_cols,

                       double* residuals,

                       double* jacobian);

 private:

  double sqrt_rho1_;

  double residual_scaling_;

  double alpha_sq_norm_;

};

}  // namespace internal

}  // namespace ceres

#endif  // CERES_INTERNAL_CORRECTOR_H_