/*********************************************************************** * Software License Agreement (BSD License) * * Copyright 2008-2009 Marius Muja (mariusm@cs.ubc.ca). All rights reserved. * Copyright 2008-2009 David G. Lowe (lowe@cs.ubc.ca). All rights reserved. * * THE BSD LICENSE * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions * are met: * * 1. Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * 2. 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. * * THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``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 AUTHOR 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. *************************************************************************/ #ifndef OPENCV_FLANN_SIMPLEX_DOWNHILL_H_ #define OPENCV_FLANN_SIMPLEX_DOWNHILL_H_ //! @cond IGNORED namespace cvflann { /** Adds val to array vals (and point to array points) and keeping the arrays sorted by vals. */ template void addValue(int pos, float val, float* vals, T* point, T* points, int n) { vals[pos] = val; for (int i = 0; i < n; ++i) { points[pos * n + i] = point[i]; } // bubble down int j = pos; while (j > 0 && vals[j] < vals[j - 1]) { swap(vals[j], vals[j - 1]); for (int i = 0; i < n; ++i) { swap(points[j * n + i], points[(j - 1)*n + i]); } --j; } } /** Simplex downhill optimization function. Preconditions: points is a 2D mattrix of size (n+1) x n func is the cost function taking n an array of n params and returning float vals is the cost function in the n+1 simplex points, if NULL it will be computed Postcondition: returns optimum value and points[0..n] are the optimum parameters */ template float optimizeSimplexDownhill(T* points, int n, F func, float* vals = NULL ) { const int MAX_ITERATIONS = 10; assert(n > 0); T* p_o = new T[n]; T* p_r = new T[n]; T* p_e = new T[n]; int alpha = 1; int iterations = 0; bool ownVals = false; if (vals == NULL) { ownVals = true; vals = new float[n + 1]; for (int i = 0; i < n + 1; ++i) { float val = func(points + i * n); addValue(i, val, vals, points + i * n, points, n); } } int nn = n * n; while (true) { if (iterations++ > MAX_ITERATIONS) break; // compute average of simplex points (except the highest point) for (int j = 0; j < n; ++j) { p_o[j] = 0; for (int i = 0; i < n; ++i) { p_o[i] += points[j * n + i]; } } for (int i = 0; i < n; ++i) { p_o[i] /= n; } bool converged = true; for (int i = 0; i < n; ++i) { if (p_o[i] != points[nn + i]) { converged = false; } } if (converged) break; // trying a reflection for (int i = 0; i < n; ++i) { p_r[i] = p_o[i] + alpha * (p_o[i] - points[nn + i]); } float val_r = func(p_r); if ((val_r >= vals[0]) && (val_r < vals[n])) { // reflection between second highest and lowest // add it to the simplex Logger::info("Choosing reflection\n"); addValue(n, val_r, vals, p_r, points, n); continue; } if (val_r < vals[0]) { // value is smaller than smalest in simplex // expand some more to see if it drops further for (int i = 0; i < n; ++i) { p_e[i] = 2 * p_r[i] - p_o[i]; } float val_e = func(p_e); if (val_e < val_r) { Logger::info("Choosing reflection and expansion\n"); addValue(n, val_e, vals, p_e, points, n); } else { Logger::info("Choosing reflection\n"); addValue(n, val_r, vals, p_r, points, n); } continue; } if (val_r >= vals[n]) { for (int i = 0; i < n; ++i) { p_e[i] = (p_o[i] + points[nn + i]) / 2; } float val_e = func(p_e); if (val_e < vals[n]) { Logger::info("Choosing contraction\n"); addValue(n, val_e, vals, p_e, points, n); continue; } } { Logger::info("Full contraction\n"); for (int j = 1; j <= n; ++j) { for (int i = 0; i < n; ++i) { points[j * n + i] = (points[j * n + i] + points[i]) / 2; } float val = func(points + j * n); addValue(j, val, vals, points + j * n, points, n); } } } float bestVal = vals[0]; delete[] p_r; delete[] p_o; delete[] p_e; if (ownVals) delete[] vals; return bestVal; } } //! @endcond #endif //OPENCV_FLANN_SIMPLEX_DOWNHILL_H_