vpRobust.h

/****************************************************************************
 *
 * ViSP, open source Visual Servoing Platform software.
 * Copyright (C) 2005 - 2019 by Inria. All rights reserved.
 *
 * This software 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 of the License, or
 * (at your option) any later version.
 * See the file LICENSE.txt at the root directory of this source
 * distribution for additional information about the GNU GPL.
 *
 * For using ViSP with software that can not be combined with the GNU
 * GPL, please contact Inria about acquiring a ViSP Professional
 * Edition License.
 *
 * See http://visp.inria.fr for more information.
 *
 * This software was developed at:
 * Inria Rennes - Bretagne Atlantique
 * Campus Universitaire de Beaulieu
 * 35042 Rennes Cedex
 * France
 *
 * If you have questions regarding the use of this file, please contact
 * Inria at visp@inria.fr
 *
 * This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
 * WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
 *
 * Description:
 * M-Estimator and various influence function.
 *
 * Authors:
 * Andrew Comport
 * Jean Laneurit
 *
 *****************************************************************************/

#ifndef CROBUST_HH
#define CROBUST_HH

#include <visp3/core/vpColVector.h>
#include <visp3/core/vpConfig.h>
#include <visp3/core/vpMath.h>

class VISP_EXPORT vpRobust
{

public:
  typedef enum { TUKEY, CAUCHY, HUBER } vpRobustEstimatorType;

private:
  vpColVector normres;
  vpColVector sorted_normres;
  vpColVector sorted_residues;

  double NoiseThreshold;
  double sig_prev;
  unsigned int it;
  double swap;
  unsigned int size;

public:
  explicit vpRobust(unsigned int n_data);
  vpRobust();
  vpRobust(const vpRobust &other);

  virtual ~vpRobust(){};

  void MEstimator(const vpRobustEstimatorType method, const vpColVector &residues, vpColVector &weights);

  void MEstimator(const vpRobustEstimatorType method, const vpColVector &residues, const vpColVector &all_residues,
                  vpColVector &weights);

  vpRobust &operator=(const vpRobust &other);
#ifdef VISP_HAVE_CPP11_COMPATIBILITY
  vpRobust &operator=(const vpRobust &&other);
#endif

  void resize(unsigned int n_data);

  void setIteration(const unsigned int iter) { it = iter; }

  inline void setThreshold(const double noise_threshold) { NoiseThreshold = noise_threshold; }

  vpColVector simultMEstimator(vpColVector &residues);

  // public :
  // double residualMedian ;
  // double normalizedResidualMedian ;
  //  private:
  //   double median(const vpColVector &x);
  //   double median(const vpColVector &x, vpColVector &weights);

private:
  double computeNormalizedMedian(vpColVector &all_normres, const vpColVector &residues, const vpColVector &all_residues,
                                 const vpColVector &weights);

  double simultscale(vpColVector &x);

  //---------------------------------
  //  Partial derivative of loss function with respect to the residue
  //---------------------------------
  void psiTukey(double sigma, vpColVector &x, vpColVector &w);
  void psiCauchy(double sigma, vpColVector &x, vpColVector &w);
  void psiHuber(double sigma, vpColVector &x, vpColVector &w);

  double simult_chi_huber(double x);

  //---------------------------------
  // Constrained Partial derivative of loss function with respect to the scale
  //---------------------------------
  double constrainedChi(vpRobustEstimatorType method, double x);
  double constrainedChiTukey(double x);
  double constrainedChiCauchy(double x);
  double constrainedChiHuber(double x);

#if !defined(VISP_HAVE_FUNC_ERFC) && !defined(VISP_HAVE_FUNC_STD_ERFC)
  //---------------------------------
  // Mathematic functions used to calculate the Expectation
  //---------------------------------
  double erf(double x);
  double gammp(double a, double x);
  void gser(double *gamser, double a, double x, double *gln);
  void gcf(double *gammcf, double a, double x, double *gln);
  double gammln(double xx);
#endif

  void exch(double &A, double &B)
  {
    swap = A;
    A = B;
    B = swap;
  }
  int partition(vpColVector &a, int l, int r);
  double select(vpColVector &a, int l, int r, int k);
};

#endif