vnl_discrete_diff.cxx

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#include <iostream>
#include <cassert>
#include "vnl_discrete_diff.h"
#include <vnl/vnl_least_squares_function.h>

/*
  fsm
*/

bool vnl_discrete_diff_fwd(vnl_least_squares_function *lsf,
                           double h_,
                           vnl_vector<double> const &x,
                           vnl_matrix<double>       &J)
{
  vnl_vector<double> y(lsf->get_number_of_residuals());
  lsf->f(x,y);
  if (lsf->failure)
    return false;
  vnl_vector<double> h(lsf->get_number_of_unknowns());
  h.fill(h_);
  return vnl_discrete_diff_fwd(lsf,h,x,y,J);
}

bool vnl_discrete_diff_fwd(vnl_least_squares_function *lsf,
                           vnl_vector<double> const &h,
                           vnl_vector<double> const &x,
                           vnl_matrix<double>       &J)
{
  vnl_vector<double> y(lsf->get_number_of_residuals());
  lsf->f(x,y);
  if (lsf->failure)
    return false;
  return vnl_discrete_diff_fwd(lsf,h,x,y,J);
}

bool vnl_discrete_diff_fwd(vnl_least_squares_function *lsf,
                           vnl_vector<double> const &h,
                           vnl_vector<double> const &x,
                           vnl_vector<double> const &y,
                           vnl_matrix<double>       &J)
{
  unsigned m=J.rows();
  unsigned n=J.columns();
  assert(m==lsf->get_number_of_residuals());
  assert(m==y.size());
  assert(n==lsf->get_number_of_unknowns());
  assert(n==h.size());
  assert(n==x.size());

  vnl_vector<double> tx(n);
  vnl_vector<double> ty(m);

  for (unsigned j=0;j<n;j++) {
    tx=x; tx(j) += h(j);
    lsf->f(tx,ty);
    if (lsf->failure)
      return false;
    for (unsigned i=0;i<m;i++)
      J(i,j) = (ty(i)-y(i))/h(j);
  }
  return true;
}

bool vnl_discrete_diff_sym(vnl_least_squares_function *lsf,
                           double h_,
                           vnl_vector<double> const &x,
                           vnl_matrix<double>       &J)
{
  vnl_vector<double> h(lsf->get_number_of_unknowns());
  h.fill(h_);
  return vnl_discrete_diff_sym(lsf,h,x,J);
}

bool vnl_discrete_diff_sym(vnl_least_squares_function *lsf,
                           vnl_vector<double> const &h,
                           vnl_vector<double> const &x,
                           vnl_matrix<double>       &J)
{
  unsigned m=J.rows();
  unsigned n=J.columns();
  assert(m==lsf->get_number_of_residuals());
  assert(n==lsf->get_number_of_unknowns());
  assert(n==h.size());
  assert(n==x.size());

  vnl_vector<double> xp(n),xm(n);
  vnl_vector<double> yp(m),ym(m);

  for (unsigned j=0;j<n;j++) {
    xp=x; xp(j) += h(j);
    lsf->f(xp,yp);
    if (lsf->failure)
      return false;

    xm=x; xm(j) -= h(j);
    lsf->f(xm,ym);
    if (lsf->failure)
      return false;

    for (unsigned i=0;i<m;i++)
      J(i,j) = (yp(i)-ym(i))/(2*h(j));
  }
  return true;
}

//----------------------------------------------------------------------

void vnl_discrete_diff_test_lsf(vnl_least_squares_function *lsf, vnl_vector<double> const &x)
{
  unsigned int m = lsf->get_number_of_residuals();
  unsigned int n = lsf->get_number_of_unknowns ();
  assert(x.size() == n);

  vnl_matrix<double> J1(m, n);
  lsf->gradf(x, J1);

  vnl_matrix<double> J2(m, n);
  vnl_discrete_diff_sym(lsf, 0.0001, x, J2);

  double e = (J1 - J2).fro_norm();
  //assert(e <= 1e-3);
  double t = cos_angle(J1, J2);
  //assert(t >= 0.99);

  std::cerr << __FILE__ ": e = " << e << std::endl
           << __FILE__ ": t = " << t << std::endl;
}