/*
* Copyright (c) 2012-2013, Peter Abeles. All Rights Reserved.
*
* This file is part of DDogleg (http://ddogleg.org).
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.ddogleg.optimization.wrap;
import org.ddogleg.optimization.functions.FunctionNtoM;
import org.ddogleg.optimization.functions.FunctionNtoMxN;
import org.ddogleg.optimization.functions.FunctionNtoN;
import org.ejml.data.DenseMatrix64F;
/**
* Convert the Jacobian of a least squares function into a nonlinear optimization gradient.
*
* G(x) = sum 2*f'_i(x)*f_i(x)
*
* @author Peter Abeles
*/
public class LsToNonLinearDeriv implements FunctionNtoN {
FunctionNtoM func;
FunctionNtoMxN deriv;
double funcOutput[];
double jacobian[];
public LsToNonLinearDeriv(FunctionNtoM func,FunctionNtoMxN deriv) {
this.func = func;
this.deriv = deriv;
funcOutput = new double[ deriv.getNumOfOutputsM() ];
jacobian = new double[ deriv.getNumOfOutputsM()*deriv.getNumOfInputsN() ];
}
@Override
public int getN() {
return deriv.getNumOfInputsN();
}
@Override
public void process(double[] input, double []output) {
func.process(input,funcOutput);
deriv.process(input,jacobian);
DenseMatrix64F J = DenseMatrix64F.wrap(deriv.getNumOfOutputsM(),deriv.getNumOfInputsN(),jacobian);
int N = deriv.getNumOfInputsN();
int M = deriv.getNumOfOutputsM();
for( int i = 0; i < N; i++ ) {
output[i] = 0;
}
for( int i = 0; i < M; i++ ) {
double f = funcOutput[i];
for( int j = 0; j < N; j++ ) {
output[j] += 2*f*J.get(i,j);
}
}
}
}
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