Slight refactor of numerical derivatives
parent
2972671064
commit
7018afdd58
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@ -318,20 +318,19 @@ Matrix numericalDerivative(boost::function<Y(const X&)> h, const X& x,
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double delta = 1e-5) {
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Y hx = h(x);
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double factor = 1.0 / (2.0 * delta);
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static const size_t m = manifold_traits<Y>::dimension, n =
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manifold_traits<X>::dimension;
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Eigen::Matrix<double, n, 1> d;
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d.setZero();
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Matrix H = zeros(m, n);
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for (size_t j = 0; j < n; j++) {
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d(j) += delta;
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static const size_t M = manifold_traits<Y>::dimension;
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static const size_t N = manifold_traits<X>::dimension;
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Eigen::Matrix<double, N, 1> d;
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Matrix H = zeros(M, N);
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for (size_t j = 0; j < N; j++) {
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d.setZero();
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d(j) = delta;
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Vector hxplus = manifold_traits<Y>::localCoordinates(hx,
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h(manifold_traits<X>::retract(x, d)));
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d(j) -= 2 * delta;
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d(j) = -delta;
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Vector hxmin = manifold_traits<Y>::localCoordinates(hx,
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h(manifold_traits<X>::retract(x, d)));
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d(j) += delta;
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H.block<m, 1>(0, j) << (hxplus - hxmin) * factor;
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H.block<M, 1>(0, j) << (hxplus - hxmin) * factor;
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}
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return H;
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}
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@ -339,13 +338,13 @@ Matrix numericalDerivative(boost::function<Y(const X&)> h, const X& x,
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template<typename Y, typename X1, typename X2>
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Matrix numericalDerivative21(boost::function<Y(const X1&, const X2&)> h,
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const X1& x1, const X2& x2, double delta = 1e-5) {
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return numericalDerivative<Y,X1>(boost::bind(h,_1,x2),x1,delta);
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return numericalDerivative<Y, X1>(boost::bind(h, _1, x2), x1, delta);
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}
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template<typename Y, typename X1, typename X2>
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Matrix numericalDerivative22(boost::function<Y(const X1&, const X2&)> h,
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const X1& x1, const X2& x2, double delta = 1e-5) {
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return numericalDerivative<Y,X2>(boost::bind(h,x1,_1),x2,delta);
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return numericalDerivative<Y, X2>(boost::bind(h, x1, _1), x2, delta);
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}
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/* ************************************************************************* */
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