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Slight refactor of numerical derivatives

release/4.3a0
dellaert 2014-10-18 12:34:05 +02:00
parent 2972671064
commit 7018afdd58
1 changed files with 11 additions and 12 deletions
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17
gtsam_unstable/nonlinear/tests/testExpression.cpp
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@ -318,20 +318,19 @@ Matrix numericalDerivative(boost::function<Y(const X&)> h, const X& x,
double delta = 1e-5) { double delta = 1e-5) {
Y hx = h(x); Y hx = h(x);
double factor = 1.0 / (2.0 * delta); double factor = 1.0 / (2.0 * delta);
static const size_t m = manifold_traits<Y>::dimension, n = static const size_t M = manifold_traits<Y>::dimension;
manifold_traits<X>::dimension; static const size_t N = manifold_traits<X>::dimension;
Eigen::Matrix<double, n, 1> d; Eigen::Matrix<double, N, 1> d;
Matrix H = zeros(M, N);
for (size_t j = 0; j < N; j++) {
d.setZero(); d.setZero();
Matrix H = zeros(m, n); d(j) = delta;
for (size_t j = 0; j < n; j++) {
d(j) += delta;
Vector hxplus = manifold_traits<Y>::localCoordinates(hx, Vector hxplus = manifold_traits<Y>::localCoordinates(hx,
h(manifold_traits<X>::retract(x, d))); h(manifold_traits<X>::retract(x, d)));
d(j) -= 2 * delta; d(j) = -delta;
Vector hxmin = manifold_traits<Y>::localCoordinates(hx, Vector hxmin = manifold_traits<Y>::localCoordinates(hx,
h(manifold_traits<X>::retract(x, d))); h(manifold_traits<X>::retract(x, d)));
d(j) += delta; H.block<M, 1>(0, j) << (hxplus - hxmin) * factor;
H.block<m, 1>(0, j) << (hxplus - hxmin) * factor;
} }
return H; return H;
} }