core/vnl/vnl_cost_function.cxx

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// This is core/vnl/vnl_cost_function.cxx
#ifdef VCL_NEEDS_PRAGMA_INTERFACE
#pragma implementation
#endif
//:
// \file
// \author Andrew W. Fitzgibbon, Oxford RRG
// \date   23 Oct 1997
//
//-----------------------------------------------------------------------------

#include "vnl_cost_function.h"
#include <vcl_cassert.h>

static bool f_calling_compute;

void vnl_cost_function::compute(vnl_vector<double> const& x, double *val, vnl_vector<double>* g)
{
  if (val) *val = this->f(x);
  if (g) this->gradf(x, *g);
}

//: Default implementation of f is compute...
double vnl_cost_function::f(vnl_vector<double> const& x)
{
  // if we get back here from compute, neither vf was implemented.
  if (f_calling_compute)
    assert(!"vnl_cost_function: RECURSION");
  double val;
  f_calling_compute = true;
  this->compute(x, &val, 0);
  f_calling_compute = false;
  return val;
}

//: Default implementation of gradf is to call compute
void vnl_cost_function::gradf(vnl_vector<double> const& x, vnl_vector<double>& g)
{
  if (f_calling_compute)
    assert(!"vnl_cost_function: RECURSION");
  f_calling_compute = true;
  this->compute(x, 0, &g);
  f_calling_compute = false;
}

//: Compute fd gradient
void vnl_cost_function::fdgradf(vnl_vector<double> const& x,
                                vnl_vector<double> &  gradient,
                                double stepsize )
{
  vnl_vector<double> tx = x;
  double h = stepsize;
  for (int i = 0; i < dim; ++i) {
    double tplus = x[i] + h;
    tx[i] = tplus;
    double fplus = this->f(tx);

    double tminus = x[i] - h;
    tx[i] = tminus;
    double fminus = this->f(tx);

    gradient[i] = (fplus - fminus) / (tplus - tminus);
    tx[i] = x[i];
  }
}

vnl_vector<double> vnl_cost_function::gradf(vnl_vector<double> const& x)
{
  vnl_vector<double> g(dim);
  this->gradf(x, g);
  return g;
}

vnl_vector<double> vnl_cost_function::fdgradf(vnl_vector<double> const& x)
{
  vnl_vector<double> g(dim);
  this->fdgradf(x, g);
  return g;
}