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opencv/modules/core/src/downhill_simplex.cpp at master · pythonmjs/opencv · GitHub
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/*
M///////////////////////////////////////////////////////////////////////////////////////
//
// IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING.
//
// By downloading, copying, installing or using the software you agree to this license.
// If you do not agree to this license, do not download, install,
// copy or use the software.
//
//
// License Agreement
// For Open Source Computer Vision Library
//
// Copyright (C) 2013, OpenCV Foundation, all rights reserved.
// Third party copyrights are property of their respective owners.
//
// Redistribution and use in source and binary forms, with or without modification,
// are permitted provided that the following conditions are met:
//
// * Redistribution's of source code must retain the above copyright notice,
// this list of conditions and the following disclaimer.
//
// * Redistribution's in binary form must reproduce the above copyright notice,
// this list of conditions and the following disclaimer in the documentation
// and/or other materials provided with the distribution.
//
// * The name of the copyright holders may not be used to endorse or promote products
// derived from this software without specific prior written permission.
//
// This software is provided by the copyright holders and contributors "as is" and
// any express or implied warranties, including, but not limited to, the implied
// warranties of merchantability and fitness for a particular purpose are disclaimed.
// In no event shall the OpenCV Foundation or contributors be liable for any direct,
// indirect, incidental, special, exemplary, or consequential damages
// (including, but not limited to, procurement of substitute goods or services;
// loss of use, data, or profits; or business interruption) however caused
// and on any theory of liability, whether in contract, strict liability,
// or tort (including negligence or otherwise) arising in any way out of
// the use of this software, even if advised of the possibility of such damage.
//
//M
*/
#
include
"
precomp.hpp
"
#
if
0
#define dprintf(x) printf x
#define print_matrix(x) print(x)
#
else
#
define
dprintf
(
x
)
#
define
print_matrix
(
x
)
#
endif
/*
****Error Message********************************************************************************************************************
Downhill Simplex method in OpenCV dev 3.0.0 getting this error:
OpenCV Error: Assertion failed (dims <= 2 && data && (unsigned)i0 < (unsigned)(s ize.p[0] * size.p[1])
&& elemSize() == (((((DataType<_Tp>::type) & ((512 - 1) << 3)) >> 3) + 1) << ((((sizeof(size_t)/4+1)16384|0x3a50)
>> ((DataType<_Tp>::typ e) & ((1 << 3) - 1))2) & 3))) in Mat::at,
file C:\builds\master_PackSlave-w in32-vc12-shared\opencv\modules\core\include\opencv2/core/mat.inl.hpp, line 893
****Problem and Possible Fix*********************************************************************************************************
DownhillSolverImpl::innerDownhillSimplex something looks broken here:
Mat_<double> coord_sum(1,ndim,0.0),buf(1,ndim,0.0),y(1,ndim,0.0);
fcount = 0;
for(i=0;i<ndim+1;++i)
{
y(i) = f->calc(p[i]);
}
y has only ndim elements, while the loop goes over ndim+1
Edited the following for possible fix:
Replaced y(1,ndim,0.0) ------> y(1,ndim+1,0.0)
***********************************************************************************************************************************
The code below was used in tesing the source code.
Created by @SareeAlnaghy
#include <iostream>
#include <cstdlib>
#include <cmath>
#include <algorithm>
#include <opencv2\optim\optim.hpp>
using namespace std;
using namespace cv;
void test(Ptr<optim::DownhillSolver> MinProblemSolver, Ptr<optim::MinProblemSolver::Function> ptr_F, Mat &P, Mat &step)
{
try{
MinProblemSolver->setFunction(ptr_F);
MinProblemSolver->setInitStep(step);
double res = MinProblemSolver->minimize(P);
cout << "res " << res << endl;
}
catch (exception e)
{
cerr << "Error:: " << e.what() << endl;
}
}
int main()
{
class DistanceToLines :public optim::MinProblemSolver::Function {
public:
double calc(const double* x)const{
return x[0] * x[0] + x[1] * x[1];
}
};
Mat P = (Mat_<double>(1, 2) << 1.0, 1.0);
Mat step = (Mat_<double>(2, 1) << -0.5, 0.5);
Ptr<optim::MinProblemSolver::Function> ptr_F(new DistanceToLines());
Ptr<optim::DownhillSolver> MinProblemSolver = optim::createDownhillSolver();
test(MinProblemSolver, ptr_F, P, step);
system("pause");
return 0;
}
****Suggestion for improving Simplex implementation***************************************************************************************
Currently the downhilll simplex method outputs the function value that is minimized. It should also return the coordinate points where the
function is minimized. This is very useful in many applications such as using back projection methods to find a point of intersection of
multiple lines in three dimensions as not all lines intersect in three dimensions.
*/
namespace
cv
{
class
DownhillSolverImpl
CV_FINAL
: public DownhillSolver
{
public:
DownhillSolverImpl
()
{
_Function=Ptr<Function>();
_step=Mat_<
double
>();
}
void
getInitStep
(OutputArray step)
const
CV_OVERRIDE { _step.
copyTo
(step); }
void
setInitStep
(InputArray step) CV_OVERRIDE
{
//
set dimensionality and make a deep copy of step
Mat m = step.
getMat
();
dprintf
((
"
m.cols=%d
\n
m.rows=%d
\n
"
, m.
cols
, m.
rows
));
if
( m.
rows
==
1
)
m.
copyTo
(_step);
else
transpose
(m, _step);
}
Ptr<MinProblemSolver::Function>
getFunction
()
const
CV_OVERRIDE {
return
_Function; }
void
setFunction
(
const
Ptr<Function>& f) CV_OVERRIDE { _Function=f; }
TermCriteria
getTermCriteria
()
const
CV_OVERRIDE {
return
_termcrit; }
void
setTermCriteria
(
const
TermCriteria& termcrit ) CV_OVERRIDE
{
CV_Assert
( termcrit.
type
== (TermCriteria::
MAX_ITER
+ TermCriteria::
EPS
) &&
termcrit.
epsilon
>
0
&&
termcrit.
maxCount
>
0
);
_termcrit=termcrit;
}
double
minimize
( InputOutputArray x_ ) CV_OVERRIDE
{
dprintf
((
"
hi from minimize
\n
"
));
CV_Assert
( !_Function.
empty
() );
CV_Assert
(
std::min
(_step.
cols
, _step.
rows
) ==
1
&&
std::max
(_step.
cols
, _step.
rows
) >=
2
&&
_step.
type
() ==
CV_64FC1
);
dprintf
((
"
termcrit:
\n\t
type: %d
\n\t
maxCount: %d
\n\t
EPS: %g
\n
"
,_termcrit.
type
,_termcrit.
maxCount
,_termcrit.
epsilon
));
dprintf
((
"
step
\n
"
));
print_matrix
(_step);
Mat x = x_.
getMat
(), simplex;
createInitialSimplex
(x, simplex, _step);
int
count =
0
;
double
res =
innerDownhillSimplex
(simplex,_termcrit.
epsilon
, _termcrit.
epsilon
,
count, _termcrit.
maxCount
);
dprintf
((
"
%d iterations done
\n
"
,count));
if
( !x.
empty
() )
{
Mat
simplex_0m
(x.
rows
, x.
cols
,
CV_64F
, simplex.
ptr
<
double
>());
simplex_0m.
convertTo
(x, x.
type
());
}
else
{
int
x_type = x_.
fixedType
() ? x_.
type
() :
CV_64F
;
simplex.
row
(
0
).
convertTo
(x_, x_type);
}
return
res;
}
protected:
Ptr<MinProblemSolver::Function> _Function;
TermCriteria _termcrit;
Mat _step;
inline
void
updateCoordSum
(
const
Mat& p, Mat& coord_sum)
{
int
i, j, m = p.
rows
, n = p.
cols
;
double
* coord_sum_ = coord_sum.
ptr
<
double
>();
CV_Assert
( coord_sum.
cols
== n && coord_sum.
rows
==
1
);
for
( j =
0
; j < n; j++ )
coord_sum_[j] =
0
.;
for
( i =
0
; i < m; i++ )
{
const
double
* p_i = p.
ptr
<
double
>(i);
for
( j =
0
; j < n; j++ )
coord_sum_[j] += p_i[j];
}
dprintf
((
"
\n
updated coord sum:
\n
"
));
print_matrix
(coord_sum);
}
inline
void
createInitialSimplex
(
const
Mat& x0, Mat& simplex, Mat& step )
{
int
i, j, ndim = step.
cols
;
CV_Assert
( _Function->
getDims
() == ndim );
Mat x = x0;
if
( x0.
empty
() )
x =
Mat::zeros
(
1
, ndim,
CV_64F
);
CV_Assert
( (x.
cols
==
1
&& x.
rows
== ndim) || (x.
cols
== ndim && x.
rows
==
1
) );
CV_Assert
( x.
type
() ==
CV_32F
|| x.
type
() ==
CV_64F
);
simplex.
create
(ndim +
1
, ndim,
CV_64F
);
Mat
simplex_0m
(x.
rows
, x.
cols
,
CV_64F
, simplex.
ptr
<
double
>());
x.
convertTo
(simplex_0m,
CV_64F
);
double
* simplex_0 = simplex.
ptr
<
double
>();
const
double
* step_ = step.
ptr
<
double
>();
for
( i =
1
; i <= ndim; i++ )
{
double
* simplex_i = simplex.
ptr
<
double
>(i);
for
( j =
0
; j < ndim; j++ )
simplex_i[j] = simplex_0[j];
simplex_i[i-
1
] +=
0.5
*step_[i-
1
];
}
for
( j =
0
; j < ndim; j++ )
simplex_0[j] -=
0.5
*step_[j];
dprintf
((
"
\n
this is simplex
\n
"
));
print_matrix
(simplex);
}
/*
Performs the actual minimization of MinProblemSolver::Function f (after the initialization was done)
The matrix p[ndim+1][1..ndim] represents ndim+1 vertices that
form a simplex - each row is an ndim vector.
On output, fcount gives the number of function evaluations taken.
*/
double
innerDownhillSimplex
( Mat& p,
double
MinRange,
double
MinError,
int
& fcount,
int
nmax )
{
int
i, j, ndim = p.
cols
;
Mat
coord_sum
(
1
, ndim,
CV_64F
),
buf
(
1
, ndim,
CV_64F
),
y
(
1
, ndim+
1
,
CV_64F
);
double
* y_ = y.
ptr
<
double
>();
fcount = ndim+
1
;
for
( i =
0
; i <= ndim; i++ )
y_[i] =
calc_f
(p.
ptr
<
double
>(i));
updateCoordSum
(p, coord_sum);
for
(;;)
{
//
find highest (worst), next-to-worst, and lowest
//
(best) points by going through all of them.
int
ilo =
0
, ihi, inhi;
if
( y_[
0
] > y_[
1
] )
{
ihi =
0
; inhi =
1
;
}
else
{
ihi =
1
; inhi =
0
;
}
for
( i =
0
; i <= ndim; i++ )
{
double
yval = y_[i];
if
(yval <= y_[ilo])
ilo = i;
if
(yval > y_[ihi])
{
inhi = ihi;
ihi = i;
}
else
if
(yval > y_[inhi] && i != ihi)
inhi = i;
}
CV_Assert
( ihi != inhi );
if
( ilo == inhi || ilo == ihi )
{
for
( i =
0
; i <= ndim; i++ )
{
double
yval = y_[i];
if
( yval == y_[ilo] && i != ihi && i != inhi )
{
ilo = i;
break
;
}
}
}
dprintf
((
"
\n
this is y on iteration %d:
\n
"
,fcount));
print_matrix
(y);
//
check stop criterion
double
error =
fabs
(y_[ihi] - y_[ilo]);
double
range =
0
;
for
( j =
0
; j < ndim; j++ )
{
double
minval, maxval;
minval = maxval = p.
at
<
double
>(
0
, j);
for
( i =
1
; i <= ndim; i++ )
{
double
pval = p.
at
<
double
>(i, j);
minval =
std::min
(minval, pval);
maxval =
std::max
(maxval, pval);
}
range =
std::max
(range,
fabs
(maxval - minval));
}
if
( range <= MinRange || error <= MinError || fcount >= nmax )
{
//
Put best point and value in first slot.
std::swap
(y_[
0
], y_[ilo]);
for
( j =
0
; j < ndim; j++ )
{
std::swap
(p.
at
<
double
>(
0
, j), p.
at
<
double
>(ilo, j));
}
break
;
}
double
y_lo = y_[ilo], y_nhi = y_[inhi], y_hi = y_[ihi];
//
Begin a new iteration. First, reflect the worst point about the centroid of others
double
alpha = -
1.0
;
double
y_alpha =
tryNewPoint
(p, coord_sum, ihi, alpha, buf, fcount);
dprintf
((
"
\n
y_lo=%g, y_nhi=%g, y_hi=%g, y_alpha=%g, p_alpha:
\n
"
, y_lo, y_nhi, y_hi, y_alpha));
print_matrix
(buf);
if
( y_alpha < y_nhi )
{
if
( y_alpha < y_lo )
{
//
If that's better than the best point, go twice as far in that direction
double
beta = -
2.0
;
double
y_beta =
tryNewPoint
(p, coord_sum, ihi, beta, buf, fcount);
dprintf
((
"
\n
y_beta=%g, p_beta:
\n
"
, y_beta));
print_matrix
(buf);
if
( y_beta < y_alpha )
{
alpha = beta;
y_alpha = y_beta;
}
}
replacePoint
(p, coord_sum, y, ihi, alpha, y_alpha);
}
else
{
//
The new point is worse than the second-highest,
//
do not go so far in that direction
double
gamma =
0.5
;
double
y_gamma =
tryNewPoint
(p, coord_sum, ihi, gamma, buf, fcount);
dprintf
((
"
\n
y_gamma=%g, p_gamma:
\n
"
, y_gamma));
print_matrix
(buf);
if
( y_gamma < y_hi )
replacePoint
(p, coord_sum, y, ihi, gamma, y_gamma);
else
{
//
Can't seem to improve things.
//
Contract the simplex to good point
//
in hope to find a simplex landscape.
for
( i =
0
; i <= ndim; i++ )
{
if
(i != ilo)
{
for
( j =
0
; j < ndim; j++ )
p.
at
<
double
>(i, j) =
0.5
*(p.
at
<
double
>(i, j) + p.
at
<
double
>(ilo, j));
y_[i] =
calc_f
(p.
ptr
<
double
>(i));
}
}
fcount += ndim;
updateCoordSum
(p, coord_sum);
}
}
dprintf
((
"
\n
this is simplex on iteration %d
\n
"
,fcount));
print_matrix
(p);
}
return
y_[
0
];
}
inline
double
calc_f
(
const
double
* ptr)
{
double
res = _Function->
calc
(ptr);
CV_Assert
( !
cvIsNaN
(res) && !
cvIsInf
(res) );
return
res;
}
double
tryNewPoint
( Mat& p, Mat& coord_sum,
int
ihi,
double
alpha_, Mat& ptry,
int
& fcount )
{
int
j, ndim = p.
cols
;
double
alpha = (
1.0
- alpha_)/ndim;
double
beta = alpha - alpha_;
double
* p_ihi = p.
ptr
<
double
>(ihi);
double
* ptry_ = ptry.
ptr
<
double
>();
double
* coord_sum_ = coord_sum.
ptr
<
double
>();
for
( j =
0
; j < ndim; j++ )
ptry_[j] = coord_sum_[j]*alpha - p_ihi[j]*beta;
fcount++;
return
calc_f
(ptry_);
}
void
replacePoint
( Mat& p, Mat& coord_sum, Mat& y,
int
ihi,
double
alpha_,
double
ytry )
{
int
j, ndim = p.
cols
;
double
alpha = (
1.0
- alpha_)/ndim;
double
beta = alpha - alpha_;
double
* p_ihi = p.
ptr
<
double
>(ihi);
double
* coord_sum_ = coord_sum.
ptr
<
double
>();
for
( j =
0
; j < ndim; j++ )
p_ihi[j] = coord_sum_[j]*alpha - p_ihi[j]*beta;
y.
at
<
double
>(ihi) = ytry;
updateCoordSum
(p, coord_sum);
}
};
//
both minRange & minError are specified by termcrit.epsilon;
//
In addition, user may specify the number of iterations that the algorithm does.
Ptr<DownhillSolver>
DownhillSolver::create
(
const
Ptr<MinProblemSolver::Function>& f,
InputArray initStep, TermCriteria termcrit )
{
Ptr<DownhillSolver>
DS
= makePtr<DownhillSolverImpl>();
DS
->
setFunction
(f);
DS
->
setInitStep
(initStep);
DS
->
setTermCriteria
(termcrit);
return
DS
;
}
}
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