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这是一个数据拟合的例子,并没有采用面向对象的设计方法是使能更好的理解LM算法的流程,简约而不简单。算法详细过程不多介绍。程序中用到opencv库中的矩阵类Mat。
例:
#pragma once
#include <stdio.h>
#include "opencv2\core\core.hpp"
#pragma comment(lib,"opencv_core248d.lib")
const int MAXTIME = 50;
using namespace cv;
FileStorage fs;
Mat jacobin(const Mat& pk/*[a,b]*/, const Mat& x); //f = a*exp(-b*x)
Mat yEstimate(const Mat& p, const Mat& x);
inline void outData(FileStorage& fs, Mat & m, char* filename)
{
fs.open(filename, FileStorage::FORMAT_XML | FileStorage::WRITE);
char *temp = new char[10];
strcpy_s(temp, 10,filename);
*strchr(temp, '.') = '\0';
fs << temp << m;
fs.release();
delete[] temp;
}
void LM(double* p0, int pN, double* x, int xN, double* y, double lamda, double step, double ep = 0.0001)
{
int iters = 0;
int updateJ = 1;
double ek = 0.0, ekk = 0.0;//估计误差
Mat_<double> xM(xN, 1, x), yM(xN, 1, y), pM(pN, 1, p0), JM, yEM, yEMM, dM, gM, dMM, dpM;//至少需要JM,gM,dpM,pM
for (; iters < MAXTIME; iters++)
{
if (updateJ == 1)
{
JM = jacobin(pM, xM);
//outData(fs, JM, "J.xml");
yEM = yEstimate(pM, xM);
dM = yM - yEM;
gM = JM.t()*dM;
if (iters == 0)
ek = dM.dot(dM);
//outData(fs, dM, "d.xml");
}
Mat_<double> NM = JM.t()*JM + lamda*(Mat::eye(pN, pN, CV_64F));
if (solve(NM, gM, dpM))
{
Mat_<double> pMM = pM + dpM;
yEMM = yEstimate(pMM, xM);
dMM = yM - yEMM;
ekk = dMM.dot(dMM);
//outData(fs, dMM, "dlm.xml");
//outData(fs, dpM, "dp.xml");
if (ekk < ek)//成功则更新向量与估计误差
{
printf("the %d iterator result\n", iters);
if (dpM.dot(dpM) < ep)
{
outData(fs, pM, "p.xml");
return;
}
else
{
pM = pMM;
ek = ekk;
lamda = lamda / step;
updateJ = 1;
continue;
}
}
else
{
lamda = lamda*step;
updateJ = 0;
}
}
else
{
outData(fs, JM, "badJ.xml");
//return;
}
}
}
Mat jacobin(const Mat& pk/*[a,b]*/, const Mat& x)
{
Mat_<double> J(x.rows, pk.rows), da, db;
exp(-pk.at<double>(1)*x, da);
exp(-pk.at<double>(1)*x, db);
db = -pk.at<double>(0)*x.mul(db);
//outData(fs, da, "da.xml");
//outData(fs, db, "db.xml");
da.copyTo(J(Rect(0, 0, 1, J.rows)));
db.copyTo(J(Rect(1, 0, 1, J.rows)));
return J;
}
Mat yEstimate(const Mat& p, const Mat& x)
{
Mat_<double> Y(x.rows, x.cols);
exp(-p.at<double>(1)*x, Y);
Y = p.at<double>(0)*Y;
return Y;
}
#include "LMM.h"
int main()
{
double data[] = { 0.25, 0.5, 1, 1.5, 2, 3, 4, 6, 8 };
double obs[] = { 19.21, 18.15, 15.36, 14.10, 12.89, 9.32, 7.45, 5.24, 3.01 };
double p0[] = { 1, 1 };
LM(p0, 2, data, 9, obs, 0.01, 10);
}
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