def report_reprojection(F, x0, x1):
x = concatenate((x0,x1))
f = algebraic_cost(F, x0, x1)
J = Jalgebraic_cost_x(F, x0, x1)
corr = sampson.firstorder_reprojection(x, f, J)
xx0, xx1 = corr[:3], corr[3:]
print 'algebraic cost before: %10f' % algebraic_cost(F, x0, x1)
print 'algebraic cost after: %10f' % algebraic_cost(F, xx0, xx1)
return xx0, xx1
def compute_posterior(x0, x1, R_mean, t_mean):
x = concatenate((x0,x1))
Fmat = lambda R,t: fundamental.make_fundamental(eye(3), R, t)
f_alg = lambda R,t: algebraic_cost(Fmat(R, t), x0, x1)
J_alg = lambda R,t: Jalgebraic_cost_x(Fmat(R, t), x0, x1)
# sampson errors
E_sampson = lambda R,t: ssq(sampson.firstorder_deviation(x, f_alg(R,t), J_alg(R,t)))
E_sampson_charted = lambda v: E_sampson(se3_chart((R_mean, t_mean), v))
# sampson reprojections
sampson_prediction = lambda (R,t): sampson.firstorder_reprojection(x, f_alg(R,t), J_alg(R,t))
sampson_prediction_charted = lambda v: sampson_prediction(se3_chart((R_mean,t_mean), v))
# prediction jacobian
Jprediction = finite_differences.numeric_jacobian(sampson_prediction_charted,
zeros(6))
# compute likelihood in terms of R and t
prediction = sampson_prediction((R_mean, t_mean))
print prediction
print Jprediction
print x
print SENSOR_INFO
v,L = beliefs.compute_likelihood(zeros(6), prediction, Jprediction, x, eye(6))
print 'R_mean:'
print R_mean
print 't_mean'
print t
# compute mean and variance
print 'v'
print v.round(2)
print 'L'
print L.round(2)
mean,cov = beliefs.normal_to_invnormal(v,L)
print 'mean:'
print mean
print 'cov:'
print cov
def reprojection(F, x0, x1):
x = concatenate((x0,x1))
f = algebraic_cost(F, x0, x1)
J = Jalgebraic_cost_x(F, x0, x1)
corr = sampson.firstorder_reprojection(x, f, J)
return corr[:3], corr[3:]
