Check corrected Hessian in Corrector.MultidimensionalGaussNewtonApproximation

When rho[2] <= 0, Corrector clamps alpha to 0 and drops the rank-1 curvature correction term, so the implied Gauss-Newton Hessian is rho[1] * J'J rather than rho[1] * J'J + 2 * rho[2] * J'r r'J. Account for this in g_hess and assert that c_hess matches g_hess.

Thanks to Matthias Kraft (@matthias-kraft) for reporting this.

Fixes https://github.com/ceres-solver/ceres-solver/issues/363

Change-Id: I3ccc3753aab5a5d753a8f650ff71f2b8ea96a51d
1 file changed
tree: c8399b2ce5df250a491308d77c67ee9d129f214e
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Ceres Solver

Ceres Solver is an open source C++ library for modeling and solving large, complicated optimization problems. It is a feature rich, mature and performant library which has been used in production at Google since 2010. Ceres Solver can solve two kinds of problems.

  1. Non-linear Least Squares problems with bounds constraints.
  2. General unconstrained optimization problems.

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