Merge branch 'master' into fix_logo

.appveyor.yml

@@ -71,14 +71,10 @@ build_script:
   # These tests will fails on Windows.
   # Therefore, these tests are disabled until fixed.
   # AppVeyor Log : https://ci.appveyor.com/project/PointCloudLibrary/pcl/build/1.0.267
-  #   * test_2d
   #   * common_eigen
   #   * feature_rift_estimation
   #   * feature_cppf_estimation
   #   * feature_pfh_estimation
-  #   * filters_sampling
-  #   * io_grabbers
-  #   * registration_api
   - call "%VCVARSALL%" %ARCHITECTURE%
   - cd %APPVEYOR_BUILD_FOLDER%
   - mkdir build
@@ -96,8 +92,6 @@ build_script:
           -DBUILD_global_tests=ON
           -DBUILD_simulation=OFF
           -DBUILD_tools=OFF
-          -DBUILD_tests_features=OFF
-          -DBUILD_tests_filters=OFF
           ..
   - cmake --build . --config %CONFIGURATION%
   - ctest -C %CONFIGURATION% -V

.travis.yml

@@ -73,3 +73,6 @@ jobs:
       compiler: gcc
       env: TASK="test"
       script: bash .travis.sh $TASK
+
+notifications:
+  email: false

filters/include/pcl/filters/covariance_sampling.h

@@ -117,7 +117,7 @@ namespace pcl
       /** \brief Compute the condition number of the input point cloud. The condition number is the ratio between the
         * largest and smallest eigenvalues of the 6x6 covariance matrix of the cloud. The closer this number is to 1.0,
         * the more stable the cloud is for ICP registration.
-        * \param[in] covariance_matrix user given covariance matrix
+        * \param[in] covariance_matrix user given covariance matrix. Assumed to be self adjoint/symmetric.
         * \return the condition number
         */
       static double

filters/include/pcl/filters/impl/covariance_sampling.hpp

@@ -88,46 +88,17 @@ pcl::CovarianceSampling<PointT, PointNT>::computeConditionNumber ()
   if (!computeCovarianceMatrix (covariance_matrix))
     return (-1.);
 
-  Eigen::EigenSolver<Eigen::Matrix<double, 6, 6> > eigen_solver;
-  eigen_solver.compute (covariance_matrix, true);
-
-  Eigen::MatrixXcd complex_eigenvalues = eigen_solver.eigenvalues ();
-
-  double max_ev = -std::numeric_limits<double>::max (),
-      min_ev = std::numeric_limits<double>::max ();
-  for (size_t i = 0; i < 6; ++i)
-  {
-    if (real (complex_eigenvalues (i, 0)) > max_ev)
-      max_ev = real (complex_eigenvalues (i, 0));
-
-    if (real (complex_eigenvalues (i, 0)) < min_ev)
-      min_ev = real (complex_eigenvalues (i, 0));
-  }
-
-  return (max_ev / min_ev);
+  return computeConditionNumber (covariance_matrix);
 }
 
 
 ///////////////////////////////////////////////////////////////////////////////
 template<typename PointT, typename PointNT> double
 pcl::CovarianceSampling<PointT, PointNT>::computeConditionNumber (const Eigen::Matrix<double, 6, 6> &covariance_matrix)
 {
-  Eigen::EigenSolver<Eigen::Matrix<double, 6, 6> > eigen_solver;
-  eigen_solver.compute (covariance_matrix, true);
-
-  Eigen::MatrixXcd complex_eigenvalues = eigen_solver.eigenvalues ();
-
-  double max_ev = -std::numeric_limits<double>::max (),
-      min_ev = std::numeric_limits<double>::max ();
-  for (size_t i = 0; i < 6; ++i)
-  {
-    if (real (complex_eigenvalues (i, 0)) > max_ev)
-      max_ev = real (complex_eigenvalues (i, 0));
-
-    if (real (complex_eigenvalues (i, 0)) < min_ev)
-      min_ev = real (complex_eigenvalues (i, 0));
-  }
-
+  const Eigen::SelfAdjointEigenSolver<Eigen::Matrix<double, 6, 6> > solver (covariance_matrix, Eigen::EigenvaluesOnly);
+  const double max_ev = solver.eigenvalues (). maxCoeff ();
+  const double min_ev = solver.eigenvalues (). minCoeff ();
   return (max_ev / min_ev);
 }
 
@@ -158,31 +129,13 @@ pcl::CovarianceSampling<PointT, PointNT>::computeCovarianceMatrix (Eigen::Matrix
 template<typename PointT, typename PointNT> void
 pcl::CovarianceSampling<PointT, PointNT>::applyFilter (std::vector<int> &sampled_indices)
 {
-  if (!initCompute ())
+  Eigen::Matrix<double, 6, 6> c_mat;
+  // Invokes initCompute()
+  if (!computeCovarianceMatrix (c_mat))
     return;
 
-  //--- Part A from the paper
-  // Set up matrix F
-  Eigen::Matrix<double, 6, Eigen::Dynamic> f_mat = Eigen::Matrix<double, 6, Eigen::Dynamic> (6, indices_->size ());
-  for (size_t p_i = 0; p_i < scaled_points_.size (); ++p_i)
-  {
-    f_mat.block<3, 1> (0, p_i) = scaled_points_[p_i].cross (
-                                     (*input_normals_)[(*indices_)[p_i]].getNormalVector3fMap ()).template cast<double> ();
-    f_mat.block<3, 1> (3, p_i) = (*input_normals_)[(*indices_)[p_i]].getNormalVector3fMap ().template cast<double> ();
-  }
-
-  // Compute the covariance matrix C and its 6 eigenvectors (initially complex, move them to a double matrix)
-  Eigen::Matrix<double, 6, 6> c_mat (f_mat * f_mat.transpose ());
-
-  Eigen::EigenSolver<Eigen::Matrix<double, 6, 6> > eigen_solver;
-  eigen_solver.compute (c_mat, true);
-  Eigen::MatrixXcd complex_eigenvectors = eigen_solver.eigenvectors ();
-
-  Eigen::Matrix<double, 6, 6> x;
-  for (size_t i = 0; i < 6; ++i)
-    for (size_t j = 0; j < 6; ++j)
-      x (i, j) = real (complex_eigenvectors (i, j));
-
+  const Eigen::SelfAdjointEigenSolver<Eigen::Matrix<double, 6, 6> > solver (c_mat);
+  const Eigen::Matrix<double, 6, 6> x = solver.eigenvectors ();
 
   //--- Part B from the paper
   /// TODO figure out how to fill the candidate_indices - see subsequent paper paragraphs