148 lines
6.2 KiB
C
148 lines
6.2 KiB
C
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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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// keir@google.m (Keir Mierle)
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//
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// This is the interface through which the least squares solver accesses the
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// residual and Jacobian of the least squares problem. Users are expected to
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// subclass CostFunction to define their own terms in the least squares problem.
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//
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// It is recommended that users define templated residual functors for use as
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// arguments for AutoDiffCostFunction (see autodiff_cost_function.h), instead of
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// directly implementing the CostFunction interface. This often results in both
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// shorter code and faster execution than hand-coded derivatives. However,
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// specialized cases may demand direct implementation of the lower-level
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// CostFunction interface; for example, this is true when calling legacy code
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// which is not templated on numeric types.
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#ifndef CERES_PUBLIC_COST_FUNCTION_H_
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#define CERES_PUBLIC_COST_FUNCTION_H_
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#include <vector>
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#include "ceres/internal/macros.h"
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#include "ceres/internal/port.h"
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#include "ceres/types.h"
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#include "ceres/internal/disable_warnings.h"
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namespace ceres {
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// This class implements the computation of the cost (a.k.a. residual) terms as
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// a function of the input (control) variables, and is the interface for users
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// to describe their least squares problem to Ceres. In other words, this is the
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// modelling layer between users and the Ceres optimizer. The signature of the
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// function (number and sizes of input parameter blocks and number of outputs)
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// is stored in parameter_block_sizes_ and num_residuals_ respectively. User
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// code inheriting from this class is expected to set these two members with the
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// corresponding accessors. This information will be verified by the Problem
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// when added with AddResidualBlock().
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class CERES_EXPORT CostFunction {
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public:
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CostFunction() : num_residuals_(0) {}
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virtual ~CostFunction() {}
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// Inputs:
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//
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// parameters is an array of pointers to arrays containing the
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// various parameter blocks. parameters has the same number of
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// elements as parameter_block_sizes_. Parameter blocks are in the
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// same order as parameter_block_sizes_.i.e.,
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//
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// parameters_[i] = double[parameter_block_sizes_[i]]
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//
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// Outputs:
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//
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// residuals is an array of size num_residuals_.
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//
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// jacobians is an array of size parameter_block_sizes_ containing
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// pointers to storage for jacobian blocks corresponding to each
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// parameter block. Jacobian blocks are in the same order as
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// parameter_block_sizes, i.e. jacobians[i], is an
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// array that contains num_residuals_* parameter_block_sizes_[i]
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// elements. Each jacobian block is stored in row-major order, i.e.,
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//
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// jacobians[i][r*parameter_block_size_[i] + c] =
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// d residual[r] / d parameters[i][c]
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//
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// If jacobians is NULL, then no derivatives are returned; this is
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// the case when computing cost only. If jacobians[i] is NULL, then
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// the jacobian block corresponding to the i'th parameter block must
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// not to be returned.
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//
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// The return value indicates whether the computation of the
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// residuals and/or jacobians was successful or not.
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//
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// This can be used to communicate numerical failures in jacobian
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// computations for instance.
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//
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// A more interesting and common use is to impose constraints on the
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// parameters. If the initial values of the parameter blocks satisfy
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// the constraints, then returning false whenever the constraints
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// are not satisfied will prevent the solver from moving into the
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// infeasible region. This is not a very sophisticated mechanism for
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// enforcing constraints, but is often good enough.
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//
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// Note that it is important that the initial values of the
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// parameter block must be feasible, otherwise the solver will
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// declare a numerical problem at iteration 0.
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virtual bool Evaluate(double const* const* parameters,
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double* residuals,
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double** jacobians) const = 0;
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const std::vector<int32>& parameter_block_sizes() const {
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return parameter_block_sizes_;
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}
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int num_residuals() const {
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return num_residuals_;
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}
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protected:
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std::vector<int32>* mutable_parameter_block_sizes() {
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return ¶meter_block_sizes_;
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}
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void set_num_residuals(int num_residuals) {
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num_residuals_ = num_residuals;
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}
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private:
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// Cost function signature metadata: number of inputs & their sizes,
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// number of outputs (residuals).
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std::vector<int32> parameter_block_sizes_;
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int num_residuals_;
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CERES_DISALLOW_COPY_AND_ASSIGN(CostFunction);
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};
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} // namespace ceres
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#include "ceres/internal/reenable_warnings.h"
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#endif // CERES_PUBLIC_COST_FUNCTION_H_
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