128 lines
4.9 KiB
C
128 lines
4.9 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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#ifndef CERES_PUBLIC_GRADIENT_PROBLEM_H_
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#define CERES_PUBLIC_GRADIENT_PROBLEM_H_
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#include "ceres/internal/macros.h"
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#include "ceres/internal/port.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/local_parameterization.h"
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namespace ceres {
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class FirstOrderFunction;
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// Instances of GradientProblem represent general non-linear
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// optimization problems that must be solved using just the value of
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// the objective function and its gradient. Unlike the Problem class,
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// which can only be used to model non-linear least squares problems,
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// instances of GradientProblem not restricted in the form of the
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// objective function.
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//
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// Structurally GradientProblem is a composition of a
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// FirstOrderFunction and optionally a LocalParameterization.
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//
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// The FirstOrderFunction is responsible for evaluating the cost and
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// gradient of the objective function.
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//
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// The LocalParameterization is responsible for going back and forth
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// between the ambient space and the local tangent space. (See
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// local_parameterization.h for more details). When a
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// LocalParameterization is not provided, then the tangent space is
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// assumed to coincide with the ambient Euclidean space that the
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// gradient vector lives in.
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//
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// Example usage:
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//
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// The following demonstrate the problem construction for Rosenbrock's function
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//
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// f(x,y) = (1-x)^2 + 100(y - x^2)^2;
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//
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// class Rosenbrock : public ceres::FirstOrderFunction {
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// public:
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// virtual ~Rosenbrock() {}
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//
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// virtual bool Evaluate(const double* parameters,
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// double* cost,
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// double* gradient) const {
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// const double x = parameters[0];
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// const double y = parameters[1];
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//
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// cost[0] = (1.0 - x) * (1.0 - x) + 100.0 * (y - x * x) * (y - x * x);
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// if (gradient != NULL) {
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// gradient[0] = -2.0 * (1.0 - x) - 200.0 * (y - x * x) * 2.0 * x;
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// gradient[1] = 200.0 * (y - x * x);
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// }
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// return true;
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// };
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//
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// virtual int NumParameters() const { return 2; };
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// };
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//
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// ceres::GradientProblem problem(new Rosenbrock());
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class CERES_EXPORT GradientProblem {
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public:
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// Takes ownership of the function.
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explicit GradientProblem(FirstOrderFunction* function);
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// Takes ownership of the function and the parameterization.
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GradientProblem(FirstOrderFunction* function,
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LocalParameterization* parameterization);
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int NumParameters() const;
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int NumLocalParameters() const;
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// This call is not thread safe.
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bool Evaluate(const double* parameters, double* cost, double* gradient) const;
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bool Plus(const double* x, const double* delta, double* x_plus_delta) const;
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private:
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internal::scoped_ptr<FirstOrderFunction> function_;
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internal::scoped_ptr<LocalParameterization> parameterization_;
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internal::scoped_array<double> scratch_;
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};
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// A FirstOrderFunction object implements the evaluation of a function
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// and its gradient.
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class CERES_EXPORT FirstOrderFunction {
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public:
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virtual ~FirstOrderFunction() {}
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// cost is never NULL. gradient may be null.
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virtual bool Evaluate(const double* const parameters,
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double* cost,
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double* gradient) const = 0;
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virtual int NumParameters() const = 0;
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};
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} // namespace ceres
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#endif // CERES_PUBLIC_GRADIENT_PROBLEM_H_
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