// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2015 Google Inc. All rights reserved. // http://ceres-solver.org/ // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions in binary form must reproduce the above copyright notice, // this list of conditions and the following disclaimer in the documentation // and/or other materials provided with the distribution. // * Neither the name of Google Inc. nor the names of its contributors may be // used to endorse or promote products derived from this software without // specific prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE // POSSIBILITY OF SUCH DAMAGE. // // Author: sameeragarwal@google.com (Sameer Agarwal) #ifndef CERES_PUBLIC_CUBIC_INTERPOLATION_H_ #define CERES_PUBLIC_CUBIC_INTERPOLATION_H_ #include "ceres/internal/port.h" #include "Eigen/Core" #include "glog/logging.h" namespace ceres { // Given samples from a function sampled at four equally spaced points, // // p0 = f(-1) // p1 = f(0) // p2 = f(1) // p3 = f(2) // // Evaluate the cubic Hermite spline (also known as the Catmull-Rom // spline) at a point x that lies in the interval [0, 1]. // // This is also the interpolation kernel (for the case of a = 0.5) as // proposed by R. Keys, in: // // "Cubic convolution interpolation for digital image processing". // IEEE Transactions on Acoustics, Speech, and Signal Processing // 29 (6): 1153–1160. // // For more details see // // http://en.wikipedia.org/wiki/Cubic_Hermite_spline // http://en.wikipedia.org/wiki/Bicubic_interpolation // // f if not NULL will contain the interpolated function values. // dfdx if not NULL will contain the interpolated derivative values. template void CubicHermiteSpline(const Eigen::Matrix& p0, const Eigen::Matrix& p1, const Eigen::Matrix& p2, const Eigen::Matrix& p3, const double x, double* f, double* dfdx) { DCHECK_GE(x, 0.0); DCHECK_LE(x, 1.0); typedef Eigen::Matrix VType; const VType a = 0.5 * (-p0 + 3.0 * p1 - 3.0 * p2 + p3); const VType b = 0.5 * (2.0 * p0 - 5.0 * p1 + 4.0 * p2 - p3); const VType c = 0.5 * (-p0 + p2); const VType d = p1; // Use Horner's rule to evaluate the function value and its // derivative. // f = ax^3 + bx^2 + cx + d if (f != NULL) { Eigen::Map(f, kDataDimension) = d + x * (c + x * (b + x * a)); } // dfdx = 3ax^2 + 2bx + c if (dfdx != NULL) { Eigen::Map(dfdx, kDataDimension) = c + x * (2.0 * b + 3.0 * a * x); } } // Given as input an infinite one dimensional grid, which provides the // following interface. // // class Grid { // public: // enum { DATA_DIMENSION = 2; }; // void GetValue(int n, double* f) const; // }; // // Here, GetValue gives the value of a function f (possibly vector // valued) for any integer n. // // The enum DATA_DIMENSION indicates the dimensionality of the // function being interpolated. For example if you are interpolating // rotations in axis-angle format over time, then DATA_DIMENSION = 3. // // CubicInterpolator uses cubic Hermite splines to produce a smooth // approximation to it that can be used to evaluate the f(x) and f'(x) // at any point on the real number line. // // For more details on cubic interpolation see // // http://en.wikipedia.org/wiki/Cubic_Hermite_spline // // Example usage: // // const double data[] = {1.0, 2.0, 5.0, 6.0}; // Grid1D grid(x, 0, 4); // CubicInterpolator > interpolator(grid); // double f, dfdx; // interpolator.Evaluator(1.5, &f, &dfdx); template class CERES_EXPORT CubicInterpolator { public: explicit CubicInterpolator(const Grid& grid) : grid_(grid) { // The + casts the enum into an int before doing the // comparison. It is needed to prevent // "-Wunnamed-type-template-args" related errors. CHECK_GE(+Grid::DATA_DIMENSION, 1); } void Evaluate(double x, double* f, double* dfdx) const { const int n = std::floor(x); Eigen::Matrix p0, p1, p2, p3; grid_.GetValue(n - 1, p0.data()); grid_.GetValue(n, p1.data()); grid_.GetValue(n + 1, p2.data()); grid_.GetValue(n + 2, p3.data()); CubicHermiteSpline(p0, p1, p2, p3, x - n, f, dfdx); } // The following two Evaluate overloads are needed for interfacing // with automatic differentiation. The first is for when a scalar // evaluation is done, and the second one is for when Jets are used. void Evaluate(const double& x, double* f) const { Evaluate(x, f, NULL); } template void Evaluate(const JetT& x, JetT* f) const { double fx[Grid::DATA_DIMENSION], dfdx[Grid::DATA_DIMENSION]; Evaluate(x.a, fx, dfdx); for (int i = 0; i < Grid::DATA_DIMENSION; ++i) { f[i].a = fx[i]; f[i].v = dfdx[i] * x.v; } } private: const Grid& grid_; }; // An object that implements an infinite one dimensional grid needed // by the CubicInterpolator where the source of the function values is // an array of type T on the interval // // [begin, ..., end - 1] // // Since the input array is finite and the grid is infinite, values // outside this interval needs to be computed. Grid1D uses the value // from the nearest edge. // // The function being provided can be vector valued, in which case // kDataDimension > 1. The dimensional slices of the function maybe // interleaved, or they maybe stacked, i.e, if the function has // kDataDimension = 2, if kInterleaved = true, then it is stored as // // f01, f02, f11, f12 .... // // and if kInterleaved = false, then it is stored as // // f01, f11, .. fn1, f02, f12, .. , fn2 // template struct Grid1D { public: enum { DATA_DIMENSION = kDataDimension }; Grid1D(const T* data, const int begin, const int end) : data_(data), begin_(begin), end_(end), num_values_(end - begin) { CHECK_LT(begin, end); } EIGEN_STRONG_INLINE void GetValue(const int n, double* f) const { const int idx = std::min(std::max(begin_, n), end_ - 1) - begin_; if (kInterleaved) { for (int i = 0; i < kDataDimension; ++i) { f[i] = static_cast(data_[kDataDimension * idx + i]); } } else { for (int i = 0; i < kDataDimension; ++i) { f[i] = static_cast(data_[i * num_values_ + idx]); } } } private: const T* data_; const int begin_; const int end_; const int num_values_; }; // Given as input an infinite two dimensional grid like object, which // provides the following interface: // // struct Grid { // enum { DATA_DIMENSION = 1 }; // void GetValue(int row, int col, double* f) const; // }; // // Where, GetValue gives us the value of a function f (possibly vector // valued) for any pairs of integers (row, col), and the enum // DATA_DIMENSION indicates the dimensionality of the function being // interpolated. For example if you are interpolating a color image // with three channels (Red, Green & Blue), then DATA_DIMENSION = 3. // // BiCubicInterpolator uses the cubic convolution interpolation // algorithm of R. Keys, to produce a smooth approximation to it that // can be used to evaluate the f(r,c), df(r, c)/dr and df(r,c)/dc at // any point in the real plane. // // For more details on the algorithm used here see: // // "Cubic convolution interpolation for digital image processing". // Robert G. Keys, IEEE Trans. on Acoustics, Speech, and Signal // Processing 29 (6): 1153–1160, 1981. // // http://en.wikipedia.org/wiki/Cubic_Hermite_spline // http://en.wikipedia.org/wiki/Bicubic_interpolation // // Example usage: // // const double data[] = {1.0, 3.0, -1.0, 4.0, // 3.6, 2.1, 4.2, 2.0, // 2.0, 1.0, 3.1, 5.2}; // Grid2D grid(data, 3, 4); // BiCubicInterpolator > interpolator(grid); // double f, dfdr, dfdc; // interpolator.Evaluate(1.2, 2.5, &f, &dfdr, &dfdc); template class CERES_EXPORT BiCubicInterpolator { public: explicit BiCubicInterpolator(const Grid& grid) : grid_(grid) { // The + casts the enum into an int before doing the // comparison. It is needed to prevent // "-Wunnamed-type-template-args" related errors. CHECK_GE(+Grid::DATA_DIMENSION, 1); } // Evaluate the interpolated function value and/or its // derivative. Returns false if r or c is out of bounds. void Evaluate(double r, double c, double* f, double* dfdr, double* dfdc) const { // BiCubic interpolation requires 16 values around the point being // evaluated. We will use pij, to indicate the elements of the // 4x4 grid of values. // // col // p00 p01 p02 p03 // row p10 p11 p12 p13 // p20 p21 p22 p23 // p30 p31 p32 p33 // // The point (r,c) being evaluated is assumed to lie in the square // defined by p11, p12, p22 and p21. const int row = std::floor(r); const int col = std::floor(c); Eigen::Matrix p0, p1, p2, p3; // Interpolate along each of the four rows, evaluating the function // value and the horizontal derivative in each row. Eigen::Matrix f0, f1, f2, f3; Eigen::Matrix df0dc, df1dc, df2dc, df3dc; grid_.GetValue(row - 1, col - 1, p0.data()); grid_.GetValue(row - 1, col , p1.data()); grid_.GetValue(row - 1, col + 1, p2.data()); grid_.GetValue(row - 1, col + 2, p3.data()); CubicHermiteSpline(p0, p1, p2, p3, c - col, f0.data(), df0dc.data()); grid_.GetValue(row, col - 1, p0.data()); grid_.GetValue(row, col , p1.data()); grid_.GetValue(row, col + 1, p2.data()); grid_.GetValue(row, col + 2, p3.data()); CubicHermiteSpline(p0, p1, p2, p3, c - col, f1.data(), df1dc.data()); grid_.GetValue(row + 1, col - 1, p0.data()); grid_.GetValue(row + 1, col , p1.data()); grid_.GetValue(row + 1, col + 1, p2.data()); grid_.GetValue(row + 1, col + 2, p3.data()); CubicHermiteSpline(p0, p1, p2, p3, c - col, f2.data(), df2dc.data()); grid_.GetValue(row + 2, col - 1, p0.data()); grid_.GetValue(row + 2, col , p1.data()); grid_.GetValue(row + 2, col + 1, p2.data()); grid_.GetValue(row + 2, col + 2, p3.data()); CubicHermiteSpline(p0, p1, p2, p3, c - col, f3.data(), df3dc.data()); // Interpolate vertically the interpolated value from each row and // compute the derivative along the columns. CubicHermiteSpline(f0, f1, f2, f3, r - row, f, dfdr); if (dfdc != NULL) { // Interpolate vertically the derivative along the columns. CubicHermiteSpline(df0dc, df1dc, df2dc, df3dc, r - row, dfdc, NULL); } } // The following two Evaluate overloads are needed for interfacing // with automatic differentiation. The first is for when a scalar // evaluation is done, and the second one is for when Jets are used. void Evaluate(const double& r, const double& c, double* f) const { Evaluate(r, c, f, NULL, NULL); } template void Evaluate(const JetT& r, const JetT& c, JetT* f) const { double frc[Grid::DATA_DIMENSION]; double dfdr[Grid::DATA_DIMENSION]; double dfdc[Grid::DATA_DIMENSION]; Evaluate(r.a, c.a, frc, dfdr, dfdc); for (int i = 0; i < Grid::DATA_DIMENSION; ++i) { f[i].a = frc[i]; f[i].v = dfdr[i] * r.v + dfdc[i] * c.v; } } private: const Grid& grid_; }; // An object that implements an infinite two dimensional grid needed // by the BiCubicInterpolator where the source of the function values // is an grid of type T on the grid // // [(row_start, col_start), ..., (row_start, col_end - 1)] // [ ... ] // [(row_end - 1, col_start), ..., (row_end - 1, col_end - 1)] // // Since the input grid is finite and the grid is infinite, values // outside this interval needs to be computed. Grid2D uses the value // from the nearest edge. // // The function being provided can be vector valued, in which case // kDataDimension > 1. The data maybe stored in row or column major // format and the various dimensional slices of the function maybe // interleaved, or they maybe stacked, i.e, if the function has // kDataDimension = 2, is stored in row-major format and if // kInterleaved = true, then it is stored as // // f001, f002, f011, f012, ... // // A commonly occuring example are color images (RGB) where the three // channels are stored interleaved. // // If kInterleaved = false, then it is stored as // // f001, f011, ..., fnm1, f002, f012, ... template struct Grid2D { public: enum { DATA_DIMENSION = kDataDimension }; Grid2D(const T* data, const int row_begin, const int row_end, const int col_begin, const int col_end) : data_(data), row_begin_(row_begin), row_end_(row_end), col_begin_(col_begin), col_end_(col_end), num_rows_(row_end - row_begin), num_cols_(col_end - col_begin), num_values_(num_rows_ * num_cols_) { CHECK_GE(kDataDimension, 1); CHECK_LT(row_begin, row_end); CHECK_LT(col_begin, col_end); } EIGEN_STRONG_INLINE void GetValue(const int r, const int c, double* f) const { const int row_idx = std::min(std::max(row_begin_, r), row_end_ - 1) - row_begin_; const int col_idx = std::min(std::max(col_begin_, c), col_end_ - 1) - col_begin_; const int n = (kRowMajor) ? num_cols_ * row_idx + col_idx : num_rows_ * col_idx + row_idx; if (kInterleaved) { for (int i = 0; i < kDataDimension; ++i) { f[i] = static_cast(data_[kDataDimension * n + i]); } } else { for (int i = 0; i < kDataDimension; ++i) { f[i] = static_cast(data_[i * num_values_ + n]); } } } private: const T* data_; const int row_begin_; const int row_end_; const int col_begin_; const int col_end_; const int num_rows_; const int num_cols_; const int num_values_; }; } // namespace ceres #endif // CERES_PUBLIC_CUBIC_INTERPOLATOR_H_