442 lines
16 KiB
C++
442 lines
16 KiB
C++
// 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_CUBIC_INTERPOLATION_H_
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#define CERES_PUBLIC_CUBIC_INTERPOLATION_H_
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#include "ceres/internal/port.h"
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#include "Eigen/Core"
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#include "glog/logging.h"
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namespace ceres {
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// Given samples from a function sampled at four equally spaced points,
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//
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// p0 = f(-1)
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// p1 = f(0)
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// p2 = f(1)
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// p3 = f(2)
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//
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// Evaluate the cubic Hermite spline (also known as the Catmull-Rom
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// spline) at a point x that lies in the interval [0, 1].
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//
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// This is also the interpolation kernel (for the case of a = 0.5) as
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// proposed by R. Keys, in:
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//
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// "Cubic convolution interpolation for digital image processing".
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// IEEE Transactions on Acoustics, Speech, and Signal Processing
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// 29 (6): 1153–1160.
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//
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// For more details see
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//
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// http://en.wikipedia.org/wiki/Cubic_Hermite_spline
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// http://en.wikipedia.org/wiki/Bicubic_interpolation
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//
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// f if not NULL will contain the interpolated function values.
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// dfdx if not NULL will contain the interpolated derivative values.
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template <int kDataDimension>
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void CubicHermiteSpline(const Eigen::Matrix<double, kDataDimension, 1>& p0,
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const Eigen::Matrix<double, kDataDimension, 1>& p1,
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const Eigen::Matrix<double, kDataDimension, 1>& p2,
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const Eigen::Matrix<double, kDataDimension, 1>& p3,
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const double x,
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double* f,
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double* dfdx) {
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DCHECK_GE(x, 0.0);
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DCHECK_LE(x, 1.0);
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typedef Eigen::Matrix<double, kDataDimension, 1> VType;
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const VType a = 0.5 * (-p0 + 3.0 * p1 - 3.0 * p2 + p3);
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const VType b = 0.5 * (2.0 * p0 - 5.0 * p1 + 4.0 * p2 - p3);
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const VType c = 0.5 * (-p0 + p2);
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const VType d = p1;
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// Use Horner's rule to evaluate the function value and its
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// derivative.
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// f = ax^3 + bx^2 + cx + d
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if (f != NULL) {
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Eigen::Map<VType>(f, kDataDimension) = d + x * (c + x * (b + x * a));
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}
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// dfdx = 3ax^2 + 2bx + c
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if (dfdx != NULL) {
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Eigen::Map<VType>(dfdx, kDataDimension) = c + x * (2.0 * b + 3.0 * a * x);
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}
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}
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// Given as input an infinite one dimensional grid, which provides the
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// following interface.
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//
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// class Grid {
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// public:
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// enum { DATA_DIMENSION = 2; };
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// void GetValue(int n, double* f) const;
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// };
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//
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// Here, GetValue gives the value of a function f (possibly vector
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// valued) for any integer n.
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//
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// The enum DATA_DIMENSION indicates the dimensionality of the
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// function being interpolated. For example if you are interpolating
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// rotations in axis-angle format over time, then DATA_DIMENSION = 3.
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//
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// CubicInterpolator uses cubic Hermite splines to produce a smooth
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// approximation to it that can be used to evaluate the f(x) and f'(x)
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// at any point on the real number line.
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//
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// For more details on cubic interpolation see
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//
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// http://en.wikipedia.org/wiki/Cubic_Hermite_spline
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//
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// Example usage:
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//
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// const double data[] = {1.0, 2.0, 5.0, 6.0};
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// Grid1D<double, 1> grid(x, 0, 4);
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// CubicInterpolator<Grid1D<double, 1> > interpolator(grid);
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// double f, dfdx;
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// interpolator.Evaluator(1.5, &f, &dfdx);
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template<typename Grid>
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class CERES_EXPORT CubicInterpolator {
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public:
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explicit CubicInterpolator(const Grid& grid)
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: grid_(grid) {
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// The + casts the enum into an int before doing the
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// comparison. It is needed to prevent
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// "-Wunnamed-type-template-args" related errors.
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CHECK_GE(+Grid::DATA_DIMENSION, 1);
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}
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void Evaluate(double x, double* f, double* dfdx) const {
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const int n = std::floor(x);
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Eigen::Matrix<double, Grid::DATA_DIMENSION, 1> p0, p1, p2, p3;
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grid_.GetValue(n - 1, p0.data());
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grid_.GetValue(n, p1.data());
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grid_.GetValue(n + 1, p2.data());
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grid_.GetValue(n + 2, p3.data());
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CubicHermiteSpline<Grid::DATA_DIMENSION>(p0, p1, p2, p3, x - n, f, dfdx);
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}
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// The following two Evaluate overloads are needed for interfacing
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// with automatic differentiation. The first is for when a scalar
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// evaluation is done, and the second one is for when Jets are used.
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void Evaluate(const double& x, double* f) const {
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Evaluate(x, f, NULL);
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}
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template<typename JetT> void Evaluate(const JetT& x, JetT* f) const {
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double fx[Grid::DATA_DIMENSION], dfdx[Grid::DATA_DIMENSION];
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Evaluate(x.a, fx, dfdx);
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for (int i = 0; i < Grid::DATA_DIMENSION; ++i) {
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f[i].a = fx[i];
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f[i].v = dfdx[i] * x.v;
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}
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}
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private:
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const Grid& grid_;
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};
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// An object that implements an infinite one dimensional grid needed
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// by the CubicInterpolator where the source of the function values is
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// an array of type T on the interval
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//
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// [begin, ..., end - 1]
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//
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// Since the input array is finite and the grid is infinite, values
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// outside this interval needs to be computed. Grid1D uses the value
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// from the nearest edge.
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//
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// The function being provided can be vector valued, in which case
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// kDataDimension > 1. The dimensional slices of the function maybe
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// interleaved, or they maybe stacked, i.e, if the function has
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// kDataDimension = 2, if kInterleaved = true, then it is stored as
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//
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// f01, f02, f11, f12 ....
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//
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// and if kInterleaved = false, then it is stored as
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//
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// f01, f11, .. fn1, f02, f12, .. , fn2
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//
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template <typename T,
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int kDataDimension = 1,
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bool kInterleaved = true>
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struct Grid1D {
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public:
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enum { DATA_DIMENSION = kDataDimension };
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Grid1D(const T* data, const int begin, const int end)
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: data_(data), begin_(begin), end_(end), num_values_(end - begin) {
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CHECK_LT(begin, end);
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}
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EIGEN_STRONG_INLINE void GetValue(const int n, double* f) const {
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const int idx = std::min(std::max(begin_, n), end_ - 1) - begin_;
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if (kInterleaved) {
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for (int i = 0; i < kDataDimension; ++i) {
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f[i] = static_cast<double>(data_[kDataDimension * idx + i]);
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}
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} else {
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for (int i = 0; i < kDataDimension; ++i) {
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f[i] = static_cast<double>(data_[i * num_values_ + idx]);
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}
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}
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}
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private:
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const T* data_;
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const int begin_;
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const int end_;
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const int num_values_;
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};
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// Given as input an infinite two dimensional grid like object, which
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// provides the following interface:
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//
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// struct Grid {
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// enum { DATA_DIMENSION = 1 };
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// void GetValue(int row, int col, double* f) const;
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// };
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//
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// Where, GetValue gives us the value of a function f (possibly vector
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// valued) for any pairs of integers (row, col), and the enum
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// DATA_DIMENSION indicates the dimensionality of the function being
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// interpolated. For example if you are interpolating a color image
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// with three channels (Red, Green & Blue), then DATA_DIMENSION = 3.
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//
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// BiCubicInterpolator uses the cubic convolution interpolation
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// algorithm of R. Keys, to produce a smooth approximation to it that
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// can be used to evaluate the f(r,c), df(r, c)/dr and df(r,c)/dc at
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// any point in the real plane.
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//
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// For more details on the algorithm used here see:
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//
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// "Cubic convolution interpolation for digital image processing".
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// Robert G. Keys, IEEE Trans. on Acoustics, Speech, and Signal
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// Processing 29 (6): 1153–1160, 1981.
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//
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// http://en.wikipedia.org/wiki/Cubic_Hermite_spline
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// http://en.wikipedia.org/wiki/Bicubic_interpolation
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//
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// Example usage:
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//
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// const double data[] = {1.0, 3.0, -1.0, 4.0,
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// 3.6, 2.1, 4.2, 2.0,
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// 2.0, 1.0, 3.1, 5.2};
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// Grid2D<double, 1> grid(data, 3, 4);
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// BiCubicInterpolator<Grid2D<double, 1> > interpolator(grid);
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// double f, dfdr, dfdc;
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// interpolator.Evaluate(1.2, 2.5, &f, &dfdr, &dfdc);
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template<typename Grid>
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class CERES_EXPORT BiCubicInterpolator {
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public:
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explicit BiCubicInterpolator(const Grid& grid)
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: grid_(grid) {
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// The + casts the enum into an int before doing the
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// comparison. It is needed to prevent
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// "-Wunnamed-type-template-args" related errors.
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CHECK_GE(+Grid::DATA_DIMENSION, 1);
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}
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// Evaluate the interpolated function value and/or its
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// derivative. Returns false if r or c is out of bounds.
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void Evaluate(double r, double c,
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double* f, double* dfdr, double* dfdc) const {
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// BiCubic interpolation requires 16 values around the point being
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// evaluated. We will use pij, to indicate the elements of the
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// 4x4 grid of values.
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//
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// col
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// p00 p01 p02 p03
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// row p10 p11 p12 p13
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// p20 p21 p22 p23
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// p30 p31 p32 p33
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//
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// The point (r,c) being evaluated is assumed to lie in the square
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// defined by p11, p12, p22 and p21.
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const int row = std::floor(r);
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const int col = std::floor(c);
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Eigen::Matrix<double, Grid::DATA_DIMENSION, 1> p0, p1, p2, p3;
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// Interpolate along each of the four rows, evaluating the function
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// value and the horizontal derivative in each row.
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Eigen::Matrix<double, Grid::DATA_DIMENSION, 1> f0, f1, f2, f3;
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Eigen::Matrix<double, Grid::DATA_DIMENSION, 1> df0dc, df1dc, df2dc, df3dc;
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grid_.GetValue(row - 1, col - 1, p0.data());
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grid_.GetValue(row - 1, col , p1.data());
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grid_.GetValue(row - 1, col + 1, p2.data());
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grid_.GetValue(row - 1, col + 2, p3.data());
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CubicHermiteSpline<Grid::DATA_DIMENSION>(p0, p1, p2, p3, c - col,
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f0.data(), df0dc.data());
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grid_.GetValue(row, col - 1, p0.data());
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grid_.GetValue(row, col , p1.data());
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grid_.GetValue(row, col + 1, p2.data());
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grid_.GetValue(row, col + 2, p3.data());
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CubicHermiteSpline<Grid::DATA_DIMENSION>(p0, p1, p2, p3, c - col,
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f1.data(), df1dc.data());
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grid_.GetValue(row + 1, col - 1, p0.data());
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grid_.GetValue(row + 1, col , p1.data());
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grid_.GetValue(row + 1, col + 1, p2.data());
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grid_.GetValue(row + 1, col + 2, p3.data());
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CubicHermiteSpline<Grid::DATA_DIMENSION>(p0, p1, p2, p3, c - col,
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f2.data(), df2dc.data());
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grid_.GetValue(row + 2, col - 1, p0.data());
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grid_.GetValue(row + 2, col , p1.data());
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grid_.GetValue(row + 2, col + 1, p2.data());
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grid_.GetValue(row + 2, col + 2, p3.data());
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CubicHermiteSpline<Grid::DATA_DIMENSION>(p0, p1, p2, p3, c - col,
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f3.data(), df3dc.data());
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// Interpolate vertically the interpolated value from each row and
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// compute the derivative along the columns.
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CubicHermiteSpline<Grid::DATA_DIMENSION>(f0, f1, f2, f3, r - row, f, dfdr);
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if (dfdc != NULL) {
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// Interpolate vertically the derivative along the columns.
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CubicHermiteSpline<Grid::DATA_DIMENSION>(df0dc, df1dc, df2dc, df3dc,
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r - row, dfdc, NULL);
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}
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}
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// The following two Evaluate overloads are needed for interfacing
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// with automatic differentiation. The first is for when a scalar
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// evaluation is done, and the second one is for when Jets are used.
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void Evaluate(const double& r, const double& c, double* f) const {
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Evaluate(r, c, f, NULL, NULL);
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}
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template<typename JetT> void Evaluate(const JetT& r,
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const JetT& c,
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JetT* f) const {
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double frc[Grid::DATA_DIMENSION];
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double dfdr[Grid::DATA_DIMENSION];
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double dfdc[Grid::DATA_DIMENSION];
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Evaluate(r.a, c.a, frc, dfdr, dfdc);
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for (int i = 0; i < Grid::DATA_DIMENSION; ++i) {
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f[i].a = frc[i];
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f[i].v = dfdr[i] * r.v + dfdc[i] * c.v;
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}
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}
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private:
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const Grid& grid_;
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};
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// An object that implements an infinite two dimensional grid needed
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// by the BiCubicInterpolator where the source of the function values
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// is an grid of type T on the grid
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//
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// [(row_start, col_start), ..., (row_start, col_end - 1)]
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// [ ... ]
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// [(row_end - 1, col_start), ..., (row_end - 1, col_end - 1)]
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//
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// Since the input grid is finite and the grid is infinite, values
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// outside this interval needs to be computed. Grid2D uses the value
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// from the nearest edge.
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//
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// The function being provided can be vector valued, in which case
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// kDataDimension > 1. The data maybe stored in row or column major
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// format and the various dimensional slices of the function maybe
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// interleaved, or they maybe stacked, i.e, if the function has
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// kDataDimension = 2, is stored in row-major format and if
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// kInterleaved = true, then it is stored as
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//
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// f001, f002, f011, f012, ...
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//
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// A commonly occuring example are color images (RGB) where the three
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// channels are stored interleaved.
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//
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// If kInterleaved = false, then it is stored as
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//
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// f001, f011, ..., fnm1, f002, f012, ...
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template <typename T,
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int kDataDimension = 1,
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bool kRowMajor = true,
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bool kInterleaved = true>
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struct Grid2D {
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public:
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enum { DATA_DIMENSION = kDataDimension };
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Grid2D(const T* data,
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const int row_begin, const int row_end,
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const int col_begin, const int col_end)
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: data_(data),
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row_begin_(row_begin), row_end_(row_end),
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col_begin_(col_begin), col_end_(col_end),
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num_rows_(row_end - row_begin), num_cols_(col_end - col_begin),
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num_values_(num_rows_ * num_cols_) {
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CHECK_GE(kDataDimension, 1);
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CHECK_LT(row_begin, row_end);
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CHECK_LT(col_begin, col_end);
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}
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EIGEN_STRONG_INLINE void GetValue(const int r, const int c, double* f) const {
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const int row_idx =
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std::min(std::max(row_begin_, r), row_end_ - 1) - row_begin_;
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const int col_idx =
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std::min(std::max(col_begin_, c), col_end_ - 1) - col_begin_;
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const int n =
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(kRowMajor)
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? num_cols_ * row_idx + col_idx
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: num_rows_ * col_idx + row_idx;
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if (kInterleaved) {
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for (int i = 0; i < kDataDimension; ++i) {
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f[i] = static_cast<double>(data_[kDataDimension * n + i]);
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}
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} else {
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for (int i = 0; i < kDataDimension; ++i) {
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f[i] = static_cast<double>(data_[i * num_values_ + n]);
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}
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}
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}
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private:
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const T* data_;
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const int row_begin_;
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const int row_end_;
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const int col_begin_;
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const int col_end_;
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const int num_rows_;
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const int num_cols_;
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const int num_values_;
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};
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} // namespace ceres
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#endif // CERES_PUBLIC_CUBIC_INTERPOLATOR_H_
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