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144 lines
5.5 KiB
144 lines
5.5 KiB
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2017 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: mierle@gmail.com (Keir Mierle)
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//
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// WARNING WARNING WARNING
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// WARNING WARNING WARNING Tiny solver is experimental and will change.
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// WARNING WARNING WARNING
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#ifndef CERES_PUBLIC_TINY_SOLVER_AUTODIFF_FUNCTION_H_
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#define CERES_PUBLIC_TINY_SOLVER_AUTODIFF_FUNCTION_H_
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#include "Eigen/Core"
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#include "ceres/jet.h"
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#include "ceres/types.h" // For kImpossibleValue.
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namespace ceres {
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// An adapter around autodiff-style CostFunctors to enable easier use of
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// TinySolver. See the example below showing how to use it:
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//
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// // Same as an autodiff cost functor, but taking only 1 parameter.
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// struct MyFunctor {
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// template<typename T>
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// bool operator()(const T* const parameters, T* residuals) const {
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// const T& x = parameters[0];
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// const T& y = parameters[1];
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// const T& z = parameters[2];
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// residuals[0] = x + 2.*y + 4.*z;
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// residuals[1] = y * z;
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// return true;
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// }
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// };
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//
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// typedef TinySolverAutoDiffFunction<MyFunctor, 2, 3>
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// AutoDiffFunction;
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//
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// MyFunctor my_functor;
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// AutoDiffFunction f(my_functor);
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//
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// Vec3 x = ...;
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// TinySolver<AutoDiffFunction> solver;
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// solver.Solve(f, &x);
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//
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// WARNING: The cost function adapter is not thread safe.
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template<typename CostFunctor,
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int kNumResiduals,
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int kNumParameters,
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typename T = double>
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class TinySolverAutoDiffFunction {
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public:
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TinySolverAutoDiffFunction(const CostFunctor& cost_functor)
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: cost_functor_(cost_functor) {}
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typedef T Scalar;
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enum {
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NUM_PARAMETERS = kNumParameters,
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NUM_RESIDUALS = kNumResiduals,
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};
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// This is similar to AutoDiff::Differentiate(), but since there is only one
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// parameter block it is easier to inline to avoid overhead.
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bool operator()(const T* parameters,
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T* residuals,
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T* jacobian) const {
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if (jacobian == NULL) {
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// No jacobian requested, so just directly call the cost function with
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// doubles, skipping jets and derivatives.
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return cost_functor_(parameters, residuals);
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}
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// Initialize the input jets with passed parameters.
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for (int i = 0; i < kNumParameters; ++i) {
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jet_parameters_[i].a = parameters[i]; // Scalar part.
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jet_parameters_[i].v.setZero(); // Derivative part.
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jet_parameters_[i].v[i] = T(1.0);
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}
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// Initialize the output jets such that we can detect user errors.
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for (int i = 0; i < kNumResiduals; ++i) {
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jet_residuals_[i].a = kImpossibleValue;
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jet_residuals_[i].v.setConstant(kImpossibleValue);
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}
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// Execute the cost function, but with jets to find the derivative.
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if (!cost_functor_(jet_parameters_, jet_residuals_)) {
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return false;
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}
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// Copy the jacobian out of the derivative part of the residual jets.
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Eigen::Map<Eigen::Matrix<T,
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kNumResiduals,
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kNumParameters> > jacobian_matrix(jacobian);
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for (int r = 0; r < kNumResiduals; ++r) {
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residuals[r] = jet_residuals_[r].a;
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// Note that while this looks like a fast vectorized write, in practice it
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// unfortunately thrashes the cache since the writes to the column-major
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// jacobian are strided (e.g. rows are non-contiguous).
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jacobian_matrix.row(r) = jet_residuals_[r].v;
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}
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return true;
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}
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private:
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const CostFunctor& cost_functor_;
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// To evaluate the cost function with jets, temporary storage is needed. These
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// are the buffers that are used during evaluation; parameters for the input,
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// and jet_residuals_ are where the final cost and derivatives end up.
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//
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// Since this buffer is used for evaluation, the adapter is not thread safe.
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mutable Jet<T, kNumParameters> jet_parameters_[kNumParameters];
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mutable Jet<T, kNumParameters> jet_residuals_[kNumResiduals];
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};
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} // namespace ceres
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#endif // CERES_PUBLIC_TINY_SOLVER_AUTODIFF_FUNCTION_H_
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