Permalink
Fetching contributors…
Cannot retrieve contributors at this time
148 lines (133 sloc) 6.22 KB
// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2017 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)
// keir@google.m (Keir Mierle)
//
// This is the interface through which the least squares solver accesses the
// residual and Jacobian of the least squares problem. Users are expected to
// subclass CostFunction to define their own terms in the least squares problem.
//
// It is recommended that users define templated residual functors for use as
// arguments for AutoDiffCostFunction (see autodiff_cost_function.h), instead of
// directly implementing the CostFunction interface. This often results in both
// shorter code and faster execution than hand-coded derivatives. However,
// specialized cases may demand direct implementation of the lower-level
// CostFunction interface; for example, this is true when calling legacy code
// which is not templated on numeric types.
#ifndef CERES_PUBLIC_COST_FUNCTION_H_
#define CERES_PUBLIC_COST_FUNCTION_H_
#include <cstdint>
#include <vector>
#include "ceres/internal/port.h"
#include "ceres/internal/disable_warnings.h"
namespace ceres {
// This class implements the computation of the cost (a.k.a. residual) terms as
// a function of the input (control) variables, and is the interface for users
// to describe their least squares problem to Ceres. In other words, this is the
// modeling layer between users and the Ceres optimizer. The signature of the
// function (number and sizes of input parameter blocks and number of outputs)
// is stored in parameter_block_sizes_ and num_residuals_ respectively. User
// code inheriting from this class is expected to set these two members with the
// corresponding accessors. This information will be verified by the Problem
// when added with AddResidualBlock().
class CERES_EXPORT CostFunction {
public:
CostFunction() : num_residuals_(0) {}
CostFunction(const CostFunction&) = delete;
void operator=(const CostFunction&) = delete;
virtual ~CostFunction() {}
// Inputs:
//
// parameters is an array of pointers to arrays containing the
// various parameter blocks. parameters has the same number of
// elements as parameter_block_sizes_. Parameter blocks are in the
// same order as parameter_block_sizes_.i.e.,
//
// parameters_[i] = double[parameter_block_sizes_[i]]
//
// Outputs:
//
// residuals is an array of size num_residuals_.
//
// jacobians is an array of size parameter_block_sizes_ containing
// pointers to storage for jacobian blocks corresponding to each
// parameter block. Jacobian blocks are in the same order as
// parameter_block_sizes, i.e. jacobians[i], is an
// array that contains num_residuals_* parameter_block_sizes_[i]
// elements. Each jacobian block is stored in row-major order, i.e.,
//
// jacobians[i][r*parameter_block_size_[i] + c] =
// d residual[r] / d parameters[i][c]
//
// If jacobians is NULL, then no derivatives are returned; this is
// the case when computing cost only. If jacobians[i] is NULL, then
// the jacobian block corresponding to the i'th parameter block must
// not to be returned.
//
// The return value indicates whether the computation of the
// residuals and/or jacobians was successful or not.
//
// This can be used to communicate numerical failures in jacobian
// computations for instance.
//
// A more interesting and common use is to impose constraints on the
// parameters. If the initial values of the parameter blocks satisfy
// the constraints, then returning false whenever the constraints
// are not satisfied will prevent the solver from moving into the
// infeasible region. This is not a very sophisticated mechanism for
// enforcing constraints, but is often good enough.
//
// Note that it is important that the initial values of the
// parameter block must be feasible, otherwise the solver will
// declare a numerical problem at iteration 0.
virtual bool Evaluate(double const* const* parameters,
double* residuals,
double** jacobians) const = 0;
const std::vector<int32_t>& parameter_block_sizes() const {
return parameter_block_sizes_;
}
int num_residuals() const {
return num_residuals_;
}
protected:
std::vector<int32_t>* mutable_parameter_block_sizes() {
return &parameter_block_sizes_;
}
void set_num_residuals(int num_residuals) {
num_residuals_ = num_residuals;
}
private:
// Cost function signature metadata: number of inputs & their sizes,
// number of outputs (residuals).
std::vector<int32_t> parameter_block_sizes_;
int num_residuals_;
};
} // namespace ceres
#include "ceres/internal/reenable_warnings.h"
#endif // CERES_PUBLIC_COST_FUNCTION_H_