// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2019 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_AUTODIFF_FIRST_ORDER_FUNCTION_H_ #define CERES_PUBLIC_AUTODIFF_FIRST_ORDER_FUNCTION_H_ #include #include "ceres/first_order_function.h" #include "ceres/internal/eigen.h" #include "ceres/internal/fixed_array.h" #include "ceres/jet.h" #include "ceres/types.h" namespace ceres { // Create FirstOrderFunctions as needed by the GradientProblem // framework, with gradients computed via automatic // differentiation. For more information on automatic differentiation, // see the wikipedia article at // http://en.wikipedia.org/wiki/Automatic_differentiation // // To get an auto differentiated function, you must define a class // with a templated operator() (a functor) that computes the cost // function in terms of the template parameter T. The autodiff // framework substitutes appropriate "jet" objects for T in order to // compute the derivative when necessary, but this is hidden, and you // should write the function as if T were a scalar type (e.g. a // double-precision floating point number). // // The function must write the computed value in the last argument // (the only non-const one) and return true to indicate // success. // // For example, consider a scalar error e = x'y - a, where both x and y are // two-dimensional column vector parameters, the prime sign indicates // transposition, and a is a constant. // // To write an auto-differentiable FirstOrderFunction for the above model, first // define the object // // class QuadraticCostFunctor { // public: // explicit QuadraticCostFunctor(double a) : a_(a) {} // template // bool operator()(const T* const xy, T* cost) const { // const T* const x = xy; // const T* const y = xy + 2; // *cost = x[0] * y[0] + x[1] * y[1] - T(a_); // return true; // } // // private: // double a_; // }; // // Note that in the declaration of operator() the input parameters xy come // first, and are passed as const pointers to arrays of T. The // output is the last parameter. // // Then given this class definition, the auto differentiated FirstOrderFunction // for it can be constructed as follows. // // FirstOrderFunction* function = // new AutoDiffFirstOrderFunction( // new QuadraticCostFunctor(1.0))); // // In the instantiation above, the template parameters following // "QuadraticCostFunctor", "4", describe the functor as computing a // 1-dimensional output from a four dimensional vector. // // WARNING: Since the functor will get instantiated with different types for // T, you must convert from other numeric types to T before mixing // computations with other variables of type T. In the example above, this is // seen where instead of using a_ directly, a_ is wrapped with T(a_). template class AutoDiffFirstOrderFunction final : public FirstOrderFunction { public: // Takes ownership of functor. explicit AutoDiffFirstOrderFunction(FirstOrderFunctor* functor) : functor_(functor) { static_assert(kNumParameters > 0, "kNumParameters must be positive"); } bool Evaluate(const double* const parameters, double* cost, double* gradient) const override { if (gradient == nullptr) { return (*functor_)(parameters, cost); } using JetT = Jet; internal::FixedArray x(kNumParameters); for (int i = 0; i < kNumParameters; ++i) { x[i].a = parameters[i]; x[i].v.setZero(); x[i].v[i] = 1.0; } JetT output; output.a = kImpossibleValue; output.v.setConstant(kImpossibleValue); if (!(*functor_)(x.data(), &output)) { return false; } *cost = output.a; VectorRef(gradient, kNumParameters) = output.v; return true; } int NumParameters() const override { return kNumParameters; } const FirstOrderFunctor& functor() const { return *functor_; } private: std::unique_ptr functor_; }; } // namespace ceres #endif // CERES_PUBLIC_AUTODIFF_FIRST_ORDER_FUNCTION_H_