// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2022 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_MANIFOLD_H_ #define CERES_PUBLIC_AUTODIFF_MANIFOLD_H_ #include #include "ceres/internal/autodiff.h" #include "ceres/manifold.h" namespace ceres { // Create a Manifold with Jacobians computed via automatic differentiation. For // more information on manifolds, see include/ceres/manifold.h // // To get an auto differentiated manifold, you must define a class/struct with // templated Plus and Minus functions that compute // // x_plus_delta = Plus(x, delta); // y_minus_x = Minus(y, x); // // Where, x, y and x_plus_y are vectors on the manifold in the ambient space (so // they are kAmbientSize vectors) and delta, y_minus_x are vectors in the // tangent space (so they are kTangentSize vectors). // // The Functor should have the signature: // // struct Functor { // template // bool Plus(const T* x, const T* delta, T* x_plus_delta) const; // // template // bool Minus(const T* y, const T* x, T* y_minus_x) const; // }; // // Observe that the Plus and Minus operations are templated on the parameter T. // The autodiff framework substitutes appropriate "Jet" objects for T in order // to compute the derivative when necessary. This is the same mechanism that is // used to compute derivatives when using AutoDiffCostFunction. // // Plus and Minus should return true if the computation is successful and false // otherwise, in which case the result will not be used. // // Given this Functor, the corresponding Manifold can be constructed as: // // AutoDiffManifold manifold; // // As a concrete example consider the case of Quaternions. Quaternions form a // three dimensional manifold embedded in R^4, i.e. they have an ambient // dimension of 4 and their tangent space has dimension 3. The following Functor // (taken from autodiff_manifold_test.cc) defines the Plus and Minus operations // on the Quaternion manifold: // // NOTE: The following is only used for illustration purposes. Ceres Solver // ships with optimized production grade QuaternionManifold implementation. See // manifold.h. // // This functor assumes that the quaternions are laid out as [w,x,y,z] in // memory, i.e. the real or scalar part is the first coordinate. // // struct QuaternionFunctor { // template // bool Plus(const T* x, const T* delta, T* x_plus_delta) const { // const T squared_norm_delta = // delta[0] * delta[0] + delta[1] * delta[1] + delta[2] * delta[2]; // // T q_delta[4]; // if (squared_norm_delta > T(0.0)) { // T norm_delta = sqrt(squared_norm_delta); // const T sin_delta_by_delta = sin(norm_delta) / norm_delta; // q_delta[0] = cos(norm_delta); // q_delta[1] = sin_delta_by_delta * delta[0]; // q_delta[2] = sin_delta_by_delta * delta[1]; // q_delta[3] = sin_delta_by_delta * delta[2]; // } else { // // We do not just use q_delta = [1,0,0,0] here because that is a // // constant and when used for automatic differentiation will // // lead to a zero derivative. Instead we take a first order // // approximation and evaluate it at zero. // q_delta[0] = T(1.0); // q_delta[1] = delta[0]; // q_delta[2] = delta[1]; // q_delta[3] = delta[2]; // } // // QuaternionProduct(q_delta, x, x_plus_delta); // return true; // } // // template // bool Minus(const T* y, const T* x, T* y_minus_x) const { // T minus_x[4] = {x[0], -x[1], -x[2], -x[3]}; // T ambient_y_minus_x[4]; // QuaternionProduct(y, minus_x, ambient_y_minus_x); // T u_norm = sqrt(ambient_y_minus_x[1] * ambient_y_minus_x[1] + // ambient_y_minus_x[2] * ambient_y_minus_x[2] + // ambient_y_minus_x[3] * ambient_y_minus_x[3]); // if (u_norm > 0.0) { // T theta = atan2(u_norm, ambient_y_minus_x[0]); // y_minus_x[0] = theta * ambient_y_minus_x[1] / u_norm; // y_minus_x[1] = theta * ambient_y_minus_x[2] / u_norm; // y_minus_x[2] = theta * ambient_y_minus_x[3] / u_norm; // } else { // // We do not use [0,0,0] here because even though the value part is // // a constant, the derivative part is not. // y_minus_x[0] = ambient_y_minus_x[1]; // y_minus_x[1] = ambient_y_minus_x[2]; // y_minus_x[2] = ambient_y_minus_x[3]; // } // return true; // } // }; // // Then given this struct, the auto differentiated Quaternion Manifold can now // be constructed as // // Manifold* manifold = new AutoDiffManifold; template class AutoDiffManifold final : public Manifold { public: AutoDiffManifold() : functor_(std::make_unique()) {} // Takes ownership of functor. explicit AutoDiffManifold(Functor* functor) : functor_(functor) {} int AmbientSize() const override { return kAmbientSize; } int TangentSize() const override { return kTangentSize; } bool Plus(const double* x, const double* delta, double* x_plus_delta) const override { return functor_->Plus(x, delta, x_plus_delta); } bool PlusJacobian(const double* x, double* jacobian) const override; bool Minus(const double* y, const double* x, double* y_minus_x) const override { return functor_->Minus(y, x, y_minus_x); } bool MinusJacobian(const double* x, double* jacobian) const override; const Functor& functor() const { return *functor_; } private: std::unique_ptr functor_; }; namespace internal { // The following two helper structs are needed to interface the Plus and Minus // methods of the ManifoldFunctor with the automatic differentiation which // expects a Functor with operator(). template struct PlusWrapper { explicit PlusWrapper(const Functor& functor) : functor(functor) {} template bool operator()(const T* x, const T* delta, T* x_plus_delta) const { return functor.Plus(x, delta, x_plus_delta); } const Functor& functor; }; template struct MinusWrapper { explicit MinusWrapper(const Functor& functor) : functor(functor) {} template bool operator()(const T* y, const T* x, T* y_minus_x) const { return functor.Minus(y, x, y_minus_x); } const Functor& functor; }; } // namespace internal template bool AutoDiffManifold::PlusJacobian( const double* x, double* jacobian) const { double zero_delta[kTangentSize]; for (int i = 0; i < kTangentSize; ++i) { zero_delta[i] = 0.0; } double x_plus_delta[kAmbientSize]; for (int i = 0; i < kAmbientSize; ++i) { x_plus_delta[i] = 0.0; } const double* parameter_ptrs[2] = {x, zero_delta}; // PlusJacobian is D_2 Plus(x,0) so we only need to compute the Jacobian // w.r.t. the second argument. double* jacobian_ptrs[2] = {nullptr, jacobian}; return internal::AutoDifferentiate< kAmbientSize, internal::StaticParameterDims>( internal::PlusWrapper(*functor_), parameter_ptrs, kAmbientSize, x_plus_delta, jacobian_ptrs); } template bool AutoDiffManifold::MinusJacobian( const double* x, double* jacobian) const { double y_minus_x[kTangentSize]; for (int i = 0; i < kTangentSize; ++i) { y_minus_x[i] = 0.0; } const double* parameter_ptrs[2] = {x, x}; // MinusJacobian is D_1 Minus(x,x), so we only need to compute the Jacobian // w.r.t. the first argument. double* jacobian_ptrs[2] = {jacobian, nullptr}; return internal::AutoDifferentiate< kTangentSize, internal::StaticParameterDims>( internal::MinusWrapper(*functor_), parameter_ptrs, kTangentSize, y_minus_x, jacobian_ptrs); } } // namespace ceres #endif // CERES_PUBLIC_AUTODIFF_MANIFOLD_H_