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1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
3 // http://code.google.com/p/ceres-solver/
4 //
5 // Redistribution and use in source and binary forms, with or without
6 // modification, are permitted provided that the following conditions are met:
7 //
8 // * Redistributions of source code must retain the above copyright notice,
9 //   this list of conditions and the following disclaimer.
10 // * Redistributions in binary form must reproduce the above copyright notice,
11 //   this list of conditions and the following disclaimer in the documentation
12 //   and/or other materials provided with the distribution.
13 // * Neither the name of Google Inc. nor the names of its contributors may be
14 //   used to endorse or promote products derived from this software without
15 //   specific prior written permission.
16 //
17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27 // POSSIBILITY OF SUCH DAMAGE.
28 //
29 // Author: sameeragarwal@google.com (Sameer Agarwal)
30 //         keir@google.m (Keir Mierle)
31 //
32 // This is the interface through which the least squares solver accesses the
33 // residual and Jacobian of the least squares problem. Users are expected to
34 // subclass CostFunction to define their own terms in the least squares problem.
35 //
36 // It is recommended that users define templated residual functors for use as
37 // arguments for AutoDiffCostFunction (see autodiff_cost_function.h), instead of
38 // directly implementing the CostFunction interface. This often results in both
39 // shorter code and faster execution than hand-coded derivatives. However,
40 // specialized cases may demand direct implementation of the lower-level
41 // CostFunction interface; for example, this is true when calling legacy code
42 // which is not templated on numeric types.
43 
44 #ifndef CERES_PUBLIC_COST_FUNCTION_H_
45 #define CERES_PUBLIC_COST_FUNCTION_H_
46 
47 #include <vector>
48 #include "ceres/internal/macros.h"
49 #include "ceres/internal/port.h"
50 #include "ceres/types.h"
51 
52 namespace ceres {
53 
54 // This class implements the computation of the cost (a.k.a. residual) terms as
55 // a function of the input (control) variables, and is the interface for users
56 // to describe their least squares problem to Ceres. In other words, this is the
57 // modelling layer between users and the Ceres optimizer. The signature of the
58 // function (number and sizes of input parameter blocks and number of outputs)
59 // is stored in parameter_block_sizes_ and num_residuals_ respectively. User
60 // code inheriting from this class is expected to set these two members with the
61 // corresponding accessors. This information will be verified by the Problem
62 // when added with AddResidualBlock().
63 class CostFunction {
64  public:
CostFunction()65   CostFunction() : num_residuals_(0) {}
66 
~CostFunction()67   virtual ~CostFunction() {}
68 
69   // Inputs:
70   //
71   // parameters is an array of pointers to arrays containing the
72   // various parameter blocks. parameters has the same number of
73   // elements as parameter_block_sizes_.  Parameter blocks are in the
74   // same order as parameter_block_sizes_.i.e.,
75   //
76   //   parameters_[i] = double[parameter_block_sizes_[i]]
77   //
78   // Outputs:
79   //
80   // residuals is an array of size num_residuals_.
81   //
82   // jacobians is an array of size parameter_block_sizes_ containing
83   // pointers to storage for jacobian blocks corresponding to each
84   // parameter block. Jacobian blocks are in the same order as
85   // parameter_block_sizes, i.e. jacobians[i], is an
86   // array that contains num_residuals_* parameter_block_sizes_[i]
87   // elements. Each jacobian block is stored in row-major order, i.e.,
88   //
89   //   jacobians[i][r*parameter_block_size_[i] + c] =
90   //                              d residual[r] / d parameters[i][c]
91   //
92   // If jacobians is NULL, then no derivatives are returned; this is
93   // the case when computing cost only. If jacobians[i] is NULL, then
94   // the jacobian block corresponding to the i'th parameter block must
95   // not to be returned.
96   virtual bool Evaluate(double const* const* parameters,
97                         double* residuals,
98                         double** jacobians) const = 0;
99 
parameter_block_sizes()100   const vector<int16>& parameter_block_sizes() const {
101     return parameter_block_sizes_;
102   }
103 
num_residuals()104   int num_residuals() const {
105     return num_residuals_;
106   }
107 
108  protected:
mutable_parameter_block_sizes()109   vector<int16>* mutable_parameter_block_sizes() {
110     return &parameter_block_sizes_;
111   }
112 
set_num_residuals(int num_residuals)113   void set_num_residuals(int num_residuals) {
114     num_residuals_ = num_residuals;
115   }
116 
117  private:
118   // Cost function signature metadata: number of inputs & their sizes,
119   // number of outputs (residuals).
120   vector<int16> parameter_block_sizes_;
121   int num_residuals_;
122   CERES_DISALLOW_COPY_AND_ASSIGN(CostFunction);
123 };
124 
125 }  // namespace ceres
126 
127 #endif  // CERES_PUBLIC_COST_FUNCTION_H_
128