1 /* Ceres Solver - A fast non-linear least squares minimizer
2 * Copyright 2013 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: mierle@gmail.com (Keir Mierle)
30 *
31 * This is a port of curve_fitting.cc to the minimal C API for Ceres.
32 */
33
34 #include <math.h>
35 #include <stdio.h>
36 #include <string.h> // For NULL
37 #include "ceres/c_api.h"
38
39 /* Data generated using the following octave code.
40 *
41 * randn('seed', 23497);
42 * m = 0.3;
43 * c = 0.1;
44 * x=[0:0.075:5];
45 * y = exp(m * x + c);
46 * noise = randn(size(x)) * 0.2;
47 * y_observed = y + noise;
48 * data = [x', y_observed'];
49 *
50 */
51
52 int num_observations = 67;
53 double data[] = {
54 0.000000e+00, 1.133898e+00,
55 7.500000e-02, 1.334902e+00,
56 1.500000e-01, 1.213546e+00,
57 2.250000e-01, 1.252016e+00,
58 3.000000e-01, 1.392265e+00,
59 3.750000e-01, 1.314458e+00,
60 4.500000e-01, 1.472541e+00,
61 5.250000e-01, 1.536218e+00,
62 6.000000e-01, 1.355679e+00,
63 6.750000e-01, 1.463566e+00,
64 7.500000e-01, 1.490201e+00,
65 8.250000e-01, 1.658699e+00,
66 9.000000e-01, 1.067574e+00,
67 9.750000e-01, 1.464629e+00,
68 1.050000e+00, 1.402653e+00,
69 1.125000e+00, 1.713141e+00,
70 1.200000e+00, 1.527021e+00,
71 1.275000e+00, 1.702632e+00,
72 1.350000e+00, 1.423899e+00,
73 1.425000e+00, 1.543078e+00,
74 1.500000e+00, 1.664015e+00,
75 1.575000e+00, 1.732484e+00,
76 1.650000e+00, 1.543296e+00,
77 1.725000e+00, 1.959523e+00,
78 1.800000e+00, 1.685132e+00,
79 1.875000e+00, 1.951791e+00,
80 1.950000e+00, 2.095346e+00,
81 2.025000e+00, 2.361460e+00,
82 2.100000e+00, 2.169119e+00,
83 2.175000e+00, 2.061745e+00,
84 2.250000e+00, 2.178641e+00,
85 2.325000e+00, 2.104346e+00,
86 2.400000e+00, 2.584470e+00,
87 2.475000e+00, 1.914158e+00,
88 2.550000e+00, 2.368375e+00,
89 2.625000e+00, 2.686125e+00,
90 2.700000e+00, 2.712395e+00,
91 2.775000e+00, 2.499511e+00,
92 2.850000e+00, 2.558897e+00,
93 2.925000e+00, 2.309154e+00,
94 3.000000e+00, 2.869503e+00,
95 3.075000e+00, 3.116645e+00,
96 3.150000e+00, 3.094907e+00,
97 3.225000e+00, 2.471759e+00,
98 3.300000e+00, 3.017131e+00,
99 3.375000e+00, 3.232381e+00,
100 3.450000e+00, 2.944596e+00,
101 3.525000e+00, 3.385343e+00,
102 3.600000e+00, 3.199826e+00,
103 3.675000e+00, 3.423039e+00,
104 3.750000e+00, 3.621552e+00,
105 3.825000e+00, 3.559255e+00,
106 3.900000e+00, 3.530713e+00,
107 3.975000e+00, 3.561766e+00,
108 4.050000e+00, 3.544574e+00,
109 4.125000e+00, 3.867945e+00,
110 4.200000e+00, 4.049776e+00,
111 4.275000e+00, 3.885601e+00,
112 4.350000e+00, 4.110505e+00,
113 4.425000e+00, 4.345320e+00,
114 4.500000e+00, 4.161241e+00,
115 4.575000e+00, 4.363407e+00,
116 4.650000e+00, 4.161576e+00,
117 4.725000e+00, 4.619728e+00,
118 4.800000e+00, 4.737410e+00,
119 4.875000e+00, 4.727863e+00,
120 4.950000e+00, 4.669206e+00,
121 };
122
123 /* This is the equivalent of a use-defined CostFunction in the C++ Ceres API.
124 * This is passed as a callback to the Ceres C API, which internally converts
125 * the callback into a CostFunction. */
exponential_residual(void * user_data,double ** parameters,double * residuals,double ** jacobians)126 int exponential_residual(void* user_data,
127 double** parameters,
128 double* residuals,
129 double** jacobians) {
130 double* measurement = (double*) user_data;
131 double x = measurement[0];
132 double y = measurement[1];
133 double m = parameters[0][0];
134 double c = parameters[1][0];
135
136 residuals[0] = y - exp(m * x + c);
137 if (jacobians == NULL) {
138 return 1;
139 }
140 if (jacobians[0] != NULL) {
141 jacobians[0][0] = - x * exp(m * x + c); /* dr/dm */
142 }
143 if (jacobians[1] != NULL) {
144 jacobians[1][0] = - exp(m * x + c); /* dr/dc */
145 }
146 return 1;
147 }
148
main(int argc,char ** argv)149 int main(int argc, char** argv) {
150 /* Note: Typically it is better to compact m and c into one block,
151 * but in this case use separate blocks to illustrate the use of
152 * multiple parameter blocks. */
153 double m = 0.0;
154 double c = 0.0;
155
156 double *parameter_pointers[] = { &m, &c };
157 int parameter_sizes[] = { 1, 1 };
158 int i;
159
160 ceres_problem_t* problem;
161
162 /* Ceres has some internal stuff that needs to get initialized. */
163 ceres_init();
164
165 problem = ceres_create_problem();
166
167 /* Add all the residuals. */
168 for (i = 0; i < num_observations; ++i) {
169 ceres_problem_add_residual_block(
170 problem,
171 exponential_residual, /* Cost function */
172 &data[2 * i], /* Points to the (x,y) measurement */
173 NULL, /* No loss function */
174 NULL, /* No loss function user data */
175 1, /* Number of residuals */
176 2, /* Number of parameter blocks */
177 parameter_sizes,
178 parameter_pointers);
179 }
180
181 ceres_solve(problem);
182 ceres_free_problem(problem);
183
184 printf("Initial m: 0.0, c: 0.0\n");
185 printf("Final m: %g, c: %g\n", m, c);
186 return 0;
187 }
188