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 #include "ceres/internal/disable_warnings.h" 52 53 namespace ceres { 54 55 // This class implements the computation of the cost (a.k.a. residual) terms as 56 // a function of the input (control) variables, and is the interface for users 57 // to describe their least squares problem to Ceres. In other words, this is the 58 // modelling layer between users and the Ceres optimizer. The signature of the 59 // function (number and sizes of input parameter blocks and number of outputs) 60 // is stored in parameter_block_sizes_ and num_residuals_ respectively. User 61 // code inheriting from this class is expected to set these two members with the 62 // corresponding accessors. This information will be verified by the Problem 63 // when added with AddResidualBlock(). 64 class CERES_EXPORT CostFunction { 65 public: CostFunction()66 CostFunction() : num_residuals_(0) {} 67 ~CostFunction()68 virtual ~CostFunction() {} 69 70 // Inputs: 71 // 72 // parameters is an array of pointers to arrays containing the 73 // various parameter blocks. parameters has the same number of 74 // elements as parameter_block_sizes_. Parameter blocks are in the 75 // same order as parameter_block_sizes_.i.e., 76 // 77 // parameters_[i] = double[parameter_block_sizes_[i]] 78 // 79 // Outputs: 80 // 81 // residuals is an array of size num_residuals_. 82 // 83 // jacobians is an array of size parameter_block_sizes_ containing 84 // pointers to storage for jacobian blocks corresponding to each 85 // parameter block. Jacobian blocks are in the same order as 86 // parameter_block_sizes, i.e. jacobians[i], is an 87 // array that contains num_residuals_* parameter_block_sizes_[i] 88 // elements. Each jacobian block is stored in row-major order, i.e., 89 // 90 // jacobians[i][r*parameter_block_size_[i] + c] = 91 // d residual[r] / d parameters[i][c] 92 // 93 // If jacobians is NULL, then no derivatives are returned; this is 94 // the case when computing cost only. If jacobians[i] is NULL, then 95 // the jacobian block corresponding to the i'th parameter block must 96 // not to be returned. 97 // 98 // The return value indicates whether the computation of the 99 // residuals and/or jacobians was successful or not. 100 // 101 // This can be used to communicate numerical failures in jacobian 102 // computations for instance. 103 // 104 // A more interesting and common use is to impose constraints on the 105 // parameters. If the initial values of the parameter blocks satisfy 106 // the constraints, then returning false whenever the constraints 107 // are not satisfied will prevent the solver from moving into the 108 // infeasible region. This is not a very sophisticated mechanism for 109 // enforcing constraints, but is often good enough for things like 110 // non-negativity constraints. 111 // 112 // Note that it is important that the initial values of the 113 // parameter block must be feasible, otherwise the solver will 114 // declare a numerical problem at iteration 0. 115 virtual bool Evaluate(double const* const* parameters, 116 double* residuals, 117 double** jacobians) const = 0; 118 parameter_block_sizes()119 const vector<int32>& parameter_block_sizes() const { 120 return parameter_block_sizes_; 121 } 122 num_residuals()123 int num_residuals() const { 124 return num_residuals_; 125 } 126 127 protected: mutable_parameter_block_sizes()128 vector<int32>* mutable_parameter_block_sizes() { 129 return ¶meter_block_sizes_; 130 } 131 set_num_residuals(int num_residuals)132 void set_num_residuals(int num_residuals) { 133 num_residuals_ = num_residuals; 134 } 135 136 private: 137 // Cost function signature metadata: number of inputs & their sizes, 138 // number of outputs (residuals). 139 vector<int32> parameter_block_sizes_; 140 int num_residuals_; 141 CERES_DISALLOW_COPY_AND_ASSIGN(CostFunction); 142 }; 143 144 } // namespace ceres 145 146 #include "ceres/internal/reenable_warnings.h" 147 148 #endif // CERES_PUBLIC_COST_FUNCTION_H_ 149