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152 lines
5.7 KiB
152 lines
5.7 KiB
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5 months ago
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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2023 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#ifndef CERES_PUBLIC_AUTODIFF_FIRST_ORDER_FUNCTION_H_
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#define CERES_PUBLIC_AUTODIFF_FIRST_ORDER_FUNCTION_H_
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#include <memory>
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#include "ceres/first_order_function.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/internal/fixed_array.h"
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#include "ceres/jet.h"
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#include "ceres/types.h"
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namespace ceres {
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// Create FirstOrderFunctions as needed by the GradientProblem
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// framework, with gradients computed via automatic
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// differentiation. For more information on automatic differentiation,
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// see the wikipedia article at
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// http://en.wikipedia.org/wiki/Automatic_differentiation
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//
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// To get an auto differentiated function, you must define a class
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// with a templated operator() (a functor) that computes the cost
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// function in terms of the template parameter T. The autodiff
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// framework substitutes appropriate "jet" objects for T in order to
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// compute the derivative when necessary, but this is hidden, and you
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// should write the function as if T were a scalar type (e.g. a
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// double-precision floating point number).
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//
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// The function must write the computed value in the last argument
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// (the only non-const one) and return true to indicate
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// success.
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//
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// For example, consider a scalar error e = x'y - a, where both x and y are
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// two-dimensional column vector parameters, the prime sign indicates
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// transposition, and a is a constant.
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//
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// To write an auto-differentiable FirstOrderFunction for the above model, first
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// define the object
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//
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// class QuadraticCostFunctor {
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// public:
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// explicit QuadraticCostFunctor(double a) : a_(a) {}
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// template <typename T>
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// bool operator()(const T* const xy, T* cost) const {
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// const T* const x = xy;
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// const T* const y = xy + 2;
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// *cost = x[0] * y[0] + x[1] * y[1] - T(a_);
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// return true;
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// }
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//
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// private:
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// double a_;
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// };
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//
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// Note that in the declaration of operator() the input parameters xy come
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// first, and are passed as const pointers to arrays of T. The
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// output is the last parameter.
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//
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// Then given this class definition, the auto differentiated FirstOrderFunction
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// for it can be constructed as follows.
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//
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// FirstOrderFunction* function =
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// new AutoDiffFirstOrderFunction<QuadraticCostFunctor, 4>(
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// new QuadraticCostFunctor(1.0)));
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//
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// In the instantiation above, the template parameters following
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// "QuadraticCostFunctor", "4", describe the functor as computing a
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// 1-dimensional output from a four dimensional vector.
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//
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// WARNING: Since the functor will get instantiated with different types for
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// T, you must convert from other numeric types to T before mixing
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// computations with other variables of type T. In the example above, this is
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// seen where instead of using a_ directly, a_ is wrapped with T(a_).
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template <typename FirstOrderFunctor, int kNumParameters>
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class AutoDiffFirstOrderFunction final : public FirstOrderFunction {
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public:
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// Takes ownership of functor.
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explicit AutoDiffFirstOrderFunction(FirstOrderFunctor* functor)
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: functor_(functor) {
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static_assert(kNumParameters > 0, "kNumParameters must be positive");
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}
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bool Evaluate(const double* const parameters,
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double* cost,
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double* gradient) const override {
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if (gradient == nullptr) {
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return (*functor_)(parameters, cost);
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}
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using JetT = Jet<double, kNumParameters>;
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internal::FixedArray<JetT, (256 * 7) / sizeof(JetT)> x(kNumParameters);
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for (int i = 0; i < kNumParameters; ++i) {
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x[i].a = parameters[i];
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x[i].v.setZero();
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x[i].v[i] = 1.0;
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}
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JetT output;
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output.a = kImpossibleValue;
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output.v.setConstant(kImpossibleValue);
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if (!(*functor_)(x.data(), &output)) {
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return false;
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}
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*cost = output.a;
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VectorRef(gradient, kNumParameters) = output.v;
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return true;
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}
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int NumParameters() const override { return kNumParameters; }
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const FirstOrderFunctor& functor() const { return *functor_; }
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private:
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std::unique_ptr<FirstOrderFunctor> functor_;
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};
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} // namespace ceres
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#endif // CERES_PUBLIC_AUTODIFF_FIRST_ORDER_FUNCTION_H_
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