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412 lines
16 KiB
412 lines
16 KiB
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_MANIFOLD_H_
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#define CERES_PUBLIC_MANIFOLD_H_
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#include <Eigen/Core>
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#include <algorithm>
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#include <array>
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#include <memory>
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#include <utility>
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#include <vector>
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#include "ceres/internal/disable_warnings.h"
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#include "ceres/internal/export.h"
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#include "ceres/types.h"
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#include "glog/logging.h"
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namespace ceres {
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// In sensor fusion problems, often we have to model quantities that live in
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// spaces known as Manifolds, for example the rotation/orientation of a sensor
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// that is represented by a quaternion.
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//
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// Manifolds are spaces which locally look like Euclidean spaces. More
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// precisely, at each point on the manifold there is a linear space that is
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// tangent to the manifold. It has dimension equal to the intrinsic dimension of
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// the manifold itself, which is less than or equal to the ambient space in
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// which the manifold is embedded.
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//
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// For example, the tangent space to a point on a sphere in three dimensions is
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// the two dimensional plane that is tangent to the sphere at that point. There
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// are two reasons tangent spaces are interesting:
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//
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// 1. They are Eucliean spaces so the usual vector space operations apply there,
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// which makes numerical operations easy.
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// 2. Movement in the tangent space translate into movements along the manifold.
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// Movements perpendicular to the tangent space do not translate into
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// movements on the manifold.
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//
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// Returning to our sphere example, moving in the 2 dimensional plane
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// tangent to the sphere and projecting back onto the sphere will move you away
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// from the point you started from but moving along the normal at the same point
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// and the projecting back onto the sphere brings you back to the point.
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//
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// The Manifold interface defines two operations (and their derivatives)
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// involving the tangent space, allowing filtering and optimization to be
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// performed on said manifold:
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//
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// 1. x_plus_delta = Plus(x, delta)
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// 2. delta = Minus(x_plus_delta, x)
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//
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// "Plus" computes the result of moving along delta in the tangent space at x,
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// and then projecting back onto the manifold that x belongs to. In Differential
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// Geometry this is known as a "Retraction". It is a generalization of vector
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// addition in Euclidean spaces.
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//
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// Given two points on the manifold, "Minus" computes the change delta to x in
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// the tangent space at x, that will take it to x_plus_delta.
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//
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// Let us now consider two examples.
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//
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// The Euclidean space R^n is the simplest example of a manifold. It has
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// dimension n (and so does its tangent space) and Plus and Minus are the
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// familiar vector sum and difference operations.
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//
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// Plus(x, delta) = x + delta = y,
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// Minus(y, x) = y - x = delta.
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//
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// A more interesting case is SO(3), the special orthogonal group in three
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// dimensions - the space of 3x3 rotation matrices. SO(3) is a three dimensional
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// manifold embedded in R^9 or R^(3x3). So points on SO(3) are represented using
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// 9 dimensional vectors or 3x3 matrices, and points in its tangent spaces are
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// represented by 3 dimensional vectors.
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//
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// Defining Plus and Minus are defined in terms of the matrix Exp and Log
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// operations as follows:
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//
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// Let Exp(p, q, r) = [cos(theta) + cp^2, -sr + cpq , sq + cpr ]
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// [sr + cpq , cos(theta) + cq^2, -sp + cqr ]
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// [-sq + cpr , sp + cqr , cos(theta) + cr^2]
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//
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// where: theta = sqrt(p^2 + q^2 + r^2)
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// s = sinc(theta)
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// c = (1 - cos(theta))/theta^2
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//
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// and Log(x) = 1/(2 sinc(theta))[x_32 - x_23, x_13 - x_31, x_21 - x_12]
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//
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// where: theta = acos((Trace(x) - 1)/2)
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//
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// Then,
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//
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// Plus(x, delta) = x Exp(delta)
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// Minus(y, x) = Log(x^T y)
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//
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// For Plus and Minus to be mathematically consistent, the following identities
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// must be satisfied at all points x on the manifold:
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//
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// 1. Plus(x, 0) = x.
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// 2. For all y, Plus(x, Minus(y, x)) = y.
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// 3. For all delta, Minus(Plus(x, delta), x) = delta.
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// 4. For all delta_1, delta_2
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// |Minus(Plus(x, delta_1), Plus(x, delta_2)) <= |delta_1 - delta_2|
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//
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// Briefly:
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// (1) Ensures that the tangent space is "centered" at x, and the zero vector is
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// the identity element.
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// (2) Ensures that any y can be reached from x.
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// (3) Ensures that Plus is an injective (one-to-one) map.
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// (4) Allows us to define a metric on the manifold.
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//
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// Additionally we require that Plus and Minus be sufficiently smooth. In
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// particular they need to be differentiable everywhere on the manifold.
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//
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// For more details, please see
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//
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// "Integrating Generic Sensor Fusion Algorithms with Sound State
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// Representations through Encapsulation of Manifolds"
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// By C. Hertzberg, R. Wagner, U. Frese and L. Schroder
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// https://arxiv.org/pdf/1107.1119.pdf
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class CERES_EXPORT Manifold {
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public:
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virtual ~Manifold();
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// Dimension of the ambient space in which the manifold is embedded.
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virtual int AmbientSize() const = 0;
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// Dimension of the manifold/tangent space.
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virtual int TangentSize() const = 0;
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// x_plus_delta = Plus(x, delta),
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//
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// A generalization of vector addition in Euclidean space, Plus computes the
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// result of moving along delta in the tangent space at x, and then projecting
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// back onto the manifold that x belongs to.
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//
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// x and x_plus_delta are AmbientSize() vectors.
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// delta is a TangentSize() vector.
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//
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// Return value indicates if the operation was successful or not.
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virtual bool Plus(const double* x,
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const double* delta,
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double* x_plus_delta) const = 0;
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// Compute the derivative of Plus(x, delta) w.r.t delta at delta = 0, i.e.
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//
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// (D_2 Plus)(x, 0)
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//
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// jacobian is a row-major AmbientSize() x TangentSize() matrix.
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//
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// Return value indicates whether the operation was successful or not.
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virtual bool PlusJacobian(const double* x, double* jacobian) const = 0;
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// tangent_matrix = ambient_matrix * (D_2 Plus)(x, 0)
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//
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// ambient_matrix is a row-major num_rows x AmbientSize() matrix.
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// tangent_matrix is a row-major num_rows x TangentSize() matrix.
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//
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// Return value indicates whether the operation was successful or not.
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//
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// This function is only used by the GradientProblemSolver, where the
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// dimension of the parameter block can be large and it may be more efficient
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// to compute this product directly rather than first evaluating the Jacobian
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// into a matrix and then doing a matrix vector product.
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//
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// Because this is not an often used function, we provide a default
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// implementation for convenience. If performance becomes an issue then the
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// user should consider implementing a specialization.
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virtual bool RightMultiplyByPlusJacobian(const double* x,
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const int num_rows,
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const double* ambient_matrix,
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double* tangent_matrix) const;
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// y_minus_x = Minus(y, x)
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//
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// Given two points on the manifold, Minus computes the change to x in the
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// tangent space at x, that will take it to y.
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//
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// x and y are AmbientSize() vectors.
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// y_minus_x is a TangentSize() vector.
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//
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// Return value indicates if the operation was successful or not.
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virtual bool Minus(const double* y,
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const double* x,
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double* y_minus_x) const = 0;
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// Compute the derivative of Minus(y, x) w.r.t y at y = x, i.e
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//
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// (D_1 Minus) (x, x)
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//
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// Jacobian is a row-major TangentSize() x AmbientSize() matrix.
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//
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// Return value indicates whether the operation was successful or not.
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virtual bool MinusJacobian(const double* x, double* jacobian) const = 0;
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};
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// The Euclidean manifold is another name for the ordinary vector space R^size,
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// where the plus and minus operations are the usual vector addition and
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// subtraction:
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// Plus(x, delta) = x + delta
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// Minus(y, x) = y - x.
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//
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// The class works with dynamic and static ambient space dimensions. If the
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// ambient space dimensions is know at compile time use
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//
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// EuclideanManifold<3> manifold;
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//
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// If the ambient space dimensions is not known at compile time the template
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// parameter needs to be set to ceres::DYNAMIC and the actual dimension needs
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// to be provided as a constructor argument:
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//
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// EuclideanManifold<ceres::DYNAMIC> manifold(ambient_dim);
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template <int Size>
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class EuclideanManifold final : public Manifold {
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public:
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static_assert(Size == ceres::DYNAMIC || Size >= 0,
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"The size of the manifold needs to be non-negative.");
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static_assert(ceres::DYNAMIC == Eigen::Dynamic,
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"ceres::DYNAMIC needs to be the same as Eigen::Dynamic.");
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EuclideanManifold() : size_{Size} {
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static_assert(
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Size != ceres::DYNAMIC,
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"The size is set to dynamic. Please call the constructor with a size.");
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}
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explicit EuclideanManifold(int size) : size_(size) {
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if (Size != ceres::DYNAMIC) {
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CHECK_EQ(Size, size)
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<< "Specified size by template parameter differs from the supplied "
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"one.";
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} else {
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CHECK_GE(size_, 0)
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<< "The size of the manifold needs to be non-negative.";
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}
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}
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int AmbientSize() const override { return size_; }
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int TangentSize() const override { return size_; }
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bool Plus(const double* x_ptr,
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const double* delta_ptr,
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double* x_plus_delta_ptr) const override {
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Eigen::Map<const AmbientVector> x(x_ptr, size_);
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Eigen::Map<const AmbientVector> delta(delta_ptr, size_);
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Eigen::Map<AmbientVector> x_plus_delta(x_plus_delta_ptr, size_);
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x_plus_delta = x + delta;
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return true;
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}
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bool PlusJacobian(const double* x_ptr, double* jacobian_ptr) const override {
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Eigen::Map<MatrixJacobian> jacobian(jacobian_ptr, size_, size_);
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jacobian.setIdentity();
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return true;
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}
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bool RightMultiplyByPlusJacobian(const double* x,
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const int num_rows,
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const double* ambient_matrix,
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double* tangent_matrix) const override {
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std::copy_n(ambient_matrix, num_rows * size_, tangent_matrix);
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return true;
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}
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bool Minus(const double* y_ptr,
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const double* x_ptr,
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double* y_minus_x_ptr) const override {
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Eigen::Map<const AmbientVector> x(x_ptr, size_);
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Eigen::Map<const AmbientVector> y(y_ptr, size_);
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Eigen::Map<AmbientVector> y_minus_x(y_minus_x_ptr, size_);
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y_minus_x = y - x;
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return true;
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}
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bool MinusJacobian(const double* x_ptr, double* jacobian_ptr) const override {
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Eigen::Map<MatrixJacobian> jacobian(jacobian_ptr, size_, size_);
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jacobian.setIdentity();
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return true;
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}
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private:
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static constexpr bool IsDynamic = (Size == ceres::DYNAMIC);
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using AmbientVector = Eigen::Matrix<double, Size, 1>;
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using MatrixJacobian = Eigen::Matrix<double, Size, Size, Eigen::RowMajor>;
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int size_{};
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};
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// Hold a subset of the parameters inside a parameter block constant.
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class CERES_EXPORT SubsetManifold final : public Manifold {
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public:
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SubsetManifold(int size, const std::vector<int>& constant_parameters);
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int AmbientSize() const override;
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int TangentSize() const override;
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bool Plus(const double* x,
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const double* delta,
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double* x_plus_delta) const override;
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bool PlusJacobian(const double* x, double* jacobian) const override;
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bool RightMultiplyByPlusJacobian(const double* x,
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const int num_rows,
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const double* ambient_matrix,
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double* tangent_matrix) const override;
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bool Minus(const double* y,
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const double* x,
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double* y_minus_x) const override;
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bool MinusJacobian(const double* x, double* jacobian) const override;
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private:
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const int tangent_size_ = 0;
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std::vector<bool> constancy_mask_;
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};
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// Implements the manifold for a Hamilton quaternion as defined in
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// https://en.wikipedia.org/wiki/Quaternion. Quaternions are represented as
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// unit norm 4-vectors, i.e.
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//
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// q = [q0; q1; q2; q3], |q| = 1
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//
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// is the ambient space representation.
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//
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// q0 scalar part.
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// q1 coefficient of i.
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// q2 coefficient of j.
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// q3 coefficient of k.
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//
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// where: i*i = j*j = k*k = -1 and i*j = k, j*k = i, k*i = j.
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//
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// The tangent space is R^3, which relates to the ambient space through the
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// Plus and Minus operations defined as:
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//
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// Plus(x, delta) = [cos(|delta|); sin(|delta|) * delta / |delta|] * x
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// Minus(y, x) = to_delta(y * x^{-1})
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//
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// where "*" is the quaternion product and because q is a unit quaternion
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// (|q|=1), q^-1 = [q0; -q1; -q2; -q3]
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//
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// and to_delta( [q0; u_{3x1}] ) = u / |u| * atan2(|u|, q0)
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class CERES_EXPORT QuaternionManifold final : public Manifold {
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public:
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int AmbientSize() const override { return 4; }
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int TangentSize() const override { return 3; }
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bool Plus(const double* x,
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const double* delta,
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double* x_plus_delta) const override;
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bool PlusJacobian(const double* x, double* jacobian) const override;
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bool Minus(const double* y,
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const double* x,
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double* y_minus_x) const override;
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bool MinusJacobian(const double* x, double* jacobian) const override;
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};
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// Implements the quaternion manifold for Eigen's representation of the
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// Hamilton quaternion. Geometrically it is exactly the same as the
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// QuaternionManifold defined above. However, Eigen uses a different internal
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// memory layout for the elements of the quaternion than what is commonly
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// used. It stores the quaternion in memory as [q1, q2, q3, q0] or
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// [x, y, z, w] where the real (scalar) part is last.
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//
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// Since Ceres operates on parameter blocks which are raw double pointers this
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// difference is important and requires a different manifold.
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class CERES_EXPORT EigenQuaternionManifold final : public Manifold {
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public:
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int AmbientSize() const override { return 4; }
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int TangentSize() const override { return 3; }
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bool Plus(const double* x,
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const double* delta,
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double* x_plus_delta) const override;
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bool PlusJacobian(const double* x, double* jacobian) const override;
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bool Minus(const double* y,
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const double* x,
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double* y_minus_x) const override;
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bool MinusJacobian(const double* x, double* jacobian) const override;
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};
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} // namespace ceres
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// clang-format off
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#include "ceres/internal/reenable_warnings.h"
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// clang-format on
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#endif // CERES_PUBLIC_MANIFOLD_H_
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