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- // Ceres Solver - A fast non-linear least squares minimizer
- // Copyright 2023 Google Inc. All rights reserved.
- // http://ceres-solver.org/
- //
- // Redistribution and use in source and binary forms, with or without
- // modification, are permitted provided that the following conditions are met:
- //
- // * Redistributions of source code must retain the above copyright notice,
- // this list of conditions and the following disclaimer.
- // * Redistributions in binary form must reproduce the above copyright notice,
- // this list of conditions and the following disclaimer in the documentation
- // and/or other materials provided with the distribution.
- // * Neither the name of Google Inc. nor the names of its contributors may be
- // used to endorse or promote products derived from this software without
- // specific prior written permission.
- //
- // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
- // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
- // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
- // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
- // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
- // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
- // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
- // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
- // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
- // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
- // POSSIBILITY OF SUCH DAMAGE.
- //
- // Author: moll.markus@arcor.de (Markus Moll)
- // sameeragarwal@google.com (Sameer Agarwal)
- #ifndef CERES_INTERNAL_POLYNOMIAL_SOLVER_H_
- #define CERES_INTERNAL_POLYNOMIAL_SOLVER_H_
- #include <vector>
- #include "ceres/internal/disable_warnings.h"
- #include "ceres/internal/eigen.h"
- #include "ceres/internal/export.h"
- namespace ceres::internal {
- struct FunctionSample;
- // All polynomials are assumed to be the form
- //
- // sum_{i=0}^N polynomial(i) x^{N-i}.
- //
- // and are given by a vector of coefficients of size N + 1.
- // Evaluate the polynomial at x using the Horner scheme.
- CERES_NO_EXPORT
- inline double EvaluatePolynomial(const Vector& polynomial, double x) {
- double v = 0.0;
- for (int i = 0; i < polynomial.size(); ++i) {
- v = v * x + polynomial(i);
- }
- return v;
- }
- // Use the companion matrix eigenvalues to determine the roots of the
- // polynomial.
- //
- // This function returns true on success, false otherwise.
- // Failure indicates that the polynomial is invalid (of size 0) or
- // that the eigenvalues of the companion matrix could not be computed.
- // On failure, a more detailed message will be written to LOG(ERROR).
- // If real is not nullptr, the real parts of the roots will be returned in it.
- // Likewise, if imaginary is not nullptr, imaginary parts will be returned in
- // it.
- CERES_NO_EXPORT bool FindPolynomialRoots(const Vector& polynomial,
- Vector* real,
- Vector* imaginary);
- // Return the derivative of the given polynomial. It is assumed that
- // the input polynomial is at least of degree zero.
- CERES_NO_EXPORT Vector DifferentiatePolynomial(const Vector& polynomial);
- // Find the minimum value of the polynomial in the interval [x_min,
- // x_max]. The minimum is obtained by computing all the roots of the
- // derivative of the input polynomial. All real roots within the
- // interval [x_min, x_max] are considered as well as the end points
- // x_min and x_max. Since polynomials are differentiable functions,
- // this ensures that the true minimum is found.
- CERES_NO_EXPORT void MinimizePolynomial(const Vector& polynomial,
- double x_min,
- double x_max,
- double* optimal_x,
- double* optimal_value);
- // Given a set of function value and/or gradient samples, find a
- // polynomial whose value and gradients are exactly equal to the ones
- // in samples.
- //
- // Generally speaking,
- //
- // degree = # values + # gradients - 1
- //
- // Of course its possible to sample a polynomial any number of times,
- // in which case, generally speaking the spurious higher order
- // coefficients will be zero.
- CERES_NO_EXPORT Vector
- FindInterpolatingPolynomial(const std::vector<FunctionSample>& samples);
- // Interpolate the function described by samples with a polynomial,
- // and minimize it on the interval [x_min, x_max]. Depending on the
- // input samples, it is possible that the interpolation or the root
- // finding algorithms may fail due to numerical difficulties. But the
- // function is guaranteed to return its best guess of an answer, by
- // considering the samples and the end points as possible solutions.
- CERES_NO_EXPORT void MinimizeInterpolatingPolynomial(
- const std::vector<FunctionSample>& samples,
- double x_min,
- double x_max,
- double* optimal_x,
- double* optimal_value);
- } // namespace ceres::internal
- #include "ceres/internal/reenable_warnings.h"
- #endif // CERES_INTERNAL_POLYNOMIAL_SOLVER_H_
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