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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: sameeragarwal@google.com (Sameer Agarwal)
- #ifndef CERES_PUBLIC_AUTODIFF_FIRST_ORDER_FUNCTION_H_
- #define CERES_PUBLIC_AUTODIFF_FIRST_ORDER_FUNCTION_H_
- #include <memory>
- #include "ceres/first_order_function.h"
- #include "ceres/internal/eigen.h"
- #include "ceres/internal/fixed_array.h"
- #include "ceres/jet.h"
- #include "ceres/types.h"
- namespace ceres {
- // Create FirstOrderFunctions as needed by the GradientProblem
- // framework, with gradients computed via automatic
- // differentiation. For more information on automatic differentiation,
- // see the wikipedia article at
- // http://en.wikipedia.org/wiki/Automatic_differentiation
- //
- // To get an auto differentiated function, you must define a class
- // with a templated operator() (a functor) that computes the cost
- // function in terms of the template parameter T. The autodiff
- // framework substitutes appropriate "jet" objects for T in order to
- // compute the derivative when necessary, but this is hidden, and you
- // should write the function as if T were a scalar type (e.g. a
- // double-precision floating point number).
- //
- // The function must write the computed value in the last argument
- // (the only non-const one) and return true to indicate
- // success.
- //
- // For example, consider a scalar error e = x'y - a, where both x and y are
- // two-dimensional column vector parameters, the prime sign indicates
- // transposition, and a is a constant.
- //
- // To write an auto-differentiable FirstOrderFunction for the above model, first
- // define the object
- //
- // class QuadraticCostFunctor {
- // public:
- // explicit QuadraticCostFunctor(double a) : a_(a) {}
- // template <typename T>
- // bool operator()(const T* const xy, T* cost) const {
- // const T* const x = xy;
- // const T* const y = xy + 2;
- // *cost = x[0] * y[0] + x[1] * y[1] - T(a_);
- // return true;
- // }
- //
- // private:
- // double a_;
- // };
- //
- // Note that in the declaration of operator() the input parameters xy come
- // first, and are passed as const pointers to arrays of T. The
- // output is the last parameter.
- //
- // Then given this class definition, the auto differentiated FirstOrderFunction
- // for it can be constructed as follows.
- //
- // FirstOrderFunction* function =
- // new AutoDiffFirstOrderFunction<QuadraticCostFunctor, 4>(
- // new QuadraticCostFunctor(1.0)));
- //
- // In the instantiation above, the template parameters following
- // "QuadraticCostFunctor", "4", describe the functor as computing a
- // 1-dimensional output from a four dimensional vector.
- //
- // WARNING: Since the functor will get instantiated with different types for
- // T, you must convert from other numeric types to T before mixing
- // computations with other variables of type T. In the example above, this is
- // seen where instead of using a_ directly, a_ is wrapped with T(a_).
- template <typename FirstOrderFunctor, int kNumParameters>
- class AutoDiffFirstOrderFunction final : public FirstOrderFunction {
- public:
- // Takes ownership of functor.
- explicit AutoDiffFirstOrderFunction(FirstOrderFunctor* functor)
- : functor_(functor) {
- static_assert(kNumParameters > 0, "kNumParameters must be positive");
- }
- bool Evaluate(const double* const parameters,
- double* cost,
- double* gradient) const override {
- if (gradient == nullptr) {
- return (*functor_)(parameters, cost);
- }
- using JetT = Jet<double, kNumParameters>;
- internal::FixedArray<JetT, (256 * 7) / sizeof(JetT)> x(kNumParameters);
- for (int i = 0; i < kNumParameters; ++i) {
- x[i].a = parameters[i];
- x[i].v.setZero();
- x[i].v[i] = 1.0;
- }
- JetT output;
- output.a = kImpossibleValue;
- output.v.setConstant(kImpossibleValue);
- if (!(*functor_)(x.data(), &output)) {
- return false;
- }
- *cost = output.a;
- VectorRef(gradient, kNumParameters) = output.v;
- return true;
- }
- int NumParameters() const override { return kNumParameters; }
- const FirstOrderFunctor& functor() const { return *functor_; }
- private:
- std::unique_ptr<FirstOrderFunctor> functor_;
- };
- } // namespace ceres
- #endif // CERES_PUBLIC_AUTODIFF_FIRST_ORDER_FUNCTION_H_
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