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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: keir@google.com (Keir Mierle)
- //
- // A simple implementation of N-dimensional dual numbers, for automatically
- // computing exact derivatives of functions.
- //
- // While a complete treatment of the mechanics of automatic differentiation is
- // beyond the scope of this header (see
- // http://en.wikipedia.org/wiki/Automatic_differentiation for details), the
- // basic idea is to extend normal arithmetic with an extra element, "e," often
- // denoted with the greek symbol epsilon, such that e != 0 but e^2 = 0. Dual
- // numbers are extensions of the real numbers analogous to complex numbers:
- // whereas complex numbers augment the reals by introducing an imaginary unit i
- // such that i^2 = -1, dual numbers introduce an "infinitesimal" unit e such
- // that e^2 = 0. Dual numbers have two components: the "real" component and the
- // "infinitesimal" component, generally written as x + y*e. Surprisingly, this
- // leads to a convenient method for computing exact derivatives without needing
- // to manipulate complicated symbolic expressions.
- //
- // For example, consider the function
- //
- // f(x) = x^2 ,
- //
- // evaluated at 10. Using normal arithmetic, f(10) = 100, and df/dx(10) = 20.
- // Next, argument 10 with an infinitesimal to get:
- //
- // f(10 + e) = (10 + e)^2
- // = 100 + 2 * 10 * e + e^2
- // = 100 + 20 * e -+-
- // -- |
- // | +--- This is zero, since e^2 = 0
- // |
- // +----------------- This is df/dx!
- //
- // Note that the derivative of f with respect to x is simply the infinitesimal
- // component of the value of f(x + e). So, in order to take the derivative of
- // any function, it is only necessary to replace the numeric "object" used in
- // the function with one extended with infinitesimals. The class Jet, defined in
- // this header, is one such example of this, where substitution is done with
- // templates.
- //
- // To handle derivatives of functions taking multiple arguments, different
- // infinitesimals are used, one for each variable to take the derivative of. For
- // example, consider a scalar function of two scalar parameters x and y:
- //
- // f(x, y) = x^2 + x * y
- //
- // Following the technique above, to compute the derivatives df/dx and df/dy for
- // f(1, 3) involves doing two evaluations of f, the first time replacing x with
- // x + e, the second time replacing y with y + e.
- //
- // For df/dx:
- //
- // f(1 + e, y) = (1 + e)^2 + (1 + e) * 3
- // = 1 + 2 * e + 3 + 3 * e
- // = 4 + 5 * e
- //
- // --> df/dx = 5
- //
- // For df/dy:
- //
- // f(1, 3 + e) = 1^2 + 1 * (3 + e)
- // = 1 + 3 + e
- // = 4 + e
- //
- // --> df/dy = 1
- //
- // To take the gradient of f with the implementation of dual numbers ("jets") in
- // this file, it is necessary to create a single jet type which has components
- // for the derivative in x and y, and passing them to a templated version of f:
- //
- // template<typename T>
- // T f(const T &x, const T &y) {
- // return x * x + x * y;
- // }
- //
- // // The "2" means there should be 2 dual number components.
- // // It computes the partial derivative at x=10, y=20.
- // Jet<double, 2> x(10, 0); // Pick the 0th dual number for x.
- // Jet<double, 2> y(20, 1); // Pick the 1st dual number for y.
- // Jet<double, 2> z = f(x, y);
- //
- // LOG(INFO) << "df/dx = " << z.v[0]
- // << "df/dy = " << z.v[1];
- //
- // Most users should not use Jet objects directly; a wrapper around Jet objects,
- // which makes computing the derivative, gradient, or jacobian of templated
- // functors simple, is in autodiff.h. Even autodiff.h should not be used
- // directly; instead autodiff_cost_function.h is typically the file of interest.
- //
- // For the more mathematically inclined, this file implements first-order
- // "jets". A 1st order jet is an element of the ring
- //
- // T[N] = T[t_1, ..., t_N] / (t_1, ..., t_N)^2
- //
- // which essentially means that each jet consists of a "scalar" value 'a' from T
- // and a 1st order perturbation vector 'v' of length N:
- //
- // x = a + \sum_i v[i] t_i
- //
- // A shorthand is to write an element as x = a + u, where u is the perturbation.
- // Then, the main point about the arithmetic of jets is that the product of
- // perturbations is zero:
- //
- // (a + u) * (b + v) = ab + av + bu + uv
- // = ab + (av + bu) + 0
- //
- // which is what operator* implements below. Addition is simpler:
- //
- // (a + u) + (b + v) = (a + b) + (u + v).
- //
- // The only remaining question is how to evaluate the function of a jet, for
- // which we use the chain rule:
- //
- // f(a + u) = f(a) + f'(a) u
- //
- // where f'(a) is the (scalar) derivative of f at a.
- //
- // By pushing these things through sufficiently and suitably templated
- // functions, we can do automatic differentiation. Just be sure to turn on
- // function inlining and common-subexpression elimination, or it will be very
- // slow!
- //
- // WARNING: Most Ceres users should not directly include this file or know the
- // details of how jets work. Instead the suggested method for automatic
- // derivatives is to use autodiff_cost_function.h, which is a wrapper around
- // both jets.h and autodiff.h to make taking derivatives of cost functions for
- // use in Ceres easier.
- #ifndef CERES_PUBLIC_JET_H_
- #define CERES_PUBLIC_JET_H_
- #include <cmath>
- #include <complex>
- #include <iosfwd>
- #include <iostream> // NOLINT
- #include <limits>
- #include <numeric>
- #include <string>
- #include <type_traits>
- #include "Eigen/Core"
- #include "ceres/internal/jet_traits.h"
- #include "ceres/internal/port.h"
- #include "ceres/jet_fwd.h"
- // Here we provide partial specializations of std::common_type for the Jet class
- // to allow determining a Jet type with a common underlying arithmetic type.
- // Such an arithmetic type can be either a scalar or an another Jet. An example
- // for a common type, say, between a float and a Jet<double, N> is a Jet<double,
- // N> (i.e., std::common_type_t<float, ceres::Jet<double, N>> and
- // ceres::Jet<double, N> refer to the same type.)
- //
- // The partial specialization are also used for determining compatible types by
- // means of SFINAE and thus allow such types to be expressed as operands of
- // logical comparison operators. Missing (partial) specialization of
- // std::common_type for a particular (custom) type will therefore disable the
- // use of comparison operators defined by Ceres.
- //
- // Since these partial specializations are used as SFINAE constraints, they
- // enable standard promotion rules between various scalar types and consequently
- // their use in comparison against a Jet without providing implicit
- // conversions from a scalar, such as an int, to a Jet (see the implementation
- // of logical comparison operators below).
- template <typename T, int N, typename U>
- struct std::common_type<T, ceres::Jet<U, N>> {
- using type = ceres::Jet<common_type_t<T, U>, N>;
- };
- template <typename T, int N, typename U>
- struct std::common_type<ceres::Jet<T, N>, U> {
- using type = ceres::Jet<common_type_t<T, U>, N>;
- };
- template <typename T, int N, typename U>
- struct std::common_type<ceres::Jet<T, N>, ceres::Jet<U, N>> {
- using type = ceres::Jet<common_type_t<T, U>, N>;
- };
- namespace ceres {
- template <typename T, int N>
- struct Jet {
- enum { DIMENSION = N };
- using Scalar = T;
- // Default-construct "a" because otherwise this can lead to false errors about
- // uninitialized uses when other classes relying on default constructed T
- // (where T is a Jet<T, N>). This usually only happens in opt mode. Note that
- // the C++ standard mandates that e.g. default constructed doubles are
- // initialized to 0.0; see sections 8.5 of the C++03 standard.
- Jet() : a() { v.setConstant(Scalar()); }
- // Constructor from scalar: a + 0.
- explicit Jet(const T& value) {
- a = value;
- v.setConstant(Scalar());
- }
- // Constructor from scalar plus variable: a + t_i.
- Jet(const T& value, int k) {
- a = value;
- v.setConstant(Scalar());
- v[k] = T(1.0);
- }
- // Constructor from scalar and vector part
- // The use of Eigen::DenseBase allows Eigen expressions
- // to be passed in without being fully evaluated until
- // they are assigned to v
- template <typename Derived>
- EIGEN_STRONG_INLINE Jet(const T& a, const Eigen::DenseBase<Derived>& v)
- : a(a), v(v) {}
- // Compound operators
- Jet<T, N>& operator+=(const Jet<T, N>& y) {
- *this = *this + y;
- return *this;
- }
- Jet<T, N>& operator-=(const Jet<T, N>& y) {
- *this = *this - y;
- return *this;
- }
- Jet<T, N>& operator*=(const Jet<T, N>& y) {
- *this = *this * y;
- return *this;
- }
- Jet<T, N>& operator/=(const Jet<T, N>& y) {
- *this = *this / y;
- return *this;
- }
- // Compound with scalar operators.
- Jet<T, N>& operator+=(const T& s) {
- *this = *this + s;
- return *this;
- }
- Jet<T, N>& operator-=(const T& s) {
- *this = *this - s;
- return *this;
- }
- Jet<T, N>& operator*=(const T& s) {
- *this = *this * s;
- return *this;
- }
- Jet<T, N>& operator/=(const T& s) {
- *this = *this / s;
- return *this;
- }
- // The scalar part.
- T a;
- // The infinitesimal part.
- Eigen::Matrix<T, N, 1> v;
- // This struct needs to have an Eigen aligned operator new as it contains
- // fixed-size Eigen types.
- EIGEN_MAKE_ALIGNED_OPERATOR_NEW
- };
- // Unary +
- template <typename T, int N>
- inline Jet<T, N> const& operator+(const Jet<T, N>& f) {
- return f;
- }
- // TODO(keir): Try adding __attribute__((always_inline)) to these functions to
- // see if it causes a performance increase.
- // Unary -
- template <typename T, int N>
- inline Jet<T, N> operator-(const Jet<T, N>& f) {
- return Jet<T, N>(-f.a, -f.v);
- }
- // Binary +
- template <typename T, int N>
- inline Jet<T, N> operator+(const Jet<T, N>& f, const Jet<T, N>& g) {
- return Jet<T, N>(f.a + g.a, f.v + g.v);
- }
- // Binary + with a scalar: x + s
- template <typename T, int N>
- inline Jet<T, N> operator+(const Jet<T, N>& f, T s) {
- return Jet<T, N>(f.a + s, f.v);
- }
- // Binary + with a scalar: s + x
- template <typename T, int N>
- inline Jet<T, N> operator+(T s, const Jet<T, N>& f) {
- return Jet<T, N>(f.a + s, f.v);
- }
- // Binary -
- template <typename T, int N>
- inline Jet<T, N> operator-(const Jet<T, N>& f, const Jet<T, N>& g) {
- return Jet<T, N>(f.a - g.a, f.v - g.v);
- }
- // Binary - with a scalar: x - s
- template <typename T, int N>
- inline Jet<T, N> operator-(const Jet<T, N>& f, T s) {
- return Jet<T, N>(f.a - s, f.v);
- }
- // Binary - with a scalar: s - x
- template <typename T, int N>
- inline Jet<T, N> operator-(T s, const Jet<T, N>& f) {
- return Jet<T, N>(s - f.a, -f.v);
- }
- // Binary *
- template <typename T, int N>
- inline Jet<T, N> operator*(const Jet<T, N>& f, const Jet<T, N>& g) {
- return Jet<T, N>(f.a * g.a, f.a * g.v + f.v * g.a);
- }
- // Binary * with a scalar: x * s
- template <typename T, int N>
- inline Jet<T, N> operator*(const Jet<T, N>& f, T s) {
- return Jet<T, N>(f.a * s, f.v * s);
- }
- // Binary * with a scalar: s * x
- template <typename T, int N>
- inline Jet<T, N> operator*(T s, const Jet<T, N>& f) {
- return Jet<T, N>(f.a * s, f.v * s);
- }
- // Binary /
- template <typename T, int N>
- inline Jet<T, N> operator/(const Jet<T, N>& f, const Jet<T, N>& g) {
- // This uses:
- //
- // a + u (a + u)(b - v) (a + u)(b - v)
- // ----- = -------------- = --------------
- // b + v (b + v)(b - v) b^2
- //
- // which holds because v*v = 0.
- const T g_a_inverse = T(1.0) / g.a;
- const T f_a_by_g_a = f.a * g_a_inverse;
- return Jet<T, N>(f_a_by_g_a, (f.v - f_a_by_g_a * g.v) * g_a_inverse);
- }
- // Binary / with a scalar: s / x
- template <typename T, int N>
- inline Jet<T, N> operator/(T s, const Jet<T, N>& g) {
- const T minus_s_g_a_inverse2 = -s / (g.a * g.a);
- return Jet<T, N>(s / g.a, g.v * minus_s_g_a_inverse2);
- }
- // Binary / with a scalar: x / s
- template <typename T, int N>
- inline Jet<T, N> operator/(const Jet<T, N>& f, T s) {
- const T s_inverse = T(1.0) / s;
- return Jet<T, N>(f.a * s_inverse, f.v * s_inverse);
- }
- // Binary comparison operators for both scalars and jets. At least one of the
- // operands must be a Jet. Promotable scalars (e.g., int, float, double etc.)
- // can appear on either side of the operator. std::common_type_t is used as an
- // SFINAE constraint to selectively enable compatible operand types. This allows
- // comparison, for instance, against int literals without implicit conversion.
- // In case the Jet arithmetic type is a Jet itself, a recursive expansion of Jet
- // value is performed.
- #define CERES_DEFINE_JET_COMPARISON_OPERATOR(op) \
- template <typename Lhs, \
- typename Rhs, \
- std::enable_if_t<PromotableJetOperands_v<Lhs, Rhs>>* = nullptr> \
- constexpr bool operator op(const Lhs& f, const Rhs& g) noexcept( \
- noexcept(internal::AsScalar(f) op internal::AsScalar(g))) { \
- using internal::AsScalar; \
- return AsScalar(f) op AsScalar(g); \
- }
- CERES_DEFINE_JET_COMPARISON_OPERATOR(<) // NOLINT
- CERES_DEFINE_JET_COMPARISON_OPERATOR(<=) // NOLINT
- CERES_DEFINE_JET_COMPARISON_OPERATOR(>) // NOLINT
- CERES_DEFINE_JET_COMPARISON_OPERATOR(>=) // NOLINT
- CERES_DEFINE_JET_COMPARISON_OPERATOR(==) // NOLINT
- CERES_DEFINE_JET_COMPARISON_OPERATOR(!=) // NOLINT
- #undef CERES_DEFINE_JET_COMPARISON_OPERATOR
- // Pull some functions from namespace std.
- //
- // This is necessary because we want to use the same name (e.g. 'sqrt') for
- // double-valued and Jet-valued functions, but we are not allowed to put
- // Jet-valued functions inside namespace std.
- using std::abs;
- using std::acos;
- using std::asin;
- using std::atan;
- using std::atan2;
- using std::cbrt;
- using std::ceil;
- using std::copysign;
- using std::cos;
- using std::cosh;
- using std::erf;
- using std::erfc;
- using std::exp;
- using std::exp2;
- using std::expm1;
- using std::fdim;
- using std::floor;
- using std::fma;
- using std::fmax;
- using std::fmin;
- using std::fpclassify;
- using std::hypot;
- using std::isfinite;
- using std::isinf;
- using std::isnan;
- using std::isnormal;
- using std::log;
- using std::log10;
- using std::log1p;
- using std::log2;
- using std::norm;
- using std::pow;
- using std::signbit;
- using std::sin;
- using std::sinh;
- using std::sqrt;
- using std::tan;
- using std::tanh;
- // MSVC (up to 1930) defines quiet comparison functions as template functions
- // which causes compilation errors due to ambiguity in the template parameter
- // type resolution for using declarations in the ceres namespace. Workaround the
- // issue by defining specific overload and bypass MSVC standard library
- // definitions.
- #if defined(_MSC_VER)
- inline bool isgreater(double lhs,
- double rhs) noexcept(noexcept(std::isgreater(lhs, rhs))) {
- return std::isgreater(lhs, rhs);
- }
- inline bool isless(double lhs,
- double rhs) noexcept(noexcept(std::isless(lhs, rhs))) {
- return std::isless(lhs, rhs);
- }
- inline bool islessequal(double lhs,
- double rhs) noexcept(noexcept(std::islessequal(lhs,
- rhs))) {
- return std::islessequal(lhs, rhs);
- }
- inline bool isgreaterequal(double lhs, double rhs) noexcept(
- noexcept(std::isgreaterequal(lhs, rhs))) {
- return std::isgreaterequal(lhs, rhs);
- }
- inline bool islessgreater(double lhs, double rhs) noexcept(
- noexcept(std::islessgreater(lhs, rhs))) {
- return std::islessgreater(lhs, rhs);
- }
- inline bool isunordered(double lhs,
- double rhs) noexcept(noexcept(std::isunordered(lhs,
- rhs))) {
- return std::isunordered(lhs, rhs);
- }
- #else
- using std::isgreater;
- using std::isgreaterequal;
- using std::isless;
- using std::islessequal;
- using std::islessgreater;
- using std::isunordered;
- #endif
- #ifdef CERES_HAS_CPP20
- using std::lerp;
- using std::midpoint;
- #endif // defined(CERES_HAS_CPP20)
- // Legacy names from pre-C++11 days.
- // clang-format off
- CERES_DEPRECATED_WITH_MSG("ceres::IsFinite will be removed in a future Ceres Solver release. Please use ceres::isfinite.")
- inline bool IsFinite(double x) { return std::isfinite(x); }
- CERES_DEPRECATED_WITH_MSG("ceres::IsInfinite will be removed in a future Ceres Solver release. Please use ceres::isinf.")
- inline bool IsInfinite(double x) { return std::isinf(x); }
- CERES_DEPRECATED_WITH_MSG("ceres::IsNaN will be removed in a future Ceres Solver release. Please use ceres::isnan.")
- inline bool IsNaN(double x) { return std::isnan(x); }
- CERES_DEPRECATED_WITH_MSG("ceres::IsNormal will be removed in a future Ceres Solver release. Please use ceres::isnormal.")
- inline bool IsNormal(double x) { return std::isnormal(x); }
- // clang-format on
- // In general, f(a + h) ~= f(a) + f'(a) h, via the chain rule.
- // abs(x + h) ~= abs(x) + sgn(x)h
- template <typename T, int N>
- inline Jet<T, N> abs(const Jet<T, N>& f) {
- return Jet<T, N>(abs(f.a), copysign(T(1), f.a) * f.v);
- }
- // copysign(a, b) composes a float with the magnitude of a and the sign of b.
- // Therefore, the function can be formally defined as
- //
- // copysign(a, b) = sgn(b)|a|
- //
- // where
- //
- // d/dx |x| = sgn(x)
- // d/dx sgn(x) = 2δ(x)
- //
- // sgn(x) being the signum function. Differentiating copysign(a, b) with respect
- // to a and b gives:
- //
- // d/da sgn(b)|a| = sgn(a) sgn(b)
- // d/db sgn(b)|a| = 2|a|δ(b)
- //
- // with the dual representation given by
- //
- // copysign(a + da, b + db) ~= sgn(b)|a| + (sgn(a)sgn(b) da + 2|a|δ(b) db)
- //
- // where δ(b) is the Dirac delta function.
- template <typename T, int N>
- inline Jet<T, N> copysign(const Jet<T, N>& f, const Jet<T, N> g) {
- // The Dirac delta function δ(b) is undefined at b=0 (here it's
- // infinite) and 0 everywhere else.
- T d = fpclassify(g) == FP_ZERO ? std::numeric_limits<T>::infinity() : T(0);
- T sa = copysign(T(1), f.a); // sgn(a)
- T sb = copysign(T(1), g.a); // sgn(b)
- // The second part of the infinitesimal is 2|a|δ(b) which is either infinity
- // or 0 unless a or any of the values of the b infinitesimal are 0. In the
- // latter case, the corresponding values become NaNs (multiplying 0 by
- // infinity gives NaN). We drop the constant factor 2 since it does not change
- // the result (its values will still be either 0, infinity or NaN).
- return Jet<T, N>(copysign(f.a, g.a), sa * sb * f.v + abs(f.a) * d * g.v);
- }
- // log(a + h) ~= log(a) + h / a
- template <typename T, int N>
- inline Jet<T, N> log(const Jet<T, N>& f) {
- const T a_inverse = T(1.0) / f.a;
- return Jet<T, N>(log(f.a), f.v * a_inverse);
- }
- // log10(a + h) ~= log10(a) + h / (a log(10))
- template <typename T, int N>
- inline Jet<T, N> log10(const Jet<T, N>& f) {
- // Most compilers will expand log(10) to a constant.
- const T a_inverse = T(1.0) / (f.a * log(T(10.0)));
- return Jet<T, N>(log10(f.a), f.v * a_inverse);
- }
- // log1p(a + h) ~= log1p(a) + h / (1 + a)
- template <typename T, int N>
- inline Jet<T, N> log1p(const Jet<T, N>& f) {
- const T a_inverse = T(1.0) / (T(1.0) + f.a);
- return Jet<T, N>(log1p(f.a), f.v * a_inverse);
- }
- // exp(a + h) ~= exp(a) + exp(a) h
- template <typename T, int N>
- inline Jet<T, N> exp(const Jet<T, N>& f) {
- const T tmp = exp(f.a);
- return Jet<T, N>(tmp, tmp * f.v);
- }
- // expm1(a + h) ~= expm1(a) + exp(a) h
- template <typename T, int N>
- inline Jet<T, N> expm1(const Jet<T, N>& f) {
- const T tmp = expm1(f.a);
- const T expa = tmp + T(1.0); // exp(a) = expm1(a) + 1
- return Jet<T, N>(tmp, expa * f.v);
- }
- // sqrt(a + h) ~= sqrt(a) + h / (2 sqrt(a))
- template <typename T, int N>
- inline Jet<T, N> sqrt(const Jet<T, N>& f) {
- const T tmp = sqrt(f.a);
- const T two_a_inverse = T(1.0) / (T(2.0) * tmp);
- return Jet<T, N>(tmp, f.v * two_a_inverse);
- }
- // cos(a + h) ~= cos(a) - sin(a) h
- template <typename T, int N>
- inline Jet<T, N> cos(const Jet<T, N>& f) {
- return Jet<T, N>(cos(f.a), -sin(f.a) * f.v);
- }
- // acos(a + h) ~= acos(a) - 1 / sqrt(1 - a^2) h
- template <typename T, int N>
- inline Jet<T, N> acos(const Jet<T, N>& f) {
- const T tmp = -T(1.0) / sqrt(T(1.0) - f.a * f.a);
- return Jet<T, N>(acos(f.a), tmp * f.v);
- }
- // sin(a + h) ~= sin(a) + cos(a) h
- template <typename T, int N>
- inline Jet<T, N> sin(const Jet<T, N>& f) {
- return Jet<T, N>(sin(f.a), cos(f.a) * f.v);
- }
- // asin(a + h) ~= asin(a) + 1 / sqrt(1 - a^2) h
- template <typename T, int N>
- inline Jet<T, N> asin(const Jet<T, N>& f) {
- const T tmp = T(1.0) / sqrt(T(1.0) - f.a * f.a);
- return Jet<T, N>(asin(f.a), tmp * f.v);
- }
- // tan(a + h) ~= tan(a) + (1 + tan(a)^2) h
- template <typename T, int N>
- inline Jet<T, N> tan(const Jet<T, N>& f) {
- const T tan_a = tan(f.a);
- const T tmp = T(1.0) + tan_a * tan_a;
- return Jet<T, N>(tan_a, tmp * f.v);
- }
- // atan(a + h) ~= atan(a) + 1 / (1 + a^2) h
- template <typename T, int N>
- inline Jet<T, N> atan(const Jet<T, N>& f) {
- const T tmp = T(1.0) / (T(1.0) + f.a * f.a);
- return Jet<T, N>(atan(f.a), tmp * f.v);
- }
- // sinh(a + h) ~= sinh(a) + cosh(a) h
- template <typename T, int N>
- inline Jet<T, N> sinh(const Jet<T, N>& f) {
- return Jet<T, N>(sinh(f.a), cosh(f.a) * f.v);
- }
- // cosh(a + h) ~= cosh(a) + sinh(a) h
- template <typename T, int N>
- inline Jet<T, N> cosh(const Jet<T, N>& f) {
- return Jet<T, N>(cosh(f.a), sinh(f.a) * f.v);
- }
- // tanh(a + h) ~= tanh(a) + (1 - tanh(a)^2) h
- template <typename T, int N>
- inline Jet<T, N> tanh(const Jet<T, N>& f) {
- const T tanh_a = tanh(f.a);
- const T tmp = T(1.0) - tanh_a * tanh_a;
- return Jet<T, N>(tanh_a, tmp * f.v);
- }
- // The floor function should be used with extreme care as this operation will
- // result in a zero derivative which provides no information to the solver.
- //
- // floor(a + h) ~= floor(a) + 0
- template <typename T, int N>
- inline Jet<T, N> floor(const Jet<T, N>& f) {
- return Jet<T, N>(floor(f.a));
- }
- // The ceil function should be used with extreme care as this operation will
- // result in a zero derivative which provides no information to the solver.
- //
- // ceil(a + h) ~= ceil(a) + 0
- template <typename T, int N>
- inline Jet<T, N> ceil(const Jet<T, N>& f) {
- return Jet<T, N>(ceil(f.a));
- }
- // Some new additions to C++11:
- // cbrt(a + h) ~= cbrt(a) + h / (3 a ^ (2/3))
- template <typename T, int N>
- inline Jet<T, N> cbrt(const Jet<T, N>& f) {
- const T derivative = T(1.0) / (T(3.0) * cbrt(f.a * f.a));
- return Jet<T, N>(cbrt(f.a), f.v * derivative);
- }
- // exp2(x + h) = 2^(x+h) ~= 2^x + h*2^x*log(2)
- template <typename T, int N>
- inline Jet<T, N> exp2(const Jet<T, N>& f) {
- const T tmp = exp2(f.a);
- const T derivative = tmp * log(T(2));
- return Jet<T, N>(tmp, f.v * derivative);
- }
- // log2(x + h) ~= log2(x) + h / (x * log(2))
- template <typename T, int N>
- inline Jet<T, N> log2(const Jet<T, N>& f) {
- const T derivative = T(1.0) / (f.a * log(T(2)));
- return Jet<T, N>(log2(f.a), f.v * derivative);
- }
- // Like sqrt(x^2 + y^2),
- // but acts to prevent underflow/overflow for small/large x/y.
- // Note that the function is non-smooth at x=y=0,
- // so the derivative is undefined there.
- template <typename T, int N>
- inline Jet<T, N> hypot(const Jet<T, N>& x, const Jet<T, N>& y) {
- // d/da sqrt(a) = 0.5 / sqrt(a)
- // d/dx x^2 + y^2 = 2x
- // So by the chain rule:
- // d/dx sqrt(x^2 + y^2) = 0.5 / sqrt(x^2 + y^2) * 2x = x / sqrt(x^2 + y^2)
- // d/dy sqrt(x^2 + y^2) = y / sqrt(x^2 + y^2)
- const T tmp = hypot(x.a, y.a);
- return Jet<T, N>(tmp, x.a / tmp * x.v + y.a / tmp * y.v);
- }
- // Like sqrt(x^2 + y^2 + z^2),
- // but acts to prevent underflow/overflow for small/large x/y/z.
- // Note that the function is non-smooth at x=y=z=0,
- // so the derivative is undefined there.
- template <typename T, int N>
- inline Jet<T, N> hypot(const Jet<T, N>& x,
- const Jet<T, N>& y,
- const Jet<T, N>& z) {
- // d/da sqrt(a) = 0.5 / sqrt(a)
- // d/dx x^2 + y^2 + z^2 = 2x
- // So by the chain rule:
- // d/dx sqrt(x^2 + y^2 + z^2)
- // = 0.5 / sqrt(x^2 + y^2 + z^2) * 2x
- // = x / sqrt(x^2 + y^2 + z^2)
- // d/dy sqrt(x^2 + y^2 + z^2) = y / sqrt(x^2 + y^2 + z^2)
- // d/dz sqrt(x^2 + y^2 + z^2) = z / sqrt(x^2 + y^2 + z^2)
- const T tmp = hypot(x.a, y.a, z.a);
- return Jet<T, N>(tmp, x.a / tmp * x.v + y.a / tmp * y.v + z.a / tmp * z.v);
- }
- // Like x * y + z but rounded only once.
- template <typename T, int N>
- inline Jet<T, N> fma(const Jet<T, N>& x,
- const Jet<T, N>& y,
- const Jet<T, N>& z) {
- // d/dx fma(x, y, z) = y
- // d/dy fma(x, y, z) = x
- // d/dz fma(x, y, z) = 1
- return Jet<T, N>(fma(x.a, y.a, z.a), y.a * x.v + x.a * y.v + z.v);
- }
- // Return value of fmax() and fmin() on equality
- // ---------------------------------------------
- //
- // There is arguably no good answer to what fmax() & fmin() should return on
- // equality, which for Jets by definition ONLY compares the scalar parts. We
- // choose what we think is the least worst option (averaging as Jets) which
- // minimises undesirable/unexpected behaviour as used, and also supports client
- // code written against Ceres versions prior to type promotion being supported
- // in Jet comparisons (< v2.1).
- //
- // The std::max() convention of returning the first argument on equality is
- // problematic, as it means that the derivative component may or may not be
- // preserved (when comparing a Jet with a scalar) depending upon the ordering.
- //
- // Always returning the Jet in {Jet, scalar} cases on equality is problematic
- // as it is inconsistent with the behaviour that would be obtained if the scalar
- // was first cast to Jet and the {Jet, Jet} case was used. Prior to type
- // promotion (Ceres v2.1) client code would typically cast constants to Jets
- // e.g: fmax(x, T(2.0)) which means the {Jet, Jet} case predominates, and we
- // still want the result to be order independent.
- //
- // Our intuition is that preserving a non-zero derivative is best, even if
- // its value does not match either of the inputs. Averaging achieves this
- // whilst ensuring argument ordering independence. This is also the approach
- // used by the Jax library, and TensorFlow's reduce_max().
- // Returns the larger of the two arguments, with Jet averaging on equality.
- // NaNs are treated as missing data.
- //
- // NOTE: This function is NOT subject to any of the error conditions specified
- // in `math_errhandling`.
- template <typename Lhs,
- typename Rhs,
- std::enable_if_t<CompatibleJetOperands_v<Lhs, Rhs>>* = nullptr>
- inline decltype(auto) fmax(const Lhs& x, const Rhs& y) {
- using J = std::common_type_t<Lhs, Rhs>;
- // As x == y may set FP exceptions in the presence of NaNs when used with
- // non-default compiler options so we avoid its use here.
- if (isnan(x) || isnan(y) || islessgreater(x, y)) {
- return isnan(x) || isless(x, y) ? J{y} : J{x};
- }
- // x == y (scalar parts) return the average of their Jet representations.
- #if defined(CERES_HAS_CPP20)
- return midpoint(J{x}, J{y});
- #else
- return (J{x} + J{y}) * typename J::Scalar(0.5);
- #endif // defined(CERES_HAS_CPP20)
- }
- // Returns the smaller of the two arguments, with Jet averaging on equality.
- // NaNs are treated as missing data.
- //
- // NOTE: This function is NOT subject to any of the error conditions specified
- // in `math_errhandling`.
- template <typename Lhs,
- typename Rhs,
- std::enable_if_t<CompatibleJetOperands_v<Lhs, Rhs>>* = nullptr>
- inline decltype(auto) fmin(const Lhs& x, const Rhs& y) {
- using J = std::common_type_t<Lhs, Rhs>;
- // As x == y may set FP exceptions in the presence of NaNs when used with
- // non-default compiler options so we avoid its use here.
- if (isnan(x) || isnan(y) || islessgreater(x, y)) {
- return isnan(x) || isgreater(x, y) ? J{y} : J{x};
- }
- // x == y (scalar parts) return the average of their Jet representations.
- #if defined(CERES_HAS_CPP20)
- return midpoint(J{x}, J{y});
- #else
- return (J{x} + J{y}) * typename J::Scalar(0.5);
- #endif // defined(CERES_HAS_CPP20)
- }
- // Returns the positive difference (f - g) of two arguments and zero if f <= g.
- // If at least one argument is NaN, a NaN is return.
- //
- // NOTE At least one of the argument types must be a Jet, the other one can be a
- // scalar. In case both arguments are Jets, their dimensionality must match.
- template <typename Lhs,
- typename Rhs,
- std::enable_if_t<CompatibleJetOperands_v<Lhs, Rhs>>* = nullptr>
- inline decltype(auto) fdim(const Lhs& f, const Rhs& g) {
- using J = std::common_type_t<Lhs, Rhs>;
- if (isnan(f) || isnan(g)) {
- return std::numeric_limits<J>::quiet_NaN();
- }
- return isgreater(f, g) ? J{f - g} : J{};
- }
- // erf is defined as an integral that cannot be expressed analytically
- // however, the derivative is trivial to compute
- // erf(x + h) = erf(x) + h * 2*exp(-x^2)/sqrt(pi)
- template <typename T, int N>
- inline Jet<T, N> erf(const Jet<T, N>& x) {
- // We evaluate the constant as follows:
- // 2 / sqrt(pi) = 1 / sqrt(atan(1.))
- // On POSIX systems it is defined as M_2_SQRTPI, but this is not
- // portable and the type may not be T. The above expression
- // evaluates to full precision with IEEE arithmetic and, since it's
- // constant, the compiler can generate exactly the same code. gcc
- // does so even at -O0.
- return Jet<T, N>(erf(x.a), x.v * exp(-x.a * x.a) * (T(1) / sqrt(atan(T(1)))));
- }
- // erfc(x) = 1-erf(x)
- // erfc(x + h) = erfc(x) + h * (-2*exp(-x^2)/sqrt(pi))
- template <typename T, int N>
- inline Jet<T, N> erfc(const Jet<T, N>& x) {
- // See in erf() above for the evaluation of the constant in the derivative.
- return Jet<T, N>(erfc(x.a),
- -x.v * exp(-x.a * x.a) * (T(1) / sqrt(atan(T(1)))));
- }
- // Bessel functions of the first kind with integer order equal to 0, 1, n.
- //
- // Microsoft has deprecated the j[0,1,n]() POSIX Bessel functions in favour of
- // _j[0,1,n](). Where available on MSVC, use _j[0,1,n]() to avoid deprecated
- // function errors in client code (the specific warning is suppressed when
- // Ceres itself is built).
- inline double BesselJ0(double x) {
- CERES_DISABLE_DEPRECATED_WARNING
- return j0(x);
- CERES_RESTORE_DEPRECATED_WARNING
- }
- inline double BesselJ1(double x) {
- CERES_DISABLE_DEPRECATED_WARNING
- return j1(x);
- CERES_RESTORE_DEPRECATED_WARNING
- }
- inline double BesselJn(int n, double x) {
- CERES_DISABLE_DEPRECATED_WARNING
- return jn(n, x);
- CERES_RESTORE_DEPRECATED_WARNING
- }
- // For the formulae of the derivatives of the Bessel functions see the book:
- // Olver, Lozier, Boisvert, Clark, NIST Handbook of Mathematical Functions,
- // Cambridge University Press 2010.
- //
- // Formulae are also available at http://dlmf.nist.gov
- // See formula http://dlmf.nist.gov/10.6#E3
- // j0(a + h) ~= j0(a) - j1(a) h
- template <typename T, int N>
- inline Jet<T, N> BesselJ0(const Jet<T, N>& f) {
- return Jet<T, N>(BesselJ0(f.a), -BesselJ1(f.a) * f.v);
- }
- // See formula http://dlmf.nist.gov/10.6#E1
- // j1(a + h) ~= j1(a) + 0.5 ( j0(a) - j2(a) ) h
- template <typename T, int N>
- inline Jet<T, N> BesselJ1(const Jet<T, N>& f) {
- return Jet<T, N>(BesselJ1(f.a),
- T(0.5) * (BesselJ0(f.a) - BesselJn(2, f.a)) * f.v);
- }
- // See formula http://dlmf.nist.gov/10.6#E1
- // j_n(a + h) ~= j_n(a) + 0.5 ( j_{n-1}(a) - j_{n+1}(a) ) h
- template <typename T, int N>
- inline Jet<T, N> BesselJn(int n, const Jet<T, N>& f) {
- return Jet<T, N>(
- BesselJn(n, f.a),
- T(0.5) * (BesselJn(n - 1, f.a) - BesselJn(n + 1, f.a)) * f.v);
- }
- // Classification and comparison functionality referencing only the scalar part
- // of a Jet. To classify the derivatives (e.g., for sanity checks), the dual
- // part should be referenced explicitly. For instance, to check whether the
- // derivatives of a Jet 'f' are reasonable, one can use
- //
- // isfinite(f.v.array()).all()
- // !isnan(f.v.array()).any()
- //
- // etc., depending on the desired semantics.
- //
- // NOTE: Floating-point classification and comparison functions and operators
- // should be used with care as no derivatives can be propagated by such
- // functions directly but only by expressions resulting from corresponding
- // conditional statements. At the same time, conditional statements can possibly
- // introduce a discontinuity in the cost function making it impossible to
- // evaluate its derivative and thus the optimization problem intractable.
- // Determines whether the scalar part of the Jet is finite.
- template <typename T, int N>
- inline bool isfinite(const Jet<T, N>& f) {
- return isfinite(f.a);
- }
- // Determines whether the scalar part of the Jet is infinite.
- template <typename T, int N>
- inline bool isinf(const Jet<T, N>& f) {
- return isinf(f.a);
- }
- // Determines whether the scalar part of the Jet is NaN.
- template <typename T, int N>
- inline bool isnan(const Jet<T, N>& f) {
- return isnan(f.a);
- }
- // Determines whether the scalar part of the Jet is neither zero, subnormal,
- // infinite, nor NaN.
- template <typename T, int N>
- inline bool isnormal(const Jet<T, N>& f) {
- return isnormal(f.a);
- }
- // Determines whether the scalar part of the Jet f is less than the scalar
- // part of g.
- //
- // NOTE: This function does NOT set any floating-point exceptions.
- template <typename Lhs,
- typename Rhs,
- std::enable_if_t<CompatibleJetOperands_v<Lhs, Rhs>>* = nullptr>
- inline bool isless(const Lhs& f, const Rhs& g) {
- using internal::AsScalar;
- return isless(AsScalar(f), AsScalar(g));
- }
- // Determines whether the scalar part of the Jet f is greater than the scalar
- // part of g.
- //
- // NOTE: This function does NOT set any floating-point exceptions.
- template <typename Lhs,
- typename Rhs,
- std::enable_if_t<CompatibleJetOperands_v<Lhs, Rhs>>* = nullptr>
- inline bool isgreater(const Lhs& f, const Rhs& g) {
- using internal::AsScalar;
- return isgreater(AsScalar(f), AsScalar(g));
- }
- // Determines whether the scalar part of the Jet f is less than or equal to the
- // scalar part of g.
- //
- // NOTE: This function does NOT set any floating-point exceptions.
- template <typename Lhs,
- typename Rhs,
- std::enable_if_t<CompatibleJetOperands_v<Lhs, Rhs>>* = nullptr>
- inline bool islessequal(const Lhs& f, const Rhs& g) {
- using internal::AsScalar;
- return islessequal(AsScalar(f), AsScalar(g));
- }
- // Determines whether the scalar part of the Jet f is less than or greater than
- // (f < g || f > g) the scalar part of g.
- //
- // NOTE: This function does NOT set any floating-point exceptions.
- template <typename Lhs,
- typename Rhs,
- std::enable_if_t<CompatibleJetOperands_v<Lhs, Rhs>>* = nullptr>
- inline bool islessgreater(const Lhs& f, const Rhs& g) {
- using internal::AsScalar;
- return islessgreater(AsScalar(f), AsScalar(g));
- }
- // Determines whether the scalar part of the Jet f is greater than or equal to
- // the scalar part of g.
- //
- // NOTE: This function does NOT set any floating-point exceptions.
- template <typename Lhs,
- typename Rhs,
- std::enable_if_t<CompatibleJetOperands_v<Lhs, Rhs>>* = nullptr>
- inline bool isgreaterequal(const Lhs& f, const Rhs& g) {
- using internal::AsScalar;
- return isgreaterequal(AsScalar(f), AsScalar(g));
- }
- // Determines if either of the scalar parts of the arguments are NaN and
- // thus cannot be ordered with respect to each other.
- template <typename Lhs,
- typename Rhs,
- std::enable_if_t<CompatibleJetOperands_v<Lhs, Rhs>>* = nullptr>
- inline bool isunordered(const Lhs& f, const Rhs& g) {
- using internal::AsScalar;
- return isunordered(AsScalar(f), AsScalar(g));
- }
- // Categorize scalar part as zero, subnormal, normal, infinite, NaN, or
- // implementation-defined.
- template <typename T, int N>
- inline int fpclassify(const Jet<T, N>& f) {
- return fpclassify(f.a);
- }
- // Determines whether the scalar part of the argument is negative.
- template <typename T, int N>
- inline bool signbit(const Jet<T, N>& f) {
- return signbit(f.a);
- }
- // Legacy functions from the pre-C++11 days.
- template <typename T, int N>
- CERES_DEPRECATED_WITH_MSG(
- "ceres::IsFinite will be removed in a future Ceres Solver release. Please "
- "use ceres::isfinite.")
- inline bool IsFinite(const Jet<T, N>& f) {
- return isfinite(f);
- }
- template <typename T, int N>
- CERES_DEPRECATED_WITH_MSG(
- "ceres::IsNaN will be removed in a future Ceres Solver release. Please use "
- "ceres::isnan.")
- inline bool IsNaN(const Jet<T, N>& f) {
- return isnan(f);
- }
- template <typename T, int N>
- CERES_DEPRECATED_WITH_MSG(
- "ceres::IsNormal will be removed in a future Ceres Solver release. Please "
- "use ceres::isnormal.")
- inline bool IsNormal(const Jet<T, N>& f) {
- return isnormal(f);
- }
- // The jet is infinite if any part of the jet is infinite.
- template <typename T, int N>
- CERES_DEPRECATED_WITH_MSG(
- "ceres::IsInfinite will be removed in a future Ceres Solver release. "
- "Please use ceres::isinf.")
- inline bool IsInfinite(const Jet<T, N>& f) {
- return isinf(f);
- }
- #ifdef CERES_HAS_CPP20
- // Computes the linear interpolation a + t(b - a) between a and b at the value
- // t. For arguments outside of the range 0 <= t <= 1, the values are
- // extrapolated.
- //
- // Differentiating lerp(a, b, t) with respect to a, b, and t gives:
- //
- // d/da lerp(a, b, t) = 1 - t
- // d/db lerp(a, b, t) = t
- // d/dt lerp(a, b, t) = b - a
- //
- // with the dual representation given by
- //
- // lerp(a + da, b + db, t + dt)
- // ~= lerp(a, b, t) + (1 - t) da + t db + (b - a) dt .
- template <typename T, int N>
- inline Jet<T, N> lerp(const Jet<T, N>& a,
- const Jet<T, N>& b,
- const Jet<T, N>& t) {
- return Jet<T, N>{lerp(a.a, b.a, t.a),
- (T(1) - t.a) * a.v + t.a * b.v + (b.a - a.a) * t.v};
- }
- // Computes the midpoint a + (b - a) / 2.
- //
- // Differentiating midpoint(a, b) with respect to a and b gives:
- //
- // d/da midpoint(a, b) = 1/2
- // d/db midpoint(a, b) = 1/2
- //
- // with the dual representation given by
- //
- // midpoint(a + da, b + db) ~= midpoint(a, b) + (da + db) / 2 .
- template <typename T, int N>
- inline Jet<T, N> midpoint(const Jet<T, N>& a, const Jet<T, N>& b) {
- Jet<T, N> result{midpoint(a.a, b.a)};
- // To avoid overflow in the differential, compute
- // (da + db) / 2 using midpoint.
- for (int i = 0; i < N; ++i) {
- result.v[i] = midpoint(a.v[i], b.v[i]);
- }
- return result;
- }
- #endif // defined(CERES_HAS_CPP20)
- // atan2(b + db, a + da) ~= atan2(b, a) + (- b da + a db) / (a^2 + b^2)
- //
- // In words: the rate of change of theta is 1/r times the rate of
- // change of (x, y) in the positive angular direction.
- template <typename T, int N>
- inline Jet<T, N> atan2(const Jet<T, N>& g, const Jet<T, N>& f) {
- // Note order of arguments:
- //
- // f = a + da
- // g = b + db
- T const tmp = T(1.0) / (f.a * f.a + g.a * g.a);
- return Jet<T, N>(atan2(g.a, f.a), tmp * (-g.a * f.v + f.a * g.v));
- }
- // Computes the square x^2 of a real number x (not the Euclidean L^2 norm as
- // the name might suggest).
- //
- // NOTE: While std::norm is primarily intended for computing the squared
- // magnitude of a std::complex<> number, the current Jet implementation does not
- // support mixing a scalar T in its real part and std::complex<T> and in the
- // infinitesimal. Mixed Jet support is necessary for the type decay from
- // std::complex<T> to T (the squared magnitude of a complex number is always
- // real) performed by std::norm.
- //
- // norm(x + h) ~= norm(x) + 2x h
- template <typename T, int N>
- inline Jet<T, N> norm(const Jet<T, N>& f) {
- return Jet<T, N>(norm(f.a), T(2) * f.a * f.v);
- }
- // pow -- base is a differentiable function, exponent is a constant.
- // (a+da)^p ~= a^p + p*a^(p-1) da
- template <typename T, int N>
- inline Jet<T, N> pow(const Jet<T, N>& f, double g) {
- T const tmp = g * pow(f.a, g - T(1.0));
- return Jet<T, N>(pow(f.a, g), tmp * f.v);
- }
- // pow -- base is a constant, exponent is a differentiable function.
- // We have various special cases, see the comment for pow(Jet, Jet) for
- // analysis:
- //
- // 1. For f > 0 we have: (f)^(g + dg) ~= f^g + f^g log(f) dg
- //
- // 2. For f == 0 and g > 0 we have: (f)^(g + dg) ~= f^g
- //
- // 3. For f < 0 and integer g we have: (f)^(g + dg) ~= f^g but if dg
- // != 0, the derivatives are not defined and we return NaN.
- template <typename T, int N>
- inline Jet<T, N> pow(T f, const Jet<T, N>& g) {
- Jet<T, N> result;
- if (fpclassify(f) == FP_ZERO && g > 0) {
- // Handle case 2.
- result = Jet<T, N>(T(0.0));
- } else {
- if (f < 0 && g == floor(g.a)) { // Handle case 3.
- result = Jet<T, N>(pow(f, g.a));
- for (int i = 0; i < N; i++) {
- if (fpclassify(g.v[i]) != FP_ZERO) {
- // Return a NaN when g.v != 0.
- result.v[i] = std::numeric_limits<T>::quiet_NaN();
- }
- }
- } else {
- // Handle case 1.
- T const tmp = pow(f, g.a);
- result = Jet<T, N>(tmp, log(f) * tmp * g.v);
- }
- }
- return result;
- }
- // pow -- both base and exponent are differentiable functions. This has a
- // variety of special cases that require careful handling.
- //
- // 1. For f > 0:
- // (f + df)^(g + dg) ~= f^g + f^(g - 1) * (g * df + f * log(f) * dg)
- // The numerical evaluation of f * log(f) for f > 0 is well behaved, even for
- // extremely small values (e.g. 1e-99).
- //
- // 2. For f == 0 and g > 1: (f + df)^(g + dg) ~= 0
- // This cases is needed because log(0) can not be evaluated in the f > 0
- // expression. However the function f*log(f) is well behaved around f == 0
- // and its limit as f-->0 is zero.
- //
- // 3. For f == 0 and g == 1: (f + df)^(g + dg) ~= 0 + df
- //
- // 4. For f == 0 and 0 < g < 1: The value is finite but the derivatives are not.
- //
- // 5. For f == 0 and g < 0: The value and derivatives of f^g are not finite.
- //
- // 6. For f == 0 and g == 0: The C standard incorrectly defines 0^0 to be 1
- // "because there are applications that can exploit this definition". We
- // (arbitrarily) decree that derivatives here will be nonfinite, since that
- // is consistent with the behavior for f == 0, g < 0 and 0 < g < 1.
- // Practically any definition could have been justified because mathematical
- // consistency has been lost at this point.
- //
- // 7. For f < 0, g integer, dg == 0: (f + df)^(g + dg) ~= f^g + g * f^(g - 1) df
- // This is equivalent to the case where f is a differentiable function and g
- // is a constant (to first order).
- //
- // 8. For f < 0, g integer, dg != 0: The value is finite but the derivatives are
- // not, because any change in the value of g moves us away from the point
- // with a real-valued answer into the region with complex-valued answers.
- //
- // 9. For f < 0, g noninteger: The value and derivatives of f^g are not finite.
- template <typename T, int N>
- inline Jet<T, N> pow(const Jet<T, N>& f, const Jet<T, N>& g) {
- Jet<T, N> result;
- if (fpclassify(f) == FP_ZERO && g >= 1) {
- // Handle cases 2 and 3.
- if (g > 1) {
- result = Jet<T, N>(T(0.0));
- } else {
- result = f;
- }
- } else {
- if (f < 0 && g == floor(g.a)) {
- // Handle cases 7 and 8.
- T const tmp = g.a * pow(f.a, g.a - T(1.0));
- result = Jet<T, N>(pow(f.a, g.a), tmp * f.v);
- for (int i = 0; i < N; i++) {
- if (fpclassify(g.v[i]) != FP_ZERO) {
- // Return a NaN when g.v != 0.
- result.v[i] = T(std::numeric_limits<double>::quiet_NaN());
- }
- }
- } else {
- // Handle the remaining cases. For cases 4,5,6,9 we allow the log()
- // function to generate -HUGE_VAL or NaN, since those cases result in a
- // nonfinite derivative.
- T const tmp1 = pow(f.a, g.a);
- T const tmp2 = g.a * pow(f.a, g.a - T(1.0));
- T const tmp3 = tmp1 * log(f.a);
- result = Jet<T, N>(tmp1, tmp2 * f.v + tmp3 * g.v);
- }
- }
- return result;
- }
- // Note: This has to be in the ceres namespace for argument dependent lookup to
- // function correctly. Otherwise statements like CHECK_LE(x, 2.0) fail with
- // strange compile errors.
- template <typename T, int N>
- inline std::ostream& operator<<(std::ostream& s, const Jet<T, N>& z) {
- s << "[" << z.a << " ; ";
- for (int i = 0; i < N; ++i) {
- s << z.v[i];
- if (i != N - 1) {
- s << ", ";
- }
- }
- s << "]";
- return s;
- }
- } // namespace ceres
- namespace std {
- template <typename T, int N>
- struct numeric_limits<ceres::Jet<T, N>> {
- static constexpr bool is_specialized = true;
- static constexpr bool is_signed = std::numeric_limits<T>::is_signed;
- static constexpr bool is_integer = std::numeric_limits<T>::is_integer;
- static constexpr bool is_exact = std::numeric_limits<T>::is_exact;
- static constexpr bool has_infinity = std::numeric_limits<T>::has_infinity;
- static constexpr bool has_quiet_NaN = std::numeric_limits<T>::has_quiet_NaN;
- static constexpr bool has_signaling_NaN =
- std::numeric_limits<T>::has_signaling_NaN;
- static constexpr bool is_iec559 = std::numeric_limits<T>::is_iec559;
- static constexpr bool is_bounded = std::numeric_limits<T>::is_bounded;
- static constexpr bool is_modulo = std::numeric_limits<T>::is_modulo;
- // has_denorm (and has_denorm_loss, not defined for Jet) has been deprecated
- // in C++23. However, without an intent to remove the declaration. Disable
- // deprecation warnings temporarily just for the corresponding symbols.
- CERES_DISABLE_DEPRECATED_WARNING
- static constexpr std::float_denorm_style has_denorm =
- std::numeric_limits<T>::has_denorm;
- CERES_RESTORE_DEPRECATED_WARNING
- static constexpr std::float_round_style round_style =
- std::numeric_limits<T>::round_style;
- static constexpr int digits = std::numeric_limits<T>::digits;
- static constexpr int digits10 = std::numeric_limits<T>::digits10;
- static constexpr int max_digits10 = std::numeric_limits<T>::max_digits10;
- static constexpr int radix = std::numeric_limits<T>::radix;
- static constexpr int min_exponent = std::numeric_limits<T>::min_exponent;
- static constexpr int min_exponent10 = std::numeric_limits<T>::max_exponent10;
- static constexpr int max_exponent = std::numeric_limits<T>::max_exponent;
- static constexpr int max_exponent10 = std::numeric_limits<T>::max_exponent10;
- static constexpr bool traps = std::numeric_limits<T>::traps;
- static constexpr bool tinyness_before =
- std::numeric_limits<T>::tinyness_before;
- static constexpr ceres::Jet<T, N> min
- CERES_PREVENT_MACRO_SUBSTITUTION() noexcept {
- return ceres::Jet<T, N>((std::numeric_limits<T>::min)());
- }
- static constexpr ceres::Jet<T, N> lowest() noexcept {
- return ceres::Jet<T, N>(std::numeric_limits<T>::lowest());
- }
- static constexpr ceres::Jet<T, N> epsilon() noexcept {
- return ceres::Jet<T, N>(std::numeric_limits<T>::epsilon());
- }
- static constexpr ceres::Jet<T, N> round_error() noexcept {
- return ceres::Jet<T, N>(std::numeric_limits<T>::round_error());
- }
- static constexpr ceres::Jet<T, N> infinity() noexcept {
- return ceres::Jet<T, N>(std::numeric_limits<T>::infinity());
- }
- static constexpr ceres::Jet<T, N> quiet_NaN() noexcept {
- return ceres::Jet<T, N>(std::numeric_limits<T>::quiet_NaN());
- }
- static constexpr ceres::Jet<T, N> signaling_NaN() noexcept {
- return ceres::Jet<T, N>(std::numeric_limits<T>::signaling_NaN());
- }
- static constexpr ceres::Jet<T, N> denorm_min() noexcept {
- return ceres::Jet<T, N>(std::numeric_limits<T>::denorm_min());
- }
- static constexpr ceres::Jet<T, N> max
- CERES_PREVENT_MACRO_SUBSTITUTION() noexcept {
- return ceres::Jet<T, N>((std::numeric_limits<T>::max)());
- }
- };
- } // namespace std
- namespace Eigen {
- // Creating a specialization of NumTraits enables placing Jet objects inside
- // Eigen arrays, getting all the goodness of Eigen combined with autodiff.
- template <typename T, int N>
- struct NumTraits<ceres::Jet<T, N>> {
- using Real = ceres::Jet<T, N>;
- using NonInteger = ceres::Jet<T, N>;
- using Nested = ceres::Jet<T, N>;
- using Literal = ceres::Jet<T, N>;
- static typename ceres::Jet<T, N> dummy_precision() {
- return ceres::Jet<T, N>(1e-12);
- }
- static inline Real epsilon() {
- return Real(std::numeric_limits<T>::epsilon());
- }
- static inline int digits10() { return NumTraits<T>::digits10(); }
- static inline int max_digits10() { return NumTraits<T>::max_digits10(); }
- enum {
- IsComplex = 0,
- IsInteger = 0,
- IsSigned,
- ReadCost = 1,
- AddCost = 1,
- // For Jet types, multiplication is more expensive than addition.
- MulCost = 3,
- HasFloatingPoint = 1,
- RequireInitialization = 1
- };
- template <bool Vectorized>
- struct Div {
- enum {
- #if defined(EIGEN_VECTORIZE_AVX)
- AVX = true,
- #else
- AVX = false,
- #endif
- // Assuming that for Jets, division is as expensive as
- // multiplication.
- Cost = 3
- };
- };
- static inline Real highest() { return Real((std::numeric_limits<T>::max)()); }
- static inline Real lowest() { return Real(-(std::numeric_limits<T>::max)()); }
- };
- // Specifying the return type of binary operations between Jets and scalar types
- // allows you to perform matrix/array operations with Eigen matrices and arrays
- // such as addition, subtraction, multiplication, and division where one Eigen
- // matrix/array is of type Jet and the other is a scalar type. This improves
- // performance by using the optimized scalar-to-Jet binary operations but
- // is only available on Eigen versions >= 3.3
- template <typename BinaryOp, typename T, int N>
- struct ScalarBinaryOpTraits<ceres::Jet<T, N>, T, BinaryOp> {
- using ReturnType = ceres::Jet<T, N>;
- };
- template <typename BinaryOp, typename T, int N>
- struct ScalarBinaryOpTraits<T, ceres::Jet<T, N>, BinaryOp> {
- using ReturnType = ceres::Jet<T, N>;
- };
- } // namespace Eigen
- #endif // CERES_PUBLIC_JET_H_
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