NumericDiffFunctor.
A wrapper class that takes a variadic functor evaluating a
function, numerically differentiates it and makes it available as a
templated functor so that it can be easily used as part of Ceres'
automatic differentiation framework.
The tests for NumericDiffCostFunction and NumericDiffFunctor have
a lot of stuff that is common, so refactor them to reduce code.
Change-Id: I83b01e58b05e575fb2530d15cbd611928298646a
diff --git a/include/ceres/numeric_diff_functor.h b/include/ceres/numeric_diff_functor.h
new file mode 100644
index 0000000..14adbed
--- /dev/null
+++ b/include/ceres/numeric_diff_functor.h
@@ -0,0 +1,341 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2013 Google Inc. All rights reserved.
+// http://code.google.com/p/ceres-solver/
+//
+// 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)
+//
+// A wrapper class that takes a variadic functor evaluating a
+// function, numerically differentiates it and makes it available as a
+// templated functor so that it can be easily used as part of Ceres'
+// automatic differentiation framework.
+//
+// For example:
+//
+// For example, let us assume that
+//
+// struct IntrinsicProjection
+// IntrinsicProjection(const double* observations);
+// bool operator()(const double* calibration,
+// const double* point,
+// double* residuals);
+// };
+//
+// is a functor that implements the projection of a point in its local
+// coordinate system onto its image plane and subtracts it from the
+// observed point projection.
+//
+// Now we would like to compose the action of this functor with the
+// action of camera extrinsics, i.e., rotation and translation, which
+// is given by the following templated function
+//
+// template<typename T>
+// void RotateAndTranslatePoint(const T* rotation,
+// const T* translation,
+// const T* point,
+// T* result);
+//
+// To compose the extrinsics and intrinsics, we can construct a
+// CameraProjection functor as follows.
+//
+// struct CameraProjection {
+// typedef NumericDiffFunctor<IntrinsicProjection, CENTRAL, 2, 5, 3>
+// IntrinsicProjectionFunctor;
+//
+// CameraProjection(double* observation) {
+// intrinsic_projection_.reset(
+// new IntrinsicProjectionFunctor(observation)) {
+// }
+//
+// template <typename T>
+// bool operator(const T* rotation,
+// const T* translation,
+// const T* intrinsics,
+// const T* point,
+// T* residuals) const {
+// T transformed_point[3];
+// RotateAndTranslatePoint(rotation, translation, point, transformed_point);
+// return (*intrinsic_projection_)(intrinsics, transformed_point, residual);
+// }
+//
+// private:
+// scoped_ptr<IntrinsicProjectionFunctor> intrinsic_projection_;
+// };
+//
+// Here, we made the choice of using CENTRAL differences to compute
+// the jacobian of IntrinsicProjection.
+//
+// Now, we are ready to construct an automatically differentiated cost
+// function as
+//
+// CostFunction* cost_function =
+// new AutoDiffCostFunction<CameraProjection, 2, 3, 3, 5>(
+// new CameraProjection(observations));
+//
+// cost_function now seamlessly integrates automatic differentiation
+// of RotateAndTranslatePoint with a numerically differentiated
+// version of IntrinsicProjection.
+
+#include "ceres/numeric_diff_cost_function.h"
+#include "ceres/types.h"
+#include "ceres/cost_function_to_functor.h"
+
+namespace ceres {
+
+template<typename Functor,
+ NumericDiffMethod kMethod = CENTRAL,
+ int kNumResiduals = 0,
+ int N0 = 0, int N1 = 0 , int N2 = 0, int N3 = 0, int N4 = 0,
+ int N5 = 0, int N6 = 0 , int N7 = 0, int N8 = 0, int N9 = 0>
+class NumericDiffFunctor {
+ public:
+ // relative_step_size controls the step size used by the numeric
+ // differentiation process.
+ NumericDiffFunctor(double relative_step_size = 1e-6)
+ : functor_(new NumericDiffCostFunction<Functor,
+ kMethod,
+ kNumResiduals,
+ N0, N1, N2, N3, N4,
+ N5, N6, N7, N8, N9>(
+ new Functor, relative_step_size)) {
+ }
+
+ NumericDiffFunctor(Functor* functor, double relative_step_size = 1e-6)
+ : functor_(new NumericDiffCostFunction<Functor,
+ kMethod,
+ kNumResiduals,
+ N0, N1, N2, N3, N4,
+ N5, N6, N7, N8, N9>(
+ functor, relative_step_size)) {
+ }
+
+ bool operator()(const double* x0, double* residuals) const {
+ functor_(x0, residuals);
+ }
+
+ bool operator()(const double* x0,
+ const double* x1,
+ double* residuals) const {
+ return functor_(x0, x1, residuals);
+ }
+
+ bool operator()(const double* x0,
+ const double* x1,
+ const double* x2,
+ double* residuals) const {
+ return functor_(x0, x1, x2, residuals);
+ }
+
+ bool operator()(const double* x0,
+ const double* x1,
+ const double* x2,
+ const double* x3,
+ double* residuals) const {
+ return functor_(x0, x1, x2, x3, residuals);
+ }
+
+ bool operator()(const double* x0,
+ const double* x1,
+ const double* x2,
+ const double* x3,
+ const double* x4,
+ double* residuals) const {
+ return functor_(x0, x1, x2, x3, x4, residuals);
+ }
+
+ bool operator()(const double* x0,
+ const double* x1,
+ const double* x2,
+ const double* x3,
+ const double* x4,
+ const double* x5,
+ double* residuals) const {
+ return functor_(x0, x1, x2, x3, x4, x5, residuals);
+ }
+
+ bool operator()(const double* x0,
+ const double* x1,
+ const double* x2,
+ const double* x3,
+ const double* x4,
+ const double* x5,
+ const double* x6,
+ double* residuals) const {
+ return functor_(x0, x1, x2, x3, x4, x5, x6, residuals);
+ }
+
+ bool operator()(const double* x0,
+ const double* x1,
+ const double* x2,
+ const double* x3,
+ const double* x4,
+ const double* x5,
+ const double* x6,
+ const double* x7,
+ double* residuals) const {
+ return functor_(x0, x1, x2, x3, x4, x5, x6, x7, residuals);
+ }
+
+ bool operator()(const double* x0,
+ const double* x1,
+ const double* x2,
+ const double* x3,
+ const double* x4,
+ const double* x5,
+ const double* x6,
+ const double* x7,
+ const double* x8,
+ double* residuals) const {
+ return functor_(x0, x1, x2, x3, x4, x5, x6, x7, x8, residuals);
+ }
+
+ bool operator()(const double* x0,
+ const double* x1,
+ const double* x2,
+ const double* x3,
+ const double* x4,
+ const double* x5,
+ const double* x6,
+ const double* x7,
+ const double* x8,
+ const double* x9,
+ double* residuals) const {
+ return functor_(x0, x1, x2, x3, x4, x5, x6, x7, x8, x9, residuals);
+ }
+
+ template <typename T>
+ bool operator()(const T* x0, T* residuals) const {
+ functor_(x0, residuals);
+ }
+
+ template <typename T>
+ bool operator()(const T* x0,
+ const T* x1,
+ T* residuals) const {
+ return functor_(x0, x1, residuals);
+ }
+
+ template <typename T>
+ bool operator()(const T* x0,
+ const T* x1,
+ const T* x2,
+ T* residuals) const {
+ return functor_(x0, x1, x2, residuals);
+ }
+
+ template <typename T>
+ bool operator()(const T* x0,
+ const T* x1,
+ const T* x2,
+ const T* x3,
+ T* residuals) const {
+ return functor_(x0, x1, x2, x3, residuals);
+ }
+
+ template <typename T>
+ bool operator()(const T* x0,
+ const T* x1,
+ const T* x2,
+ const T* x3,
+ const T* x4,
+ T* residuals) const {
+ return functor_(x0, x1, x2, x3, x4, residuals);
+ }
+
+ template <typename T>
+ bool operator()(const T* x0,
+ const T* x1,
+ const T* x2,
+ const T* x3,
+ const T* x4,
+ const T* x5,
+ T* residuals) const {
+ return functor_(x0, x1, x2, x3, x4, x5, residuals);
+ }
+
+ template <typename T>
+ bool operator()(const T* x0,
+ const T* x1,
+ const T* x2,
+ const T* x3,
+ const T* x4,
+ const T* x5,
+ const T* x6,
+ T* residuals) const {
+ return functor_(x0, x1, x2, x3, x4, x5, x6, residuals);
+ }
+
+ template <typename T>
+ bool operator()(const T* x0,
+ const T* x1,
+ const T* x2,
+ const T* x3,
+ const T* x4,
+ const T* x5,
+ const T* x6,
+ const T* x7,
+ T* residuals) const {
+ return functor_(x0, x1, x2, x3, x4, x5, x6, x7, residuals);
+ }
+
+ template <typename T>
+ bool operator()(const T* x0,
+ const T* x1,
+ const T* x2,
+ const T* x3,
+ const T* x4,
+ const T* x5,
+ const T* x6,
+ const T* x7,
+ const T* x8,
+ T* residuals) const {
+ return functor_(x0, x1, x2, x3, x4, x5, x6, x7, x8, residuals);
+ }
+
+ template <typename T>
+ bool operator()(const T* x0,
+ const T* x1,
+ const T* x2,
+ const T* x3,
+ const T* x4,
+ const T* x5,
+ const T* x6,
+ const T* x7,
+ const T* x8,
+ const T* x9,
+ T* residuals) const {
+ return functor_(x0, x1, x2, x3, x4, x5, x6, x7, x8, x9, residuals);
+ }
+
+
+ private:
+ CostFunctionToFunctor<kNumResiduals,
+ N0, N1, N2, N3, N4,
+ N5, N6, N7, N8, N9> functor_;
+
+};
+
+} // namespace ceres
