| // 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) |
| |
| #include "ceres/polynomial.h" |
| |
| #include <cmath> |
| #include <cstddef> |
| #include <vector> |
| |
| #include "Eigen/Dense" |
| #include "ceres/function_sample.h" |
| #include "ceres/internal/export.h" |
| #include "glog/logging.h" |
| |
| namespace ceres::internal { |
| |
| namespace { |
| |
| // Balancing function as described by B. N. Parlett and C. Reinsch, |
| // "Balancing a Matrix for Calculation of Eigenvalues and Eigenvectors". |
| // In: Numerische Mathematik, Volume 13, Number 4 (1969), 293-304, |
| // Springer Berlin / Heidelberg. DOI: 10.1007/BF02165404 |
| void BalanceCompanionMatrix(Matrix* companion_matrix_ptr) { |
| CHECK(companion_matrix_ptr != nullptr); |
| Matrix& companion_matrix = *companion_matrix_ptr; |
| Matrix companion_matrix_offdiagonal = companion_matrix; |
| companion_matrix_offdiagonal.diagonal().setZero(); |
| |
| const int degree = companion_matrix.rows(); |
| |
| // gamma <= 1 controls how much a change in the scaling has to |
| // lower the 1-norm of the companion matrix to be accepted. |
| // |
| // gamma = 1 seems to lead to cycles (numerical issues?), so |
| // we set it slightly lower. |
| const double gamma = 0.9; |
| |
| // Greedily scale row/column pairs until there is no change. |
| bool scaling_has_changed; |
| do { |
| scaling_has_changed = false; |
| |
| for (int i = 0; i < degree; ++i) { |
| const double row_norm = companion_matrix_offdiagonal.row(i).lpNorm<1>(); |
| const double col_norm = companion_matrix_offdiagonal.col(i).lpNorm<1>(); |
| |
| // Decompose row_norm/col_norm into mantissa * 2^exponent, |
| // where 0.5 <= mantissa < 1. Discard mantissa (return value |
| // of frexp), as only the exponent is needed. |
| int exponent = 0; |
| std::frexp(row_norm / col_norm, &exponent); |
| exponent /= 2; |
| |
| if (exponent != 0) { |
| const double scaled_col_norm = std::ldexp(col_norm, exponent); |
| const double scaled_row_norm = std::ldexp(row_norm, -exponent); |
| if (scaled_col_norm + scaled_row_norm < gamma * (col_norm + row_norm)) { |
| // Accept the new scaling. (Multiplication by powers of 2 should not |
| // introduce rounding errors (ignoring non-normalized numbers and |
| // over- or underflow)) |
| scaling_has_changed = true; |
| companion_matrix_offdiagonal.row(i) *= std::ldexp(1.0, -exponent); |
| companion_matrix_offdiagonal.col(i) *= std::ldexp(1.0, exponent); |
| } |
| } |
| } |
| } while (scaling_has_changed); |
| |
| companion_matrix_offdiagonal.diagonal() = companion_matrix.diagonal(); |
| companion_matrix = companion_matrix_offdiagonal; |
| VLOG(3) << "Balanced companion matrix is\n" << companion_matrix; |
| } |
| |
| void BuildCompanionMatrix(const Vector& polynomial, |
| Matrix* companion_matrix_ptr) { |
| CHECK(companion_matrix_ptr != nullptr); |
| Matrix& companion_matrix = *companion_matrix_ptr; |
| |
| const int degree = polynomial.size() - 1; |
| |
| companion_matrix.resize(degree, degree); |
| companion_matrix.setZero(); |
| companion_matrix.diagonal(-1).setOnes(); |
| companion_matrix.col(degree - 1) = -polynomial.reverse().head(degree); |
| } |
| |
| // Remove leading terms with zero coefficients. |
| Vector RemoveLeadingZeros(const Vector& polynomial_in) { |
| int i = 0; |
| while (i < (polynomial_in.size() - 1) && polynomial_in(i) == 0.0) { |
| ++i; |
| } |
| return polynomial_in.tail(polynomial_in.size() - i); |
| } |
| |
| void FindLinearPolynomialRoots(const Vector& polynomial, |
| Vector* real, |
| Vector* imaginary) { |
| CHECK_EQ(polynomial.size(), 2); |
| if (real != nullptr) { |
| real->resize(1); |
| (*real)(0) = -polynomial(1) / polynomial(0); |
| } |
| |
| if (imaginary != nullptr) { |
| imaginary->setZero(1); |
| } |
| } |
| |
| void FindQuadraticPolynomialRoots(const Vector& polynomial, |
| Vector* real, |
| Vector* imaginary) { |
| CHECK_EQ(polynomial.size(), 3); |
| const double a = polynomial(0); |
| const double b = polynomial(1); |
| const double c = polynomial(2); |
| const double D = b * b - 4 * a * c; |
| const double sqrt_D = sqrt(fabs(D)); |
| if (real != nullptr) { |
| real->setZero(2); |
| } |
| if (imaginary != nullptr) { |
| imaginary->setZero(2); |
| } |
| |
| // Real roots. |
| if (D >= 0) { |
| if (real != nullptr) { |
| // Stable quadratic roots according to BKP Horn. |
| // http://people.csail.mit.edu/bkph/articles/Quadratics.pdf |
| if (b >= 0) { |
| (*real)(0) = (-b - sqrt_D) / (2.0 * a); |
| (*real)(1) = (2.0 * c) / (-b - sqrt_D); |
| } else { |
| (*real)(0) = (2.0 * c) / (-b + sqrt_D); |
| (*real)(1) = (-b + sqrt_D) / (2.0 * a); |
| } |
| } |
| return; |
| } |
| |
| // Use the normal quadratic formula for the complex case. |
| if (real != nullptr) { |
| (*real)(0) = -b / (2.0 * a); |
| (*real)(1) = -b / (2.0 * a); |
| } |
| if (imaginary != nullptr) { |
| (*imaginary)(0) = sqrt_D / (2.0 * a); |
| (*imaginary)(1) = -sqrt_D / (2.0 * a); |
| } |
| } |
| } // namespace |
| |
| bool FindPolynomialRoots(const Vector& polynomial_in, |
| Vector* real, |
| Vector* imaginary) { |
| if (polynomial_in.size() == 0) { |
| LOG(ERROR) << "Invalid polynomial of size 0 passed to FindPolynomialRoots"; |
| return false; |
| } |
| |
| Vector polynomial = RemoveLeadingZeros(polynomial_in); |
| const int degree = polynomial.size() - 1; |
| |
| VLOG(3) << "Input polynomial: " << polynomial_in.transpose(); |
| if (polynomial.size() != polynomial_in.size()) { |
| VLOG(3) << "Trimmed polynomial: " << polynomial.transpose(); |
| } |
| |
| // Is the polynomial constant? |
| if (degree == 0) { |
| LOG(WARNING) << "Trying to extract roots from a constant " |
| << "polynomial in FindPolynomialRoots"; |
| // We return true with no roots, not false, as if the polynomial is constant |
| // it is correct that there are no roots. It is not the case that they were |
| // there, but that we have failed to extract them. |
| return true; |
| } |
| |
| // Linear |
| if (degree == 1) { |
| FindLinearPolynomialRoots(polynomial, real, imaginary); |
| return true; |
| } |
| |
| // Quadratic |
| if (degree == 2) { |
| FindQuadraticPolynomialRoots(polynomial, real, imaginary); |
| return true; |
| } |
| |
| // The degree is now known to be at least 3. For cubic or higher |
| // roots we use the method of companion matrices. |
| |
| // Divide by leading term |
| const double leading_term = polynomial(0); |
| polynomial /= leading_term; |
| |
| // Build and balance the companion matrix to the polynomial. |
| Matrix companion_matrix(degree, degree); |
| BuildCompanionMatrix(polynomial, &companion_matrix); |
| BalanceCompanionMatrix(&companion_matrix); |
| |
| // Find its (complex) eigenvalues. |
| Eigen::EigenSolver<Matrix> solver(companion_matrix, false); |
| if (solver.info() != Eigen::Success) { |
| LOG(ERROR) << "Failed to extract eigenvalues from companion matrix."; |
| return false; |
| } |
| |
| // Output roots |
| if (real != nullptr) { |
| *real = solver.eigenvalues().real(); |
| } else { |
| LOG(WARNING) << "nullptr pointer passed as real argument to " |
| << "FindPolynomialRoots. Real parts of the roots will not " |
| << "be returned."; |
| } |
| if (imaginary != nullptr) { |
| *imaginary = solver.eigenvalues().imag(); |
| } |
| return true; |
| } |
| |
| Vector DifferentiatePolynomial(const Vector& polynomial) { |
| const int degree = polynomial.rows() - 1; |
| CHECK_GE(degree, 0); |
| |
| // Degree zero polynomials are constants, and their derivative does |
| // not result in a smaller degree polynomial, just a degree zero |
| // polynomial with value zero. |
| if (degree == 0) { |
| return Eigen::VectorXd::Zero(1); |
| } |
| |
| Vector derivative(degree); |
| for (int i = 0; i < degree; ++i) { |
| derivative(i) = (degree - i) * polynomial(i); |
| } |
| |
| return derivative; |
| } |
| |
| void MinimizePolynomial(const Vector& polynomial, |
| const double x_min, |
| const double x_max, |
| double* optimal_x, |
| double* optimal_value) { |
| // Find the minimum of the polynomial at the two ends. |
| // |
| // We start by inspecting the middle of the interval. Technically |
| // this is not needed, but we do this to make this code as close to |
| // the minFunc package as possible. |
| *optimal_x = (x_min + x_max) / 2.0; |
| *optimal_value = EvaluatePolynomial(polynomial, *optimal_x); |
| |
| const double x_min_value = EvaluatePolynomial(polynomial, x_min); |
| if (x_min_value < *optimal_value) { |
| *optimal_value = x_min_value; |
| *optimal_x = x_min; |
| } |
| |
| const double x_max_value = EvaluatePolynomial(polynomial, x_max); |
| if (x_max_value < *optimal_value) { |
| *optimal_value = x_max_value; |
| *optimal_x = x_max; |
| } |
| |
| // If the polynomial is linear or constant, we are done. |
| if (polynomial.rows() <= 2) { |
| return; |
| } |
| |
| const Vector derivative = DifferentiatePolynomial(polynomial); |
| Vector roots_real; |
| if (!FindPolynomialRoots(derivative, &roots_real, nullptr)) { |
| LOG(WARNING) << "Unable to find the critical points of " |
| << "the interpolating polynomial."; |
| return; |
| } |
| |
| // This is a bit of an overkill, as some of the roots may actually |
| // have a complex part, but its simpler to just check these values. |
| for (int i = 0; i < roots_real.rows(); ++i) { |
| const double root = roots_real(i); |
| if ((root < x_min) || (root > x_max)) { |
| continue; |
| } |
| |
| const double value = EvaluatePolynomial(polynomial, root); |
| if (value < *optimal_value) { |
| *optimal_value = value; |
| *optimal_x = root; |
| } |
| } |
| } |
| |
| Vector FindInterpolatingPolynomial(const std::vector<FunctionSample>& samples) { |
| const int num_samples = samples.size(); |
| int num_constraints = 0; |
| for (int i = 0; i < num_samples; ++i) { |
| if (samples[i].value_is_valid) { |
| ++num_constraints; |
| } |
| if (samples[i].gradient_is_valid) { |
| ++num_constraints; |
| } |
| } |
| |
| const int degree = num_constraints - 1; |
| |
| Matrix lhs = Matrix::Zero(num_constraints, num_constraints); |
| Vector rhs = Vector::Zero(num_constraints); |
| |
| int row = 0; |
| for (int i = 0; i < num_samples; ++i) { |
| const FunctionSample& sample = samples[i]; |
| if (sample.value_is_valid) { |
| for (int j = 0; j <= degree; ++j) { |
| lhs(row, j) = pow(sample.x, degree - j); |
| } |
| rhs(row) = sample.value; |
| ++row; |
| } |
| |
| if (sample.gradient_is_valid) { |
| for (int j = 0; j < degree; ++j) { |
| lhs(row, j) = (degree - j) * pow(sample.x, degree - j - 1); |
| } |
| rhs(row) = sample.gradient; |
| ++row; |
| } |
| } |
| |
| // TODO(sameeragarwal): This is a hack. |
| // https://github.com/ceres-solver/ceres-solver/issues/248 |
| Eigen::FullPivLU<Matrix> lu(lhs); |
| return lu.setThreshold(0.0).solve(rhs); |
| } |
| |
| void MinimizeInterpolatingPolynomial(const std::vector<FunctionSample>& samples, |
| double x_min, |
| double x_max, |
| double* optimal_x, |
| double* optimal_value) { |
| const Vector polynomial = FindInterpolatingPolynomial(samples); |
| MinimizePolynomial(polynomial, x_min, x_max, optimal_x, optimal_value); |
| for (const auto& sample : samples) { |
| if ((sample.x < x_min) || (sample.x > x_max)) { |
| continue; |
| } |
| |
| const double value = EvaluatePolynomial(polynomial, sample.x); |
| if (value < *optimal_value) { |
| *optimal_x = sample.x; |
| *optimal_value = value; |
| } |
| } |
| } |
| |
| } // namespace ceres::internal |