|  | // 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: | 
|  | // | 
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|  | //   this list of conditions and the following disclaimer. | 
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|  | //   this list of conditions and the following disclaimer in the documentation | 
|  | //   and/or other materials provided with the distribution. | 
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|  | //   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 | 
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|  | // 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 |