Initial commit of Ceres Solver.
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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2010, 2011, 2012 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)
+// keir@google.m (Keir Mierle)
+//
+// This is the interface through which the least squares solver accesses the
+// residual and Jacobian of the least squares problem. Users are expected to
+// subclass CostFunction to define their own terms in the least squares problem.
+//
+// It is recommended that users define templated residual functors for use as
+// arguments for AutoDiffCostFunction (see autodiff_cost_function.h), instead of
+// directly implementing the CostFunction interface. This often results in both
+// shorter code and faster execution than hand-coded derivatives. However,
+// specialized cases may demand direct implementation of the lower-level
+// CostFunction interface; for example, this is true when calling legacy code
+// which is not templated on numeric types.
+
+#ifndef CERES_PUBLIC_COST_FUNCTION_H_
+#define CERES_PUBLIC_COST_FUNCTION_H_
+
+#include <vector>
+#include "ceres/internal/macros.h"
+#include "ceres/internal/port.h"
+#include "ceres/types.h"
+
+namespace ceres {
+
+// This class implements the computation of the cost (a.k.a. residual) terms as
+// a function of the input (control) variables, and is the interface for users
+// to describe their least squares problem to Ceres. In other words, this is the
+// modelling layer between users and the Ceres optimizer. The signature of the
+// function (number and sizes of input parameter blocks and number of outputs)
+// is stored in parameter_block_sizes_ and num_residuals_ respectively. User
+// code inheriting from this class is expected to set these two members with the
+// corresponding accessors. This information will be verified by the Problem
+// when added with AddResidualBlock().
+class CostFunction {
+ public:
+ CostFunction() : num_residuals_(0) {}
+
+ virtual ~CostFunction() {}
+
+ // Inputs:
+ //
+ // parameters is an array of pointers to arrays containing the
+ // various parameter blocks. parameters has the same number of
+ // elements as parameter_block_sizes_. Parameter blocks are in the
+ // same order as parameter_block_sizes_.i.e.,
+ //
+ // parameters_[i] = double[parameter_block_sizes_[i]]
+ //
+ // Outputs:
+ //
+ // residuals is an array of size num_residuals_.
+ //
+ // jacobians is an array of size parameter_block_sizes_ containing
+ // pointers to storage for jacobian blocks corresponding to each
+ // parameter block. Jacobian blocks are in the same order as
+ // parameter_block_sizes, i.e. jacobians[i], is an
+ // array that contains num_residuals_* parameter_block_sizes_[i]
+ // elements. Each jacobian block is stored in row-major order, i.e.,
+ //
+ // jacobians[i][r*parameter_block_size_[i] + c] =
+ // d residual[r] / d parameters[i][c]
+ //
+ // If jacobians is NULL, then no derivatives are returned; this is
+ // the case when computing cost only. If jacobians[i] is NULL, then
+ // the jacobian block corresponding to the i'th parameter block must
+ // not to be returned.
+ virtual bool Evaluate(double const* const* parameters,
+ double* residuals,
+ double** jacobians) const = 0;
+
+ const vector<int16>& parameter_block_sizes() const {
+ return parameter_block_sizes_;
+ }
+
+ int num_residuals() const {
+ return num_residuals_;
+ }
+
+ protected:
+ vector<int16>* mutable_parameter_block_sizes() {
+ return ¶meter_block_sizes_;
+ }
+
+ void set_num_residuals(int num_residuals) {
+ num_residuals_ = num_residuals;
+ }
+
+ private:
+ // Cost function signature metadata: number of inputs & their sizes,
+ // number of outputs (residuals).
+ vector<int16> parameter_block_sizes_;
+ int num_residuals_;
+ DISALLOW_COPY_AND_ASSIGN(CostFunction);
+};
+
+} // namespace ceres
+
+#endif // CERES_PUBLIC_COST_FUNCTION_H_
