Initial commit of Ceres Solver.
diff --git a/include/ceres/rotation.h b/include/ceres/rotation.h
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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: keir@google.com (Keir Mierle)
+//         sameeragarwal@google.com (Sameer Agarwal)
+//
+// Templated functions for manipulating rotations. The templated
+// functions are useful when implementing functors for automatic
+// differentiation.
+//
+// In the following, the Quaternions are laid out as 4-vectors, thus:
+//
+//   q[0]  scalar part.
+//   q[1]  coefficient of i.
+//   q[2]  coefficient of j.
+//   q[3]  coefficient of k.
+//
+// where: i*i = j*j = k*k = -1 and i*j = k, j*k = i, k*i = j.
+
+#ifndef CERES_PUBLIC_ROTATION_H_
+#define CERES_PUBLIC_ROTATION_H_
+
+#include <algorithm>
+#include <cmath>
+
+namespace ceres {
+
+// Convert a value in combined axis-angle representation to a quaternion.
+// The value angle_axis is a triple whose norm is an angle in radians,
+// and whose direction is aligned with the axis of rotation,
+// and quaternion is a 4-tuple that will contain the resulting quaternion.
+// The implementation may be used with auto-differentiation up to the first
+// derivative, higher derivatives may have unexpected results near the origin.
+template<typename T>
+void AngleAxisToQuaternion(T const* angle_axis, T* quaternion);
+
+// Convert a quaternion to the equivalent combined axis-angle representation.
+// The value quaternion must be a unit quaternion - it is not normalized first,
+// and angle_axis will be filled with a value whose norm is the angle of
+// rotation in radians, and whose direction is the axis of rotation.
+// The implemention may be used with auto-differentiation up to the first
+// derivative, higher derivatives may have unexpected results near the origin.
+template<typename T>
+void QuaternionToAngleAxis(T const* quaternion, T* angle_axis);
+
+// Conversions between 3x3 rotation matrix (in column major order) and
+// axis-angle rotation representations.  Templated for use with
+// autodifferentiation.
+template <typename T>
+void RotationMatrixToAngleAxis(T const * R, T * angle_axis);
+template <typename T>
+void AngleAxisToRotationMatrix(T const * angle_axis, T * R);
+
+// Conversions between 3x3 rotation matrix (in row major order) and
+// Euler angle (in degrees) rotation representations.
+//
+// The {pitch,roll,yaw} Euler angles are rotations around the {x,y,z}
+// axes, respectively.  They are applied in that same order, so the
+// total rotation R is Rz * Ry * Rx.
+template <typename T>
+void EulerAnglesToRotationMatrix(const T* euler, int row_stride, T* R);
+
+// Convert a 4-vector to a 3x3 scaled rotation matrix.
+//
+// The choice of rotation is such that the quaternion [1 0 0 0] goes to an
+// identity matrix and for small a, b, c the quaternion [1 a b c] goes to
+// the matrix
+//
+//         [  0 -c  b ]
+//   I + 2 [  c  0 -a ] + higher order terms
+//         [ -b  a  0 ]
+//
+// which corresponds to a Rodrigues approximation, the last matrix being
+// the cross-product matrix of [a b c]. Together with the property that
+// R(q1 * q2) = R(q1) * R(q2) this uniquely defines the mapping from q to R.
+//
+// The rotation matrix is row-major.
+//
+// No normalization of the quaternion is performed, i.e.
+// R = ||q||^2 * Q, where Q is an orthonormal matrix
+// such that det(Q) = 1 and Q*Q' = I
+template <typename T> inline
+void QuaternionToScaledRotation(const T q[4], T R[3 * 3]);
+
+// Same as above except that the rotation matrix is normalized by the
+// Frobenius norm, so that R * R' = I (and det(R) = 1).
+template <typename T> inline
+void QuaternionToRotation(const T q[4], T R[3 * 3]);
+
+// Rotates a point pt by a quaternion q:
+//
+//   result = R(q) * pt
+//
+// Assumes the quaternion is unit norm. This assumption allows us to
+// write the transform as (something)*pt + pt, as is clear from the
+// formula below. If you pass in a quaternion with |q|^2 = 2 then you
+// WILL NOT get back 2 times the result you get for a unit quaternion.
+template <typename T> inline
+void UnitQuaternionRotatePoint(const T q[4], const T pt[3], T result[3]);
+
+// With this function you do not need to assume that q has unit norm.
+// It does assume that the norm is non-zero.
+template <typename T> inline
+void QuaternionRotatePoint(const T q[4], const T pt[3], T result[3]);
+
+// zw = z * w, where * is the Quaternion product between 4 vectors.
+template<typename T> inline
+void QuaternionProduct(const T z[4], const T w[4], T zw[4]);
+
+// xy = x cross y;
+template<typename T> inline
+void CrossProduct(const T x[3], const T y[3], T x_cross_y[3]);
+
+template<typename T> inline
+T DotProduct(const T x[3], const T y[3]);
+
+// y = R(angle_axis) * x;
+template<typename T> inline
+void AngleAxisRotatePoint(const T angle_axis[3], const T pt[3], T result[3]);
+
+// --- IMPLEMENTATION
+
+template<typename T>
+inline void AngleAxisToQuaternion(const T* angle_axis, T* quaternion) {
+  const T &a0 = angle_axis[0];
+  const T &a1 = angle_axis[1];
+  const T &a2 = angle_axis[2];
+  const T theta_squared = a0 * a0 + a1 * a1 + a2 * a2;
+
+  // For points not at the origin, the full conversion is numerically stable.
+  if (theta_squared > T(0.0)) {
+    const T theta = sqrt(theta_squared);
+    const T half_theta = theta * T(0.5);
+    const T k = sin(half_theta) / theta;
+    quaternion[0] = cos(half_theta);
+    quaternion[1] = a0 * k;
+    quaternion[2] = a1 * k;
+    quaternion[3] = a2 * k;
+  } else {
+    // At the origin, sqrt() will produce NaN in the derivative since
+    // the argument is zero.  By approximating with a Taylor series,
+    // and truncating at one term, the value and first derivatives will be
+    // computed correctly when Jets are used.
+    const T k(0.5);
+    quaternion[0] = T(1.0);
+    quaternion[1] = a0 * k;
+    quaternion[2] = a1 * k;
+    quaternion[3] = a2 * k;
+  }
+}
+
+template<typename T>
+inline void QuaternionToAngleAxis(const T* quaternion, T* angle_axis) {
+  const T &q1 = quaternion[1];
+  const T &q2 = quaternion[2];
+  const T &q3 = quaternion[3];
+  const T sin_squared = q1 * q1 + q2 * q2 + q3 * q3;
+
+  // For quaternions representing non-zero rotation, the conversion
+  // is numerically stable.
+  if (sin_squared > T(0.0)) {
+    const T sin_theta = sqrt(sin_squared);
+    const T k = T(2.0) * atan2(sin_theta, quaternion[0]) / sin_theta;
+    angle_axis[0] = q1 * k;
+    angle_axis[1] = q2 * k;
+    angle_axis[2] = q3 * k;
+  } else {
+    // For zero rotation, sqrt() will produce NaN in the derivative since
+    // the argument is zero.  By approximating with a Taylor series,
+    // and truncating at one term, the value and first derivatives will be
+    // computed correctly when Jets are used.
+    const T k(2.0);
+    angle_axis[0] = q1 * k;
+    angle_axis[1] = q2 * k;
+    angle_axis[2] = q3 * k;
+  }
+}
+
+// The conversion of a rotation matrix to the angle-axis form is
+// numerically problematic when then rotation angle is close to zero
+// or to Pi. The following implementation detects when these two cases
+// occurs and deals with them by taking code paths that are guaranteed
+// to not perform division by a small number.
+template <typename T>
+inline void RotationMatrixToAngleAxis(const T * R, T * angle_axis) {
+  // x = k * 2 * sin(theta), where k is the axis of rotation.
+  angle_axis[0] = R[5] - R[7];
+  angle_axis[1] = R[6] - R[2];
+  angle_axis[2] = R[1] - R[3];
+
+  static const T kOne = T(1.0);
+  static const T kTwo = T(2.0);
+
+  // Since the right hand side may give numbers just above 1.0 or
+  // below -1.0 leading to atan misbehaving, we threshold.
+  T costheta = std::min(std::max((R[0] + R[4] + R[8] - kOne) / kTwo,
+                                 T(-1.0)),
+                        kOne);
+
+  // sqrt is guaranteed to give non-negative results, so we only
+  // threshold above.
+  T sintheta = std::min(sqrt(angle_axis[0] * angle_axis[0] +
+                             angle_axis[1] * angle_axis[1] +
+                             angle_axis[2] * angle_axis[2]) / kTwo,
+                        kOne);
+
+  // Use the arctan2 to get the right sign on theta
+  const T theta = atan2(sintheta, costheta);
+
+  // Case 1: sin(theta) is large enough, so dividing by it is not a
+  // problem. We do not use abs here, because while jets.h imports
+  // std::abs into the namespace, here in this file, abs resolves to
+  // the int version of the function, which returns zero always.
+  //
+  // We use a threshold much larger then the machine epsilon, because
+  // if sin(theta) is small, not only do we risk overflow but even if
+  // that does not occur, just dividing by a small number will result
+  // in numerical garbage. So we play it safe.
+  static const double kThreshold = 1e-12;
+  if ((sintheta > kThreshold) || (sintheta < -kThreshold)) {
+    const T r = theta / (kTwo * sintheta);
+    for (int i = 0; i < 3; ++i) {
+      angle_axis[i] *= r;
+    }
+    return;
+  }
+
+  // Case 2: theta ~ 0, means sin(theta) ~ theta to a good
+  // approximation.
+  if (costheta > 0) {
+    const T kHalf = T(0.5);
+    for (int i = 0; i < 3; ++i) {
+      angle_axis[i] *= kHalf;
+    }
+    return;
+  }
+
+  // Case 3: theta ~ pi, this is the hard case. Since theta is large,
+  // and sin(theta) is small. Dividing by theta by sin(theta) will
+  // either give an overflow or worse still numerically meaningless
+  // results. Thus we use an alternate more complicated formula
+  // here.
+
+  // Since cos(theta) is negative, division by (1-cos(theta)) cannot
+  // overflow.
+  const T inv_one_minus_costheta = kOne / (kOne - costheta);
+
+  // We now compute the absolute value of coordinates of the axis
+  // vector using the diagonal entries of R. To resolve the sign of
+  // these entries, we compare the sign of angle_axis[i]*sin(theta)
+  // with the sign of sin(theta). If they are the same, then
+  // angle_axis[i] should be positive, otherwise negative.
+  for (int i = 0; i < 3; ++i) {
+    angle_axis[i] = theta * sqrt((R[i*4] - costheta) * inv_one_minus_costheta);
+    if (((sintheta < 0) && (angle_axis[i] > 0)) ||
+        ((sintheta > 0) && (angle_axis[i] < 0))) {
+      angle_axis[i] = -angle_axis[i];
+    }
+  }
+}
+
+template <typename T>
+inline void AngleAxisToRotationMatrix(const T * angle_axis, T * R) {
+  static const T kOne = T(1.0);
+  const T theta2 = DotProduct(angle_axis, angle_axis);
+  if (theta2 > 0.0) {
+    // We want to be careful to only evaluate the square root if the
+    // norm of the angle_axis vector is greater than zero. Otherwise
+    // we get a division by zero.
+    const T theta = sqrt(theta2);
+    const T wx = angle_axis[0] / theta;
+    const T wy = angle_axis[1] / theta;
+    const T wz = angle_axis[2] / theta;
+
+    const T costheta = cos(theta);
+    const T sintheta = sin(theta);
+
+    R[0] =     costheta   + wx*wx*(kOne -    costheta);
+    R[1] =  wz*sintheta   + wx*wy*(kOne -    costheta);
+    R[2] = -wy*sintheta   + wx*wz*(kOne -    costheta);
+    R[3] =  wx*wy*(kOne - costheta)     - wz*sintheta;
+    R[4] =     costheta   + wy*wy*(kOne -    costheta);
+    R[5] =  wx*sintheta   + wy*wz*(kOne -    costheta);
+    R[6] =  wy*sintheta   + wx*wz*(kOne -    costheta);
+    R[7] = -wx*sintheta   + wy*wz*(kOne -    costheta);
+    R[8] =     costheta   + wz*wz*(kOne -    costheta);
+  } else {
+    // At zero, we switch to using the first order Taylor expansion.
+    R[0] =  kOne;
+    R[1] = -angle_axis[2];
+    R[2] =  angle_axis[1];
+    R[3] =  angle_axis[2];
+    R[4] =  kOne;
+    R[5] = -angle_axis[0];
+    R[6] = -angle_axis[1];
+    R[7] =  angle_axis[0];
+    R[8] = kOne;
+  }
+}
+
+template <typename T>
+inline void EulerAnglesToRotationMatrix(const T* euler,
+                                        const int row_stride,
+                                        T* R) {
+  const T degrees_to_radians(M_PI / 180.0);
+
+  const T pitch(euler[0] * degrees_to_radians);
+  const T roll(euler[1] * degrees_to_radians);
+  const T yaw(euler[2] * degrees_to_radians);
+
+  const T c1 = cos(yaw);
+  const T s1 = sin(yaw);
+  const T c2 = cos(roll);
+  const T s2 = sin(roll);
+  const T c3 = cos(pitch);
+  const T s3 = sin(pitch);
+
+  // Rows of the rotation matrix.
+  T* R1 = R;
+  T* R2 = R1 + row_stride;
+  T* R3 = R2 + row_stride;
+
+  R1[0] = c1*c2;
+  R1[1] = -s1*c3 + c1*s2*s3;
+  R1[2] = s1*s3 + c1*s2*c3;
+
+  R2[0] = s1*c2;
+  R2[1] = c1*c3 + s1*s2*s3;
+  R2[2] = -c1*s3 + s1*s2*c3;
+
+  R3[0] = -s2;
+  R3[1] = c2*s3;
+  R3[2] = c2*c3;
+}
+
+template <typename T> inline
+void QuaternionToScaledRotation(const T q[4], T R[3 * 3]) {
+  // Make convenient names for elements of q.
+  T a = q[0];
+  T b = q[1];
+  T c = q[2];
+  T d = q[3];
+  // This is not to eliminate common sub-expression, but to
+  // make the lines shorter so that they fit in 80 columns!
+  T aa = a * a;
+  T ab = a * b;
+  T ac = a * c;
+  T ad = a * d;
+  T bb = b * b;
+  T bc = b * c;
+  T bd = b * d;
+  T cc = c * c;
+  T cd = c * d;
+  T dd = d * d;
+
+  R[0] =  aa + bb - cc - dd; R[1] = T(2) * (bc - ad); R[2] = T(2) * (ac + bd);  // NOLINT
+  R[3] = T(2) * (ad + bc); R[4] =  aa - bb + cc - dd; R[5] = T(2) * (cd - ab);  // NOLINT
+  R[6] = T(2) * (bd - ac); R[7] = T(2) * (ab + cd); R[8] =  aa - bb - cc + dd;  // NOLINT
+}
+
+template <typename T> inline
+void QuaternionToRotation(const T q[4], T R[3 * 3]) {
+  QuaternionToScaledRotation(q, R);
+
+  T normalizer = q[0]*q[0] + q[1]*q[1] + q[2]*q[2] + q[3]*q[3];
+  CHECK_NE(normalizer, T(0));
+  normalizer = T(1) / normalizer;
+
+  for (int i = 0; i < 9; ++i) {
+    R[i] *= normalizer;
+  }
+}
+
+template <typename T> inline
+void UnitQuaternionRotatePoint(const T q[4], const T pt[3], T result[3]) {
+  const T t2 =  q[0] * q[1];
+  const T t3 =  q[0] * q[2];
+  const T t4 =  q[0] * q[3];
+  const T t5 = -q[1] * q[1];
+  const T t6 =  q[1] * q[2];
+  const T t7 =  q[1] * q[3];
+  const T t8 = -q[2] * q[2];
+  const T t9 =  q[2] * q[3];
+  const T t1 = -q[3] * q[3];
+  result[0] = T(2) * ((t8 + t1) * pt[0] + (t6 - t4) * pt[1] + (t3 + t7) * pt[2]) + pt[0];  // NOLINT
+  result[1] = T(2) * ((t4 + t6) * pt[0] + (t5 + t1) * pt[1] + (t9 - t2) * pt[2]) + pt[1];  // NOLINT
+  result[2] = T(2) * ((t7 - t3) * pt[0] + (t2 + t9) * pt[1] + (t5 + t8) * pt[2]) + pt[2];  // NOLINT
+}
+
+
+template <typename T> inline
+void QuaternionRotatePoint(const T q[4], const T pt[3], T result[3]) {
+  // 'scale' is 1 / norm(q).
+  const T scale = T(1) / sqrt(q[0] * q[0] +
+                              q[1] * q[1] +
+                              q[2] * q[2] +
+                              q[3] * q[3]);
+
+  // Make unit-norm version of q.
+  const T unit[4] = {
+    scale * q[0],
+    scale * q[1],
+    scale * q[2],
+    scale * q[3],
+  };
+
+  UnitQuaternionRotatePoint(unit, pt, result);
+}
+
+template<typename T> inline
+void QuaternionProduct(const T z[4], const T w[4], T zw[4]) {
+  zw[0] = z[0] * w[0] - z[1] * w[1] - z[2] * w[2] - z[3] * w[3];
+  zw[1] = z[0] * w[1] + z[1] * w[0] + z[2] * w[3] - z[3] * w[2];
+  zw[2] = z[0] * w[2] - z[1] * w[3] + z[2] * w[0] + z[3] * w[1];
+  zw[3] = z[0] * w[3] + z[1] * w[2] - z[2] * w[1] + z[3] * w[0];
+}
+
+// xy = x cross y;
+template<typename T> inline
+void CrossProduct(const T x[3], const T y[3], T x_cross_y[3]) {
+  x_cross_y[0] = x[1] * y[2] - x[2] * y[1];
+  x_cross_y[1] = x[2] * y[0] - x[0] * y[2];
+  x_cross_y[2] = x[0] * y[1] - x[1] * y[0];
+}
+
+template<typename T> inline
+T DotProduct(const T x[3], const T y[3]) {
+  return (x[0] * y[0] + x[1] * y[1] + x[2] * y[2]);
+}
+
+template<typename T> inline
+void AngleAxisRotatePoint(const T angle_axis[3], const T pt[3], T result[3]) {
+  T w[3];
+  T sintheta;
+  T costheta;
+
+  const T theta2 = DotProduct(angle_axis, angle_axis);
+  if (theta2 > 0.0) {
+    // Away from zero, use the rodriguez formula
+    //
+    //   result = pt costheta +
+    //            (w x pt) * sintheta +
+    //            w (w . pt) (1 - costheta)
+    //
+    // We want to be careful to only evaluate the square root if the
+    // norm of the angle_axis vector is greater than zero. Otherwise
+    // we get a division by zero.
+    //
+    const T theta = sqrt(theta2);
+    w[0] = angle_axis[0] / theta;
+    w[1] = angle_axis[1] / theta;
+    w[2] = angle_axis[2] / theta;
+    costheta = cos(theta);
+    sintheta = sin(theta);
+    T w_cross_pt[3];
+    CrossProduct(w, pt, w_cross_pt);
+    T w_dot_pt = DotProduct(w, pt);
+    for (int i = 0; i < 3; ++i) {
+      result[i] = pt[i] * costheta +
+          w_cross_pt[i] * sintheta +
+          w[i] * (T(1.0) - costheta) * w_dot_pt;
+    }
+  } else {
+    // Near zero, the first order Taylor approximation of the rotation
+    // matrix R corresponding to a vector w and angle w is
+    //
+    //   R = I + hat(w) * sin(theta)
+    //
+    // But sintheta ~ theta and theta * w = angle_axis, which gives us
+    //
+    //  R = I + hat(w)
+    //
+    // and actually performing multiplication with the point pt, gives us
+    // R * pt = pt + w x pt.
+    //
+    // Switching to the Taylor expansion at zero helps avoid all sorts
+    // of numerical nastiness.
+    T w_cross_pt[3];
+    CrossProduct(angle_axis, pt, w_cross_pt);
+    for (int i = 0; i < 3; ++i) {
+      result[i] = pt[i] + w_cross_pt[i];
+    }
+  }
+}
+
+}  // namespace ceres
+#endif  // CERES_PUBLIC_ROTATION_H_