include/ceres/numeric_diff_cost_function.h - ceres-solver - Git at Google

 // 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)
 //
 // Create CostFunctions as needed by the least squares framework with jacobians
 // computed via numeric (a.k.a. finite) differentiation. For more details see
 // http://en.wikipedia.org/wiki/Numerical_differentiation.
 //
 // To get an numerically differentiated cost function, you must define
 // a class with a operator() (a functor) that computes the residuals.
 //
 // The function must write the computed value in the last argument (the only
 // non-const one) and return true to indicate success.
 //
 // For example, consider a scalar error e = k - x'y, where both x and y are
 // two-dimensional column vector parameters, the prime sign indicates
 // transposition, and k is a constant. The form of this error, which is the
 // difference between a constant and an expression, is a common pattern in least
 // squares problems. For example, the value x'y might be the model expectation
 // for a series of measurements, where there is an instance of the cost function
 // for each measurement k.
 //
 // The actual cost added to the total problem is e^2, or (k - x'k)^2; however,
 // the squaring is implicitly done by the optimization framework.
 //
 // To write an numerically-differentiable cost function for the above model, first
 // define the object
 //
 //   class MyScalarCostFunctor {
 //     MyScalarCostFunctor(double k): k_(k) {}
 //
 //     bool operator()(const double* const x,
 //                     const double* const y,
 //                     double* residuals) const {
 //       residuals[0] = k_ - x[0] * y[0] + x[1] * y[1];
 //       return true;
 //     }
 //
 //    private:
 //     double k_;
 //   };
 //
 // Note that in the declaration of operator() the input parameters x
 // and y come first, and are passed as const pointers to arrays of
 // doubles. If there were three input parameters, then the third input
 // parameter would come after y. The output is always the last
 // parameter, and is also a pointer to an array. In the example above,
 // the residual is a scalar, so only residuals[0] is set.
 //
 // Then given this class definition, the numerically differentiated
 // cost function with central differences used for computing the
 // derivative can be constructed as follows.
 //
 //   CostFunction* cost_function
 //       = new NumericDiffCostFunction<MyScalarCostFunctor, CENTRAL, 1, 2, 2>(
 //           new MyScalarCostFunctor(1.0));                          ^  ^  ^
 //                                                               |   |  |  |
 //                                   Finite Differencing Scheme -+   |  |  |
 //                                   Dimension of residual ----------+  |  |
 //                                   Dimension of x --------------------+  |
 //                                   Dimension of y -----------------------+
 //
 // In this example, there is usually an instance for each measumerent of k.
 //
 // In the instantiation above, the template parameters following
 // "MyScalarCostFunctor", "1, 2, 2", describe the functor as computing
 // a 1-dimensional output from two arguments, both 2-dimensional.
 //
 // The framework can currently accommodate cost functions of up to 10
 // independent variables, and there is no limit on the dimensionality
 // of each of them.
 //
 // The central difference method is considerably more accurate at the cost of
 // twice as many function evaluations than forward difference. Consider using
 // central differences begin with, and only after that works, trying forward
 // difference to improve performance.
 //
 // TODO(sameeragarwal): Add support for dynamic number of residuals.
 //
 // WARNING #1: A common beginner's error when first using
 // NumericDiffCostFunction is to get the sizing wrong. In particular,
 // there is a tendency to set the template parameters to (dimension of
 // residual, number of parameters) instead of passing a dimension
 // parameter for *every parameter*. In the example above, that would
 // be <MyScalarCostFunctor, 1, 2>, which is missing the last '2'
 // argument. Please be careful when setting the size parameters.
 //
 ////////////////////////////////////////////////////////////////////////////
 ////////////////////////////////////////////////////////////////////////////
 //
 // ALTERNATE INTERFACE
 //
 // For a variety of reason, including compatibility with legacy code,
 // NumericDiffCostFunction can also take CostFunction objects as
 // input. The following describes how.
 //
 // To get a numerically differentiated cost function, define a
 // subclass of CostFunction such that the Evaluate() function ignores
 // the jacobian parameter. The numeric differentiation wrapper will
 // fill in the jacobian parameter if nececssary by repeatedly calling
 // the Evaluate() function with small changes to the appropriate
 // parameters, and computing the slope. For performance, the numeric
 // differentiation wrapper class is templated on the concrete cost
 // function, even though it could be implemented only in terms of the
 // virtual CostFunction interface.
 //
 // The numerically differentiated version of a cost function for a cost function
 // can be constructed as follows:
 //
 //   CostFunction* cost_function
 //       = new NumericDiffCostFunction<MyCostFunction, CENTRAL, 1, 4, 8>(
 //           new MyCostFunction(...), TAKE_OWNERSHIP);
 //
 // where MyCostFunction has 1 residual and 2 parameter blocks with sizes 4 and 8
 // respectively. Look at the tests for a more detailed example.
 //
 // TODO(keir): Characterize accuracy; mention pitfalls; provide alternatives.

 #ifndef CERES_PUBLIC_NUMERIC_DIFF_COST_FUNCTION_H_
 #define CERES_PUBLIC_NUMERIC_DIFF_COST_FUNCTION_H_

 #include <glog/logging.h>
 #include "Eigen/Dense"
 #include "ceres/cost_function.h"
 #include "ceres/internal/numeric_diff.h"
 #include "ceres/internal/scoped_ptr.h"
 #include "ceres/sized_cost_function.h"
 #include "ceres/types.h"

 namespace ceres {

 template <typename CostFunctor,
           NumericDiffMethod method = CENTRAL,
           int kNumResiduals = 0,  // Number of residuals, or ceres::DYNAMIC
           int N0 = 0,   // Number of parameters in block 0.
           int N1 = 0,   // Number of parameters in block 1.
           int N2 = 0,   // Number of parameters in block 2.
           int N3 = 0,   // Number of parameters in block 3.
           int N4 = 0,   // Number of parameters in block 4.
           int N5 = 0,   // Number of parameters in block 5.
           int N6 = 0,   // Number of parameters in block 6.
           int N7 = 0,   // Number of parameters in block 7.
           int N8 = 0,   // Number of parameters in block 8.
           int N9 = 0>   // Number of parameters in block 9.
 class NumericDiffCostFunction
     : public SizedCostFunction<kNumResiduals,
                                N0, N1, N2, N3, N4,
                                N5, N6, N7, N8, N9> {
  public:
   NumericDiffCostFunction(CostFunctor* functor,
                           const double relative_step_size = 1e-6)
       :functor_(functor),
        ownership_(TAKE_OWNERSHIP),
        relative_step_size_(relative_step_size) {}

   NumericDiffCostFunction(CostFunctor* functor,
                           Ownership ownership,
                           const double relative_step_size = 1e-6)
       : functor_(functor),
         ownership_(ownership),
         relative_step_size_(relative_step_size) {}

   ~NumericDiffCostFunction() {
     if (ownership_ != TAKE_OWNERSHIP) {
       functor_.release();
     }
   }

   virtual bool Evaluate(double const* const* parameters,
                         double* residuals,
                         double** jacobians) const {
     using internal::FixedArray;
     using internal::NumericDiff;

     const int kNumParameters = N0 + N1 + N2 + N3 + N4 + N5 + N6 + N7 + N8 + N9;
     const int kNumParameterBlocks =
         (N0 > 0) + (N1 > 0) + (N2 > 0) + (N3 > 0) + (N4 > 0) +
         (N5 > 0) + (N6 > 0) + (N7 > 0) + (N8 > 0) + (N9 > 0);

     // Get the function value (residuals) at the the point to evaluate.
     if (!internal::EvaluateImpl<CostFunctor,
                                 N0, N1, N2, N3, N4, N5, N6, N7, N8, N9>(
                                     functor_.get(),
                                     parameters,
                                     residuals,
                                     functor_.get())) {
       return false;
     }

     if (!jacobians) {
       return true;
     }

     // Create a copy of the parameters which will get mutated.
     FixedArray<double> parameters_copy(kNumParameters);
     FixedArray<double*> parameters_reference_copy(kNumParameterBlocks);

     parameters_reference_copy[0] = parameters_copy.get();
     if (N1) parameters_reference_copy[1] = parameters_reference_copy[0] + N0;
     if (N2) parameters_reference_copy[2] = parameters_reference_copy[1] + N1;
     if (N3) parameters_reference_copy[3] = parameters_reference_copy[2] + N2;
     if (N4) parameters_reference_copy[4] = parameters_reference_copy[3] + N3;
     if (N5) parameters_reference_copy[5] = parameters_reference_copy[4] + N4;
     if (N6) parameters_reference_copy[6] = parameters_reference_copy[5] + N5;
     if (N7) parameters_reference_copy[7] = parameters_reference_copy[6] + N6;
     if (N7) parameters_reference_copy[8] = parameters_reference_copy[7] + N7;
     if (N8) parameters_reference_copy[9] = parameters_reference_copy[8] + N8;

 #define COPY_PARAMETER_BLOCK(block)                                     \
   if (N ## block) memcpy(parameters_reference_copy[block],              \
                          parameters[block],                             \
                          sizeof(double) * N ## block);  // NOLINT

     COPY_PARAMETER_BLOCK(0);
     COPY_PARAMETER_BLOCK(1);
     COPY_PARAMETER_BLOCK(2);
     COPY_PARAMETER_BLOCK(3);
     COPY_PARAMETER_BLOCK(4);
     COPY_PARAMETER_BLOCK(5);
     COPY_PARAMETER_BLOCK(6);
     COPY_PARAMETER_BLOCK(7);
     COPY_PARAMETER_BLOCK(8);
     COPY_PARAMETER_BLOCK(9);

 #undef COPY_PARAMETER_BLOCK

 #define EVALUATE_JACOBIAN_FOR_BLOCK(block)                              \
     if (N ## block && jacobians[block] != NULL) {                       \
       if (!NumericDiff<CostFunctor,                                     \
                        method,                                          \
                        kNumResiduals,                                   \
                        N0, N1, N2, N3, N4, N5, N6, N7, N8, N9,          \
                        block,                                           \
                        N ## block >::EvaluateJacobianForParameterBlock( \
                            functor_.get(),                              \
                            residuals,                                   \
                            relative_step_size_,                         \
                            parameters_reference_copy.get(),             \
                            jacobians[block])) {                         \
         return false;                                                   \
       }                                                                 \
     }

     EVALUATE_JACOBIAN_FOR_BLOCK(0);
     EVALUATE_JACOBIAN_FOR_BLOCK(1);
     EVALUATE_JACOBIAN_FOR_BLOCK(2);
     EVALUATE_JACOBIAN_FOR_BLOCK(3);
     EVALUATE_JACOBIAN_FOR_BLOCK(4);
     EVALUATE_JACOBIAN_FOR_BLOCK(5);
     EVALUATE_JACOBIAN_FOR_BLOCK(6);
     EVALUATE_JACOBIAN_FOR_BLOCK(7);
     EVALUATE_JACOBIAN_FOR_BLOCK(8);
     EVALUATE_JACOBIAN_FOR_BLOCK(9);

 #undef EVALUATE_JACOBIAN_FOR_BLOCK

     return true;
   }

  private:
   internal::scoped_ptr<CostFunctor> functor_;
   Ownership ownership_;
   const double relative_step_size_;
 };

 }  // namespace ceres

 #endif  // CERES_PUBLIC_NUMERIC_DIFF_COST_FUNCTION_H_
	// 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)
	//
	// Create CostFunctions as needed by the least squares framework with jacobians
	// computed via numeric (a.k.a. finite) differentiation. For more details see
	// http://en.wikipedia.org/wiki/Numerical_differentiation.
	//
	// To get an numerically differentiated cost function, you must define
	// a class with a operator() (a functor) that computes the residuals.
	//
	// The function must write the computed value in the last argument (the only
	// non-const one) and return true to indicate success.
	//
	// For example, consider a scalar error e = k - x'y, where both x and y are
	// two-dimensional column vector parameters, the prime sign indicates
	// transposition, and k is a constant. The form of this error, which is the
	// difference between a constant and an expression, is a common pattern in least
	// squares problems. For example, the value x'y might be the model expectation
	// for a series of measurements, where there is an instance of the cost function
	// for each measurement k.
	//
	// The actual cost added to the total problem is e^2, or (k - x'k)^2; however,
	// the squaring is implicitly done by the optimization framework.
	//
	// To write an numerically-differentiable cost function for the above model, first
	// define the object
	//
	// class MyScalarCostFunctor {
	// MyScalarCostFunctor(double k): k_(k) {}
	//
	// bool operator()(const double* const x,
	// const double* const y,
	// double* residuals) const {
	// residuals[0] = k_ - x[0] * y[0] + x[1] * y[1];
	// return true;
	// }
	//
	// private:
	// double k_;
	// };
	//
	// Note that in the declaration of operator() the input parameters x
	// and y come first, and are passed as const pointers to arrays of
	// doubles. If there were three input parameters, then the third input
	// parameter would come after y. The output is always the last
	// parameter, and is also a pointer to an array. In the example above,
	// the residual is a scalar, so only residuals[0] is set.
	//
	// Then given this class definition, the numerically differentiated
	// cost function with central differences used for computing the
	// derivative can be constructed as follows.
	//
	// CostFunction* cost_function
	// = new NumericDiffCostFunction<MyScalarCostFunctor, CENTRAL, 1, 2, 2>(
	// new MyScalarCostFunctor(1.0)); ^ ^ ^
	// \| \| \| \|
	// Finite Differencing Scheme -+ \| \| \|
	// Dimension of residual ----------+ \| \|
	// Dimension of x --------------------+ \|
	// Dimension of y -----------------------+
	//
	// In this example, there is usually an instance for each measumerent of k.
	//
	// In the instantiation above, the template parameters following
	// "MyScalarCostFunctor", "1, 2, 2", describe the functor as computing
	// a 1-dimensional output from two arguments, both 2-dimensional.
	//
	// The framework can currently accommodate cost functions of up to 10
	// independent variables, and there is no limit on the dimensionality
	// of each of them.
	//
	// The central difference method is considerably more accurate at the cost of
	// twice as many function evaluations than forward difference. Consider using
	// central differences begin with, and only after that works, trying forward
	// difference to improve performance.
	//
	// TODO(sameeragarwal): Add support for dynamic number of residuals.
	//
	// WARNING #1: A common beginner's error when first using
	// NumericDiffCostFunction is to get the sizing wrong. In particular,
	// there is a tendency to set the template parameters to (dimension of
	// residual, number of parameters) instead of passing a dimension
	// parameter for every parameter. In the example above, that would
	// be <MyScalarCostFunctor, 1, 2>, which is missing the last '2'
	// argument. Please be careful when setting the size parameters.
	//
	////////////////////////////////////////////////////////////////////////////
	////////////////////////////////////////////////////////////////////////////
	//
	// ALTERNATE INTERFACE
	//
	// For a variety of reason, including compatibility with legacy code,
	// NumericDiffCostFunction can also take CostFunction objects as
	// input. The following describes how.
	//
	// To get a numerically differentiated cost function, define a
	// subclass of CostFunction such that the Evaluate() function ignores
	// the jacobian parameter. The numeric differentiation wrapper will
	// fill in the jacobian parameter if nececssary by repeatedly calling
	// the Evaluate() function with small changes to the appropriate
	// parameters, and computing the slope. For performance, the numeric
	// differentiation wrapper class is templated on the concrete cost
	// function, even though it could be implemented only in terms of the
	// virtual CostFunction interface.
	//
	// The numerically differentiated version of a cost function for a cost function
	// can be constructed as follows:
	//
	// CostFunction* cost_function
	// = new NumericDiffCostFunction<MyCostFunction, CENTRAL, 1, 4, 8>(
	// new MyCostFunction(...), TAKE_OWNERSHIP);
	//
	// where MyCostFunction has 1 residual and 2 parameter blocks with sizes 4 and 8
	// respectively. Look at the tests for a more detailed example.
	//
	// TODO(keir): Characterize accuracy; mention pitfalls; provide alternatives.

	#ifndef CERES_PUBLIC_NUMERIC_DIFF_COST_FUNCTION_H_
	#define CERES_PUBLIC_NUMERIC_DIFF_COST_FUNCTION_H_

	#include <glog/logging.h>
	#include "Eigen/Dense"
	#include "ceres/cost_function.h"
	#include "ceres/internal/numeric_diff.h"
	#include "ceres/internal/scoped_ptr.h"
	#include "ceres/sized_cost_function.h"
	#include "ceres/types.h"

	namespace ceres {

	template <typename CostFunctor,
	NumericDiffMethod method = CENTRAL,
	int kNumResiduals = 0, // Number of residuals, or ceres::DYNAMIC
	int N0 = 0, // Number of parameters in block 0.
	int N1 = 0, // Number of parameters in block 1.
	int N2 = 0, // Number of parameters in block 2.
	int N3 = 0, // Number of parameters in block 3.
	int N4 = 0, // Number of parameters in block 4.
	int N5 = 0, // Number of parameters in block 5.
	int N6 = 0, // Number of parameters in block 6.
	int N7 = 0, // Number of parameters in block 7.
	int N8 = 0, // Number of parameters in block 8.
	int N9 = 0> // Number of parameters in block 9.
	class NumericDiffCostFunction
	: public SizedCostFunction<kNumResiduals,
	N0, N1, N2, N3, N4,
	N5, N6, N7, N8, N9> {
	public:
	NumericDiffCostFunction(CostFunctor* functor,
	const double relative_step_size = 1e-6)
	:functor_(functor),
	ownership_(TAKE_OWNERSHIP),
	relative_step_size_(relative_step_size) {}

	NumericDiffCostFunction(CostFunctor* functor,
	Ownership ownership,
	const double relative_step_size = 1e-6)
	: functor_(functor),
	ownership_(ownership),
	relative_step_size_(relative_step_size) {}

	~NumericDiffCostFunction() {
	if (ownership_ != TAKE_OWNERSHIP) {
	functor_.release();
	}
	}

	virtual bool Evaluate(double const* const* parameters,
	double* residuals,
	double** jacobians) const {
	using internal::FixedArray;
	using internal::NumericDiff;

	const int kNumParameters = N0 + N1 + N2 + N3 + N4 + N5 + N6 + N7 + N8 + N9;
	const int kNumParameterBlocks =
	(N0 > 0) + (N1 > 0) + (N2 > 0) + (N3 > 0) + (N4 > 0) +
	(N5 > 0) + (N6 > 0) + (N7 > 0) + (N8 > 0) + (N9 > 0);

	// Get the function value (residuals) at the the point to evaluate.
	if (!internal::EvaluateImpl<CostFunctor,
	N0, N1, N2, N3, N4, N5, N6, N7, N8, N9>(
	functor_.get(),
	parameters,
	residuals,
	functor_.get())) {
	return false;
	}

	if (!jacobians) {
	return true;
	}

	// Create a copy of the parameters which will get mutated.
	FixedArray<double> parameters_copy(kNumParameters);
	FixedArray<double*> parameters_reference_copy(kNumParameterBlocks);

	parameters_reference_copy[0] = parameters_copy.get();
	if (N1) parameters_reference_copy[1] = parameters_reference_copy[0] + N0;
	if (N2) parameters_reference_copy[2] = parameters_reference_copy[1] + N1;
	if (N3) parameters_reference_copy[3] = parameters_reference_copy[2] + N2;
	if (N4) parameters_reference_copy[4] = parameters_reference_copy[3] + N3;
	if (N5) parameters_reference_copy[5] = parameters_reference_copy[4] + N4;
	if (N6) parameters_reference_copy[6] = parameters_reference_copy[5] + N5;
	if (N7) parameters_reference_copy[7] = parameters_reference_copy[6] + N6;
	if (N7) parameters_reference_copy[8] = parameters_reference_copy[7] + N7;
	if (N8) parameters_reference_copy[9] = parameters_reference_copy[8] + N8;

	#define COPY_PARAMETER_BLOCK(block) \
	if (N ## block) memcpy(parameters_reference_copy[block], \
	parameters[block], \
	sizeof(double) * N ## block); // NOLINT

	COPY_PARAMETER_BLOCK(0);
	COPY_PARAMETER_BLOCK(1);
	COPY_PARAMETER_BLOCK(2);
	COPY_PARAMETER_BLOCK(3);
	COPY_PARAMETER_BLOCK(4);
	COPY_PARAMETER_BLOCK(5);
	COPY_PARAMETER_BLOCK(6);
	COPY_PARAMETER_BLOCK(7);
	COPY_PARAMETER_BLOCK(8);
	COPY_PARAMETER_BLOCK(9);

	#undef COPY_PARAMETER_BLOCK

	#define EVALUATE_JACOBIAN_FOR_BLOCK(block) \
	if (N ## block && jacobians[block] != NULL) { \
	if (!NumericDiff<CostFunctor, \
	method, \
	kNumResiduals, \
	N0, N1, N2, N3, N4, N5, N6, N7, N8, N9, \
	block, \
	N ## block >::EvaluateJacobianForParameterBlock( \
	functor_.get(), \
	residuals, \
	relative_step_size_, \
	parameters_reference_copy.get(), \
	jacobians[block])) { \
	return false; \
	} \
	}

	EVALUATE_JACOBIAN_FOR_BLOCK(0);
	EVALUATE_JACOBIAN_FOR_BLOCK(1);
	EVALUATE_JACOBIAN_FOR_BLOCK(2);
	EVALUATE_JACOBIAN_FOR_BLOCK(3);
	EVALUATE_JACOBIAN_FOR_BLOCK(4);
	EVALUATE_JACOBIAN_FOR_BLOCK(5);
	EVALUATE_JACOBIAN_FOR_BLOCK(6);
	EVALUATE_JACOBIAN_FOR_BLOCK(7);
	EVALUATE_JACOBIAN_FOR_BLOCK(8);
	EVALUATE_JACOBIAN_FOR_BLOCK(9);

	#undef EVALUATE_JACOBIAN_FOR_BLOCK

	return true;
	}

	private:
	internal::scoped_ptr<CostFunctor> functor_;
	Ownership ownership_;
	const double relative_step_size_;
	};

	} // namespace ceres

	#endif // CERES_PUBLIC_NUMERIC_DIFF_COST_FUNCTION_H_