Autodiff local parameterization class
This class is used to create local parameterization
with Jacobians computed via automatic differentiation.
To get an auto differentiated local parameterization,
class with a templated operator() (a functor) that
computes
plus_delta = Plus(x, delta);
shall be defined.
Then given such functor, the auto differentiated local
parameterization can be constructed as
LocalParameterization* local_parameterization =
new AutoDiffLocalParameterization<PlusFunctor, 4, 3>;
| |
Global Size ---------------+ |
Local Size -------------------+
See autodiff_local_parameterization.h for more information
and usage example.
Initial implementation by Keir Mierle, finished by self
and integrated into Ceres and covered with unit tests
by Sameer Agarwal.
Change-Id: I1b3e48ae89f81e0cf1f51416c5696e18223f4b21
diff --git a/include/ceres/autodiff_local_parameterization.h b/include/ceres/autodiff_local_parameterization.h
new file mode 100644
index 0000000..1099061
--- /dev/null
+++ b/include/ceres/autodiff_local_parameterization.h
@@ -0,0 +1,144 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2013 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: sergey.vfx@gmail.com (Sergey Sharybin)
+// mierle@gmail.com (Keir Mierle)
+// sameeragarwal@google.com (Sameer Agarwal)
+
+#ifndef CERES_PUBLIC_AUTODIFF_LOCAL_PARAMETERIZATION_H_
+#define CERES_PUBLIC_AUTODIFF_LOCAL_PARAMETERIZATION_H_
+
+#include "ceres/internal/autodiff.h"
+#include "ceres/internal/scoped_ptr.h"
+#include "ceres/local_parameterization.h"
+
+namespace ceres {
+
+// Create local parameterization with Jacobians computed via automatic
+// differentiation. For more information on local parameterizations,
+// see include/ceres/local_parameterization.h
+//
+// To get an auto differentiated local parameterization, you must define
+// a class with a templated operator() (a functor) that computes
+//
+// x_plus_delta = Plus(x, delta);
+//
+// the template parameter T. The autodiff framework substitutes appropriate
+// "Jet" objects for T in order to compute the derivative when necessary, but
+// this is hidden, and you should write the function as if T were a scalar type
+// (e.g. a double-precision floating point number).
+//
+// The function must write the computed value in the last argument (the only
+// non-const one) and return true to indicate success.
+//
+// For example, Quaternions have a three dimensional local
+// parameterization. It's plus operation can be implemented as (taken
+// from interncal/ceres/auto_diff_local_parameterization_test.cc)
+//
+// struct QuaternionPlus {
+// template<typename T>
+// bool operator()(const T* x, const T* delta, T* x_plus_delta) const {
+// const T squared_norm_delta =
+// delta[0] * delta[0] + delta[1] * delta[1] + delta[2] * delta[2];
+//
+// T q_delta[4];
+// if (squared_norm_delta > T(0.0)) {
+// T norm_delta = sqrt(squared_norm_delta);
+// const T sin_delta_by_delta = sin(norm_delta) / norm_delta;
+// q_delta[0] = cos(norm_delta);
+// q_delta[1] = sin_delta_by_delta * delta[0];
+// q_delta[2] = sin_delta_by_delta * delta[1];
+// q_delta[3] = sin_delta_by_delta * delta[2];
+// } else {
+// // We do not just use q_delta = [1,0,0,0] here because that is a
+// // constant and when used for automatic differentiation will
+// // lead to a zero derivative. Instead we take a first order
+// // approximation and evaluate it at zero.
+// q_delta[0] = T(1.0);
+// q_delta[1] = delta[0];
+// q_delta[2] = delta[1];
+// q_delta[3] = delta[2];
+// }
+//
+// QuaternionProduct(q_delta, x, x_plus_delta);
+// return true;
+// }
+// };
+//
+// Then given this struct, the auto differentiated local
+// parameterization can now be constructed as
+//
+// LocalParameterization* local_parameterization =
+// new AutoDiffLocalParameterization<QuaternionPlus, 4, 3>;
+// | |
+// Global Size ---------------+ |
+// Local Size -------------------+
+//
+// WARNING: Since the functor will get instantiated with different types for
+// T, you must to convert from other numeric types to T before mixing
+// computations with other variables of type T. In the example above, this is
+// seen where instead of using k_ directly, k_ is wrapped with T(k_).
+
+template <typename Functor, int kGlobalSize, int kLocalSize>
+class AutoDiffLocalParameterization : public LocalParameterization {
+ public:
+ virtual ~AutoDiffLocalParameterization() {}
+ virtual bool Plus(const double* x,
+ const double* delta,
+ double* x_plus_delta) const {
+ return Functor()(x, delta, x_plus_delta);
+ }
+
+ virtual bool ComputeJacobian(const double* x, double* jacobian) const {
+ double zero_delta[kLocalSize];
+ for (int i = 0; i < kLocalSize; ++i) {
+ zero_delta[i] = 0.0;
+ }
+
+ double x_plus_delta[kGlobalSize];
+ for (int i = 0; i < kGlobalSize; ++i) {
+ x_plus_delta[i] = 0.0;
+ }
+
+ const double* parameter_ptrs[2] = {x, zero_delta};
+ double* jacobian_ptrs[2] = { NULL, jacobian };
+ return internal::AutoDiff<Functor, double, kGlobalSize, kLocalSize>
+ ::Differentiate(Functor(),
+ parameter_ptrs,
+ kGlobalSize,
+ x_plus_delta,
+ jacobian_ptrs);
+ }
+
+ virtual int GlobalSize() const { return kGlobalSize; }
+ virtual int LocalSize() const { return kLocalSize; }
+};
+
+} // namespace ceres
+
+#endif // CERES_PUBLIC_AUTODIFF_LOCAL_PARAMETERIZATION_H_
diff --git a/include/ceres/ceres.h b/include/ceres/ceres.h
index 7878806..ac76e97 100644
--- a/include/ceres/ceres.h
+++ b/include/ceres/ceres.h
@@ -38,6 +38,7 @@
#define CERES_ABI_VERSION 1.5.0
#include "ceres/autodiff_cost_function.h"
+#include "ceres/autodiff_local_parameterization.h"
#include "ceres/cost_function.h"
#include "ceres/cost_function_to_functor.h"
#include "ceres/crs_matrix.h"
