internal/ceres/program.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
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// Author: keir@google.com (Keir Mierle)

#ifndef CERES_INTERNAL_PROGRAM_H_
#define CERES_INTERNAL_PROGRAM_H_

#include <vector>
#include "ceres/internal/port.h"

namespace ceres {
namespace internal {

class ParameterBlock;
class ProblemImpl;
class ResidualBlock;

// A nonlinear least squares optimization problem. This is different from the
// similarly-named "Problem" object, which offers a mutation interface for
// adding and modifying parameters and residuals. The Program contains the core
// part of the Problem, which is the parameters and the residuals, stored in a
// particular ordering. The ordering is critical, since it defines the mapping
// between (residual, parameter) pairs and a position in the jacobian of the
// objective function. Various parts of Ceres transform one Program into
// another; for example, the first stage of solving involves stripping all
// constant parameters and residuals. This is in contrast with Problem, which is
// not built for transformation.
class Program {
 public:
  Program();
  explicit Program(const Program& program);

  // The ordered parameter and residual blocks for the program.
  const vector<ParameterBlock*>& parameter_blocks() const;
  const vector<ResidualBlock*>& residual_blocks() const;
  vector<ParameterBlock*>* mutable_parameter_blocks();
  vector<ResidualBlock*>* mutable_residual_blocks();

  // Serialize to/from the program and update states.
  //
  // NOTE: Setting the state of a parameter block can trigger the
  // computation of the Jacobian of its local parameterization. If
  // this computation fails for some reason, then this method returns
  // false and the state of the parameter blocks cannot be trusted.
  bool StateVectorToParameterBlocks(const double *state);
  void ParameterBlocksToStateVector(double *state) const;

  // Copy internal state out to the user's parameters.
  void CopyParameterBlockStateToUserState();

  // Update a state vector for the program given a delta.
  bool Plus(const double* state,
            const double* delta,
            double* state_plus_delta) const;

  // Set the parameter indices and offsets. This permits mapping backward
  // from a ParameterBlock* to an index in the parameter_blocks() vector. For
  // any parameter block p, after calling SetParameterOffsetsAndIndex(), it
  // is true that
  //
  //   parameter_blocks()[p->index()] == p
  //
  // If a parameter appears in a residual but not in the parameter block, then
  // it will have an index of -1.
  //
  // This also updates p->state_offset() and p->delta_offset(), which are the
  // position of the parameter in the state and delta vector respectively.
  void SetParameterOffsetsAndIndex();

  // See problem.h for what these do.
  int NumParameterBlocks() const;
  int NumParameters() const;
  int NumEffectiveParameters() const;
  int NumResidualBlocks() const;
  int NumResiduals() const;

  int MaxScratchDoublesNeededForEvaluate() const;
  int MaxDerivativesPerResidualBlock() const;
  int MaxParametersPerResidualBlock() const;

  // Evaluate the cost and maybe the residuals for the program. If residuals is
  // NULL, then residuals are not calculated. If the jacobian is needed, instead
  // use the various evaluators (e.g. dense_evaluator.h).
  //
  // This is a trivial implementation of evaluate not intended for use in the
  // core solving loop. The other evaluators, which support constructing the
  // jacobian in addition to the cost and residuals, are considerably
  // complicated by the need to construct the jacobian.
  bool Evaluate(double* cost, double* residuals);

 private:
  // The Program does not own the ParameterBlock or ResidualBlock objects.
  vector<ParameterBlock*> parameter_blocks_;
  vector<ResidualBlock*> residual_blocks_;

  friend class ProblemImpl;
};

}  // namespace internal
}  // namespace ceres

#endif  // CERES_INTERNAL_PROGRAM_H_