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authorAngus Kong <shkong@google.com>2013-02-13 14:56:04 -0800
committerAngus Kong <shkong@google.com>2013-02-14 13:33:05 -0800
commit0ae28bd5885b5daa526898fcf7c323dc2c3e1963 (patch)
tree487c4897ae7509fb4e05751b0a673a8090e26d41 /examples
parente9e9be9383b479ac1573370ab221ffbac4de8c90 (diff)
downloadceres-solver-0ae28bd5885b5daa526898fcf7c323dc2c3e1963.tar.gz
Added a NOTICE and a MODULE_LICENSE_BSD file. Added Android.mk for master build and unbundled build. Added CleanSpec.mk to optimize Android build. Change-Id: I6cd82bcabc1a94b10239f9fca017de0afd20e769
Diffstat (limited to 'examples')
-rw-r--r--examples/CMakeLists.txt66
-rw-r--r--examples/Makefile.example82
-rw-r--r--examples/bal_problem.cc301
-rw-r--r--examples/bal_problem.h107
-rw-r--r--examples/bundle_adjuster.cc341
-rw-r--r--examples/circle_fit.cc164
-rw-r--r--examples/data_fitting.cc165
-rw-r--r--examples/denoising.cc214
-rw-r--r--examples/fields_of_experts.cc152
-rw-r--r--examples/fields_of_experts.h145
-rw-r--r--examples/nist.cc479
-rw-r--r--examples/pgm_image.h319
-rw-r--r--examples/powell.cc151
-rw-r--r--examples/quadratic.cc90
-rw-r--r--examples/quadratic_auto_diff.cc88
-rw-r--r--examples/quadratic_numeric_diff.cc92
-rw-r--r--examples/simple_bundle_adjuster.cc210
-rw-r--r--examples/snavely_reprojection_error.h156
18 files changed, 3322 insertions, 0 deletions
diff --git a/examples/CMakeLists.txt b/examples/CMakeLists.txt
new file mode 100644
index 0000000..2307a03
--- /dev/null
+++ b/examples/CMakeLists.txt
@@ -0,0 +1,66 @@
+# 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)
+
+IF (${GFLAGS})
+ ADD_EXECUTABLE(quadratic quadratic.cc)
+ TARGET_LINK_LIBRARIES(quadratic ceres)
+
+ ADD_EXECUTABLE(nist nist.cc)
+ TARGET_LINK_LIBRARIES(nist ceres)
+
+ ADD_EXECUTABLE(quadratic_auto_diff quadratic_auto_diff.cc)
+ TARGET_LINK_LIBRARIES(quadratic_auto_diff ceres)
+
+ ADD_EXECUTABLE(quadratic_numeric_diff quadratic_numeric_diff.cc)
+ TARGET_LINK_LIBRARIES(quadratic_numeric_diff ceres)
+
+ ADD_EXECUTABLE(powell powell.cc)
+ TARGET_LINK_LIBRARIES(powell ceres)
+
+ ADD_EXECUTABLE(circle_fit circle_fit.cc)
+ TARGET_LINK_LIBRARIES(circle_fit ceres)
+
+ ADD_EXECUTABLE(data_fitting data_fitting.cc)
+ TARGET_LINK_LIBRARIES(data_fitting ceres)
+
+ ADD_EXECUTABLE(bundle_adjuster
+ bundle_adjuster.cc
+ bal_problem.cc)
+ TARGET_LINK_LIBRARIES(bundle_adjuster ceres)
+
+ ADD_EXECUTABLE(denoising
+ denoising.cc
+ fields_of_experts.cc)
+ TARGET_LINK_LIBRARIES(denoising ceres)
+ENDIF (${GFLAGS})
+
+ADD_EXECUTABLE(simple_bundle_adjuster
+ simple_bundle_adjuster.cc)
+TARGET_LINK_LIBRARIES(simple_bundle_adjuster ceres)
diff --git a/examples/Makefile.example b/examples/Makefile.example
new file mode 100644
index 0000000..3f303d6
--- /dev/null
+++ b/examples/Makefile.example
@@ -0,0 +1,82 @@
+# Ceres Solver - A fast non-linear least squares minimizer
+# Copyright 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)
+#
+# This is an example Makefile for using Ceres. In practice, the Ceres authors
+# suggest using CMake instead, but if Make is needed for some reason, this
+# example serves to make it easy to do so.
+
+# This should point to place where you unpacked or cloned Ceres.
+CERES_SRC_DIR := /home/keir/wrk/ceres-extra
+
+# This should point to the place where you built Ceres. If you got Ceres by
+# installing it, then this will likely be /usr/local/lib.
+CERES_BIN_DIR := /home/keir/wrk/ceres-extra-bin
+
+# The place you unpacked or cloned Eigen. If Eigen was installed from packages,
+# this will likely be /usr/local/include.
+EIGEN_SRC_DIR := /home/keir/src/eigen-3.0.5
+
+INCLUDES := -I$(CERES_SRC_DIR)/include \
+ -I$(EIGEN_SRC_DIR)
+
+CERES_LIBRARY := -lceres
+CERES_LIBRARY_PATH := -L$(CERES_BIN_DIR)/lib
+CERES_LIBRARY_DEPENDENCIES = -lgflags -lglog
+
+# If Ceres was built with Suitesparse:
+CERES_LIBRARY_DEPENDENCIES += -llapack -lcamd -lamd -lccolamd -lcolamd -lcholmod
+
+# If Ceres was built with CXSparse:
+CERES_LIBRARY_DEPENDENCIES += -lcxsparse
+
+# If Ceres was built with OpenMP:
+CERES_LIBRARY_DEPENDENCIES += -fopenmp -lpthread -lgomp -lm
+
+# The set of object files for your application.
+APPLICATION_OBJS := simple_bundle_adjuster.o
+
+all: simple_bundle_adjuster
+
+simple_bundle_adjuster: $(APPLICATION_OBJS)
+ g++ \
+ $(APPLICATION_OBJS) \
+ $(CERES_LIBRARY_PATH) \
+ $(CERES_LIBRARY) \
+ $(CERES_LIBRARY_DEPENDENCIES) \
+ -o simple_bundle_adjuster
+
+# Disabling debug asserts via -DNDEBUG helps make Eigen faster, at the cost of
+# not getting handy assert failures when there are issues in your code.
+CFLAGS := -O2 -DNDEBUG
+
+# If you have files ending in .cpp instead of .cc, fix the next line
+# appropriately.
+%.o: %.cc $(DEPS)
+ g++ -c -o $@ $< $(CFLAGS) $(INCLUDES)
diff --git a/examples/bal_problem.cc b/examples/bal_problem.cc
new file mode 100644
index 0000000..5733f46
--- /dev/null
+++ b/examples/bal_problem.cc
@@ -0,0 +1,301 @@
+// 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)
+
+#include "bal_problem.h"
+
+#include <cstdio>
+#include <cstdlib>
+#include <string>
+#include <vector>
+#include "Eigen/Core"
+#include "ceres/random.h"
+#include "ceres/rotation.h"
+#include "glog/logging.h"
+
+namespace ceres {
+namespace examples {
+namespace {
+typedef Eigen::Map<Eigen::VectorXd> VectorRef;
+typedef Eigen::Map<const Eigen::VectorXd> ConstVectorRef;
+
+template<typename T>
+void FscanfOrDie(FILE* fptr, const char* format, T* value) {
+ int num_scanned = fscanf(fptr, format, value);
+ if (num_scanned != 1) {
+ LOG(FATAL) << "Invalid UW data file.";
+ }
+}
+
+void PerturbPoint3(const double sigma, double* point) {
+ for (int i = 0; i < 3; ++i) {
+ point[i] += RandNormal() * sigma;
+ }
+}
+
+double Median(std::vector<double>* data) {
+ int n = data->size();
+ std::vector<double>::iterator mid_point = data->begin() + n / 2;
+ std::nth_element(data->begin(), mid_point, data->end());
+ return *mid_point;
+}
+
+} // namespace
+
+BALProblem::BALProblem(const std::string& filename, bool use_quaternions) {
+ FILE* fptr = fopen(filename.c_str(), "r");
+
+ if (fptr == NULL) {
+ LOG(FATAL) << "Error: unable to open file " << filename;
+ return;
+ };
+
+ // This wil die horribly on invalid files. Them's the breaks.
+ FscanfOrDie(fptr, "%d", &num_cameras_);
+ FscanfOrDie(fptr, "%d", &num_points_);
+ FscanfOrDie(fptr, "%d", &num_observations_);
+
+ VLOG(1) << "Header: " << num_cameras_
+ << " " << num_points_
+ << " " << num_observations_;
+
+ point_index_ = new int[num_observations_];
+ camera_index_ = new int[num_observations_];
+ observations_ = new double[2 * num_observations_];
+
+ num_parameters_ = 9 * num_cameras_ + 3 * num_points_;
+ parameters_ = new double[num_parameters_];
+
+ for (int i = 0; i < num_observations_; ++i) {
+ FscanfOrDie(fptr, "%d", camera_index_ + i);
+ FscanfOrDie(fptr, "%d", point_index_ + i);
+ for (int j = 0; j < 2; ++j) {
+ FscanfOrDie(fptr, "%lf", observations_ + 2*i + j);
+ }
+ }
+
+ for (int i = 0; i < num_parameters_; ++i) {
+ FscanfOrDie(fptr, "%lf", parameters_ + i);
+ }
+
+ fclose(fptr);
+
+ use_quaternions_ = use_quaternions;
+ if (use_quaternions) {
+ // Switch the angle-axis rotations to quaternions.
+ num_parameters_ = 10 * num_cameras_ + 3 * num_points_;
+ double* quaternion_parameters = new double[num_parameters_];
+ double* original_cursor = parameters_;
+ double* quaternion_cursor = quaternion_parameters;
+ for (int i = 0; i < num_cameras_; ++i) {
+ AngleAxisToQuaternion(original_cursor, quaternion_cursor);
+ quaternion_cursor += 4;
+ original_cursor += 3;
+ for (int j = 4; j < 10; ++j) {
+ *quaternion_cursor++ = *original_cursor++;
+ }
+ }
+ // Copy the rest of the points.
+ for (int i = 0; i < 3 * num_points_; ++i) {
+ *quaternion_cursor++ = *original_cursor++;
+ }
+ // Swap in the quaternion parameters.
+ delete []parameters_;
+ parameters_ = quaternion_parameters;
+ }
+}
+
+// This function writes the problem to a file in the same format that
+// is read by the constructor.
+void BALProblem::WriteToFile(const std::string& filename) const {
+ FILE* fptr = fopen(filename.c_str(), "w");
+
+ if (fptr == NULL) {
+ LOG(FATAL) << "Error: unable to open file " << filename;
+ return;
+ };
+
+ fprintf(fptr, "%d %d %d\n", num_cameras_, num_points_, num_observations_);
+
+ for (int i = 0; i < num_observations_; ++i) {
+ fprintf(fptr, "%d %d", camera_index_[i], point_index_[i]);
+ for (int j = 0; j < 2; ++j) {
+ fprintf(fptr, " %g", observations_[2 * i + j]);
+ }
+ fprintf(fptr, "\n");
+ }
+
+ for (int i = 0; i < num_cameras(); ++i) {
+ double angleaxis[9];
+ if (use_quaternions_) {
+ // Output in angle-axis format.
+ QuaternionToAngleAxis(parameters_ + 10 * i, angleaxis);
+ memcpy(angleaxis + 3, parameters_ + 10 * i + 4, 6 * sizeof(double));
+ } else {
+ memcpy(angleaxis, parameters_ + 9 * i, 9 * sizeof(double));
+ }
+ for (int j = 0; j < 9; ++j) {
+ fprintf(fptr, "%.16g\n", angleaxis[j]);
+ }
+ }
+
+ const double* points = parameters_ + camera_block_size() * num_cameras_;
+ for (int i = 0; i < num_points(); ++i) {
+ const double* point = points + i * point_block_size();
+ for (int j = 0; j < point_block_size(); ++j) {
+ fprintf(fptr, "%.16g\n", point[j]);
+ }
+ }
+
+ fclose(fptr);
+}
+
+void BALProblem::CameraToAngleAxisAndCenter(const double* camera,
+ double* angle_axis,
+ double* center) {
+ VectorRef angle_axis_ref(angle_axis, 3);
+ if (use_quaternions_) {
+ QuaternionToAngleAxis(camera, angle_axis);
+ } else {
+ angle_axis_ref = ConstVectorRef(camera, 3);
+ }
+
+ // c = -R't
+ Eigen::VectorXd inverse_rotation = -angle_axis_ref;
+ AngleAxisRotatePoint(inverse_rotation.data(),
+ camera + camera_block_size() - 6,
+ center);
+ VectorRef(center, 3) *= -1.0;
+}
+
+void BALProblem::AngleAxisAndCenterToCamera(const double* angle_axis,
+ const double* center,
+ double* camera) {
+ ConstVectorRef angle_axis_ref(angle_axis, 3);
+ if (use_quaternions_) {
+ AngleAxisToQuaternion(angle_axis, camera);
+ } else {
+ VectorRef(camera, 3) = angle_axis_ref;
+ }
+
+ // t = -R * c
+ AngleAxisRotatePoint(angle_axis,
+ center,
+ camera + camera_block_size() - 6);
+ VectorRef(camera + camera_block_size() - 6, 3) *= -1.0;
+}
+
+
+void BALProblem::Normalize() {
+ // Compute the marginal median of the geometry.
+ std::vector<double> tmp(num_points_);
+ Eigen::Vector3d median;
+ double* points = mutable_points();
+ for (int i = 0; i < 3; ++i) {
+ for (int j = 0; j < num_points_; ++j) {
+ tmp[j] = points[3 * j + i];
+ }
+ median(i) = Median(&tmp);
+ }
+
+ for (int i = 0; i < num_points_; ++i) {
+ VectorRef point(points + 3 * i, 3);
+ tmp[i] = (point - median).lpNorm<1>();
+ }
+
+ const double median_absolute_deviation = Median(&tmp);
+
+ // Scale so that the median absolute deviation of the resulting
+ // reconstruction is 100.
+ const double scale = 100.0 / median_absolute_deviation;
+
+ VLOG(2) << "median: " << median.transpose();
+ VLOG(2) << "median absolute deviation: " << median_absolute_deviation;
+ VLOG(2) << "scale: " << scale;
+
+ // X = scale * (X - median)
+ for (int i = 0; i < num_points_; ++i) {
+ VectorRef point(points + 3 * i, 3);
+ point = scale * (point - median);
+ }
+
+ double* cameras = mutable_cameras();
+ double angle_axis[3];
+ double center[3];
+ for (int i = 0; i < num_cameras_; ++i) {
+ double* camera = cameras + camera_block_size() * i;
+ CameraToAngleAxisAndCenter(camera, angle_axis, center);
+ // center = scale * (center - median)
+ VectorRef(center, 3) = scale * (VectorRef(center, 3) - median);
+ AngleAxisAndCenterToCamera(angle_axis, center, camera);
+ }
+}
+
+void BALProblem::Perturb(const double rotation_sigma,
+ const double translation_sigma,
+ const double point_sigma) {
+ CHECK_GE(point_sigma, 0.0);
+ CHECK_GE(rotation_sigma, 0.0);
+ CHECK_GE(translation_sigma, 0.0);
+
+ double* points = mutable_points();
+ if (point_sigma > 0) {
+ for (int i = 0; i < num_points_; ++i) {
+ PerturbPoint3(point_sigma, points + 3 * i);
+ }
+ }
+
+ for (int i = 0; i < num_cameras_; ++i) {
+ double* camera = mutable_cameras() + camera_block_size() * i;
+
+ double angle_axis[3];
+ double center[3];
+ // Perturb in the rotation of the camera in the angle-axis
+ // representation.
+ CameraToAngleAxisAndCenter(camera, angle_axis, center);
+ if (rotation_sigma > 0.0) {
+ PerturbPoint3(rotation_sigma, angle_axis);
+ }
+ AngleAxisAndCenterToCamera(angle_axis, center, camera);
+
+ if (translation_sigma > 0.0) {
+ PerturbPoint3(translation_sigma, camera + camera_block_size() - 6);
+ }
+ }
+}
+
+BALProblem::~BALProblem() {
+ delete []point_index_;
+ delete []camera_index_;
+ delete []observations_;
+ delete []parameters_;
+}
+
+} // namespace examples
+} // namespace ceres
diff --git a/examples/bal_problem.h b/examples/bal_problem.h
new file mode 100644
index 0000000..9173246
--- /dev/null
+++ b/examples/bal_problem.h
@@ -0,0 +1,107 @@
+// 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)
+//
+// Class for loading and holding in memory bundle adjustment problems
+// from the BAL (Bundle Adjustment in the Large) dataset from the
+// University of Washington.
+//
+// For more details see http://grail.cs.washington.edu/projects/bal/
+
+#ifndef CERES_EXAMPLES_BAL_PROBLEM_H_
+#define CERES_EXAMPLES_BAL_PROBLEM_H_
+
+#include <string>
+
+namespace ceres {
+namespace examples {
+
+class BALProblem {
+ public:
+ explicit BALProblem(const std::string& filename, bool use_quaternions);
+ ~BALProblem();
+
+ void WriteToFile(const std::string& filename) const;
+
+ // Move the "center" of the reconstruction to the origin, where the
+ // center is determined by computing the marginal median of the
+ // points. The reconstruction is then scaled so that the median
+ // absolute deviation of the points measured from the origin is
+ // 100.0.
+ //
+ // The reprojection error of the problem remains the same.
+ void Normalize();
+
+ // Perturb the camera pose and the geometry with random normal
+ // numbers with corresponding standard deviations.
+ void Perturb(const double rotation_sigma,
+ const double translation_sigma,
+ const double point_sigma);
+
+ int camera_block_size() const { return use_quaternions_ ? 10 : 9; }
+ int point_block_size() const { return 3; }
+ int num_cameras() const { return num_cameras_; }
+ int num_points() const { return num_points_; }
+ int num_observations() const { return num_observations_; }
+ int num_parameters() const { return num_parameters_; }
+ const int* point_index() const { return point_index_; }
+ const int* camera_index() const { return camera_index_; }
+ const double* observations() const { return observations_; }
+ const double* parameters() const { return parameters_; }
+ double* mutable_cameras() { return parameters_; }
+ double* mutable_points() {
+ return parameters_ + camera_block_size() * num_cameras_;
+ }
+
+ private:
+ void CameraToAngleAxisAndCenter(const double* camera,
+ double* angle_axis,
+ double* center);
+
+ void AngleAxisAndCenterToCamera(const double* angle_axis,
+ const double* center,
+ double* camera);
+ int num_cameras_;
+ int num_points_;
+ int num_observations_;
+ int num_parameters_;
+ bool use_quaternions_;
+
+ int* point_index_;
+ int* camera_index_;
+ double* observations_;
+ // The parameter vector is laid out as follows
+ // [camera_1, ..., camera_n, point_1, ..., point_m]
+ double* parameters_;
+};
+
+} // namespace examples
+} // namespace ceres
+
+#endif // CERES_EXAMPLES_BAL_PROBLEM_H_
diff --git a/examples/bundle_adjuster.cc b/examples/bundle_adjuster.cc
new file mode 100644
index 0000000..78dbd01
--- /dev/null
+++ b/examples/bundle_adjuster.cc
@@ -0,0 +1,341 @@
+// 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)
+//
+// An example of solving a dynamically sized problem with various
+// solvers and loss functions.
+//
+// For a simpler bare bones example of doing bundle adjustment with
+// Ceres, please see simple_bundle_adjuster.cc.
+//
+// NOTE: This example will not compile without gflags and SuiteSparse.
+//
+// The problem being solved here is known as a Bundle Adjustment
+// problem in computer vision. Given a set of 3d points X_1, ..., X_n,
+// a set of cameras P_1, ..., P_m. If the point X_i is visible in
+// image j, then there is a 2D observation u_ij that is the expected
+// projection of X_i using P_j. The aim of this optimization is to
+// find values of X_i and P_j such that the reprojection error
+//
+// E(X,P) = sum_ij |u_ij - P_j X_i|^2
+//
+// is minimized.
+//
+// The problem used here comes from a collection of bundle adjustment
+// problems published at University of Washington.
+// http://grail.cs.washington.edu/projects/bal
+
+#include <algorithm>
+#include <cmath>
+#include <cstdio>
+#include <cstdlib>
+#include <string>
+#include <vector>
+
+#include "bal_problem.h"
+#include "ceres/ceres.h"
+#include "ceres/random.h"
+#include "gflags/gflags.h"
+#include "glog/logging.h"
+#include "snavely_reprojection_error.h"
+
+DEFINE_string(input, "", "Input File name");
+DEFINE_string(trust_region_strategy, "levenberg_marquardt",
+ "Options are: levenberg_marquardt, dogleg.");
+DEFINE_string(dogleg, "traditional_dogleg", "Options are: traditional_dogleg,"
+ "subspace_dogleg.");
+
+DEFINE_bool(inner_iterations, false, "Use inner iterations to non-linearly "
+ "refine each successful trust region step.");
+
+DEFINE_string(blocks_for_inner_iterations, "automatic", "Options are: "
+ "automatic, cameras, points, cameras,points, points,cameras");
+
+DEFINE_string(linear_solver, "sparse_schur", "Options are: "
+ "sparse_schur, dense_schur, iterative_schur, sparse_normal_cholesky, "
+ "dense_qr, dense_normal_cholesky and cgnr.");
+DEFINE_string(preconditioner, "jacobi", "Options are: "
+ "identity, jacobi, schur_jacobi, cluster_jacobi, "
+ "cluster_tridiagonal.");
+DEFINE_string(sparse_linear_algebra_library, "suite_sparse",
+ "Options are: suite_sparse and cx_sparse.");
+DEFINE_string(ordering, "automatic", "Options are: automatic, user.");
+
+DEFINE_bool(use_quaternions, false, "If true, uses quaternions to represent "
+ "rotations. If false, angle axis is used.");
+DEFINE_bool(use_local_parameterization, false, "For quaternions, use a local "
+ "parameterization.");
+DEFINE_bool(robustify, false, "Use a robust loss function.");
+
+DEFINE_double(eta, 1e-2, "Default value for eta. Eta determines the "
+ "accuracy of each linear solve of the truncated newton step. "
+ "Changing this parameter can affect solve performance.");
+
+DEFINE_bool(use_block_amd, true, "Use a block oriented fill reducing "
+ "ordering.");
+
+DEFINE_int32(num_threads, 1, "Number of threads.");
+DEFINE_int32(num_iterations, 5, "Number of iterations.");
+DEFINE_double(max_solver_time, 1e32, "Maximum solve time in seconds.");
+DEFINE_bool(nonmonotonic_steps, false, "Trust region algorithm can use"
+ " nonmonotic steps.");
+
+DEFINE_double(rotation_sigma, 0.0, "Standard deviation of camera rotation "
+ "perturbation.");
+DEFINE_double(translation_sigma, 0.0, "Standard deviation of the camera "
+ "translation perturbation.");
+DEFINE_double(point_sigma, 0.0, "Standard deviation of the point "
+ "perturbation.");
+DEFINE_int32(random_seed, 38401, "Random seed used to set the state "
+ "of the pseudo random number generator used to generate "
+ "the pertubations.");
+DEFINE_string(solver_log, "", "File to record the solver execution to.");
+
+namespace ceres {
+namespace examples {
+
+void SetLinearSolver(Solver::Options* options) {
+ CHECK(StringToLinearSolverType(FLAGS_linear_solver,
+ &options->linear_solver_type));
+ CHECK(StringToPreconditionerType(FLAGS_preconditioner,
+ &options->preconditioner_type));
+ CHECK(StringToSparseLinearAlgebraLibraryType(
+ FLAGS_sparse_linear_algebra_library,
+ &options->sparse_linear_algebra_library));
+ options->num_linear_solver_threads = FLAGS_num_threads;
+}
+
+void SetOrdering(BALProblem* bal_problem, Solver::Options* options) {
+ const int num_points = bal_problem->num_points();
+ const int point_block_size = bal_problem->point_block_size();
+ double* points = bal_problem->mutable_points();
+
+ const int num_cameras = bal_problem->num_cameras();
+ const int camera_block_size = bal_problem->camera_block_size();
+ double* cameras = bal_problem->mutable_cameras();
+
+ options->use_block_amd = FLAGS_use_block_amd;
+
+ if (options->use_inner_iterations) {
+ if (FLAGS_blocks_for_inner_iterations == "cameras") {
+ LOG(INFO) << "Camera blocks for inner iterations";
+ options->inner_iteration_ordering = new ParameterBlockOrdering;
+ for (int i = 0; i < num_cameras; ++i) {
+ options->inner_iteration_ordering->AddElementToGroup(cameras + camera_block_size * i, 0);
+ }
+ } else if (FLAGS_blocks_for_inner_iterations == "points") {
+ LOG(INFO) << "Point blocks for inner iterations";
+ options->inner_iteration_ordering = new ParameterBlockOrdering;
+ for (int i = 0; i < num_points; ++i) {
+ options->inner_iteration_ordering->AddElementToGroup(points + point_block_size * i, 0);
+ }
+ } else if (FLAGS_blocks_for_inner_iterations == "cameras,points") {
+ LOG(INFO) << "Camera followed by point blocks for inner iterations";
+ options->inner_iteration_ordering = new ParameterBlockOrdering;
+ for (int i = 0; i < num_cameras; ++i) {
+ options->inner_iteration_ordering->AddElementToGroup(cameras + camera_block_size * i, 0);
+ }
+ for (int i = 0; i < num_points; ++i) {
+ options->inner_iteration_ordering->AddElementToGroup(points + point_block_size * i, 1);
+ }
+ } else if (FLAGS_blocks_for_inner_iterations == "points,cameras") {
+ LOG(INFO) << "Point followed by camera blocks for inner iterations";
+ options->inner_iteration_ordering = new ParameterBlockOrdering;
+ for (int i = 0; i < num_cameras; ++i) {
+ options->inner_iteration_ordering->AddElementToGroup(cameras + camera_block_size * i, 1);
+ }
+ for (int i = 0; i < num_points; ++i) {
+ options->inner_iteration_ordering->AddElementToGroup(points + point_block_size * i, 0);
+ }
+ } else if (FLAGS_blocks_for_inner_iterations == "automatic") {
+ LOG(INFO) << "Choosing automatic blocks for inner iterations";
+ } else {
+ LOG(FATAL) << "Unknown block type for inner iterations: "
+ << FLAGS_blocks_for_inner_iterations;
+ }
+ }
+
+ // Bundle adjustment problems have a sparsity structure that makes
+ // them amenable to more specialized and much more efficient
+ // solution strategies. The SPARSE_SCHUR, DENSE_SCHUR and
+ // ITERATIVE_SCHUR solvers make use of this specialized
+ // structure.
+ //
+ // This can either be done by specifying Options::ordering_type =
+ // ceres::SCHUR, in which case Ceres will automatically determine
+ // the right ParameterBlock ordering, or by manually specifying a
+ // suitable ordering vector and defining
+ // Options::num_eliminate_blocks.
+ if (FLAGS_ordering == "automatic") {
+ return;
+ }
+
+ ceres::ParameterBlockOrdering* ordering =
+ new ceres::ParameterBlockOrdering;
+
+ // The points come before the cameras.
+ for (int i = 0; i < num_points; ++i) {
+ ordering->AddElementToGroup(points + point_block_size * i, 0);
+ }
+
+ for (int i = 0; i < num_cameras; ++i) {
+ // When using axis-angle, there is a single parameter block for
+ // the entire camera.
+ ordering->AddElementToGroup(cameras + camera_block_size * i, 1);
+ // If quaternions are used, there are two blocks, so add the
+ // second block to the ordering.
+ if (FLAGS_use_quaternions) {
+ ordering->AddElementToGroup(cameras + camera_block_size * i + 4, 1);
+ }
+ }
+
+ options->linear_solver_ordering = ordering;
+}
+
+void SetMinimizerOptions(Solver::Options* options) {
+ options->max_num_iterations = FLAGS_num_iterations;
+ options->minimizer_progress_to_stdout = true;
+ options->num_threads = FLAGS_num_threads;
+ options->eta = FLAGS_eta;
+ options->max_solver_time_in_seconds = FLAGS_max_solver_time;
+ options->use_nonmonotonic_steps = FLAGS_nonmonotonic_steps;
+ CHECK(StringToTrustRegionStrategyType(FLAGS_trust_region_strategy,
+ &options->trust_region_strategy_type));
+ CHECK(StringToDoglegType(FLAGS_dogleg, &options->dogleg_type));
+ options->use_inner_iterations = FLAGS_inner_iterations;
+}
+
+void SetSolverOptionsFromFlags(BALProblem* bal_problem,
+ Solver::Options* options) {
+ SetMinimizerOptions(options);
+ SetLinearSolver(options);
+ SetOrdering(bal_problem, options);
+}
+
+void BuildProblem(BALProblem* bal_problem, Problem* problem) {
+ const int point_block_size = bal_problem->point_block_size();
+ const int camera_block_size = bal_problem->camera_block_size();
+ double* points = bal_problem->mutable_points();
+ double* cameras = bal_problem->mutable_cameras();
+
+ // Observations is 2*num_observations long array observations =
+ // [u_1, u_2, ... , u_n], where each u_i is two dimensional, the x
+ // and y positions of the observation.
+ const double* observations = bal_problem->observations();
+
+ for (int i = 0; i < bal_problem->num_observations(); ++i) {
+ CostFunction* cost_function;
+ // Each Residual block takes a point and a camera as input and
+ // outputs a 2 dimensional residual.
+ if (FLAGS_use_quaternions) {
+ cost_function = new AutoDiffCostFunction<
+ SnavelyReprojectionErrorWithQuaternions, 2, 4, 6, 3>(
+ new SnavelyReprojectionErrorWithQuaternions(
+ observations[2 * i + 0],
+ observations[2 * i + 1]));
+ } else {
+ cost_function =
+ new AutoDiffCostFunction<SnavelyReprojectionError, 2, 9, 3>(
+ new SnavelyReprojectionError(observations[2 * i + 0],
+ observations[2 * i + 1]));
+ }
+
+ // If enabled use Huber's loss function.
+ LossFunction* loss_function = FLAGS_robustify ? new HuberLoss(1.0) : NULL;
+
+ // Each observation correponds to a pair of a camera and a point
+ // which are identified by camera_index()[i] and point_index()[i]
+ // respectively.
+ double* camera =
+ cameras + camera_block_size * bal_problem->camera_index()[i];
+ double* point = points + point_block_size * bal_problem->point_index()[i];
+
+ if (FLAGS_use_quaternions) {
+ // When using quaternions, we split the camera into two
+ // parameter blocks. One of size 4 for the quaternion and the
+ // other of size 6 containing the translation, focal length and
+ // the radial distortion parameters.
+ problem->AddResidualBlock(cost_function,
+ loss_function,
+ camera,
+ camera + 4,
+ point);
+ } else {
+ problem->AddResidualBlock(cost_function, loss_function, camera, point);
+ }
+ }
+
+ if (FLAGS_use_quaternions && FLAGS_use_local_parameterization) {
+ LocalParameterization* quaternion_parameterization =
+ new QuaternionParameterization;
+ for (int i = 0; i < bal_problem->num_cameras(); ++i) {
+ problem->SetParameterization(cameras + camera_block_size * i,
+ quaternion_parameterization);
+ }
+ }
+}
+
+void SolveProblem(const char* filename) {
+ BALProblem bal_problem(filename, FLAGS_use_quaternions);
+ Problem problem;
+
+ SetRandomState(FLAGS_random_seed);
+ bal_problem.Normalize();
+ bal_problem.Perturb(FLAGS_rotation_sigma,
+ FLAGS_translation_sigma,
+ FLAGS_point_sigma);
+
+ BuildProblem(&bal_problem, &problem);
+ Solver::Options options;
+ SetSolverOptionsFromFlags(&bal_problem, &options);
+ options.solver_log = FLAGS_solver_log;
+ options.gradient_tolerance = 1e-16;
+ options.function_tolerance = 1e-16;
+ Solver::Summary summary;
+ Solve(options, &problem, &summary);
+ std::cout << summary.FullReport() << "\n";
+}
+
+} // namespace examples
+} // namespace ceres
+
+int main(int argc, char** argv) {
+ google::ParseCommandLineFlags(&argc, &argv, true);
+ google::InitGoogleLogging(argv[0]);
+ if (FLAGS_input.empty()) {
+ LOG(ERROR) << "Usage: bundle_adjustment_example --input=bal_problem";
+ return 1;
+ }
+
+ CHECK(FLAGS_use_quaternions || !FLAGS_use_local_parameterization)
+ << "--use_local_parameterization can only be used with "
+ << "--use_quaternions.";
+ ceres::examples::SolveProblem(FLAGS_input.c_str());
+ return 0;
+}
diff --git a/examples/circle_fit.cc b/examples/circle_fit.cc
new file mode 100644
index 0000000..0763806
--- /dev/null
+++ b/examples/circle_fit.cc
@@ -0,0 +1,164 @@
+// 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)
+//
+// This fits circles to a collection of points, where the error is related to
+// the distance of a point from the circle. This uses auto-differentiation to
+// take the derivatives.
+//
+// The input format is simple text. Feed on standard in:
+//
+// x_initial y_initial r_initial
+// x1 y1
+// x2 y2
+// y3 y3
+// ...
+//
+// And the result after solving will be printed to stdout:
+//
+// x y r
+//
+// There are closed form solutions [1] to this problem which you may want to
+// consider instead of using this one. If you already have a decent guess, Ceres
+// can squeeze down the last bit of error.
+//
+// [1] http://www.mathworks.com/matlabcentral/fileexchange/5557-circle-fit/content/circfit.m
+
+#include <cstdio>
+#include <vector>
+
+#include "ceres/ceres.h"
+#include "gflags/gflags.h"
+#include "glog/logging.h"
+
+using ceres::AutoDiffCostFunction;
+using ceres::CauchyLoss;
+using ceres::CostFunction;
+using ceres::LossFunction;
+using ceres::Problem;
+using ceres::Solve;
+using ceres::Solver;
+
+DEFINE_double(robust_threshold, 0.0, "Robust loss parameter. Set to 0 for "
+ "normal squared error (no robustification).");
+
+// The cost for a single sample. The returned residual is related to the
+// distance of the point from the circle (passed in as x, y, m parameters).
+//
+// Note that the radius is parameterized as r = m^2 to constrain the radius to
+// positive values.
+class DistanceFromCircleCost {
+ public:
+ DistanceFromCircleCost(double xx, double yy) : xx_(xx), yy_(yy) {}
+ template <typename T> bool operator()(const T* const x,
+ const T* const y,
+ const T* const m, // r = m^2
+ T* residual) const {
+ // Since the radius is parameterized as m^2, unpack m to get r.
+ T r = *m * *m;
+
+ // Get the position of the sample in the circle's coordinate system.
+ T xp = xx_ - *x;
+ T yp = yy_ - *y;
+
+ // It is tempting to use the following cost:
+ //
+ // residual[0] = r - sqrt(xp*xp + yp*yp);
+ //
+ // which is the distance of the sample from the circle. This works
+ // reasonably well, but the sqrt() adds strong nonlinearities to the cost
+ // function. Instead, a different cost is used, which while not strictly a
+ // distance in the metric sense (it has units distance^2) it produces more
+ // robust fits when there are outliers. This is because the cost surface is
+ // more convex.
+ residual[0] = r*r - xp*xp - yp*yp;
+ return true;
+ }
+
+ private:
+ // The measured x,y coordinate that should be on the circle.
+ double xx_, yy_;
+};
+
+int main(int argc, char** argv) {
+ google::ParseCommandLineFlags(&argc, &argv, true);
+ google::InitGoogleLogging(argv[0]);
+
+ double x, y, r;
+ if (scanf("%lg %lg %lg", &x, &y, &r) != 3) {
+ fprintf(stderr, "Couldn't read first line.\n");
+ return 1;
+ }
+ fprintf(stderr, "Got x, y, r %lg, %lg, %lg\n", x, y, r);
+
+ // Save initial values for comparison.
+ double initial_x = x;
+ double initial_y = y;
+ double initial_r = r;
+
+ // Parameterize r as m^2 so that it can't be negative.
+ double m = sqrt(r);
+
+ Problem problem;
+
+ // Configure the loss function.
+ LossFunction* loss = NULL;
+ if (FLAGS_robust_threshold) {
+ loss = new CauchyLoss(FLAGS_robust_threshold);
+ }
+
+ // Add the residuals.
+ double xx, yy;
+ int num_points = 0;
+ while (scanf("%lf %lf\n", &xx, &yy) == 2) {
+ CostFunction *cost =
+ new AutoDiffCostFunction<DistanceFromCircleCost, 1, 1, 1, 1>(
+ new DistanceFromCircleCost(xx, yy));
+ problem.AddResidualBlock(cost, loss, &x, &y, &m);
+ num_points++;
+ }
+
+ std::cout << "Got " << num_points << " points.\n";
+
+ // Build and solve the problem.
+ Solver::Options options;
+ options.max_num_iterations = 500;
+ options.linear_solver_type = ceres::DENSE_QR;
+ Solver::Summary summary;
+ Solve(options, &problem, &summary);
+
+ // Recover r from m.
+ r = m * m;
+
+ std::cout << summary.BriefReport() << "\n";
+ std::cout << "x : " << initial_x << " -> " << x << "\n";
+ std::cout << "y : " << initial_y << " -> " << y << "\n";
+ std::cout << "r : " << initial_r << " -> " << r << "\n";
+ return 0;
+}
diff --git a/examples/data_fitting.cc b/examples/data_fitting.cc
new file mode 100644
index 0000000..5d54123
--- /dev/null
+++ b/examples/data_fitting.cc
@@ -0,0 +1,165 @@
+// 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)
+
+#include "ceres/ceres.h"
+#include "gflags/gflags.h"
+
+using ceres::AutoDiffCostFunction;
+using ceres::CostFunction;
+using ceres::Problem;
+using ceres::Solver;
+using ceres::Solve;
+
+// Data generated using the following octave code.
+// randn('seed', 23497);
+// m = 0.3;
+// c = 0.1;
+// x=[0:0.075:5];
+// y = exp(m * x + c);
+// noise = randn(size(x)) * 0.2;
+// y_observed = y + noise;
+// data = [x', y_observed'];
+
+const int kNumObservations = 67;
+const double data[] = {
+ 0.000000e+00, 1.133898e+00,
+ 7.500000e-02, 1.334902e+00,
+ 1.500000e-01, 1.213546e+00,
+ 2.250000e-01, 1.252016e+00,
+ 3.000000e-01, 1.392265e+00,
+ 3.750000e-01, 1.314458e+00,
+ 4.500000e-01, 1.472541e+00,
+ 5.250000e-01, 1.536218e+00,
+ 6.000000e-01, 1.355679e+00,
+ 6.750000e-01, 1.463566e+00,
+ 7.500000e-01, 1.490201e+00,
+ 8.250000e-01, 1.658699e+00,
+ 9.000000e-01, 1.067574e+00,
+ 9.750000e-01, 1.464629e+00,
+ 1.050000e+00, 1.402653e+00,
+ 1.125000e+00, 1.713141e+00,
+ 1.200000e+00, 1.527021e+00,
+ 1.275000e+00, 1.702632e+00,
+ 1.350000e+00, 1.423899e+00,
+ 1.425000e+00, 1.543078e+00,
+ 1.500000e+00, 1.664015e+00,
+ 1.575000e+00, 1.732484e+00,
+ 1.650000e+00, 1.543296e+00,
+ 1.725000e+00, 1.959523e+00,
+ 1.800000e+00, 1.685132e+00,
+ 1.875000e+00, 1.951791e+00,
+ 1.950000e+00, 2.095346e+00,
+ 2.025000e+00, 2.361460e+00,
+ 2.100000e+00, 2.169119e+00,
+ 2.175000e+00, 2.061745e+00,
+ 2.250000e+00, 2.178641e+00,
+ 2.325000e+00, 2.104346e+00,
+ 2.400000e+00, 2.584470e+00,
+ 2.475000e+00, 1.914158e+00,
+ 2.550000e+00, 2.368375e+00,
+ 2.625000e+00, 2.686125e+00,
+ 2.700000e+00, 2.712395e+00,
+ 2.775000e+00, 2.499511e+00,
+ 2.850000e+00, 2.558897e+00,
+ 2.925000e+00, 2.309154e+00,
+ 3.000000e+00, 2.869503e+00,
+ 3.075000e+00, 3.116645e+00,
+ 3.150000e+00, 3.094907e+00,
+ 3.225000e+00, 2.471759e+00,
+ 3.300000e+00, 3.017131e+00,
+ 3.375000e+00, 3.232381e+00,
+ 3.450000e+00, 2.944596e+00,
+ 3.525000e+00, 3.385343e+00,
+ 3.600000e+00, 3.199826e+00,
+ 3.675000e+00, 3.423039e+00,
+ 3.750000e+00, 3.621552e+00,
+ 3.825000e+00, 3.559255e+00,
+ 3.900000e+00, 3.530713e+00,
+ 3.975000e+00, 3.561766e+00,
+ 4.050000e+00, 3.544574e+00,
+ 4.125000e+00, 3.867945e+00,
+ 4.200000e+00, 4.049776e+00,
+ 4.275000e+00, 3.885601e+00,
+ 4.350000e+00, 4.110505e+00,
+ 4.425000e+00, 4.345320e+00,
+ 4.500000e+00, 4.161241e+00,
+ 4.575000e+00, 4.363407e+00,
+ 4.650000e+00, 4.161576e+00,
+ 4.725000e+00, 4.619728e+00,
+ 4.800000e+00, 4.737410e+00,
+ 4.875000e+00, 4.727863e+00,
+ 4.950000e+00, 4.669206e+00,
+};
+
+class ExponentialResidual {
+ public:
+ ExponentialResidual(double x, double y)
+ : x_(x), y_(y) {}
+
+ template <typename T> bool operator()(const T* const m,
+ const T* const c,
+ T* residual) const {
+ residual[0] = T(y_) - exp(m[0] * T(x_) + c[0]);
+ return true;
+ }
+
+ private:
+ const double x_;
+ const double y_;
+};
+
+int main(int argc, char** argv) {
+ google::ParseCommandLineFlags(&argc, &argv, true);
+ google::InitGoogleLogging(argv[0]);
+
+ double m = 0.0;
+ double c = 0.0;
+
+ Problem problem;
+ for (int i = 0; i < kNumObservations; ++i) {
+ problem.AddResidualBlock(
+ new AutoDiffCostFunction<ExponentialResidual, 1, 1, 1>(
+ new ExponentialResidual(data[2 * i], data[2 * i + 1])),
+ NULL,
+ &m, &c);
+ }
+
+ Solver::Options options;
+ options.max_num_iterations = 25;
+ options.linear_solver_type = ceres::DENSE_QR;
+ options.minimizer_progress_to_stdout = true;
+
+ Solver::Summary summary;
+ Solve(options, &problem, &summary);
+ std::cout << summary.BriefReport() << "\n";
+ std::cout << "Initial m: " << 0.0 << " c: " << 0.0 << "\n";
+ std::cout << "Final m: " << m << " c: " << c << "\n";
+ return 0;
+}
diff --git a/examples/denoising.cc b/examples/denoising.cc
new file mode 100644
index 0000000..086be00
--- /dev/null
+++ b/examples/denoising.cc
@@ -0,0 +1,214 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 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: strandmark@google.com (Petter Strandmark)
+//
+// Denoising using Fields of Experts and the Ceres minimizer.
+//
+// Note that for good denoising results the weighting between the data term
+// and the Fields of Experts term needs to be adjusted. This is discussed
+// in [1]. This program assumes Gaussian noise. The noise model can be changed
+// by substituing another function for QuadraticCostFunction.
+//
+// [1] S. Roth and M.J. Black. "Fields of Experts." International Journal of
+// Computer Vision, 82(2):205--229, 2009.
+
+#include <algorithm>
+#include <cmath>
+#include <iostream>
+#include <vector>
+#include <sstream>
+#include <string>
+
+#include "ceres/ceres.h"
+#include "gflags/gflags.h"
+#include "glog/logging.h"
+
+#include "fields_of_experts.h"
+#include "pgm_image.h"
+
+DEFINE_string(input, "", "File to which the output image should be written");
+DEFINE_string(foe_file, "", "FoE file to use");
+DEFINE_string(output, "", "File to which the output image should be written");
+DEFINE_double(sigma, 20.0, "Standard deviation of noise");
+DEFINE_bool(verbose, false, "Prints information about the solver progress.");
+
+namespace ceres {
+namespace examples {
+
+// This cost function is used to build the data term.
+//
+// f_i(x) = a * (x_i - b)^2
+//
+class QuadraticCostFunction : public ceres::SizedCostFunction<1, 1> {
+ public:
+ QuadraticCostFunction(double a, double b)
+ : sqrta_(std::sqrt(a)), b_(b) {}
+ virtual bool Evaluate(double const* const* parameters,
+ double* residuals,
+ double** jacobians) const {
+ const double x = parameters[0][0];
+ residuals[0] = sqrta_ * (x - b_);
+ if (jacobians != NULL && jacobians[0] != NULL) {
+ jacobians[0][0] = sqrta_;
+ }
+ return true;
+ }
+ private:
+ double sqrta_, b_;
+};
+
+// Creates a Fields of Experts MAP inference problem.
+void CreateProblem(const FieldsOfExperts& foe,
+ const PGMImage<double>& image,
+ Problem* problem,
+ PGMImage<double>* solution) {
+ // Create the data term
+ CHECK_GT(FLAGS_sigma, 0.0);
+ const double coefficient = 1 / (2.0 * FLAGS_sigma * FLAGS_sigma);
+ for (unsigned index = 0; index < image.NumPixels(); ++index) {
+ ceres::CostFunction* cost_function =
+ new QuadraticCostFunction(coefficient,
+ image.PixelFromLinearIndex(index));
+ problem->AddResidualBlock(cost_function,
+ NULL,
+ solution->MutablePixelFromLinearIndex(index));
+ }
+
+ // Create Ceres cost and loss functions for regularization. One is needed for
+ // each filter.
+ std::vector<ceres::LossFunction*> loss_function(foe.NumFilters());
+ std::vector<ceres::CostFunction*> cost_function(foe.NumFilters());
+ for (int alpha_index = 0; alpha_index < foe.NumFilters(); ++alpha_index) {
+ loss_function[alpha_index] = foe.NewLossFunction(alpha_index);
+ cost_function[alpha_index] = foe.NewCostFunction(alpha_index);
+ }
+
+ // Add FoE regularization for each patch in the image.
+ for (int x = 0; x < image.width() - (foe.Size() - 1); ++x) {
+ for (int y = 0; y < image.height() - (foe.Size() - 1); ++y) {
+ // Build a vector with the pixel indices of this patch.
+ std::vector<double*> pixels;
+ const std::vector<int>& x_delta_indices = foe.GetXDeltaIndices();
+ const std::vector<int>& y_delta_indices = foe.GetYDeltaIndices();
+ for (int i = 0; i < foe.NumVariables(); ++i) {
+ double* pixel = solution->MutablePixel(x + x_delta_indices[i],
+ y + y_delta_indices[i]);
+ pixels.push_back(pixel);
+ }
+ // For this patch with coordinates (x, y), we will add foe.NumFilters()
+ // terms to the objective function.
+ for (int alpha_index = 0; alpha_index < foe.NumFilters(); ++alpha_index) {
+ problem->AddResidualBlock(cost_function[alpha_index],
+ loss_function[alpha_index],
+ pixels);
+ }
+ }
+ }
+}
+
+// Solves the FoE problem using Ceres and post-processes it to make sure the
+// solution stays within [0, 255].
+void SolveProblem(Problem* problem, PGMImage<double>* solution) {
+ // These parameters may be experimented with. For example, ceres::DOGLEG tends
+ // to be faster for 2x2 filters, but gives solutions with slightly higher
+ // objective function value.
+ ceres::Solver::Options options;
+ options.max_num_iterations = 100;
+ if (FLAGS_verbose) {
+ options.minimizer_progress_to_stdout = true;
+ }
+ options.trust_region_strategy_type = ceres::LEVENBERG_MARQUARDT;
+ options.linear_solver_type = ceres::SPARSE_NORMAL_CHOLESKY;
+ options.function_tolerance = 1e-3; // Enough for denoising.
+
+ ceres::Solver::Summary summary;
+ ceres::Solve(options, problem, &summary);
+ if (FLAGS_verbose) {
+ std::cout << summary.FullReport() << "\n";
+ }
+
+ // Make the solution stay in [0, 255].
+ for (int x = 0; x < solution->width(); ++x) {
+ for (int y = 0; y < solution->height(); ++y) {
+ *solution->MutablePixel(x, y) =
+ std::min(255.0, std::max(0.0, solution->Pixel(x, y)));
+ }
+ }
+}
+} // namespace examples
+} // namespace ceres
+
+int main(int argc, char** argv) {
+ using namespace ceres::examples;
+ std::string
+ usage("This program denoises an image using Ceres. Sample usage:\n");
+ usage += argv[0];
+ usage += " --input=<noisy image PGM file> --foe_file=<FoE file name>";
+ google::SetUsageMessage(usage);
+ google::ParseCommandLineFlags(&argc, &argv, true);
+ google::InitGoogleLogging(argv[0]);
+
+ if (FLAGS_input.empty()) {
+ std::cerr << "Please provide an image file name.\n";
+ return 1;
+ }
+
+ if (FLAGS_foe_file.empty()) {
+ std::cerr << "Please provide a Fields of Experts file name.\n";
+ return 1;
+ }
+
+ // Load the Fields of Experts filters from file.
+ FieldsOfExperts foe;
+ if (!foe.LoadFromFile(FLAGS_foe_file)) {
+ std::cerr << "Loading \"" << FLAGS_foe_file << "\" failed.\n";
+ return 2;
+ }
+
+ // Read the images
+ PGMImage<double> image(FLAGS_input);
+ if (image.width() == 0) {
+ std::cerr << "Reading \"" << FLAGS_input << "\" failed.\n";
+ return 3;
+ }
+ PGMImage<double> solution(image.width(), image.height());
+ solution.Set(0.0);
+
+ ceres::Problem problem;
+ CreateProblem(foe, image, &problem, &solution);
+
+ SolveProblem(&problem, &solution);
+
+ if (!FLAGS_output.empty()) {
+ CHECK(solution.WriteToFile(FLAGS_output))
+ << "Writing \"" << FLAGS_output << "\" failed.";
+ }
+
+ return 0;
+}
diff --git a/examples/fields_of_experts.cc b/examples/fields_of_experts.cc
new file mode 100644
index 0000000..0cee40b
--- /dev/null
+++ b/examples/fields_of_experts.cc
@@ -0,0 +1,152 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 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: strandmark@google.com (Petter Strandmark)
+//
+// Class for loading the data required for descibing a Fields of Experts (FoE)
+// model.
+
+#include "fields_of_experts.h"
+
+#include <fstream>
+#include <cmath>
+
+#include "pgm_image.h"
+
+namespace ceres {
+namespace examples {
+
+FieldsOfExpertsCost::FieldsOfExpertsCost(const std::vector<double>& filter)
+ : filter_(filter) {
+ set_num_residuals(1);
+ for (int i = 0; i < filter_.size(); ++i) {
+ mutable_parameter_block_sizes()->push_back(1);
+ }
+}
+
+// This is a dot product between a the scalar parameters and a vector of filter
+// coefficients.
+bool FieldsOfExpertsCost::Evaluate(double const* const* parameters,
+ double* residuals,
+ double** jacobians) const {
+ int num_variables = filter_.size();
+ residuals[0] = 0;
+ for (int i = 0; i < num_variables; ++i) {
+ residuals[0] += filter_[i] * parameters[i][0];
+ }
+
+ if (jacobians != NULL) {
+ for (int i = 0; i < num_variables; ++i) {
+ if (jacobians[i] != NULL) {
+ jacobians[i][0] = filter_[i];
+ }
+ }
+ }
+
+ return true;
+}
+
+// This loss function builds the FoE terms and is equal to
+//
+// f(x) = alpha_i * log(1 + (1/2)s)
+//
+void FieldsOfExpertsLoss::Evaluate(double sq_norm, double rho[3]) const {
+ const double c = 0.5;
+ const double sum = 1.0 + sq_norm * c;
+ const double inv = 1.0 / sum;
+ // 'sum' and 'inv' are always positive, assuming that 's' is.
+ rho[0] = alpha_ * log(sum);
+ rho[1] = alpha_ * c * inv;
+ rho[2] = - alpha_ * c * c * inv * inv;
+}
+
+FieldsOfExperts::FieldsOfExperts()
+ : size_(0), num_filters_(0) {
+}
+
+bool FieldsOfExperts::LoadFromFile(const std::string& filename) {
+ std::ifstream foe_file(filename.c_str());
+ foe_file >> size_;
+ foe_file >> num_filters_;
+ if (size_ < 0 || num_filters_ < 0) {
+ return false;
+ }
+ const int num_variables = NumVariables();
+
+ x_delta_indices_.resize(num_variables);
+ for (int i = 0; i < num_variables; ++i) {
+ foe_file >> x_delta_indices_[i];
+ }
+
+ y_delta_indices_.resize(NumVariables());
+ for (int i = 0; i < num_variables; ++i) {
+ foe_file >> y_delta_indices_[i];
+ }
+
+ alpha_.resize(num_filters_);
+ for (int i = 0; i < num_filters_; ++i) {
+ foe_file >> alpha_[i];
+ }
+
+ filters_.resize(num_filters_);
+ for (int i = 0; i < num_filters_; ++i) {
+ filters_[i].resize(num_variables);
+ for (int j = 0; j < num_variables; ++j) {
+ foe_file >> filters_[i][j];
+ }
+ }
+
+ // If any read failed, return failure.
+ if (!foe_file) {
+ size_ = 0;
+ return false;
+ }
+
+ // There cannot be anything else in the file. Try reading another number and
+ // return failure if that succeeded.
+ double temp;
+ foe_file >> temp;
+ if (foe_file) {
+ size_ = 0;
+ return false;
+ }
+
+ return true;
+}
+
+ceres::CostFunction* FieldsOfExperts::NewCostFunction(int alpha_index) const {
+ return new FieldsOfExpertsCost(filters_[alpha_index]);
+}
+
+ceres::LossFunction* FieldsOfExperts::NewLossFunction(int alpha_index) const {
+ return new FieldsOfExpertsLoss(alpha_[alpha_index]);
+}
+
+
+} // namespace examples
+} // namespace ceres
diff --git a/examples/fields_of_experts.h b/examples/fields_of_experts.h
new file mode 100644
index 0000000..845a4cf
--- /dev/null
+++ b/examples/fields_of_experts.h
@@ -0,0 +1,145 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 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: strandmark@google.com (Petter Strandmark)
+//
+// Class for loading the data required for descibing a Fields of Experts (FoE)
+// model. The Fields of Experts regularization consists of terms of the type
+//
+// alpha * log(1 + (1/2)*sum(F .* X)^2),
+//
+// where F is a d-by-d image patch and alpha is a constant. This is implemented
+// by a FieldsOfExpertsSum object which represents the dot product between the
+// image patches and a FieldsOfExpertsLoss which implements the log(1 + (1/2)s)
+// part.
+//
+// [1] S. Roth and M.J. Black. "Fields of Experts." International Journal of
+// Computer Vision, 82(2):205--229, 2009.
+
+#ifndef CERES_EXAMPLES_FIELDS_OF_EXPERTS_H_
+#define CERES_EXAMPLES_FIELDS_OF_EXPERTS_H_
+
+#include <iostream>
+#include <vector>
+
+#include "ceres/loss_function.h"
+#include "ceres/cost_function.h"
+#include "ceres/sized_cost_function.h"
+
+#include "pgm_image.h"
+
+namespace ceres {
+namespace examples {
+
+// One sum in the FoE regularizer. This is a dot product between a filter and an
+// image patch. It simply calculates the dot product between the filter
+// coefficients given in the constructor and the scalar parameters passed to it.
+class FieldsOfExpertsCost : public ceres::CostFunction {
+ public:
+ explicit FieldsOfExpertsCost(const std::vector<double>& filter);
+ // The number of scalar parameters passed to Evaluate must equal the number of
+ // filter coefficients passed to the constructor.
+ virtual bool Evaluate(double const* const* parameters,
+ double* residuals,
+ double** jacobians) const;
+
+ private:
+ const std::vector<double>& filter_;
+};
+
+// The loss function used to build the correct regularization. See above.
+//
+// f(x) = alpha_i * log(1 + (1/2)s)
+//
+class FieldsOfExpertsLoss : public ceres::LossFunction {
+ public:
+ explicit FieldsOfExpertsLoss(double alpha) : alpha_(alpha) { }
+ virtual void Evaluate(double, double*) const;
+
+ private:
+ const double alpha_;
+};
+
+// This class loads a set of filters and coefficients from file. Then the users
+// obtains the correct loss and cost functions through NewCostFunction and
+// NewLossFunction.
+class FieldsOfExperts {
+ public:
+ // Creates an empty object with size() == 0.
+ FieldsOfExperts();
+ // Attempts to load filters from a file. If unsuccessful it returns false and
+ // sets size() == 0.
+ bool LoadFromFile(const std::string& filename);
+
+ // Side length of a square filter in this FoE. They are all of the same size.
+ int Size() const {
+ return size_;
+ }
+
+ // Total number of pixels the filter covers.
+ int NumVariables() const {
+ return size_ * size_;
+ }
+
+ // Number of filters used by the FoE.
+ int NumFilters() const {
+ return num_filters_;
+ }
+
+ // Creates a new cost function. The caller is responsible for deallocating the
+ // memory. alpha_index specifies which filter is used in the cost function.
+ ceres::CostFunction* NewCostFunction(int alpha_index) const;
+ // Creates a new loss function. The caller is responsible for deallocating the
+ // memory. alpha_index specifies which filter this loss function is for.
+ ceres::LossFunction* NewLossFunction(int alpha_index) const;
+
+ // Gets the delta pixel indices for all pixels in a patch.
+ const std::vector<int>& GetXDeltaIndices() const {
+ return x_delta_indices_;
+ }
+ const std::vector<int>& GetYDeltaIndices() const {
+ return y_delta_indices_;
+ }
+
+ private:
+ // The side length of a square filter.
+ int size_;
+ // The number of different filters used.
+ int num_filters_;
+ // Pixel offsets for all variables.
+ std::vector<int> x_delta_indices_, y_delta_indices_;
+ // The coefficients in front of each term.
+ std::vector<double> alpha_;
+ // The filters used for the dot product with image patches.
+ std::vector<std::vector<double> > filters_;
+};
+
+} // namespace examples
+} // namespace ceres
+
+#endif // CERES_EXAMPLES_FIELDS_OF_EXPERTS_H_
diff --git a/examples/nist.cc b/examples/nist.cc
new file mode 100644
index 0000000..440ab5c
--- /dev/null
+++ b/examples/nist.cc
@@ -0,0 +1,479 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 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)
+//
+// NIST non-linear regression problems solved using Ceres.
+//
+// The data was obtained from
+// http://www.itl.nist.gov/div898/strd/nls/nls_main.shtml, where more
+// background on these problems can also be found.
+//
+// Currently not all problems are solved successfully. Some of the
+// failures are due to convergence to a local minimum, and some fail
+// because of numerical issues.
+//
+// TODO(sameeragarwal): Fix numerical issues so that all the problems
+// converge and then look at convergence to the wrong solution issues.
+
+#include <iostream>
+#include <fstream>
+#include "ceres/ceres.h"
+#include "ceres/split.h"
+#include "gflags/gflags.h"
+#include "glog/logging.h"
+#include "Eigen/Core"
+
+DEFINE_string(nist_data_dir, "", "Directory containing the NIST non-linear"
+ "regression examples");
+DEFINE_string(trust_region_strategy, "levenberg_marquardt",
+ "Options are: levenberg_marquardt, dogleg");
+DEFINE_string(dogleg, "traditional_dogleg",
+ "Options are: traditional_dogleg, subspace_dogleg");
+DEFINE_string(linear_solver, "dense_qr", "Options are: "
+ "sparse_cholesky, dense_qr, dense_normal_cholesky and"
+ "cgnr");
+DEFINE_string(preconditioner, "jacobi", "Options are: "
+ "identity, jacobi");
+DEFINE_int32(num_iterations, 10000, "Number of iterations");
+DEFINE_bool(nonmonotonic_steps, false, "Trust region algorithm can use"
+ " nonmonotic steps");
+DEFINE_double(initial_trust_region_radius, 1e4, "Initial trust region radius");
+
+using Eigen::Dynamic;
+using Eigen::RowMajor;
+typedef Eigen::Matrix<double, Dynamic, 1> Vector;
+typedef Eigen::Matrix<double, Dynamic, Dynamic, RowMajor> Matrix;
+
+bool GetAndSplitLine(std::ifstream& ifs, std::vector<std::string>* pieces) {
+ pieces->clear();
+ char buf[256];
+ ifs.getline(buf, 256);
+ ceres::SplitStringUsing(std::string(buf), " ", pieces);
+ return true;
+}
+
+void SkipLines(std::ifstream& ifs, int num_lines) {
+ char buf[256];
+ for (int i = 0; i < num_lines; ++i) {
+ ifs.getline(buf, 256);
+ }
+}
+
+bool IsSuccessfulTermination(ceres::SolverTerminationType status) {
+ return
+ (status == ceres::FUNCTION_TOLERANCE) ||
+ (status == ceres::GRADIENT_TOLERANCE) ||
+ (status == ceres::PARAMETER_TOLERANCE) ||
+ (status == ceres::USER_SUCCESS);
+}
+
+class NISTProblem {
+ public:
+ explicit NISTProblem(const std::string& filename) {
+ std::ifstream ifs(filename.c_str(), std::ifstream::in);
+
+ std::vector<std::string> pieces;
+ SkipLines(ifs, 24);
+ GetAndSplitLine(ifs, &pieces);
+ const int kNumResponses = std::atoi(pieces[1].c_str());
+
+ GetAndSplitLine(ifs, &pieces);
+ const int kNumPredictors = std::atoi(pieces[0].c_str());
+
+ GetAndSplitLine(ifs, &pieces);
+ const int kNumObservations = std::atoi(pieces[0].c_str());
+
+ SkipLines(ifs, 4);
+ GetAndSplitLine(ifs, &pieces);
+ const int kNumParameters = std::atoi(pieces[0].c_str());
+ SkipLines(ifs, 8);
+
+ // Get the first line of initial and final parameter values to
+ // determine the number of tries.
+ GetAndSplitLine(ifs, &pieces);
+ const int kNumTries = pieces.size() - 4;
+
+ predictor_.resize(kNumObservations, kNumPredictors);
+ response_.resize(kNumObservations, kNumResponses);
+ initial_parameters_.resize(kNumTries, kNumParameters);
+ final_parameters_.resize(1, kNumParameters);
+
+ // Parse the line for parameter b1.
+ int parameter_id = 0;
+ for (int i = 0; i < kNumTries; ++i) {
+ initial_parameters_(i, parameter_id) = std::atof(pieces[i + 2].c_str());
+ }
+ final_parameters_(0, parameter_id) = std::atof(pieces[2 + kNumTries].c_str());
+
+ // Parse the remaining parameter lines.
+ for (int parameter_id = 1; parameter_id < kNumParameters; ++parameter_id) {
+ GetAndSplitLine(ifs, &pieces);
+ // b2, b3, ....
+ for (int i = 0; i < kNumTries; ++i) {
+ initial_parameters_(i, parameter_id) = std::atof(pieces[i + 2].c_str());
+ }
+ final_parameters_(0, parameter_id) = std::atof(pieces[2 + kNumTries].c_str());
+ }
+
+ // Certfied cost
+ SkipLines(ifs, 1);
+ GetAndSplitLine(ifs, &pieces);
+ certified_cost_ = std::atof(pieces[4].c_str()) / 2.0;
+
+ // Read the observations.
+ SkipLines(ifs, 18 - kNumParameters);
+ for (int i = 0; i < kNumObservations; ++i) {
+ GetAndSplitLine(ifs, &pieces);
+ // Response.
+ for (int j = 0; j < kNumResponses; ++j) {
+ response_(i, j) = std::atof(pieces[j].c_str());
+ }
+
+ // Predictor variables.
+ for (int j = 0; j < kNumPredictors; ++j) {
+ predictor_(i, j) = std::atof(pieces[j + kNumResponses].c_str());
+ }
+ }
+ }
+
+ Matrix initial_parameters(int start) const { return initial_parameters_.row(start); }
+ Matrix final_parameters() const { return final_parameters_; }
+ Matrix predictor() const { return predictor_; }
+ Matrix response() const { return response_; }
+ int predictor_size() const { return predictor_.cols(); }
+ int num_observations() const { return predictor_.rows(); }
+ int response_size() const { return response_.cols(); }
+ int num_parameters() const { return initial_parameters_.cols(); }
+ int num_starts() const { return initial_parameters_.rows(); }
+ double certified_cost() const { return certified_cost_; }
+
+ private:
+ Matrix predictor_;
+ Matrix response_;
+ Matrix initial_parameters_;
+ Matrix final_parameters_;
+ double certified_cost_;
+};
+
+#define NIST_BEGIN(CostFunctionName) \
+ struct CostFunctionName { \
+ CostFunctionName(const double* const x, \
+ const double* const y) \
+ : x_(*x), y_(*y) {} \
+ double x_; \
+ double y_; \
+ template <typename T> \
+ bool operator()(const T* const b, T* residual) const { \
+ const T y(y_); \
+ const T x(x_); \
+ residual[0] = y - (
+
+#define NIST_END ); return true; }};
+
+// y = b1 * (b2+x)**(-1/b3) + e
+NIST_BEGIN(Bennet5)
+ b[0] * pow(b[1] + x, T(-1.0) / b[2])
+NIST_END
+
+// y = b1*(1-exp[-b2*x]) + e
+NIST_BEGIN(BoxBOD)
+ b[0] * (T(1.0) - exp(-b[1] * x))
+NIST_END
+
+// y = exp[-b1*x]/(b2+b3*x) + e
+NIST_BEGIN(Chwirut)
+ exp(-b[0] * x) / (b[1] + b[2] * x)
+NIST_END
+
+// y = b1*x**b2 + e
+NIST_BEGIN(DanWood)
+ b[0] * pow(x, b[1])
+NIST_END
+
+// y = b1*exp( -b2*x ) + b3*exp( -(x-b4)**2 / b5**2 )
+// + b6*exp( -(x-b7)**2 / b8**2 ) + e
+NIST_BEGIN(Gauss)
+ b[0] * exp(-b[1] * x) +
+ b[2] * exp(-pow((x - b[3])/b[4], 2)) +
+ b[5] * exp(-pow((x - b[6])/b[7],2))
+NIST_END
+
+// y = b1*exp(-b2*x) + b3*exp(-b4*x) + b5*exp(-b6*x) + e
+NIST_BEGIN(Lanczos)
+ b[0] * exp(-b[1] * x) + b[2] * exp(-b[3] * x) + b[4] * exp(-b[5] * x)
+NIST_END
+
+// y = (b1+b2*x+b3*x**2+b4*x**3) /
+// (1+b5*x+b6*x**2+b7*x**3) + e
+NIST_BEGIN(Hahn1)
+ (b[0] + b[1] * x + b[2] * x * x + b[3] * x * x * x) /
+ (T(1.0) + b[4] * x + b[5] * x * x + b[6] * x * x * x)
+NIST_END
+
+// y = (b1 + b2*x + b3*x**2) /
+// (1 + b4*x + b5*x**2) + e
+NIST_BEGIN(Kirby2)
+ (b[0] + b[1] * x + b[2] * x * x) /
+ (T(1.0) + b[3] * x + b[4] * x * x)
+NIST_END
+
+// y = b1*(x**2+x*b2) / (x**2+x*b3+b4) + e
+NIST_BEGIN(MGH09)
+ b[0] * (x * x + x * b[1]) / (x * x + x * b[2] + b[3])
+NIST_END
+
+// y = b1 * exp[b2/(x+b3)] + e
+NIST_BEGIN(MGH10)
+ b[0] * exp(b[1] / (x + b[2]))
+NIST_END
+
+// y = b1 + b2*exp[-x*b4] + b3*exp[-x*b5]
+NIST_BEGIN(MGH17)
+ b[0] + b[1] * exp(-x * b[3]) + b[2] * exp(-x * b[4])
+NIST_END
+
+// y = b1*(1-exp[-b2*x]) + e
+NIST_BEGIN(Misra1a)
+ b[0] * (T(1.0) - exp(-b[1] * x))
+NIST_END
+
+// y = b1 * (1-(1+b2*x/2)**(-2)) + e
+NIST_BEGIN(Misra1b)
+ b[0] * (T(1.0) - T(1.0)/ ((T(1.0) + b[1] * x / 2.0) * (T(1.0) + b[1] * x / 2.0)))
+NIST_END
+
+// y = b1 * (1-(1+2*b2*x)**(-.5)) + e
+NIST_BEGIN(Misra1c)
+ b[0] * (T(1.0) - pow(T(1.0) + T(2.0) * b[1] * x, -0.5))
+NIST_END
+
+// y = b1*b2*x*((1+b2*x)**(-1)) + e
+NIST_BEGIN(Misra1d)
+ b[0] * b[1] * x / (T(1.0) + b[1] * x)
+NIST_END
+
+const double kPi = 3.141592653589793238462643383279;
+// pi = 3.141592653589793238462643383279E0
+// y = b1 - b2*x - arctan[b3/(x-b4)]/pi + e
+NIST_BEGIN(Roszman1)
+ b[0] - b[1] * x - atan2(b[2], (x - b[3]))/T(kPi)
+NIST_END
+
+// y = b1 / (1+exp[b2-b3*x]) + e
+NIST_BEGIN(Rat42)
+ b[0] / (T(1.0) + exp(b[1] - b[2] * x))
+NIST_END
+
+// y = b1 / ((1+exp[b2-b3*x])**(1/b4)) + e
+NIST_BEGIN(Rat43)
+ b[0] / pow(T(1.0) + exp(b[1] - b[2] * x), T(1.0) / b[3])
+NIST_END
+
+// y = (b1 + b2*x + b3*x**2 + b4*x**3) /
+// (1 + b5*x + b6*x**2 + b7*x**3) + e
+NIST_BEGIN(Thurber)
+ (b[0] + b[1] * x + b[2] * x * x + b[3] * x * x * x) /
+ (T(1.0) + b[4] * x + b[5] * x * x + b[6] * x * x * x)
+NIST_END
+
+// y = b1 + b2*cos( 2*pi*x/12 ) + b3*sin( 2*pi*x/12 )
+// + b5*cos( 2*pi*x/b4 ) + b6*sin( 2*pi*x/b4 )
+// + b8*cos( 2*pi*x/b7 ) + b9*sin( 2*pi*x/b7 ) + e
+NIST_BEGIN(ENSO)
+ b[0] + b[1] * cos(T(2.0 * kPi) * x / T(12.0)) +
+ b[2] * sin(T(2.0 * kPi) * x / T(12.0)) +
+ b[4] * cos(T(2.0 * kPi) * x / b[3]) +
+ b[5] * sin(T(2.0 * kPi) * x / b[3]) +
+ b[7] * cos(T(2.0 * kPi) * x / b[6]) +
+ b[8] * sin(T(2.0 * kPi) * x / b[6])
+NIST_END
+
+// y = (b1/b2) * exp[-0.5*((x-b3)/b2)**2] + e
+NIST_BEGIN(Eckerle4)
+ b[0] / b[1] * exp(T(-0.5) * pow((x - b[2])/b[1], 2))
+NIST_END
+
+struct Nelson {
+ public:
+ Nelson(const double* const x, const double* const y)
+ : x1_(x[0]), x2_(x[1]), y_(y[0]) {}
+
+ template <typename T>
+ bool operator()(const T* const b, T* residual) const {
+ // log[y] = b1 - b2*x1 * exp[-b3*x2] + e
+ residual[0] = T(log(y_)) - (b[0] - b[1] * T(x1_) * exp(-b[2] * T(x2_)));
+ return true;
+ }
+
+ private:
+ double x1_;
+ double x2_;
+ double y_;
+};
+
+template <typename Model, int num_residuals, int num_parameters>
+int RegressionDriver(const std::string& filename,
+ const ceres::Solver::Options& options) {
+ NISTProblem nist_problem(FLAGS_nist_data_dir + filename);
+ CHECK_EQ(num_residuals, nist_problem.response_size());
+ CHECK_EQ(num_parameters, nist_problem.num_parameters());
+
+ Matrix predictor = nist_problem.predictor();
+ Matrix response = nist_problem.response();
+ Matrix final_parameters = nist_problem.final_parameters();
+ std::vector<ceres::Solver::Summary> summaries(nist_problem.num_starts() + 1);
+ std::cerr << filename << std::endl;
+
+ // Each NIST problem comes with multiple starting points, so we
+ // construct the problem from scratch for each case and solve it.
+ for (int start = 0; start < nist_problem.num_starts(); ++start) {
+ Matrix initial_parameters = nist_problem.initial_parameters(start);
+
+ ceres::Problem problem;
+ for (int i = 0; i < nist_problem.num_observations(); ++i) {
+ problem.AddResidualBlock(
+ new ceres::AutoDiffCostFunction<Model, num_residuals, num_parameters>(
+ new Model(predictor.data() + nist_problem.predictor_size() * i,
+ response.data() + nist_problem.response_size() * i)),
+ NULL,
+ initial_parameters.data());
+ }
+
+ Solve(options, &problem, &summaries[start]);
+ }
+
+ const double certified_cost = nist_problem.certified_cost();
+
+ int num_success = 0;
+ const int kMinNumMatchingDigits = 4;
+ for (int start = 0; start < nist_problem.num_starts(); ++start) {
+ const ceres::Solver::Summary& summary = summaries[start];
+
+ int num_matching_digits = 0;
+ if (IsSuccessfulTermination(summary.termination_type)
+ && summary.final_cost < certified_cost) {
+ num_matching_digits = kMinNumMatchingDigits + 1;
+ } else {
+ num_matching_digits =
+ -std::log10(fabs(summary.final_cost - certified_cost) / certified_cost);
+ }
+
+ std::cerr << "start " << start + 1 << " " ;
+ if (num_matching_digits <= kMinNumMatchingDigits) {
+ std::cerr << "FAILURE";
+ } else {
+ std::cerr << "SUCCESS";
+ ++num_success;
+ }
+ std::cerr << " summary: "
+ << summary.BriefReport()
+ << " Certified cost: " << certified_cost
+ << std::endl;
+
+ }
+
+ return num_success;
+}
+
+void SetMinimizerOptions(ceres::Solver::Options* options) {
+ CHECK(ceres::StringToLinearSolverType(FLAGS_linear_solver,
+ &options->linear_solver_type));
+ CHECK(ceres::StringToPreconditionerType(FLAGS_preconditioner,
+ &options->preconditioner_type));
+ CHECK(ceres::StringToTrustRegionStrategyType(
+ FLAGS_trust_region_strategy,
+ &options->trust_region_strategy_type));
+ CHECK(ceres::StringToDoglegType(FLAGS_dogleg, &options->dogleg_type));
+
+ options->max_num_iterations = FLAGS_num_iterations;
+ options->use_nonmonotonic_steps = FLAGS_nonmonotonic_steps;
+ options->initial_trust_region_radius = FLAGS_initial_trust_region_radius;
+ options->function_tolerance = 1e-18;
+ options->gradient_tolerance = 1e-18;
+ options->parameter_tolerance = 1e-18;
+}
+
+void SolveNISTProblems() {
+ if (FLAGS_nist_data_dir.empty()) {
+ LOG(FATAL) << "Must specify the directory containing the NIST problems";
+ }
+
+ ceres::Solver::Options options;
+ SetMinimizerOptions(&options);
+
+ std::cerr << "Lower Difficulty\n";
+ int easy_success = 0;
+ easy_success += RegressionDriver<Misra1a, 1, 2>("Misra1a.dat", options);
+ easy_success += RegressionDriver<Chwirut, 1, 3>("Chwirut1.dat", options);
+ easy_success += RegressionDriver<Chwirut, 1, 3>("Chwirut2.dat", options);
+ easy_success += RegressionDriver<Lanczos, 1, 6>("Lanczos3.dat", options);
+ easy_success += RegressionDriver<Gauss, 1, 8>("Gauss1.dat", options);
+ easy_success += RegressionDriver<Gauss, 1, 8>("Gauss2.dat", options);
+ easy_success += RegressionDriver<DanWood, 1, 2>("DanWood.dat", options);
+ easy_success += RegressionDriver<Misra1b, 1, 2>("Misra1b.dat", options);
+
+ std::cerr << "\nMedium Difficulty\n";
+ int medium_success = 0;
+ medium_success += RegressionDriver<Kirby2, 1, 5>("Kirby2.dat", options);
+ medium_success += RegressionDriver<Hahn1, 1, 7>("Hahn1.dat", options);
+ medium_success += RegressionDriver<Nelson, 1, 3>("Nelson.dat", options);
+ medium_success += RegressionDriver<MGH17, 1, 5>("MGH17.dat", options);
+ medium_success += RegressionDriver<Lanczos, 1, 6>("Lanczos1.dat", options);
+ medium_success += RegressionDriver<Lanczos, 1, 6>("Lanczos2.dat", options);
+ medium_success += RegressionDriver<Gauss, 1, 8>("Gauss3.dat", options);
+ medium_success += RegressionDriver<Misra1c, 1, 2>("Misra1c.dat", options);
+ medium_success += RegressionDriver<Misra1d, 1, 2>("Misra1d.dat", options);
+ medium_success += RegressionDriver<Roszman1, 1, 4>("Roszman1.dat", options);
+ medium_success += RegressionDriver<ENSO, 1, 9>("ENSO.dat", options);
+
+ std::cerr << "\nHigher Difficulty\n";
+ int hard_success = 0;
+ hard_success += RegressionDriver<MGH09, 1, 4>("MGH09.dat", options);
+ hard_success += RegressionDriver<Thurber, 1, 7>("Thurber.dat", options);
+ hard_success += RegressionDriver<BoxBOD, 1, 2>("BoxBOD.dat", options);
+ hard_success += RegressionDriver<Rat42, 1, 3>("Rat42.dat", options);
+ hard_success += RegressionDriver<MGH10, 1, 3>("MGH10.dat", options);
+
+ hard_success += RegressionDriver<Eckerle4, 1, 3>("Eckerle4.dat", options);
+ hard_success += RegressionDriver<Rat43, 1, 4>("Rat43.dat", options);
+ hard_success += RegressionDriver<Bennet5, 1, 3>("Bennett5.dat", options);
+
+ std::cerr << "\n";
+ std::cerr << "Easy : " << easy_success << "/16\n";
+ std::cerr << "Medium : " << medium_success << "/22\n";
+ std::cerr << "Hard : " << hard_success << "/16\n";
+ std::cerr << "Total : " << easy_success + medium_success + hard_success << "/54\n";
+}
+
+int main(int argc, char** argv) {
+ google::ParseCommandLineFlags(&argc, &argv, true);
+ google::InitGoogleLogging(argv[0]);
+ SolveNISTProblems();
+ return 0;
+};
diff --git a/examples/pgm_image.h b/examples/pgm_image.h
new file mode 100644
index 0000000..15e99e4
--- /dev/null
+++ b/examples/pgm_image.h
@@ -0,0 +1,319 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 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: strandmark@google.com (Petter Strandmark)
+//
+// Simple class for accessing PGM images.
+
+#ifndef CERES_EXAMPLES_PGM_IMAGE_H_
+#define CERES_EXAMPLES_PGM_IMAGE_H_
+
+#include <algorithm>
+#include <cstring>
+#include <fstream>
+#include <iostream>
+#include <sstream>
+#include <string>
+#include <vector>
+
+#include "glog/logging.h"
+
+namespace ceres {
+namespace examples {
+
+template<typename Real>
+class PGMImage {
+ public:
+ // Create an empty image
+ PGMImage(int width, int height);
+ // Load an image from file
+ explicit PGMImage(std::string filename);
+ // Sets an image to a constant
+ void Set(double constant);
+
+ // Reading dimensions
+ int width() const;
+ int height() const;
+ int NumPixels() const;
+
+ // Get individual pixels
+ Real* MutablePixel(int x, int y);
+ Real Pixel(int x, int y) const;
+ Real* MutablePixelFromLinearIndex(int index);
+ Real PixelFromLinearIndex(int index) const;
+ int LinearIndex(int x, int y) const;
+
+ // Adds an image to another
+ void operator+=(const PGMImage& image);
+ // Adds a constant to an image
+ void operator+=(Real a);
+ // Multiplies an image by a constant
+ void operator*=(Real a);
+
+ // File access
+ bool WriteToFile(std::string filename) const;
+ bool ReadFromFile(std::string filename);
+
+ // Accessing the image data directly
+ bool SetData(const std::vector<Real>& new_data);
+ const std::vector<Real>& data() const;
+
+ protected:
+ int height_, width_;
+ std::vector<Real> data_;
+};
+
+// --- IMPLEMENTATION
+
+template<typename Real>
+PGMImage<Real>::PGMImage(int width, int height)
+ : height_(height), width_(width), data_(width*height, 0.0) {
+}
+
+template<typename Real>
+PGMImage<Real>::PGMImage(std::string filename) {
+ if (!ReadFromFile(filename)) {
+ height_ = 0;
+ width_ = 0;
+ }
+}
+
+template<typename Real>
+void PGMImage<Real>::Set(double constant) {
+ for (int i = 0; i < data_.size(); ++i) {
+ data_[i] = constant;
+ }
+}
+
+template<typename Real>
+int PGMImage<Real>::width() const {
+ return width_;
+}
+
+template<typename Real>
+int PGMImage<Real>::height() const {
+ return height_;
+}
+
+template<typename Real>
+int PGMImage<Real>::NumPixels() const {
+ return width_ * height_;
+}
+
+template<typename Real>
+Real* PGMImage<Real>::MutablePixel(int x, int y) {
+ return MutablePixelFromLinearIndex(LinearIndex(x, y));
+}
+
+template<typename Real>
+Real PGMImage<Real>::Pixel(int x, int y) const {
+ return PixelFromLinearIndex(LinearIndex(x, y));
+}
+
+template<typename Real>
+Real* PGMImage<Real>::MutablePixelFromLinearIndex(int index) {
+ CHECK(index >= 0);
+ CHECK(index < width_ * height_);
+ CHECK(index < data_.size());
+ return &data_[index];
+}
+
+template<typename Real>
+Real PGMImage<Real>::PixelFromLinearIndex(int index) const {
+ CHECK(index >= 0);
+ CHECK(index < width_ * height_);
+ CHECK(index < data_.size());
+ return data_[index];
+}
+
+template<typename Real>
+int PGMImage<Real>::LinearIndex(int x, int y) const {
+ return x + width_*y;
+}
+
+// Adds an image to another
+template<typename Real>
+void PGMImage<Real>::operator+= (const PGMImage<Real>& image) {
+ CHECK(data_.size() == image.data_.size());
+ for (int i = 0; i < data_.size(); ++i) {
+ data_[i] += image.data_[i];
+ }
+}
+
+// Adds a constant to an image
+template<typename Real>
+void PGMImage<Real>::operator+= (Real a) {
+ for (int i = 0; i < data_.size(); ++i) {
+ data_[i] += a;
+ }
+}
+
+// Multiplies an image by a constant
+template<typename Real>
+void PGMImage<Real>::operator*= (Real a) {
+ for (int i = 0; i < data_.size(); ++i) {
+ data_[i] *= a;
+ }
+}
+
+template<typename Real>
+bool PGMImage<Real>::WriteToFile(std::string filename) const {
+ std::ofstream outputfile(filename.c_str());
+ outputfile << "P2" << std::endl;
+ outputfile << "# PGM format" << std::endl;
+ outputfile << " # <width> <height> <levels> " << std::endl;
+ outputfile << " # <data> ... " << std::endl;
+ outputfile << width_ << ' ' << height_ << " 255 " << std::endl;
+
+ // Write data
+ int num_pixels = width_*height_;
+ for (int i = 0; i < num_pixels; ++i) {
+ // Convert to integer by rounding when writing file
+ outputfile << static_cast<int>(data_[i] + 0.5) << ' ';
+ }
+
+ return outputfile; // Returns true/false
+}
+
+namespace {
+
+// Helper function to read data from a text file, ignoring "#" comments.
+template<typename T>
+bool GetIgnoreComment(std::istream* in, T& t) {
+ std::string word;
+ bool ok;
+ do {
+ ok = true;
+ (*in) >> word;
+ if (word.length() > 0 && word[0] == '#') {
+ // Comment; read the whole line
+ ok = false;
+ std::getline(*in, word);
+ }
+ } while (!ok);
+
+ // Convert the string
+ std::stringstream sin(word);
+ sin >> t;
+
+ // Check for success
+ if (!in || !sin) {
+ return false;
+ }
+ return true;
+}
+} // namespace
+
+template<typename Real>
+bool PGMImage<Real>::ReadFromFile(std::string filename) {
+ std::ifstream inputfile(filename.c_str());
+
+ // File must start with "P2"
+ char ch1, ch2;
+ inputfile >> ch1 >> ch2;
+ if (!inputfile || ch1 != 'P' || (ch2 != '2' && ch2 != '5')) {
+ return false;
+ }
+
+ // Read the image header
+ int two_fifty_five;
+ if (!GetIgnoreComment(&inputfile, width_) ||
+ !GetIgnoreComment(&inputfile, height_) ||
+ !GetIgnoreComment(&inputfile, two_fifty_five) ) {
+ return false;
+ }
+ // Assert that the number of grey levels is 255.
+ if (two_fifty_five != 255) {
+ return false;
+ }
+
+ // Now read the data
+ int num_pixels = width_*height_;
+ data_.resize(num_pixels);
+ if (ch2 == '2') {
+ // Ascii file
+ for (int i = 0; i < num_pixels; ++i) {
+ int pixel_data;
+ bool res = GetIgnoreComment(&inputfile, pixel_data);
+ if (!res) {
+ return false;
+ }
+ data_[i] = pixel_data;
+ }
+ // There cannot be anything else in the file (except comments). Try reading
+ // another number and return failure if that succeeded.
+ int temp;
+ bool res = GetIgnoreComment(&inputfile, temp);
+ if (res) {
+ return false;
+ }
+ } else {
+ // Read the line feed character
+ if (inputfile.get() != '\n') {
+ return false;
+ }
+ // Binary file
+ // TODO(strandmark): Will not work on Windows (linebreak conversion).
+ for (int i = 0; i < num_pixels; ++i) {
+ unsigned char pixel_data = inputfile.get();
+ if (!inputfile) {
+ return false;
+ }
+ data_[i] = pixel_data;
+ }
+ // There cannot be anything else in the file. Try reading another byte
+ // and return failure if that succeeded.
+ inputfile.get();
+ if (inputfile) {
+ return false;
+ }
+ }
+
+ return true;
+}
+
+template<typename Real>
+bool PGMImage<Real>::SetData(const std::vector<Real>& new_data) {
+ // This function cannot change the dimensions
+ if (new_data.size() != data_.size()) {
+ return false;
+ }
+ std::copy(new_data.begin(), new_data.end(), data_.begin());
+ return true;
+}
+
+template<typename Real>
+const std::vector<Real>& PGMImage<Real>::data() const {
+ return data_;
+}
+
+} // namespace examples
+} // namespace ceres
+
+
+#endif // CERES_EXAMPLES_PGM_IMAGE_H_
diff --git a/examples/powell.cc b/examples/powell.cc
new file mode 100644
index 0000000..6cd3611
--- /dev/null
+++ b/examples/powell.cc
@@ -0,0 +1,151 @@
+// 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)
+//
+// An example program that minimizes Powell's singular function.
+//
+// F = 1/2 (f1^2 + f2^2 + f3^2 + f4^2)
+//
+// f1 = x1 + 10*x2;
+// f2 = sqrt(5) * (x3 - x4)
+// f3 = (x2 - 2*x3)^2
+// f4 = sqrt(10) * (x1 - x4)^2
+//
+// The starting values are x1 = 3, x2 = -1, x3 = 0, x4 = 1.
+// The minimum is 0 at (x1, x2, x3, x4) = 0.
+//
+// From: Testing Unconstrained Optimization Software by Jorge J. More, Burton S.
+// Garbow and Kenneth E. Hillstrom in ACM Transactions on Mathematical Software,
+// Vol 7(1), March 1981.
+
+#include <vector>
+#include "ceres/ceres.h"
+#include "gflags/gflags.h"
+#include "glog/logging.h"
+
+using ceres::AutoDiffCostFunction;
+using ceres::CostFunction;
+using ceres::Problem;
+using ceres::Solver;
+using ceres::Solve;
+
+class F1 {
+ public:
+ template <typename T> bool operator()(const T* const x1,
+ const T* const x2,
+ T* residual) const {
+ // f1 = x1 + 10 * x2;
+ residual[0] = x1[0] + T(10.0) * x2[0];
+ return true;
+ }
+};
+
+class F2 {
+ public:
+ template <typename T> bool operator()(const T* const x3,
+ const T* const x4,
+ T* residual) const {
+ // f2 = sqrt(5) (x3 - x4)
+ residual[0] = T(sqrt(5.0)) * (x3[0] - x4[0]);
+ return true;
+ }
+};
+
+class F3 {
+ public:
+ template <typename T> bool operator()(const T* const x2,
+ const T* const x4,
+ T* residual) const {
+ // f3 = (x2 - 2 x3)^2
+ residual[0] = (x2[0] - T(2.0) * x4[0]) * (x2[0] - T(2.0) * x4[0]);
+ return true;
+ }
+};
+
+class F4 {
+ public:
+ template <typename T> bool operator()(const T* const x1,
+ const T* const x4,
+ T* residual) const {
+ // f4 = sqrt(10) (x1 - x4)^2
+ residual[0] = T(sqrt(10.0)) * (x1[0] - x4[0]) * (x1[0] - x4[0]);
+ return true;
+ }
+};
+
+int main(int argc, char** argv) {
+ google::ParseCommandLineFlags(&argc, &argv, true);
+ google::InitGoogleLogging(argv[0]);
+
+ double x1 = 3.0;
+ double x2 = -1.0;
+ double x3 = 0.0;
+ double x4 = 1.0;
+
+ Problem problem;
+ // Add residual terms to the problem using the using the autodiff
+ // wrapper to get the derivatives automatically. The parameters, x1 through
+ // x4, are modified in place.
+ problem.AddResidualBlock(new AutoDiffCostFunction<F1, 1, 1, 1>(new F1),
+ NULL,
+ &x1, &x2);
+ problem.AddResidualBlock(new AutoDiffCostFunction<F2, 1, 1, 1>(new F2),
+ NULL,
+ &x3, &x4);
+ problem.AddResidualBlock(new AutoDiffCostFunction<F3, 1, 1, 1>(new F3),
+ NULL,
+ &x2, &x3);
+ problem.AddResidualBlock(new AutoDiffCostFunction<F4, 1, 1, 1>(new F4),
+ NULL,
+ &x1, &x4);
+
+ // Run the solver!
+ Solver::Options options;
+ options.max_num_iterations = 30;
+ options.linear_solver_type = ceres::DENSE_QR;
+ options.minimizer_progress_to_stdout = true;
+
+ Solver::Summary summary;
+
+ std::cout << "Initial x1 = " << x1
+ << ", x2 = " << x2
+ << ", x3 = " << x3
+ << ", x4 = " << x4
+ << "\n";
+
+ Solve(options, &problem, &summary);
+
+ std::cout << summary.BriefReport() << "\n";
+ std::cout << "Final x1 = " << x1
+ << ", x2 = " << x2
+ << ", x3 = " << x3
+ << ", x4 = " << x4
+ << "\n";
+ return 0;
+}
diff --git a/examples/quadratic.cc b/examples/quadratic.cc
new file mode 100644
index 0000000..8527af3
--- /dev/null
+++ b/examples/quadratic.cc
@@ -0,0 +1,90 @@
+// 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)
+//
+// A simple example of using the Ceres minimizer.
+//
+// Minimize 0.5 (10 - x)^2 using analytic jacobian matrix.
+
+#include <vector>
+#include "ceres/ceres.h"
+#include "gflags/gflags.h"
+#include "glog/logging.h"
+
+using ceres::SizedCostFunction;
+using ceres::Problem;
+using ceres::Solver;
+using ceres::Solve;
+
+class SimpleCostFunction
+ : public SizedCostFunction<1 /* number of residuals */,
+ 1 /* size of first parameter */> {
+ public:
+ virtual ~SimpleCostFunction() {}
+ virtual bool Evaluate(double const* const* parameters,
+ double* residuals,
+ double** jacobians) const {
+ double x = parameters[0][0];
+
+ // f(x) = 10 - x.
+ residuals[0] = 10 - x;
+
+ // f'(x) = -1. Since there's only 1 parameter and that parameter
+ // has 1 dimension, there is only 1 element to fill in the
+ // jacobians.
+ if (jacobians != NULL && jacobians[0] != NULL) {
+ jacobians[0][0] = -1;
+ }
+ return true;
+ }
+};
+
+int main(int argc, char** argv) {
+ google::ParseCommandLineFlags(&argc, &argv, true);
+ google::InitGoogleLogging(argv[0]);
+
+ // The variable with its initial value that we will be solving for.
+ double x = 5.0;
+
+ // Build the problem.
+ Problem problem;
+ // Set up the only cost function (also known as residual).
+ problem.AddResidualBlock(new SimpleCostFunction, NULL, &x);
+
+ // Run the solver!
+ Solver::Options options;
+ options.max_num_iterations = 10;
+ options.linear_solver_type = ceres::DENSE_QR;
+ options.minimizer_progress_to_stdout = true;
+ Solver::Summary summary;
+ Solve(options, &problem, &summary);
+ std::cout << summary.BriefReport() << "\n";
+ std::cout << "x : 5.0 -> " << x << "\n";
+ return 0;
+}
diff --git a/examples/quadratic_auto_diff.cc b/examples/quadratic_auto_diff.cc
new file mode 100644
index 0000000..ea7fae9
--- /dev/null
+++ b/examples/quadratic_auto_diff.cc
@@ -0,0 +1,88 @@
+// 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)
+//
+// A simple example of using the Ceres minimizer.
+//
+// Minimize 0.5 (10 - x)^2 using jacobian matrix computed using
+// automatic differentiation.
+
+#include <vector>
+#include "ceres/ceres.h"
+#include "gflags/gflags.h"
+#include "glog/logging.h"
+
+using ceres::AutoDiffCostFunction;
+using ceres::CostFunction;
+using ceres::Problem;
+using ceres::Solver;
+using ceres::Solve;
+
+// A templated cost function that implements the residual r = 10 - x. The method
+// Map is templated so that we can then use an automatic differentiation wrapper
+// around it to generate its derivatives.
+class QuadraticCostFunction {
+ public:
+ template <typename T> bool operator()(const T* const x, T* residual) const {
+ residual[0] = T(10.0) - x[0];
+ return true;
+ }
+};
+
+int main(int argc, char** argv) {
+ google::ParseCommandLineFlags(&argc, &argv, true);
+ google::InitGoogleLogging(argv[0]);
+
+ // The variable to solve for with its initial value.
+ double initial_x = 5.0;
+ double x = initial_x;
+
+ // Build the problem.
+ Problem problem;
+
+ // Set up the only cost function (also known as residual). This uses
+ // auto-differentiation to obtain the derivative (jacobian).
+ problem.AddResidualBlock(
+ new AutoDiffCostFunction<QuadraticCostFunction, 1, 1>(
+ new QuadraticCostFunction),
+ NULL,
+ &x);
+
+ // Run the solver!
+ Solver::Options options;
+ options.max_num_iterations = 10;
+ options.linear_solver_type = ceres::DENSE_QR;
+ options.minimizer_progress_to_stdout = true;
+ Solver::Summary summary;
+ Solve(options, &problem, &summary);
+ std::cout << summary.BriefReport() << "\n";
+ std::cout << "x : " << initial_x
+ << " -> " << x << "\n";
+ return 0;
+}
diff --git a/examples/quadratic_numeric_diff.cc b/examples/quadratic_numeric_diff.cc
new file mode 100644
index 0000000..8ec88ef
--- /dev/null
+++ b/examples/quadratic_numeric_diff.cc
@@ -0,0 +1,92 @@
+// 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)
+//
+// Minimize 0.5 (10 - x)^2 using jacobian matrix computed using
+// numeric differentiation.
+
+#include <vector>
+#include "ceres/ceres.h"
+#include "gflags/gflags.h"
+#include "glog/logging.h"
+
+using ceres::NumericDiffCostFunction;
+using ceres::CENTRAL;
+using ceres::SizedCostFunction;
+using ceres::CostFunction;
+using ceres::Problem;
+using ceres::Solver;
+using ceres::Solve;
+
+class ResidualWithNoDerivative
+ : public SizedCostFunction<1 /* number of residuals */,
+ 1 /* size of first parameter */> {
+ public:
+ virtual ~ResidualWithNoDerivative() {}
+ virtual bool Evaluate(double const* const* parameters,
+ double* residuals,
+ double** jacobians) const {
+ (void) jacobians; // Ignored; filled in by numeric differentiation.
+
+ // f(x) = 10 - x.
+ residuals[0] = 10 - parameters[0][0];
+ return true;
+ }
+};
+
+int main(int argc, char** argv) {
+ google::ParseCommandLineFlags(&argc, &argv, true);
+ google::InitGoogleLogging(argv[0]);
+
+ // The variable to solve for with its initial value.
+ double initial_x = 5.0;
+ double x = initial_x;
+
+ // Set up the only cost function (also known as residual). This uses
+ // numeric differentiation to obtain the derivative (jacobian).
+ CostFunction* cost =
+ new NumericDiffCostFunction<ResidualWithNoDerivative, CENTRAL, 1, 1> (
+ new ResidualWithNoDerivative, ceres::TAKE_OWNERSHIP);
+
+ // Build the problem.
+ Problem problem;
+ problem.AddResidualBlock(cost, NULL, &x);
+
+ // Run the solver!
+ Solver::Options options;
+ options.max_num_iterations = 10;
+ options.linear_solver_type = ceres::DENSE_QR;
+ options.minimizer_progress_to_stdout = true;
+ Solver::Summary summary;
+ Solve(options, &problem, &summary);
+ std::cout << summary.BriefReport() << "\n";
+ std::cout << "x : " << initial_x
+ << " -> " << x << "\n";
+ return 0;
+}
diff --git a/examples/simple_bundle_adjuster.cc b/examples/simple_bundle_adjuster.cc
new file mode 100644
index 0000000..cc6f04a
--- /dev/null
+++ b/examples/simple_bundle_adjuster.cc
@@ -0,0 +1,210 @@
+// 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)
+//
+// A minimal, self-contained bundle adjuster using Ceres, that reads
+// files from University of Washington' Bundle Adjustment in the Large dataset:
+// http://grail.cs.washington.edu/projects/bal
+//
+// This does not use the best configuration for solving; see the more involved
+// bundle_adjuster.cc file for details.
+
+#include <cmath>
+#include <cstdio>
+#include <iostream>
+
+#include "ceres/ceres.h"
+#include "ceres/rotation.h"
+
+// Read a Bundle Adjustment in the Large dataset.
+class BALProblem {
+ public:
+ ~BALProblem() {
+ delete[] point_index_;
+ delete[] camera_index_;
+ delete[] observations_;
+ delete[] parameters_;
+ }
+
+ int num_observations() const { return num_observations_; }
+ const double* observations() const { return observations_; }
+ double* mutable_cameras() { return parameters_; }
+ double* mutable_points() { return parameters_ + 9 * num_cameras_; }
+
+ double* mutable_camera_for_observation(int i) {
+ return mutable_cameras() + camera_index_[i] * 9;
+ }
+ double* mutable_point_for_observation(int i) {
+ return mutable_points() + point_index_[i] * 3;
+ }
+
+ bool LoadFile(const char* filename) {
+ FILE* fptr = fopen(filename, "r");
+ if (fptr == NULL) {
+ return false;
+ };
+
+ FscanfOrDie(fptr, "%d", &num_cameras_);
+ FscanfOrDie(fptr, "%d", &num_points_);
+ FscanfOrDie(fptr, "%d", &num_observations_);
+
+ point_index_ = new int[num_observations_];
+ camera_index_ = new int[num_observations_];
+ observations_ = new double[2 * num_observations_];
+
+ num_parameters_ = 9 * num_cameras_ + 3 * num_points_;
+ parameters_ = new double[num_parameters_];
+
+ for (int i = 0; i < num_observations_; ++i) {
+ FscanfOrDie(fptr, "%d", camera_index_ + i);
+ FscanfOrDie(fptr, "%d", point_index_ + i);
+ for (int j = 0; j < 2; ++j) {
+ FscanfOrDie(fptr, "%lf", observations_ + 2*i + j);
+ }
+ }
+
+ for (int i = 0; i < num_parameters_; ++i) {
+ FscanfOrDie(fptr, "%lf", parameters_ + i);
+ }
+ return true;
+ }
+
+ private:
+ template<typename T>
+ void FscanfOrDie(FILE *fptr, const char *format, T *value) {
+ int num_scanned = fscanf(fptr, format, value);
+ if (num_scanned != 1) {
+ LOG(FATAL) << "Invalid UW data file.";
+ }
+ }
+
+ int num_cameras_;
+ int num_points_;
+ int num_observations_;
+ int num_parameters_;
+
+ int* point_index_;
+ int* camera_index_;
+ double* observations_;
+ double* parameters_;
+};
+
+// Templated pinhole camera model for used with Ceres. The camera is
+// parameterized using 9 parameters: 3 for rotation, 3 for translation, 1 for
+// focal length and 2 for radial distortion. The principal point is not modeled
+// (i.e. it is assumed be located at the image center).
+struct SnavelyReprojectionError {
+ SnavelyReprojectionError(double observed_x, double observed_y)
+ : observed_x(observed_x), observed_y(observed_y) {}
+
+ template <typename T>
+ bool operator()(const T* const camera,
+ const T* const point,
+ T* residuals) const {
+ // camera[0,1,2] are the angle-axis rotation.
+ T p[3];
+ ceres::AngleAxisRotatePoint(camera, point, p);
+
+ // camera[3,4,5] are the translation.
+ p[0] += camera[3];
+ p[1] += camera[4];
+ p[2] += camera[5];
+
+ // Compute the center of distortion. The sign change comes from
+ // the camera model that Noah Snavely's Bundler assumes, whereby
+ // the camera coordinate system has a negative z axis.
+ T xp = - p[0] / p[2];
+ T yp = - p[1] / p[2];
+
+ // Apply second and fourth order radial distortion.
+ const T& l1 = camera[7];
+ const T& l2 = camera[8];
+ T r2 = xp*xp + yp*yp;
+ T distortion = T(1.0) + r2 * (l1 + l2 * r2);
+
+ // Compute final projected point position.
+ const T& focal = camera[6];
+ T predicted_x = focal * distortion * xp;
+ T predicted_y = focal * distortion * yp;
+
+ // The error is the difference between the predicted and observed position.
+ residuals[0] = predicted_x - T(observed_x);
+ residuals[1] = predicted_y - T(observed_y);
+
+ return true;
+ }
+
+ double observed_x;
+ double observed_y;
+};
+
+int main(int argc, char** argv) {
+ google::InitGoogleLogging(argv[0]);
+ if (argc != 2) {
+ std::cerr << "usage: simple_bundle_adjuster <bal_problem>\n";
+ return 1;
+ }
+
+ BALProblem bal_problem;
+ if (!bal_problem.LoadFile(argv[1])) {
+ std::cerr << "ERROR: unable to open file " << argv[1] << "\n";
+ return 1;
+ }
+
+ // Create residuals for each observation in the bundle adjustment problem. The
+ // parameters for cameras and points are added automatically.
+ ceres::Problem problem;
+ for (int i = 0; i < bal_problem.num_observations(); ++i) {
+ // Each Residual block takes a point and a camera as input and outputs a 2
+ // dimensional residual. Internally, the cost function stores the observed
+ // image location and compares the reprojection against the observation.
+ ceres::CostFunction* cost_function =
+ new ceres::AutoDiffCostFunction<SnavelyReprojectionError, 2, 9, 3>(
+ new SnavelyReprojectionError(
+ bal_problem.observations()[2 * i + 0],
+ bal_problem.observations()[2 * i + 1]));
+
+ problem.AddResidualBlock(cost_function,
+ NULL /* squared loss */,
+ bal_problem.mutable_camera_for_observation(i),
+ bal_problem.mutable_point_for_observation(i));
+ }
+
+ // Make Ceres automatically detect the bundle structure. Note that the
+ // standard solver, SPARSE_NORMAL_CHOLESKY, also works fine but it is slower
+ // for standard bundle adjustment problems.
+ ceres::Solver::Options options;
+ options.linear_solver_type = ceres::DENSE_SCHUR;
+ options.minimizer_progress_to_stdout = true;
+
+ ceres::Solver::Summary summary;
+ ceres::Solve(options, &problem, &summary);
+ std::cout << summary.FullReport() << "\n";
+ return 0;
+}
diff --git a/examples/snavely_reprojection_error.h b/examples/snavely_reprojection_error.h
new file mode 100644
index 0000000..0704217
--- /dev/null
+++ b/examples/snavely_reprojection_error.h
@@ -0,0 +1,156 @@
+// 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)
+//
+// Templated struct implementing the camera model and residual
+// computation for bundle adjustment used by Noah Snavely's Bundler
+// SfM system. This is also the camera model/residual for the bundle
+// adjustment problems in the BAL dataset. It is templated so that we
+// can use Ceres's automatic differentiation to compute analytic
+// jacobians.
+//
+// For details see: http://phototour.cs.washington.edu/bundler/
+// and http://grail.cs.washington.edu/projects/bal/
+
+#ifndef CERES_EXAMPLES_SNAVELY_REPROJECTION_ERROR_H_
+#define CERES_EXAMPLES_SNAVELY_REPROJECTION_ERROR_H_
+
+#include "ceres/rotation.h"
+
+namespace ceres {
+namespace examples {
+
+// Templated pinhole camera model for used with Ceres. The camera is
+// parameterized using 9 parameters: 3 for rotation, 3 for translation, 1 for
+// focal length and 2 for radial distortion. The principal point is not modeled
+// (i.e. it is assumed be located at the image center).
+struct SnavelyReprojectionError {
+ SnavelyReprojectionError(double observed_x, double observed_y)
+ : observed_x(observed_x), observed_y(observed_y) {}
+
+ template <typename T>
+ bool operator()(const T* const camera,
+ const T* const point,
+ T* residuals) const {
+ // camera[0,1,2] are the angle-axis rotation.
+ T p[3];
+ ceres::AngleAxisRotatePoint(camera, point, p);
+
+ // camera[3,4,5] are the translation.
+ p[0] += camera[3];
+ p[1] += camera[4];
+ p[2] += camera[5];
+
+ // Compute the center of distortion. The sign change comes from
+ // the camera model that Noah Snavely's Bundler assumes, whereby
+ // the camera coordinate system has a negative z axis.
+ const T& focal = camera[6];
+ T xp = - p[0] / p[2];
+ T yp = - p[1] / p[2];
+
+ // Apply second and fourth order radial distortion.
+ const T& l1 = camera[7];
+ const T& l2 = camera[8];
+ T r2 = xp*xp + yp*yp;
+ T distortion = T(1.0) + r2 * (l1 + l2 * r2);
+
+ // Compute final projected point position.
+ T predicted_x = focal * distortion * xp;
+ T predicted_y = focal * distortion * yp;
+
+ // The error is the difference between the predicted and observed position.
+ residuals[0] = predicted_x - T(observed_x);
+ residuals[1] = predicted_y - T(observed_y);
+
+ return true;
+ }
+
+ double observed_x;
+ double observed_y;
+};
+
+// Templated pinhole camera model for used with Ceres. The camera is
+// parameterized using 10 parameters. 4 for rotation, 3 for
+// translation, 1 for focal length and 2 for radial distortion. The
+// principal point is not modeled (i.e. it is assumed be located at
+// the image center).
+struct SnavelyReprojectionErrorWithQuaternions {
+ // (u, v): the position of the observation with respect to the image
+ // center point.
+ SnavelyReprojectionErrorWithQuaternions(double observed_x, double observed_y)
+ : observed_x(observed_x), observed_y(observed_y) {}
+
+ template <typename T>
+ bool operator()(const T* const camera_rotation,
+ const T* const camera_translation_and_intrinsics,
+ const T* const point,
+ T* residuals) const {
+ const T& focal = camera_translation_and_intrinsics[3];
+ const T& l1 = camera_translation_and_intrinsics[4];
+ const T& l2 = camera_translation_and_intrinsics[5];
+
+ // Use a quaternion rotation that doesn't assume the quaternion is
+ // normalized, since one of the ways to run the bundler is to let Ceres
+ // optimize all 4 quaternion parameters unconstrained.
+ T p[3];
+ QuaternionRotatePoint(camera_rotation, point, p);
+
+ p[0] += camera_translation_and_intrinsics[0];
+ p[1] += camera_translation_and_intrinsics[1];
+ p[2] += camera_translation_and_intrinsics[2];
+
+ // Compute the center of distortion. The sign change comes from
+ // the camera model that Noah Snavely's Bundler assumes, whereby
+ // the camera coordinate system has a negative z axis.
+ T xp = - p[0] / p[2];
+ T yp = - p[1] / p[2];
+
+ // Apply second and fourth order radial distortion.
+ T r2 = xp*xp + yp*yp;
+ T distortion = T(1.0) + r2 * (l1 + l2 * r2);
+
+ // Compute final projected point position.
+ T predicted_x = focal * distortion * xp;
+ T predicted_y = focal * distortion * yp;
+
+ // The error is the difference between the predicted and observed position.
+ residuals[0] = predicted_x - T(observed_x);
+ residuals[1] = predicted_y - T(observed_y);
+
+ return true;
+ }
+
+ double observed_x;
+ double observed_y;
+};
+
+} // namespace examples
+} // namespace ceres
+
+#endif // CERES_EXAMPLES_SNAVELY_REPROJECTION_ERROR_H_