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Diffstat (limited to 'examples/data_fitting.cc')
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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; +} |