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Diffstat (limited to 'examples/quadratic_numeric_diff.cc')
-rw-r--r-- | examples/quadratic_numeric_diff.cc | 92 |
1 files changed, 92 insertions, 0 deletions
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; +} |