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Diffstat (limited to 'internal/ceres/gradient_checking_cost_function.h')
-rw-r--r-- | internal/ceres/gradient_checking_cost_function.h | 85 |
1 files changed, 85 insertions, 0 deletions
diff --git a/internal/ceres/gradient_checking_cost_function.h b/internal/ceres/gradient_checking_cost_function.h new file mode 100644 index 0000000..d49c8e6 --- /dev/null +++ b/internal/ceres/gradient_checking_cost_function.h @@ -0,0 +1,85 @@ +// 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) + +#ifndef CERES_INTERNAL_GRADIENT_CHECKING_COST_FUNCTION_H_ +#define CERES_INTERNAL_GRADIENT_CHECKING_COST_FUNCTION_H_ + +#include <string> + +#include "ceres/cost_function.h" + +namespace ceres { +namespace internal { + +class ProblemImpl; + +// Creates a CostFunction that checks the jacobians that cost_function computes +// with finite differences. Bad results are logged; required precision is +// controlled by relative_precision and the numeric differentiation step size is +// controlled with relative_step_size. See solver.h for a better explanation of +// relative_step_size. Caller owns result. +// +// The condition enforced is that +// +// (J_actual(i, j) - J_numeric(i, j)) +// ------------------------------------ < relative_precision +// max(J_actual(i, j), J_numeric(i, j)) +// +// where J_actual(i, j) is the jacobian as computed by the supplied cost +// function (by the user) and J_numeric is the jacobian as computed by finite +// differences. +// +// Note: This is quite inefficient and is intended only for debugging. +CostFunction* CreateGradientCheckingCostFunction( + const CostFunction* cost_function, + double relative_step_size, + double relative_precision, + const string& extra_info); + +// Create a new ProblemImpl object from the input problem_impl, where +// each CostFunctions in problem_impl are wrapped inside a +// GradientCheckingCostFunctions. This gives us a ProblemImpl object +// which checks its derivatives against estimates from numeric +// differentiation everytime a ResidualBlock is evaluated. +// +// relative_step_size and relative_precision are parameters to control +// the numeric differentiation and the relative tolerance between the +// jacobian computed by the CostFunctions in problem_impl and +// jacobians obtained by numerically differentiating them. For more +// details see the documentation for +// CreateGradientCheckingCostFunction above. +ProblemImpl* CreateGradientCheckingProblemImpl(ProblemImpl* problem_impl, + double relative_step_size, + double relative_precision); + +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_GRADIENT_CHECKING_COST_FUNCTION_H_ |