/* Ceres Solver - A fast non-linear least squares minimizer * Copyright 2013 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: mierle@gmail.com (Keir Mierle) * * This is a port of curve_fitting.cc to the minimal C API for Ceres. */ #include #include #include // For NULL #include "ceres/c_api.h" /* 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']; * */ int num_observations = 67; 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, }; /* This is the equivalent of a use-defined CostFunction in the C++ Ceres API. * This is passed as a callback to the Ceres C API, which internally converts * the callback into a CostFunction. */ int exponential_residual(void* user_data, double** parameters, double* residuals, double** jacobians) { double* measurement = (double*) user_data; double x = measurement[0]; double y = measurement[1]; double m = parameters[0][0]; double c = parameters[1][0]; residuals[0] = y - exp(m * x + c); if (jacobians == NULL) { return 1; } if (jacobians[0] != NULL) { jacobians[0][0] = - x * exp(m * x + c); /* dr/dm */ } if (jacobians[1] != NULL) { jacobians[1][0] = - exp(m * x + c); /* dr/dc */ } return 1; } int main(int argc, char** argv) { /* Note: Typically it is better to compact m and c into one block, * but in this case use separate blocks to illustrate the use of * multiple parameter blocks. */ double m = 0.0; double c = 0.0; double *parameter_pointers[] = { &m, &c }; int parameter_sizes[] = { 1, 1 }; int i; ceres_problem_t* problem; /* Ceres has some internal stuff that needs to get initialized. */ ceres_init(); problem = ceres_create_problem(); /* Add all the residuals. */ for (i = 0; i < num_observations; ++i) { ceres_problem_add_residual_block( problem, exponential_residual, /* Cost function */ &data[2 * i], /* Points to the (x,y) measurement */ NULL, /* No loss function */ NULL, /* No loss function user data */ 1, /* Number of residuals */ 2, /* Number of parameter blocks */ parameter_sizes, parameter_pointers); } ceres_solve(problem); ceres_free_problem(problem); printf("Initial m: 0.0, c: 0.0\n"); printf("Final m: %g, c: %g\n", m, c); return 0; }