// 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) // // Based on the templated version in public/numeric_diff_cost_function.h. #include "ceres/runtime_numeric_diff_cost_function.h" #include #include #include #include "Eigen/Dense" #include "ceres/cost_function.h" #include "ceres/internal/scoped_ptr.h" #include "glog/logging.h" namespace ceres { namespace internal { namespace { bool EvaluateJacobianForParameterBlock(const CostFunction* function, int parameter_block_size, int parameter_block, RuntimeNumericDiffMethod method, double relative_step_size, double const* residuals_at_eval_point, double** parameters, double** jacobians) { using Eigen::Map; using Eigen::Matrix; using Eigen::Dynamic; using Eigen::RowMajor; typedef Matrix ResidualVector; typedef Matrix ParameterVector; typedef Matrix JacobianMatrix; int num_residuals = function->num_residuals(); Map parameter_jacobian(jacobians[parameter_block], num_residuals, parameter_block_size); // Mutate one element at a time and then restore. Map x_plus_delta(parameters[parameter_block], parameter_block_size); ParameterVector x(x_plus_delta); ParameterVector step_size = x.array().abs() * relative_step_size; // To handle cases where a paremeter is exactly zero, instead use the mean // step_size for the other dimensions. double fallback_step_size = step_size.sum() / step_size.rows(); if (fallback_step_size == 0.0) { // If all the parameters are zero, there's no good answer. Use the given // relative step_size as absolute step_size and hope for the best. fallback_step_size = relative_step_size; } // For each parameter in the parameter block, use finite differences to // compute the derivative for that parameter. for (int j = 0; j < parameter_block_size; ++j) { if (step_size(j) == 0.0) { // The parameter is exactly zero, so compromise and use the mean step_size // from the other parameters. This can break in many cases, but it's hard // to pick a good number without problem specific knowledge. step_size(j) = fallback_step_size; } x_plus_delta(j) = x(j) + step_size(j); ResidualVector residuals(num_residuals); if (!function->Evaluate(parameters, &residuals[0], NULL)) { // Something went wrong; bail. return false; } // Compute this column of the jacobian in 3 steps: // 1. Store residuals for the forward part. // 2. Subtract residuals for the backward (or 0) part. // 3. Divide out the run. parameter_jacobian.col(j) = residuals; double one_over_h = 1 / step_size(j); if (method == CENTRAL) { // Compute the function on the other side of x(j). x_plus_delta(j) = x(j) - step_size(j); if (!function->Evaluate(parameters, &residuals[0], NULL)) { // Something went wrong; bail. return false; } parameter_jacobian.col(j) -= residuals; one_over_h /= 2; } else { // Forward difference only; reuse existing residuals evaluation. parameter_jacobian.col(j) -= Map(residuals_at_eval_point, num_residuals); } x_plus_delta(j) = x(j); // Restore x_plus_delta. // Divide out the run to get slope. parameter_jacobian.col(j) *= one_over_h; } return true; } class RuntimeNumericDiffCostFunction : public CostFunction { public: RuntimeNumericDiffCostFunction(const CostFunction* function, RuntimeNumericDiffMethod method, double relative_step_size) : function_(function), method_(method), relative_step_size_(relative_step_size) { *mutable_parameter_block_sizes() = function->parameter_block_sizes(); set_num_residuals(function->num_residuals()); } virtual ~RuntimeNumericDiffCostFunction() { } virtual bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const { // Get the function value (residuals) at the the point to evaluate. bool success = function_->Evaluate(parameters, residuals, NULL); if (!success) { // Something went wrong; ignore the jacobian. return false; } if (!jacobians) { // Nothing to do; just forward. return true; } const vector& block_sizes = function_->parameter_block_sizes(); CHECK(!block_sizes.empty()); // Create local space for a copy of the parameters which will get mutated. int parameters_size = accumulate(block_sizes.begin(), block_sizes.end(), 0); vector parameters_copy(parameters_size); vector parameters_references_copy(block_sizes.size()); parameters_references_copy[0] = ¶meters_copy[0]; for (int block = 1; block < block_sizes.size(); ++block) { parameters_references_copy[block] = parameters_references_copy[block - 1] + block_sizes[block - 1]; } // Copy the parameters into the local temp space. for (int block = 0; block < block_sizes.size(); ++block) { memcpy(parameters_references_copy[block], parameters[block], block_sizes[block] * sizeof(*parameters[block])); } for (int block = 0; block < block_sizes.size(); ++block) { if (!jacobians[block]) { // No jacobian requested for this parameter / residual pair. continue; } if (!EvaluateJacobianForParameterBlock(function_, block_sizes[block], block, method_, relative_step_size_, residuals, ¶meters_references_copy[0], jacobians)) { return false; } } return true; } private: const CostFunction* function_; RuntimeNumericDiffMethod method_; double relative_step_size_; }; } // namespace CostFunction* CreateRuntimeNumericDiffCostFunction( const CostFunction* cost_function, RuntimeNumericDiffMethod method, double relative_step_size) { return new RuntimeNumericDiffCostFunction(cost_function, method, relative_step_size); } } // namespace internal } // namespace ceres