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Diffstat (limited to 'internal/ceres/runtime_numeric_diff_cost_function.h')
-rw-r--r-- | internal/ceres/runtime_numeric_diff_cost_function.h | 87 |
1 files changed, 87 insertions, 0 deletions
diff --git a/internal/ceres/runtime_numeric_diff_cost_function.h b/internal/ceres/runtime_numeric_diff_cost_function.h new file mode 100644 index 0000000..01b57f9 --- /dev/null +++ b/internal/ceres/runtime_numeric_diff_cost_function.h @@ -0,0 +1,87 @@ +// 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) +// +// Create CostFunctions as needed by the least squares framework with jacobians +// computed via numeric differentiation. +// +// To get a numerically differentiated cost function, define a subclass of +// CostFunction such that the Evaluate() function ignores the jacobian +// parameter. The numeric differentiation wrapper will fill in the jacobian +// parameter if nececssary by repeatedly calling the Evaluate() function with +// small changes to the appropriate parameters, and computing the slope. This +// implementation is not templated (hence the "Runtime" prefix), which is a bit +// slower than but is more convenient than the templated version in +// numeric_diff_cost_function.h +// +// The numerically differentiated version of a cost function for a cost function +// can be constructed as follows: +// +// CostFunction* cost_function = +// CreateRuntimeNumericDiffCostFunction(new MyCostFunction(...), +// CENTRAL, +// TAKE_OWNERSHIP); +// +// The central difference method is considerably more accurate; consider using +// to start and only after that works, trying forward difference. +// +// TODO(keir): Characterize accuracy; mention pitfalls; provide alternatives. + +#ifndef CERES_INTERNAL_RUNTIME_NUMERIC_DIFF_COST_FUNCTION_H_ +#define CERES_INTERNAL_RUNTIME_NUMERIC_DIFF_COST_FUNCTION_H_ + +#include "ceres/cost_function.h" + +namespace ceres { +namespace internal { + +enum RuntimeNumericDiffMethod { + CENTRAL, + FORWARD, +}; + +// Create a cost function that evaluates the derivative with finite differences. +// The base cost_function's implementation of Evaluate() only needs to fill in +// the "residuals" argument and not the "jacobians". Any data written to the +// jacobians by the base cost_function is overwritten. +// +// Forward difference or central difference is selected with CENTRAL or FORWARD. +// The relative eps, which determines the step size for forward and central +// differencing, is set with relative eps. Caller owns the resulting cost +// function, and the resulting cost function does not own the base cost +// function. +CostFunction *CreateRuntimeNumericDiffCostFunction( + const CostFunction *cost_function, + RuntimeNumericDiffMethod method, + double relative_eps); + +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_RUNTIME_NUMERIC_DIFF_COST_FUNCTION_H_ |