10ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Ceres Solver - A fast non-linear least squares minimizer 20ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Copyright 2010, 2011, 2012 Google Inc. All rights reserved. 30ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// http://code.google.com/p/ceres-solver/ 40ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 50ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Redistribution and use in source and binary forms, with or without 60ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// modification, are permitted provided that the following conditions are met: 70ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 80ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions of source code must retain the above copyright notice, 90ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer. 100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions in binary form must reproduce the above copyright notice, 110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer in the documentation 120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// and/or other materials provided with the distribution. 130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Neither the name of Google Inc. nor the names of its contributors may be 140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// used to endorse or promote products derived from this software without 150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// specific prior written permission. 160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// POSSIBILITY OF SUCH DAMAGE. 280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Author: keir@google.com (Keir Mierle) 300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// This is the implementation of the public Problem API. The pointer to 320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// implementation (PIMPL) idiom makes it possible for Ceres internal code to 330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// refer to the private data members without needing to exposing it to the 340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// world. An alternative to PIMPL is to have a factory which returns instances 350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// of a virtual base class; while that approach would work, it requires clients 360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// to always put a Problem object into a scoped pointer; this needlessly muddies 370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// client code for little benefit. Therefore, the PIMPL comprise was chosen. 380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#ifndef CERES_PUBLIC_PROBLEM_IMPL_H_ 400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#define CERES_PUBLIC_PROBLEM_IMPL_H_ 410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include <map> 430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include <vector> 440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/macros.h" 460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/port.h" 470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/scoped_ptr.h" 480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/problem.h" 490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/types.h" 500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres { 520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass CostFunction; 540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass LossFunction; 550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass LocalParameterization; 561d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberlingstruct CRSMatrix; 570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal { 590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass Program; 610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass ResidualBlock; 620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass ProblemImpl { 640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public: 650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong typedef map<double*, ParameterBlock*> ParameterMap; 660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ProblemImpl(); 680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong explicit ProblemImpl(const Problem::Options& options); 690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ~ProblemImpl(); 710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // See the public problem.h file for description of these methods. 730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ResidualBlockId AddResidualBlock(CostFunction* cost_function, 740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LossFunction* loss_function, 750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const vector<double*>& parameter_blocks); 760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ResidualBlockId AddResidualBlock(CostFunction* cost_function, 770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LossFunction* loss_function, 780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x0); 790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ResidualBlockId AddResidualBlock(CostFunction* cost_function, 800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LossFunction* loss_function, 810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x0, double* x1); 820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ResidualBlockId AddResidualBlock(CostFunction* cost_function, 830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LossFunction* loss_function, 840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x0, double* x1, double* x2); 850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ResidualBlockId AddResidualBlock(CostFunction* cost_function, 860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LossFunction* loss_function, 870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x0, double* x1, double* x2, 880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x3); 890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ResidualBlockId AddResidualBlock(CostFunction* cost_function, 900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LossFunction* loss_function, 910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x0, double* x1, double* x2, 920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x3, double* x4); 930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ResidualBlockId AddResidualBlock(CostFunction* cost_function, 940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LossFunction* loss_function, 950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x0, double* x1, double* x2, 960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x3, double* x4, double* x5); 970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ResidualBlockId AddResidualBlock(CostFunction* cost_function, 980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LossFunction* loss_function, 990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x0, double* x1, double* x2, 1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x3, double* x4, double* x5, 1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x6); 1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ResidualBlockId AddResidualBlock(CostFunction* cost_function, 1030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LossFunction* loss_function, 1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x0, double* x1, double* x2, 1050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x3, double* x4, double* x5, 1060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x6, double* x7); 1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ResidualBlockId AddResidualBlock(CostFunction* cost_function, 1080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LossFunction* loss_function, 1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x0, double* x1, double* x2, 1100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x3, double* x4, double* x5, 1110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x6, double* x7, double* x8); 1120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ResidualBlockId AddResidualBlock(CostFunction* cost_function, 1130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LossFunction* loss_function, 1140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x0, double* x1, double* x2, 1150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x3, double* x4, double* x5, 1160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x6, double* x7, double* x8, 1170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* x9); 1180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong void AddParameterBlock(double* values, int size); 1190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong void AddParameterBlock(double* values, 1200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int size, 1210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LocalParameterization* local_parameterization); 1221d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1231d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling void RemoveResidualBlock(ResidualBlock* residual_block); 1241d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling void RemoveParameterBlock(double* values); 1251d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong void SetParameterBlockConstant(double* values); 1270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong void SetParameterBlockVariable(double* values); 1280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong void SetParameterization(double* values, 1290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LocalParameterization* local_parameterization); 1301d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1311d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling bool Evaluate(const Problem::EvaluateOptions& options, 1321d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling double* cost, 1331d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling vector<double>* residuals, 1341d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling vector<double>* gradient, 1351d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling CRSMatrix* jacobian); 1361d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int NumParameterBlocks() const; 1380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int NumParameters() const; 1390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int NumResidualBlocks() const; 1400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int NumResiduals() const; 1410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1421d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int ParameterBlockSize(const double* parameter_block) const; 1431d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int ParameterBlockLocalSize(const double* parameter_block) const; 1441d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling void GetParameterBlocks(vector<double*>* parameter_blocks) const; 1451d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const Program& program() const { return *program_; } 1470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Program* mutable_program() { return program_.get(); } 1480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const ParameterMap& parameter_map() const { return parameter_block_map_; } 1500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong private: 1521d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ParameterBlock* InternalAddParameterBlock(double* values, int size); 1531d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1541d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling bool InternalEvaluate(Program* program, 1551d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling double* cost, 1561d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling vector<double>* residuals, 1571d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling vector<double>* gradient, 1581d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling CRSMatrix* jacobian); 1591d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1601d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // Delete the arguments in question. These differ from the Remove* functions 1611d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // in that they do not clean up references to the block to delete; they 1621d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // merely delete them. 1631d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling template<typename Block> 1641d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling void DeleteBlockInVector(vector<Block*>* mutable_blocks, 1651d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling Block* block_to_remove); 1661d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling void DeleteBlock(ResidualBlock* residual_block); 1671d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling void DeleteBlock(ParameterBlock* parameter_block); 1681d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const Problem::Options options_; 1700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // The mapping from user pointers to parameter blocks. 1720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong map<double*, ParameterBlock*> parameter_block_map_; 1730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1741d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // The actual parameter and residual blocks. 1750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong internal::scoped_ptr<internal::Program> program_; 1761d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1771d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // When removing residual and parameter blocks, cost/loss functions and 1781d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // parameterizations have ambiguous ownership. Instead of scanning the entire 1791d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // problem to see if the cost/loss/parameterization is shared with other 1801d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // residual or parameter blocks, buffer them until destruction. 1811d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // 1821d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling // TODO(keir): See if it makes sense to use sets instead. 1831d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling vector<CostFunction*> cost_functions_to_delete_; 1841d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling vector<LossFunction*> loss_functions_to_delete_; 1851d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling vector<LocalParameterization*> local_parameterizations_to_delete_; 1861d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 1870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CERES_DISALLOW_COPY_AND_ASSIGN(ProblemImpl); 1880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}; 1890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace internal 1910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace ceres 1920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#endif // CERES_PUBLIC_PROBLEM_IMPL_H_ 194