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#ifndef CERES_INTERNAL_PROGRAM_H_
320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#define CERES_INTERNAL_PROGRAM_H_
330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include <string>
350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include <vector>
360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/port.h"
370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres {
390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal {
400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass ParameterBlock;
420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass ProblemImpl;
430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass ResidualBlock;
440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// A nonlinear least squares optimization problem. This is different from the
460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// similarly-named "Problem" object, which offers a mutation interface for
470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// adding and modifying parameters and residuals. The Program contains the core
480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// part of the Problem, which is the parameters and the residuals, stored in a
490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// particular ordering. The ordering is critical, since it defines the mapping
500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// between (residual, parameter) pairs and a position in the jacobian of the
510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// objective function. Various parts of Ceres transform one Program into
520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// another; for example, the first stage of solving involves stripping all
530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// constant parameters and residuals. This is in contrast with Problem, which is
540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// not built for transformation.
550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass Program {
560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public:
570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Program();
580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  explicit Program(const Program& program);
590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // The ordered parameter and residual blocks for the program.
610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  const vector<ParameterBlock*>& parameter_blocks() const;
620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  const vector<ResidualBlock*>& residual_blocks() const;
630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  vector<ParameterBlock*>* mutable_parameter_blocks();
640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  vector<ResidualBlock*>* mutable_residual_blocks();
650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Serialize to/from the program and update states.
670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  //
680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // NOTE: Setting the state of a parameter block can trigger the
690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // computation of the Jacobian of its local parameterization. If
700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // this computation fails for some reason, then this method returns
710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // false and the state of the parameter blocks cannot be trusted.
720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  bool StateVectorToParameterBlocks(const double *state);
730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  void ParameterBlocksToStateVector(double *state) const;
740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Copy internal state to the user's parameters.
760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  void CopyParameterBlockStateToUserState();
770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Set the parameter block pointers to the user pointers. Since this
790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // runs parameter block set state internally, which may call local
800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // parameterizations, this can fail. False is returned on failure.
810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  bool SetParameterBlockStatePtrsToUserStatePtrs();
820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Update a state vector for the program given a delta.
840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  bool Plus(const double* state,
850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong            const double* delta,
860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong            double* state_plus_delta) const;
870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Set the parameter indices and offsets. This permits mapping backward
890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // from a ParameterBlock* to an index in the parameter_blocks() vector. For
900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // any parameter block p, after calling SetParameterOffsetsAndIndex(), it
910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // is true that
920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  //
930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  //   parameter_blocks()[p->index()] == p
940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  //
950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // If a parameter appears in a residual but not in the parameter block, then
960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // it will have an index of -1.
970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  //
980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // This also updates p->state_offset() and p->delta_offset(), which are the
990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // position of the parameter in the state and delta vector respectively.
1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  void SetParameterOffsetsAndIndex();
1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // See problem.h for what these do.
1030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int NumParameterBlocks() const;
1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int NumParameters() const;
1050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int NumEffectiveParameters() const;
1060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int NumResidualBlocks() const;
1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int NumResiduals() const;
1080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int MaxScratchDoublesNeededForEvaluate() const;
1100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int MaxDerivativesPerResidualBlock() const;
1110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int MaxParametersPerResidualBlock() const;
1120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int MaxResidualsPerResidualBlock() const;
1130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // A human-readable dump of the parameter blocks for debugging.
1150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // TODO(keir): If necessary, also dump the residual blocks.
1160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  string ToString() const;
1170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong private:
1190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // The Program does not own the ParameterBlock or ResidualBlock objects.
1200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  vector<ParameterBlock*> parameter_blocks_;
1210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  vector<ResidualBlock*> residual_blocks_;
1220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  friend class ProblemImpl;
1240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong};
1250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace internal
1270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace ceres
1280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#endif  // CERES_INTERNAL_PROGRAM_H_
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