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: wjr@google.com (William Rucklidge)
300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// This file contains the implementation of the conditioned cost function.
320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/conditioned_cost_function.h"
340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include <cstddef>
360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/eigen.h"
380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/stl_util.h"
390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/types.h"
400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "glog/logging.h"
410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres {
430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// This cost function has the same dimensions (parameters, residuals) as
450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// the one it's wrapping.
460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongConditionedCostFunction::ConditionedCostFunction(
470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    CostFunction* wrapped_cost_function,
480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    const vector<CostFunction*>& conditioners,
490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    Ownership ownership)
500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    : wrapped_cost_function_(wrapped_cost_function),
510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      conditioners_(conditioners),
520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      ownership_(ownership) {
530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Set up our dimensions.
540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  set_num_residuals(wrapped_cost_function_->num_residuals());
550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  *mutable_parameter_block_sizes() =
560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      wrapped_cost_function_->parameter_block_sizes();
570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Sanity-check the conditioners' dimensions.
590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  CHECK_EQ(wrapped_cost_function_->num_residuals(), conditioners_.size());
600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  for (int i = 0; i < wrapped_cost_function_->num_residuals(); i++) {
610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    if (conditioners[i]) {
620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      CHECK_EQ(1, conditioners[i]->num_residuals());
630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      CHECK_EQ(1, conditioners[i]->parameter_block_sizes().size());
640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      CHECK_EQ(1, conditioners[i]->parameter_block_sizes()[0]);
650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    }
660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongConditionedCostFunction::~ConditionedCostFunction() {
700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  if (ownership_ == TAKE_OWNERSHIP) {
710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    STLDeleteElements(&conditioners_);
720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  } else {
730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    wrapped_cost_function_.release();
740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongbool ConditionedCostFunction::Evaluate(double const* const* parameters,
780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                                       double* residuals,
790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                                       double** jacobians) const {
800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  bool success = wrapped_cost_function_->Evaluate(parameters, residuals,
810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                                                  jacobians);
820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  if (!success) {
830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    return false;
840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  for (int r = 0; r < wrapped_cost_function_->num_residuals(); r++) {
870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    // On output, we want to have
880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    // residuals[r] = conditioners[r](wrapped_residuals[r])
890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    // For parameter block i, column c,
900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    // jacobians[i][r*parameter_block_size_[i] + c] =
910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    //   = d residual[r] / d parameters[i][c]
920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    //   = conditioners[r]'(wrapped_residuals[r]) *
930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    //       d wrapped_residuals[r] / d parameters[i][c]
940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    if (conditioners_[r]) {
950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      double conditioner_derivative;
960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      double* conditioner_derivative_pointer = &conditioner_derivative;
970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      double** conditioner_derivative_pointer2 =
980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong          &conditioner_derivative_pointer;
990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      if (!jacobians) {
1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong        conditioner_derivative_pointer2 = NULL;
1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      }
1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      double unconditioned_residual = residuals[r];
1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      double* parameter_pointer = &unconditioned_residual;
1050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      success = conditioners_[r]->Evaluate(&parameter_pointer,
1060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                                           &residuals[r],
1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                                           conditioner_derivative_pointer2);
1080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      if (!success) {
1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong        return false;
1100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      }
1110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      if (jacobians) {
1130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong        for (int i = 0;
1140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong             i < wrapped_cost_function_->parameter_block_sizes().size();
1150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong             i++) {
1160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong          if (jacobians[i]) {
1170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong            int parameter_block_size =
1180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                wrapped_cost_function_->parameter_block_sizes()[i];
1190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong            VectorRef jacobian_row(jacobians[i] + r * parameter_block_size,
1200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                                   parameter_block_size, 1);
1210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong            jacobian_row *= conditioner_derivative;
1220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong          }
1230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong        }
1240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      }
1250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    }
1260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
1270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  return true;
1280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
1290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace ceres
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