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(¶meter_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 131