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_GRADIENT_CHECKING_COST_FUNCTION_H_ 320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#define CERES_INTERNAL_GRADIENT_CHECKING_COST_FUNCTION_H_ 330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include <string> 350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/cost_function.h" 370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres { 390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal { 400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass ProblemImpl; 420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Creates a CostFunction that checks the jacobians that cost_function computes 440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// with finite differences. Bad results are logged; required precision is 450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// controlled by relative_precision and the numeric differentiation step size is 460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// controlled with relative_step_size. See solver.h for a better explanation of 470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// relative_step_size. Caller owns result. 480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// The condition enforced is that 500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// (J_actual(i, j) - J_numeric(i, j)) 520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ------------------------------------ < relative_precision 530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// max(J_actual(i, j), J_numeric(i, j)) 540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// where J_actual(i, j) is the jacobian as computed by the supplied cost 560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// function (by the user) and J_numeric is the jacobian as computed by finite 570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// differences. 580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Note: This is quite inefficient and is intended only for debugging. 600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongCostFunction* CreateGradientCheckingCostFunction( 610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const CostFunction* cost_function, 620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double relative_step_size, 630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double relative_precision, 640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const string& extra_info); 650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Create a new ProblemImpl object from the input problem_impl, where 670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// each CostFunctions in problem_impl are wrapped inside a 680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// GradientCheckingCostFunctions. This gives us a ProblemImpl object 690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// which checks its derivatives against estimates from numeric 700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// differentiation everytime a ResidualBlock is evaluated. 710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// relative_step_size and relative_precision are parameters to control 730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// the numeric differentiation and the relative tolerance between the 740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// jacobian computed by the CostFunctions in problem_impl and 750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// jacobians obtained by numerically differentiating them. For more 760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// details see the documentation for 770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CreateGradientCheckingCostFunction above. 780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongProblemImpl* CreateGradientCheckingProblemImpl(ProblemImpl* problem_impl, 790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double relative_step_size, 800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double relative_precision); 810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace internal 830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace ceres 840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#endif // CERES_INTERNAL_GRADIENT_CHECKING_COST_FUNCTION_H_ 86