11d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Ceres Solver - A fast non-linear least squares minimizer 21d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Copyright 2013 Google Inc. All rights reserved. 31d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// http://code.google.com/p/ceres-solver/ 41d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// 51d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Redistribution and use in source and binary forms, with or without 61d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// modification, are permitted provided that the following conditions are met: 71d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// 81d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// * Redistributions of source code must retain the above copyright notice, 91d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// this list of conditions and the following disclaimer. 101d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// * Redistributions in binary form must reproduce the above copyright notice, 111d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// this list of conditions and the following disclaimer in the documentation 121d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// and/or other materials provided with the distribution. 131d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// * Neither the name of Google Inc. nor the names of its contributors may be 141d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// used to endorse or promote products derived from this software without 151d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// specific prior written permission. 161d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// 171d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 181d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 191d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 201d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 211d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 221d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 231d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 241d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 251d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 261d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 271d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// POSSIBILITY OF SUCH DAMAGE. 281d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// 291d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Author: sameeragarwal@google.com (Sameer Agarwal) 301d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 311d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#ifndef CERES_INTERNAL_NUMERIC_DIFF_TEST_UTILS_H_ 321d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#define CERES_INTERNAL_NUMERIC_DIFF_TEST_UTILS_H_ 331d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 341d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/cost_function.h" 351d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/sized_cost_function.h" 361d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/types.h" 371d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 381d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberlingnamespace ceres { 391d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberlingnamespace internal { 401d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 411d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// y1 = x1'x2 -> dy1/dx1 = x2, dy1/dx2 = x1 421d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// y2 = (x1'x2)^2 -> dy2/dx1 = 2 * x2 * (x1'x2), dy2/dx2 = 2 * x1 * (x1'x2) 431d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// y3 = x2'x2 -> dy3/dx1 = 0, dy3/dx2 = 2 * x2 441d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberlingclass EasyFunctor { 451d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling public: 461d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling bool operator()(const double* x1, const double* x2, double* residuals) const; 471d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling void ExpectCostFunctionEvaluationIsNearlyCorrect( 481d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const CostFunction& cost_function, 491d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling NumericDiffMethod method) const; 501d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling}; 511d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 521d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberlingclass EasyCostFunction : public SizedCostFunction<3, 5, 5> { 531d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling public: 541d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling virtual bool Evaluate(double const* const* parameters, 551d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling double* residuals, 561d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling double** /* not used */) const { 571d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling return functor_(parameters[0], parameters[1], residuals); 581d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling } 591d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 601d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling private: 611d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling EasyFunctor functor_; 621d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling}; 631d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 641d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// y1 = sin(x1'x2) 651d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// y2 = exp(-x1'x2 / 10) 661d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// 671d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// dy1/dx1 = x2 * cos(x1'x2), dy1/dx2 = x1 * cos(x1'x2) 681d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// dy2/dx1 = -x2 * exp(-x1'x2 / 10) / 10, dy2/dx2 = -x2 * exp(-x1'x2 / 10) / 10 691d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberlingclass TranscendentalFunctor { 701d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling public: 711d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling bool operator()(const double* x1, const double* x2, double* residuals) const; 721d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling void ExpectCostFunctionEvaluationIsNearlyCorrect( 731d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const CostFunction& cost_function, 741d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling NumericDiffMethod method) const; 751d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling}; 761d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 771d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberlingclass TranscendentalCostFunction : public SizedCostFunction<2, 5, 5> { 781d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling public: 791d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling virtual bool Evaluate(double const* const* parameters, 801d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling double* residuals, 811d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling double** /* not used */) const { 821d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling return functor_(parameters[0], parameters[1], residuals); 831d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling } 841d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling private: 851d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling TranscendentalFunctor functor_; 861d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling}; 871d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 881d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling} // namespace internal 891d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling} // namespace ceres 901d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 911d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#endif // CERES_INTERNAL_NUMERIC_DIFF_TEST_UTILS_H_ 92