program.h revision 0ae28bd5885b5daa526898fcf7c323dc2c3e1963
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_ 130