// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2019 Google Inc. All rights reserved. // http://ceres-solver.org/ // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions in binary form must reproduce the above copyright notice, // this list of conditions and the following disclaimer in the documentation // and/or other materials provided with the distribution. // * Neither the name of Google Inc. nor the names of its contributors may be // used to endorse or promote products derived from this software without // specific prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE // POSSIBILITY OF SUCH DAMAGE. // // Author: sameeragarwal@google.com (Sameer Agarwal) // // Create CostFunctions as needed by the least squares framework, with // Jacobians computed via automatic differentiation. For more // information on automatic differentiation, see the wikipedia article // at http://en.wikipedia.org/wiki/Automatic_differentiation // // To get an auto differentiated cost function, you must define a class with a // templated operator() (a functor) that computes the cost function in terms of // the template parameter T. The autodiff framework substitutes appropriate // "jet" objects for T in order to compute the derivative when necessary, but // this is hidden, and you should write the function as if T were a scalar type // (e.g. a double-precision floating point number). // // The function must write the computed value in the last argument // (the only non-const one) and return true to indicate // success. Please see cost_function.h for details on how the return // value maybe used to impose simple constraints on the parameter // block. // // For example, consider a scalar error e = k - x'y, where both x and y are // two-dimensional column vector parameters, the prime sign indicates // transposition, and k is a constant. The form of this error, which is the // difference between a constant and an expression, is a common pattern in least // squares problems. For example, the value x'y might be the model expectation // for a series of measurements, where there is an instance of the cost function // for each measurement k. // // The actual cost added to the total problem is e^2, or (k - x'y)^2; however, // the squaring is implicitly done by the optimization framework. // // To write an auto-differentiable cost function for the above model, first // define the object // // class MyScalarCostFunctor { // MyScalarCostFunctor(double k): k_(k) {} // // template // bool operator()(const T* const x , const T* const y, T* e) const { // e[0] = T(k_) - x[0] * y[0] + x[1] * y[1]; // return true; // } // // private: // double k_; // }; // // Note that in the declaration of operator() the input parameters x and y come // first, and are passed as const pointers to arrays of T. If there were three // input parameters, then the third input parameter would come after y. The // output is always the last parameter, and is also a pointer to an array. In // the example above, e is a scalar, so only e[0] is set. // // Then given this class definition, the auto differentiated cost function for // it can be constructed as follows. // // CostFunction* cost_function // = new AutoDiffCostFunction( // new MyScalarCostFunctor(1.0)); ^ ^ ^ // | | | // Dimension of residual -----+ | | // Dimension of x ---------------+ | // Dimension of y ------------------+ // // In this example, there is usually an instance for each measurement of k. // // In the instantiation above, the template parameters following // "MyScalarCostFunctor", "1, 2, 2", describe the functor as computing a // 1-dimensional output from two arguments, both 2-dimensional. // // AutoDiffCostFunction also supports cost functions with a // runtime-determined number of residuals. For example: // // CostFunction* cost_function // = new AutoDiffCostFunction( // new CostFunctorWithDynamicNumResiduals(1.0), ^ ^ ^ // runtime_number_of_residuals); <----+ | | | // | | | | // | | | | // Actual number of residuals ------+ | | | // Indicate dynamic number of residuals --------+ | | // Dimension of x ------------------------------------+ | // Dimension of y ---------------------------------------+ // // WARNING #1: Since the functor will get instantiated with different types for // T, you must convert from other numeric types to T before mixing // computations with other variables of type T. In the example above, this is // seen where instead of using k_ directly, k_ is wrapped with T(k_). // // WARNING #2: A common beginner's error when first using autodiff cost // functions is to get the sizing wrong. In particular, there is a tendency to // set the template parameters to (dimension of residual, number of parameters) // instead of passing a dimension parameter for *every parameter*. In the // example above, that would be , which is missing // the last '2' argument. Please be careful when setting the size parameters. #ifndef CERES_PUBLIC_AUTODIFF_COST_FUNCTION_H_ #define CERES_PUBLIC_AUTODIFF_COST_FUNCTION_H_ #include #include "ceres/internal/autodiff.h" #include "ceres/sized_cost_function.h" #include "ceres/types.h" #include "glog/logging.h" namespace ceres { // A cost function which computes the derivative of the cost with respect to // the parameters (a.k.a. the jacobian) using an auto differentiation framework. // The first template argument is the functor object, described in the header // comment. The second argument is the dimension of the residual (or // ceres::DYNAMIC to indicate it will be set at runtime), and subsequent // arguments describe the size of the Nth parameter, one per parameter. // // The constructors take ownership of the cost functor. // // If the number of residuals (argument kNumResiduals below) is // ceres::DYNAMIC, then the two-argument constructor must be used. The // second constructor takes a number of residuals (in addition to the // templated number of residuals). This allows for varying the number // of residuals for a single autodiff cost function at runtime. template // Number of parameters in each parameter block. class AutoDiffCostFunction final : public SizedCostFunction { public: // Takes ownership of functor by default. Uses the template-provided // value for the number of residuals ("kNumResiduals"). explicit AutoDiffCostFunction(CostFunctor* functor, Ownership ownership = TAKE_OWNERSHIP) : functor_(functor), ownership_(ownership) { static_assert(kNumResiduals != DYNAMIC, "Can't run the fixed-size constructor if the number of " "residuals is set to ceres::DYNAMIC."); } // Takes ownership of functor by default. Ignores the template-provided // kNumResiduals in favor of the "num_residuals" argument provided. // // This allows for having autodiff cost functions which return varying // numbers of residuals at runtime. AutoDiffCostFunction(CostFunctor* functor, int num_residuals, Ownership ownership = TAKE_OWNERSHIP) : functor_(functor), ownership_(ownership) { static_assert(kNumResiduals == DYNAMIC, "Can't run the dynamic-size constructor if the number of " "residuals is not ceres::DYNAMIC."); SizedCostFunction::set_num_residuals(num_residuals); } AutoDiffCostFunction(AutoDiffCostFunction&& other) : functor_(std::move(other.functor_)), ownership_(other.ownership_) {} virtual ~AutoDiffCostFunction() { // Manually release pointer if configured to not take ownership rather than // deleting only if ownership is taken. // This is to stay maximally compatible to old user code which may have // forgotten to implement a virtual destructor, from when the // AutoDiffCostFunction always took ownership. if (ownership_ == DO_NOT_TAKE_OWNERSHIP) { functor_.release(); } } // Implementation details follow; clients of the autodiff cost function should // not have to examine below here. // // To handle variadic cost functions, some template magic is needed. It's // mostly hidden inside autodiff.h. bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const override { using ParameterDims = typename SizedCostFunction::ParameterDims; if (!jacobians) { return internal::VariadicEvaluate( *functor_, parameters, residuals); } return internal::AutoDifferentiate( *functor_, parameters, SizedCostFunction::num_residuals(), residuals, jacobians); }; const CostFunctor& functor() const { return *functor_; } private: std::unique_ptr functor_; Ownership ownership_; }; } // namespace ceres #endif // CERES_PUBLIC_AUTODIFF_COST_FUNCTION_H_