ceres-solver/include/ceres/conditioned_cost_function.h

// Ceres Solver - A fast non-linear least squares minimizer
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// Author: wjr@google.com (William Rucklidge)
//
// This file contains a cost function that can apply a transformation to
// each residual value before they are square-summed.

#ifndef CERES_PUBLIC_CONDITIONED_COST_FUNCTION_H_
#define CERES_PUBLIC_CONDITIONED_COST_FUNCTION_H_

#include <memory>
#include <vector>

#include "ceres/cost_function.h"
#include "ceres/internal/disable_warnings.h"
#include "ceres/types.h"

namespace ceres {

// This class allows you to apply different conditioning to the residual
// values of a wrapped cost function. An example where this is useful is
// where you have an existing cost function that produces N values, but you
// want the total cost to be something other than just the sum of these
// squared values - maybe you want to apply a different scaling to some
// values, to change their contribution to the cost.
//
// Usage:
//
//   // my_cost_function produces N residuals
//   CostFunction* my_cost_function = ...
//   CHECK_EQ(N, my_cost_function->num_residuals());
//   vector<CostFunction*> conditioners;
//
//   // Make N 1x1 cost functions (1 parameter, 1 residual)
//   CostFunction* f_1 = ...
//   conditioners.push_back(f_1);
//   ...
//   CostFunction* f_N = ...
//   conditioners.push_back(f_N);
//   ConditionedCostFunction* ccf =
//     new ConditionedCostFunction(my_cost_function, conditioners);
//
// Now ccf's residual i (i=0..N-1) will be passed though the i'th conditioner.
//
//   ccf_residual[i] = f_i(my_cost_function_residual[i])
//
// and the Jacobian will be affected appropriately.
class CERES_EXPORT ConditionedCostFunction : public CostFunction {
 public:
  // Builds a cost function based on a wrapped cost function, and a
  // per-residual conditioner. Takes ownership of all of the wrapped cost
  // functions, or not, depending on the ownership parameter. Conditioners
  // may be nullptr, in which case the corresponding residual is not modified.
  //
  // The conditioners can repeat.
  ConditionedCostFunction(CostFunction* wrapped_cost_function,
                          const std::vector<CostFunction*>& conditioners,
                          Ownership ownership);
  ~ConditionedCostFunction() override;

  bool Evaluate(double const* const* parameters,
                double* residuals,
                double** jacobians) const override;

 private:
  std::unique_ptr<CostFunction> wrapped_cost_function_;
  std::vector<CostFunction*> conditioners_;
  Ownership ownership_;
};

}  // namespace ceres

#include "ceres/internal/reenable_warnings.h"

#endif  // CERES_PUBLIC_CONDITIONED_COST_FUNCTION_H_