saberbud/ceres-solver
1
0
Fork 0
mirror of https://github.com/ceres-solver/ceres-solver.git synced 2026-08-29 16:40:38 +08:00
Code Issues Packages Projects Releases Wiki Activity

support log1p and expm1 jet

Browse Source 
Currently, it is not possible to accurately evaluate the derivative of
d/dx log(1 + x) under all circumstances and significant deviations from
the actual derivative d/dx log1p(x) can occur. This changeset introduces
the necessary Jet overload and its inverse, expm1.

Change-Id: Ifcf88f6d684f61ba86bbe49f0d551b703f34ad0d
This commit is contained in:
Sergiu Deitsch
2021-11-14 17:28:30 +01:00
parent a668cabbcf
commit 2fba61434b
2 changed files with 71 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
include/ceres/jet.h
+15
View File
@@ -394,6 +394,7 @@ using std::erf;
using std::erfc;
using std::exp;
using std::exp2;
using std::expm1;
using std::floor;
using std::fmax;
using std::fmin;
@@ -403,6 +404,7 @@ using std::isinf;
using std::isnan;
using std::isnormal;
using std::log;
using std::log1p;
using std::log2;
using std::norm;
using std::pow;
@@ -471,6 +473,13 @@ inline Jet<T, N> log(const Jet<T, N>& f) {
return Jet<T, N>(log(f.a), f.v * a_inverse);
}
// log1p(a + h) ~= log1p(a) + h / (1 + a)
template <typename T, int N>
inline Jet<T, N> log1p(const Jet<T, N>& f) {
const T a_inverse = T(1.0) / (T(1.0) + f.a);
return Jet<T, N>(log1p(f.a), f.v * a_inverse);
}
// exp(a + h) ~= exp(a) + exp(a) h
template <typename T, int N>
inline Jet<T, N> exp(const Jet<T, N>& f) {
@@ -478,6 +487,12 @@ inline Jet<T, N> exp(const Jet<T, N>& f) {
return Jet<T, N>(tmp, tmp * f.v);
}
// expm1(a + h) ~= expm1(a) + exp(a) h
template <typename T, int N>
inline Jet<T, N> expm1(const Jet<T, N>& f) {
return Jet<T, N>(expm1(f.a), exp(f.a) * f.v);
}
// sqrt(a + h) ~= sqrt(a) + h / (2 sqrt(a))
template <typename T, int N>
inline Jet<T, N> sqrt(const Jet<T, N>& f) {