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https://github.com/ceres-solver/ceres-solver.git
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Add TinySolverCostFunctionAdapter
Change-Id: I1905044d09abe5c927cd7e2cda804cba516fd961
This commit is contained in:
Sameer Agarwal
@@ -0,0 +1,137 @@
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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2017 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#ifndef CERES_PUBLIC_TINY_SOLVER_COST_FUNCTION_ADAPTER_H_
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#define CERES_PUBLIC_TINY_SOLVER_COST_FUNCTION_ADAPTER_H_
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#include <Eigen/Core>
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#include "ceres/cost_function.h"
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#include "glog/logging.h"
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namespace ceres {
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// An adapter class that lets users of TinySolver use
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// ceres::CostFunction objects that have exactly one parameter block.
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//
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// The adapter allows for the number of residuals and the size of the
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// parameter block to be specified at compile or run-time.
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//
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// WARNING: This object is not thread-safe.
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//
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// Example usage:
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//
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// CostFunction* cost_function = ...
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//
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// Number of residuals and parameter block size known at compile time:
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//
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// TinySolverCostFunctionAdapter<kNumResiduals, kNumParameters>
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// cost_function_adapter(*cost_function);
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//
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// Number of residuals known at compile time and the parameter block
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// size not known at compile time.
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//
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// TinySolverCostFunctionAdapter<kNumResiduals, Eigen::Dynamic>
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// cost_function_adapter(*cost_function);
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//
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// Number of residuals not known at compile time and the parameter
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// block size known at compile time.
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//
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// TinySolverCostFunctionAdapter<Eigen::Dynamic, kParameterBlockSize>
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// cost_function_adapter(*cost_function);
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//
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// Number of residuals not known at compile time and the parameter
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// block size not known at compile time.
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//
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// TinySolverCostFunctionAdapter cost_function_adapter(*cost_function);
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//
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template <int kNumResiduals = Eigen::Dynamic, int kNumParameters = Eigen::Dynamic>
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class TinySolverCostFunctionAdapter {
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public:
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typedef double Scalar;
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enum {
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NUM_PARAMETERS = kNumParameters,
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NUM_RESIDUALS = kNumResiduals
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};
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TinySolverCostFunctionAdapter(const CostFunction& cost_function)
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: cost_function_(cost_function) {
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CHECK_EQ(cost_function_.parameter_block_sizes().size(), 1)
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<< "Only CostFunctions with exactly one parameter blocks are allowed.";
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const int parameter_block_size = cost_function_.parameter_block_sizes()[0];
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if (NUM_PARAMETERS == Eigen::Dynamic || NUM_RESIDUALS == Eigen::Dynamic) {
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if (NUM_RESIDUALS != Eigen::Dynamic) {
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CHECK_EQ(cost_function_.num_residuals(), NUM_RESIDUALS);
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}
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if (NUM_PARAMETERS != Eigen::Dynamic) {
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CHECK_EQ(parameter_block_size, NUM_PARAMETERS);
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}
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row_major_jacobian_.resize(cost_function_.num_residuals(),
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parameter_block_size);
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}
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}
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bool operator()(const double* parameters,
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double* residuals,
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double* jacobian) const {
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if (!jacobian) {
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return cost_function_.Evaluate(¶meters, residuals, NULL);
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}
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double* jacobians[1] = {row_major_jacobian_.data()};
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if (!cost_function_.Evaluate(¶meters, residuals, jacobians)) {
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return false;
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}
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// The Function object used by TinySolver takes its Jacobian in a
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// column-major layout, and the CostFunction objects use row-major
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// Jacobian matrices. So the following bit of code does the
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// conversion from row-major Jacobians to column-major Jacobians.
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Eigen::Map<Eigen::Matrix<double, NUM_RESIDUALS, NUM_PARAMETERS>>
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col_major_jacobian(jacobian, NumResiduals(), NumParameters());
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col_major_jacobian = row_major_jacobian_;
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return true;
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}
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int NumResiduals() const { return cost_function_.num_residuals(); }
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int NumParameters() const {
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return cost_function_.parameter_block_sizes()[0];
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}
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const CostFunction& cost_function_;
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mutable Eigen::Matrix<double, NUM_RESIDUALS, NUM_PARAMETERS, Eigen::RowMajor>
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row_major_jacobian_;
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};
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} // namespace ceres
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#endif // CERES_PUBLIC_TINY_SOLVER_COST_FUNCTION_ADAPTER_H_
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@@ -359,6 +359,7 @@ if (BUILD_TESTING AND GFLAGS)
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ceres_test(sparse_normal_cholesky_solver)
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ceres_test(system)
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ceres_test(tiny_solver)
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ceres_test(tiny_solver_cost_function_adapter)
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ceres_test(triplet_sparse_matrix)
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ceres_test(trust_region_minimizer)
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ceres_test(trust_region_preprocessor)
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@@ -0,0 +1,132 @@
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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2017 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
|
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
|
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
|
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#include "ceres/tiny_solver_cost_function_adapter.h"
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#include <algorithm>
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#include <cmath>
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#include "ceres/cost_function.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/sized_cost_function.h"
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#include "gtest/gtest.h"
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namespace ceres {
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class CostFunction2x3 : public SizedCostFunction<2,3> {
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virtual bool Evaluate(double const* const* parameters,
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double* residuals,
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double** jacobians) const {
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double x = parameters[0][0];
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double y = parameters[0][1];
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double z = parameters[0][2];
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residuals[0] = x + 2*y + 4*z;
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residuals[1] = y * z;
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if (jacobians && jacobians[0]) {
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jacobians[0][0] = 1;
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jacobians[0][1] = 2;
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jacobians[0][2] = 4;
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jacobians[0][3 + 0] = 0;
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jacobians[0][3 + 1] = z;
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jacobians[0][3 + 2] = y;
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}
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return true;
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}
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};
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template<int kNumResiduals, int kNumParameters>
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void TestHelper() {
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internal::scoped_ptr<CostFunction> cost_function(new CostFunction2x3);
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typedef TinySolverCostFunctionAdapter<kNumResiduals, kNumParameters> CostFunctionAdapter;
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CostFunctionAdapter cfa(*cost_function);
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EXPECT_EQ(CostFunctionAdapter::NUM_RESIDUALS, kNumResiduals);
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EXPECT_EQ(CostFunctionAdapter::NUM_PARAMETERS, kNumParameters);
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EXPECT_EQ(cfa.NumResiduals(), 2);
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EXPECT_EQ(cfa.NumParameters(), 3);
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Eigen::Matrix<double, 2, 1> actual_residuals, expected_residuals;
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Eigen::Matrix<double, 2, 3, Eigen::ColMajor> actual_jacobian;
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Eigen::Matrix<double, 2, 3, Eigen::RowMajor> expected_jacobian;
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double xyz[3] = { 1.0, -1.0, 2.0};
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double* parameters[1] = {xyz};
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// Check that residual only evaluation works.
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cost_function->Evaluate(parameters, expected_residuals.data(), NULL);
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cfa(xyz, actual_residuals.data(), NULL);
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EXPECT_NEAR(
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(expected_residuals - actual_residuals).norm() / actual_residuals.norm(),
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0.0,
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std::numeric_limits<double>::epsilon())
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<< "\nExpected residuals: " << expected_residuals.transpose()
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<< "\nActual residuals: " << actual_residuals.transpose();
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// Check that residual and jacobian evaluation works.
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double* jacobians[1] = {expected_jacobian.data()};
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cost_function->Evaluate(parameters, expected_residuals.data(), jacobians);
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cfa(xyz, actual_residuals.data(), actual_jacobian.data());
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EXPECT_NEAR(
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(expected_residuals - actual_residuals).norm() / actual_residuals.norm(),
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0.0,
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std::numeric_limits<double>::epsilon())
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<< "\nExpected residuals: " << expected_residuals.transpose()
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<< "\nActual residuals: " << actual_residuals.transpose();
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EXPECT_NEAR(
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(expected_jacobian - actual_jacobian).norm() / actual_jacobian.norm(),
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0.0,
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std::numeric_limits<double>::epsilon())
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<< "\nExpected jacobian: " << expected_jacobian.transpose()
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<< "\nActual jacobian: " << actual_jacobian.transpose();
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}
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TEST(TinySolverCostFunctionAdapter, StaticResidualsStaticParameterBlock) {
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TestHelper<2, 3>();
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}
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TEST(TinySolverCostFunctionAdapter, DynamicResidualsStaticParameterBlock) {
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TestHelper<Eigen::Dynamic, 3>();
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}
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TEST(TinySolverCostFunctionAdapter, StaticResidualsDynamicParameterBlock) {
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TestHelper<2, Eigen::Dynamic>();
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}
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TEST(TinySolverCostFunctionAdapter, DynamicResidualsDynamicParameterBlock) {
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TestHelper<Eigen::Dynamic, Eigen::Dynamic>();
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}
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} // namespace ceres
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