Commit Graph

2 Commits

Author SHA1 Message Date
Sameer Agarwal 17dccef91b Add NumericDiffFirstOrderFunction
This has been a long requested feature so that users can minimize
functions using numeric differentiation.

As part of this, I have also redone rosenbrock.cc, which now has three
variants.

rosenbrock.cc now uses automatic differentiation.
rosenbrock_numeric_diff.cc uses numeric differentiation.
rosenbrock_analytic_diff.cc uses analytic derivatives.

This is analogus to how the helloworld example code is structured.

The tutorial for GradientProblemSolver has also been updated to reflect
this.

https://github.com/ceres-solver/ceres-solver/issues/691

Change-Id: Ib0fb9e35127fe4c8299d4793bea3558722c70dd7
2021-09-15 06:21:02 -07:00
Sameer Agarwal 056ba9bb1d Add AutoDiffFirstOrderFunction
This is to FirstOrderFunction, what AutoDiffCostFunction is to CostFunction.
This allows users of GradientSolver to be able to define objective functions
without requiring them to define the derivatives.

The implementation uses the same Jet objects for computing the gradient as
is used by AutoDiffCostFunction.

Change-Id: Ide6e60532a3adab9be9899ba9b368dc267fd2dbb
2019-03-03 06:50:56 +00:00