mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-30 00:50:37 +08:00
Keir Mierle
7492b0d8de
Since Ceres is moving to using GitHub for issues, and the Google Code URL in the current copyright header will soon become invalid, update all the headers. Change-Id: I1fce70375d1bcf098591f07b4d8f01a5c1e0789c
86 lines
3.8 KiB
C++
86 lines
3.8 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 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: keir@google.com (Keir Mierle)
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#ifndef CERES_INTERNAL_GRADIENT_CHECKING_COST_FUNCTION_H_
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#define CERES_INTERNAL_GRADIENT_CHECKING_COST_FUNCTION_H_
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#include <string>
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#include "ceres/cost_function.h"
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namespace ceres {
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namespace internal {
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class ProblemImpl;
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// Creates a CostFunction that checks the jacobians that cost_function computes
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// with finite differences. Bad results are logged; required precision is
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// controlled by relative_precision and the numeric differentiation step size is
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// controlled with relative_step_size. See solver.h for a better explanation of
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// relative_step_size. Caller owns result.
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//
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// The condition enforced is that
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//
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// (J_actual(i, j) - J_numeric(i, j))
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// ------------------------------------ < relative_precision
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// max(J_actual(i, j), J_numeric(i, j))
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//
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// where J_actual(i, j) is the jacobian as computed by the supplied cost
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// function (by the user) and J_numeric is the jacobian as computed by finite
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// differences.
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//
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// Note: This is quite inefficient and is intended only for debugging.
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CostFunction* CreateGradientCheckingCostFunction(
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const CostFunction* cost_function,
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double relative_step_size,
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double relative_precision,
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const std::string& extra_info);
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// Create a new ProblemImpl object from the input problem_impl, where
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// each CostFunctions in problem_impl are wrapped inside a
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// GradientCheckingCostFunctions. This gives us a ProblemImpl object
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// which checks its derivatives against estimates from numeric
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// differentiation everytime a ResidualBlock is evaluated.
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//
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// relative_step_size and relative_precision are parameters to control
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// the numeric differentiation and the relative tolerance between the
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// jacobian computed by the CostFunctions in problem_impl and
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// jacobians obtained by numerically differentiating them. For more
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// details see the documentation for
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// CreateGradientCheckingCostFunction above.
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ProblemImpl* CreateGradientCheckingProblemImpl(ProblemImpl* problem_impl,
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double relative_step_size,
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double relative_precision);
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_GRADIENT_CHECKING_COST_FUNCTION_H_
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