mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-30 00:50:37 +08:00
Keir Mierle
f44907f702
This extends the Evaluator interface to support evaluating the
gradient in addition to the residuals and jacobian, if requested.
bool Evaluate(const double* state,
double* cost,
double* residuals,
double* gradient, <----------- NEW
SparseMatrix* jacobian) = 0;
The ProgramEvaluator is extended to support the new gradient
evaluation. This required some gymnastics around the block
evaluate preparer, which now contains a scratch evaluate preparer
for the case that no jacobian is requested but the gradient is.
Gradient evaluation is a prerequisite for the planned suite of
first order methods, including nonlinear conjugate gradient,
CG_DESCENT, L-BFGS, trust region with line search, and more.
This also considerably refactors the evaluator_test to make it
shorter and check the results for all combinations of the optional
parameters [residuals, gradient, jacobian].
Change-Id: Ic7d0fec028dc5ffebc08ee079ad04eeaf6e02582
78 lines
3.2 KiB
C++
78 lines
3.2 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
|
|
// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
|
|
// http://code.google.com/p/ceres-solver/
|
|
//
|
|
// Redistribution and use in source and binary forms, with or without
|
|
// modification, are permitted provided that the following conditions are met:
|
|
//
|
|
// * Redistributions of source code must retain the above copyright notice,
|
|
// this list of conditions and the following disclaimer.
|
|
// * Redistributions in binary form must reproduce the above copyright notice,
|
|
// this list of conditions and the following disclaimer in the documentation
|
|
// and/or other materials provided with the distribution.
|
|
// * Neither the name of Google Inc. nor the names of its contributors may be
|
|
// used to endorse or promote products derived from this software without
|
|
// specific prior written permission.
|
|
//
|
|
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
|
|
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
|
|
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
|
|
// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
|
|
// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
|
|
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
|
|
// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
|
|
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
|
|
// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
|
|
// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
|
|
// POSSIBILITY OF SUCH DAMAGE.
|
|
//
|
|
// Author: keir@google.com (Keir Mierle)
|
|
//
|
|
// A evaluate preparer which puts jacobian the evaluated jacobian blocks
|
|
// directly into their final resting place in an overall block sparse matrix.
|
|
// The evaluator takes care to avoid evaluating the jacobian for fixed
|
|
// parameters.
|
|
|
|
#ifndef CERES_INTERNAL_BLOCK_EVALUATE_PREPARER_H_
|
|
#define CERES_INTERNAL_BLOCK_EVALUATE_PREPARER_H_
|
|
|
|
#include "ceres/scratch_evaluate_preparer.h"
|
|
|
|
namespace ceres {
|
|
namespace internal {
|
|
|
|
class ResidualBlock;
|
|
class SparseMatrix;
|
|
|
|
class BlockEvaluatePreparer {
|
|
public:
|
|
// Using Init() instead of a constructor allows for allocating this structure
|
|
// with new[]. This is because C++ doesn't allow passing arguments to objects
|
|
// constructed with new[] (as opposed to plain 'new').
|
|
void Init(int const* const* jacobian_layout,
|
|
int max_derivatives_per_residual_block);
|
|
|
|
// EvaluatePreparer interface
|
|
|
|
// Point the jacobian blocks directly into the block sparse matrix, if
|
|
// jacobian is non-null. Otherwise, uses an internal per-thread buffer to
|
|
// store the jacobians temporarily.
|
|
void Prepare(const ResidualBlock* residual_block,
|
|
int residual_block_index,
|
|
SparseMatrix* jacobian,
|
|
double** jacobians);
|
|
|
|
private:
|
|
int const* const* jacobian_layout_;
|
|
|
|
// For the case that the overall jacobian is not available, but the
|
|
// individual jacobians are requested, use a pass-through scratch evaluate
|
|
// preparer.
|
|
ScratchEvaluatePreparer scratch_evaluate_preparer_;
|
|
};
|
|
|
|
} // namespace internal
|
|
} // namespace ceres
|
|
|
|
#endif // CERES_INTERNAL_BLOCK_EVALUATE_PREPARER_H_
|