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ceres-solver/examples/helloworld_analytic_diff.cc
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Keir Mierle 7492b0d8de Update copyright headers with new year and URL
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
2015-03-18 05:43:23 +00:00

108 lines
3.9 KiB
C++

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2015 Google Inc. All rights reserved.
// http://ceres-solver.org/
//
// 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 simple example of using the Ceres minimizer.
//
// Minimize 0.5 (10 - x)^2 using analytic jacobian matrix.
#include <vector>
#include "ceres/ceres.h"
#include "glog/logging.h"
using ceres::CostFunction;
using ceres::SizedCostFunction;
using ceres::Problem;
using ceres::Solver;
using ceres::Solve;
// A CostFunction implementing analytically derivatives for the
// function f(x) = 10 - x.
class QuadraticCostFunction
: public SizedCostFunction<1 /* number of residuals */,
1 /* size of first parameter */> {
public:
virtual ~QuadraticCostFunction() {}
virtual bool Evaluate(double const* const* parameters,
double* residuals,
double** jacobians) const {
double x = parameters[0][0];
// f(x) = 10 - x.
residuals[0] = 10 - x;
// f'(x) = -1. Since there's only 1 parameter and that parameter
// has 1 dimension, there is only 1 element to fill in the
// jacobians.
//
// Since the Evaluate function can be called with the jacobians
// pointer equal to NULL, the Evaluate function must check to see
// if jacobians need to be computed.
//
// For this simple problem it is overkill to check if jacobians[0]
// is NULL, but in general when writing more complex
// CostFunctions, it is possible that Ceres may only demand the
// derivatives w.r.t. a subset of the parameter blocks.
if (jacobians != NULL && jacobians[0] != NULL) {
jacobians[0][0] = -1;
}
return true;
}
};
int main(int argc, char** argv) {
google::InitGoogleLogging(argv[0]);
// The variable to solve for with its initial value. It will be
// mutated in place by the solver.
double x = 0.5;
const double initial_x = x;
// Build the problem.
Problem problem;
// Set up the only cost function (also known as residual).
CostFunction* cost_function = new QuadraticCostFunction;
problem.AddResidualBlock(cost_function, NULL, &x);
// Run the solver!
Solver::Options options;
options.minimizer_progress_to_stdout = true;
Solver::Summary summary;
Solve(options, &problem, &summary);
std::cout << summary.BriefReport() << "\n";
std::cout << "x : " << initial_x
<< " -> " << x << "\n";
return 0;
}