1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved. 3 // http://code.google.com/p/ceres-solver/ 4 // 5 // Redistribution and use in source and binary forms, with or without 6 // modification, are permitted provided that the following conditions are met: 7 // 8 // * Redistributions of source code must retain the above copyright notice, 9 // this list of conditions and the following disclaimer. 10 // * Redistributions in binary form must reproduce the above copyright notice, 11 // this list of conditions and the following disclaimer in the documentation 12 // and/or other materials provided with the distribution. 13 // * Neither the name of Google Inc. nor the names of its contributors may be 14 // used to endorse or promote products derived from this software without 15 // specific prior written permission. 16 // 17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 27 // POSSIBILITY OF SUCH DAMAGE. 28 // 29 // Author: keir (at) google.com (Keir Mierle) 30 // 31 // Create CostFunctions as needed by the least squares framework with jacobians 32 // computed via numeric differentiation. 33 // 34 // To get a numerically differentiated cost function, define a subclass of 35 // CostFunction such that the Evaluate() function ignores the jacobian 36 // parameter. The numeric differentiation wrapper will fill in the jacobian 37 // parameter if nececssary by repeatedly calling the Evaluate() function with 38 // small changes to the appropriate parameters, and computing the slope. This 39 // implementation is not templated (hence the "Runtime" prefix), which is a bit 40 // slower than but is more convenient than the templated version in 41 // numeric_diff_cost_function.h 42 // 43 // The numerically differentiated version of a cost function for a cost function 44 // can be constructed as follows: 45 // 46 // CostFunction* cost_function = 47 // CreateRuntimeNumericDiffCostFunction(new MyCostFunction(...), 48 // CENTRAL, 49 // TAKE_OWNERSHIP); 50 // 51 // The central difference method is considerably more accurate; consider using 52 // to start and only after that works, trying forward difference. 53 // 54 // TODO(keir): Characterize accuracy; mention pitfalls; provide alternatives. 55 56 #ifndef CERES_INTERNAL_RUNTIME_NUMERIC_DIFF_COST_FUNCTION_H_ 57 #define CERES_INTERNAL_RUNTIME_NUMERIC_DIFF_COST_FUNCTION_H_ 58 59 #include "ceres/cost_function.h" 60 61 namespace ceres { 62 namespace internal { 63 64 enum RuntimeNumericDiffMethod { 65 CENTRAL, 66 FORWARD, 67 }; 68 69 // Create a cost function that evaluates the derivative with finite differences. 70 // The base cost_function's implementation of Evaluate() only needs to fill in 71 // the "residuals" argument and not the "jacobians". Any data written to the 72 // jacobians by the base cost_function is overwritten. 73 // 74 // Forward difference or central difference is selected with CENTRAL or FORWARD. 75 // The relative eps, which determines the step size for forward and central 76 // differencing, is set with relative eps. Caller owns the resulting cost 77 // function, and the resulting cost function does not own the base cost 78 // function. 79 CostFunction *CreateRuntimeNumericDiffCostFunction( 80 const CostFunction *cost_function, 81 RuntimeNumericDiffMethod method, 82 double relative_eps); 83 84 } // namespace internal 85 } // namespace ceres 86 87 #endif // CERES_INTERNAL_RUNTIME_NUMERIC_DIFF_COST_FUNCTION_H_ 88
