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      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
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     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 // A simple example of using the Ceres minimizer.
     32 //
     33 // Minimize 0.5 (10 - x)^2 using jacobian matrix computed using
     34 // automatic differentiation.
     35 
     36 #include <vector>
     37 #include "ceres/ceres.h"
     38 #include "gflags/gflags.h"
     39 #include "glog/logging.h"
     40 
     41 using ceres::AutoDiffCostFunction;
     42 using ceres::CostFunction;
     43 using ceres::Problem;
     44 using ceres::Solver;
     45 using ceres::Solve;
     46 
     47 // A templated cost functor that implements the residual r = 10 -
     48 // x. The method operator() is templated so that we can then use an
     49 // automatic differentiation wrapper around it to generate its
     50 // derivatives.
     51 class QuadraticCostFunctor {
     52  public:
     53   template <typename T> bool operator()(const T* const x, T* residual) const {
     54     residual[0] = T(10.0) - x[0];
     55     return true;
     56   }
     57 };
     58 
     59 int main(int argc, char** argv) {
     60   google::ParseCommandLineFlags(&argc, &argv, true);
     61   google::InitGoogleLogging(argv[0]);
     62 
     63   // The variable to solve for with its initial value.
     64   double initial_x = 5.0;
     65   double x = initial_x;
     66 
     67   // Build the problem.
     68   Problem problem;
     69 
     70   // Set up the only cost function (also known as residual). This uses
     71   // auto-differentiation to obtain the derivative (jacobian).
     72   problem.AddResidualBlock(
     73       new AutoDiffCostFunction<QuadraticCostFunctor, 1, 1>(
     74           new QuadraticCostFunctor),
     75       NULL,
     76       &x);
     77 
     78   // Run the solver!
     79   Solver::Options options;
     80   options.max_num_iterations = 10;
     81   options.linear_solver_type = ceres::DENSE_QR;
     82   options.minimizer_progress_to_stdout = true;
     83   Solver::Summary summary;
     84   Solve(options, &problem, &summary);
     85   std::cout << summary.BriefReport() << "\n";
     86   std::cout << "x : " << initial_x
     87             << " -> " << x << "\n";
     88   return 0;
     89 }
     90