1 /* Ceres Solver - A fast non-linear least squares minimizer 2 * Copyright 2013 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: mierle (at) gmail.com (Keir Mierle) 30 * 31 * This is a port of curve_fitting.cc to the minimal C API for Ceres. 32 */ 33 34 #include <math.h> 35 #include <stdio.h> 36 #include <string.h> // For NULL 37 #include "ceres/c_api.h" 38 39 /* Data generated using the following octave code. 40 * 41 * randn('seed', 23497); 42 * m = 0.3; 43 * c = 0.1; 44 * x=[0:0.075:5]; 45 * y = exp(m * x + c); 46 * noise = randn(size(x)) * 0.2; 47 * y_observed = y + noise; 48 * data = [x', y_observed']; 49 * 50 */ 51 52 int num_observations = 67; 53 double data[] = { 54 0.000000e+00, 1.133898e+00, 55 7.500000e-02, 1.334902e+00, 56 1.500000e-01, 1.213546e+00, 57 2.250000e-01, 1.252016e+00, 58 3.000000e-01, 1.392265e+00, 59 3.750000e-01, 1.314458e+00, 60 4.500000e-01, 1.472541e+00, 61 5.250000e-01, 1.536218e+00, 62 6.000000e-01, 1.355679e+00, 63 6.750000e-01, 1.463566e+00, 64 7.500000e-01, 1.490201e+00, 65 8.250000e-01, 1.658699e+00, 66 9.000000e-01, 1.067574e+00, 67 9.750000e-01, 1.464629e+00, 68 1.050000e+00, 1.402653e+00, 69 1.125000e+00, 1.713141e+00, 70 1.200000e+00, 1.527021e+00, 71 1.275000e+00, 1.702632e+00, 72 1.350000e+00, 1.423899e+00, 73 1.425000e+00, 1.543078e+00, 74 1.500000e+00, 1.664015e+00, 75 1.575000e+00, 1.732484e+00, 76 1.650000e+00, 1.543296e+00, 77 1.725000e+00, 1.959523e+00, 78 1.800000e+00, 1.685132e+00, 79 1.875000e+00, 1.951791e+00, 80 1.950000e+00, 2.095346e+00, 81 2.025000e+00, 2.361460e+00, 82 2.100000e+00, 2.169119e+00, 83 2.175000e+00, 2.061745e+00, 84 2.250000e+00, 2.178641e+00, 85 2.325000e+00, 2.104346e+00, 86 2.400000e+00, 2.584470e+00, 87 2.475000e+00, 1.914158e+00, 88 2.550000e+00, 2.368375e+00, 89 2.625000e+00, 2.686125e+00, 90 2.700000e+00, 2.712395e+00, 91 2.775000e+00, 2.499511e+00, 92 2.850000e+00, 2.558897e+00, 93 2.925000e+00, 2.309154e+00, 94 3.000000e+00, 2.869503e+00, 95 3.075000e+00, 3.116645e+00, 96 3.150000e+00, 3.094907e+00, 97 3.225000e+00, 2.471759e+00, 98 3.300000e+00, 3.017131e+00, 99 3.375000e+00, 3.232381e+00, 100 3.450000e+00, 2.944596e+00, 101 3.525000e+00, 3.385343e+00, 102 3.600000e+00, 3.199826e+00, 103 3.675000e+00, 3.423039e+00, 104 3.750000e+00, 3.621552e+00, 105 3.825000e+00, 3.559255e+00, 106 3.900000e+00, 3.530713e+00, 107 3.975000e+00, 3.561766e+00, 108 4.050000e+00, 3.544574e+00, 109 4.125000e+00, 3.867945e+00, 110 4.200000e+00, 4.049776e+00, 111 4.275000e+00, 3.885601e+00, 112 4.350000e+00, 4.110505e+00, 113 4.425000e+00, 4.345320e+00, 114 4.500000e+00, 4.161241e+00, 115 4.575000e+00, 4.363407e+00, 116 4.650000e+00, 4.161576e+00, 117 4.725000e+00, 4.619728e+00, 118 4.800000e+00, 4.737410e+00, 119 4.875000e+00, 4.727863e+00, 120 4.950000e+00, 4.669206e+00, 121 }; 122 123 /* This is the equivalent of a use-defined CostFunction in the C++ Ceres API. 124 * This is passed as a callback to the Ceres C API, which internally converts 125 * the callback into a CostFunction. */ 126 int exponential_residual(void* user_data, 127 double** parameters, 128 double* residuals, 129 double** jacobians) { 130 double* measurement = (double*) user_data; 131 double x = measurement[0]; 132 double y = measurement[1]; 133 double m = parameters[0][0]; 134 double c = parameters[1][0]; 135 136 residuals[0] = y - exp(m * x + c); 137 if (jacobians == NULL) { 138 return 1; 139 } 140 if (jacobians[0] != NULL) { 141 jacobians[0][0] = - x * exp(m * x + c); /* dr/dm */ 142 } 143 if (jacobians[1] != NULL) { 144 jacobians[1][0] = - exp(m * x + c); /* dr/dc */ 145 } 146 return 1; 147 } 148 149 int main(int argc, char** argv) { 150 /* Note: Typically it is better to compact m and c into one block, 151 * but in this case use separate blocks to illustrate the use of 152 * multiple parameter blocks. */ 153 double m = 0.0; 154 double c = 0.0; 155 156 double *parameter_pointers[] = { &m, &c }; 157 int parameter_sizes[] = { 1, 1 }; 158 int i; 159 160 ceres_problem_t* problem; 161 162 /* Ceres has some internal stuff that needs to get initialized. */ 163 ceres_init(); 164 165 problem = ceres_create_problem(); 166 167 /* Add all the residuals. */ 168 for (i = 0; i < num_observations; ++i) { 169 ceres_problem_add_residual_block( 170 problem, 171 exponential_residual, /* Cost function */ 172 &data[2 * i], /* Points to the (x,y) measurement */ 173 NULL, /* No loss function */ 174 NULL, /* No loss function user data */ 175 1, /* Number of residuals */ 176 2, /* Number of parameter blocks */ 177 parameter_sizes, 178 parameter_pointers); 179 } 180 181 ceres_solve(problem); 182 ceres_free_problem(problem); 183 184 printf("Initial m: 0.0, c: 0.0\n"); 185 printf("Final m: %g, c: %g\n", m, c); 186 return 0; 187 } 188
