Home | History | Annotate | Download | only in ceres
      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 // A simple implementation of N-dimensional dual numbers, for automatically
     32 // computing exact derivatives of functions.
     33 //
     34 // While a complete treatment of the mechanics of automatic differentation is
     35 // beyond the scope of this header (see
     36 // http://en.wikipedia.org/wiki/Automatic_differentiation for details), the
     37 // basic idea is to extend normal arithmetic with an extra element, "e," often
     38 // denoted with the greek symbol epsilon, such that e != 0 but e^2 = 0. Dual
     39 // numbers are extensions of the real numbers analogous to complex numbers:
     40 // whereas complex numbers augment the reals by introducing an imaginary unit i
     41 // such that i^2 = -1, dual numbers introduce an "infinitesimal" unit e such
     42 // that e^2 = 0. Dual numbers have two components: the "real" component and the
     43 // "infinitesimal" component, generally written as x + y*e. Surprisingly, this
     44 // leads to a convenient method for computing exact derivatives without needing
     45 // to manipulate complicated symbolic expressions.
     46 //
     47 // For example, consider the function
     48 //
     49 //   f(x) = x^2 ,
     50 //
     51 // evaluated at 10. Using normal arithmetic, f(10) = 100, and df/dx(10) = 20.
     52 // Next, augument 10 with an infinitesimal to get:
     53 //
     54 //   f(10 + e) = (10 + e)^2
     55 //             = 100 + 2 * 10 * e + e^2
     56 //             = 100 + 20 * e       -+-
     57 //                     --            |
     58 //                     |             +--- This is zero, since e^2 = 0
     59 //                     |
     60 //                     +----------------- This is df/dx!
     61 //
     62 // Note that the derivative of f with respect to x is simply the infinitesimal
     63 // component of the value of f(x + e). So, in order to take the derivative of
     64 // any function, it is only necessary to replace the numeric "object" used in
     65 // the function with one extended with infinitesimals. The class Jet, defined in
     66 // this header, is one such example of this, where substitution is done with
     67 // templates.
     68 //
     69 // To handle derivatives of functions taking multiple arguments, different
     70 // infinitesimals are used, one for each variable to take the derivative of. For
     71 // example, consider a scalar function of two scalar parameters x and y:
     72 //
     73 //   f(x, y) = x^2 + x * y
     74 //
     75 // Following the technique above, to compute the derivatives df/dx and df/dy for
     76 // f(1, 3) involves doing two evaluations of f, the first time replacing x with
     77 // x + e, the second time replacing y with y + e.
     78 //
     79 // For df/dx:
     80 //
     81 //   f(1 + e, y) = (1 + e)^2 + (1 + e) * 3
     82 //               = 1 + 2 * e + 3 + 3 * e
     83 //               = 4 + 5 * e
     84 //
     85 //               --> df/dx = 5
     86 //
     87 // For df/dy:
     88 //
     89 //   f(1, 3 + e) = 1^2 + 1 * (3 + e)
     90 //               = 1 + 3 + e
     91 //               = 4 + e
     92 //
     93 //               --> df/dy = 1
     94 //
     95 // To take the gradient of f with the implementation of dual numbers ("jets") in
     96 // this file, it is necessary to create a single jet type which has components
     97 // for the derivative in x and y, and passing them to a templated version of f:
     98 //
     99 //   template<typename T>
    100 //   T f(const T &x, const T &y) {
    101 //     return x * x + x * y;
    102 //   }
    103 //
    104 //   // The "2" means there should be 2 dual number components.
    105 //   Jet<double, 2> x(0);  // Pick the 0th dual number for x.
    106 //   Jet<double, 2> y(1);  // Pick the 1st dual number for y.
    107 //   Jet<double, 2> z = f(x, y);
    108 //
    109 //   LOG(INFO) << "df/dx = " << z.a[0]
    110 //             << "df/dy = " << z.a[1];
    111 //
    112 // Most users should not use Jet objects directly; a wrapper around Jet objects,
    113 // which makes computing the derivative, gradient, or jacobian of templated
    114 // functors simple, is in autodiff.h. Even autodiff.h should not be used
    115 // directly; instead autodiff_cost_function.h is typically the file of interest.
    116 //
    117 // For the more mathematically inclined, this file implements first-order
    118 // "jets". A 1st order jet is an element of the ring
    119 //
    120 //   T[N] = T[t_1, ..., t_N] / (t_1, ..., t_N)^2
    121 //
    122 // which essentially means that each jet consists of a "scalar" value 'a' from T
    123 // and a 1st order perturbation vector 'v' of length N:
    124 //
    125 //   x = a + \sum_i v[i] t_i
    126 //
    127 // A shorthand is to write an element as x = a + u, where u is the pertubation.
    128 // Then, the main point about the arithmetic of jets is that the product of
    129 // perturbations is zero:
    130 //
    131 //   (a + u) * (b + v) = ab + av + bu + uv
    132 //                     = ab + (av + bu) + 0
    133 //
    134 // which is what operator* implements below. Addition is simpler:
    135 //
    136 //   (a + u) + (b + v) = (a + b) + (u + v).
    137 //
    138 // The only remaining question is how to evaluate the function of a jet, for
    139 // which we use the chain rule:
    140 //
    141 //   f(a + u) = f(a) + f'(a) u
    142 //
    143 // where f'(a) is the (scalar) derivative of f at a.
    144 //
    145 // By pushing these things through sufficiently and suitably templated
    146 // functions, we can do automatic differentiation. Just be sure to turn on
    147 // function inlining and common-subexpression elimination, or it will be very
    148 // slow!
    149 //
    150 // WARNING: Most Ceres users should not directly include this file or know the
    151 // details of how jets work. Instead the suggested method for automatic
    152 // derivatives is to use autodiff_cost_function.h, which is a wrapper around
    153 // both jets.h and autodiff.h to make taking derivatives of cost functions for
    154 // use in Ceres easier.
    155 
    156 #ifndef CERES_PUBLIC_JET_H_
    157 #define CERES_PUBLIC_JET_H_
    158 
    159 #include <cmath>
    160 #include <iosfwd>
    161 #include <iostream>  // NOLINT
    162 #include <string>
    163 
    164 #include "Eigen/Core"
    165 #include "ceres/fpclassify.h"
    166 
    167 namespace ceres {
    168 
    169 template <typename T, int N>
    170 struct Jet {
    171   enum { DIMENSION = N };
    172 
    173   // Default-construct "a" because otherwise this can lead to false errors about
    174   // uninitialized uses when other classes relying on default constructed T
    175   // (where T is a Jet<T, N>). This usually only happens in opt mode. Note that
    176   // the C++ standard mandates that e.g. default constructed doubles are
    177   // initialized to 0.0; see sections 8.5 of the C++03 standard.
    178   Jet() : a() {
    179     v.setZero();
    180   }
    181 
    182   // Constructor from scalar: a + 0.
    183   explicit Jet(const T& value) {
    184     a = value;
    185     v.setZero();
    186   }
    187 
    188   // Constructor from scalar plus variable: a + t_i.
    189   Jet(const T& value, int k) {
    190     a = value;
    191     v.setZero();
    192     v[k] = T(1.0);
    193   }
    194 
    195   // Constructor from scalar and vector part
    196   // The use of Eigen::DenseBase allows Eigen expressions
    197   // to be passed in without being fully evaluated until
    198   // they are assigned to v
    199   template<typename Derived>
    200   Jet(const T& value, const Eigen::DenseBase<Derived> &vIn)
    201     : a(value),
    202       v(vIn)
    203   {
    204   }
    205 
    206   // Compound operators
    207   Jet<T, N>& operator+=(const Jet<T, N> &y) {
    208     *this = *this + y;
    209     return *this;
    210   }
    211 
    212   Jet<T, N>& operator-=(const Jet<T, N> &y) {
    213     *this = *this - y;
    214     return *this;
    215   }
    216 
    217   Jet<T, N>& operator*=(const Jet<T, N> &y) {
    218     *this = *this * y;
    219     return *this;
    220   }
    221 
    222   Jet<T, N>& operator/=(const Jet<T, N> &y) {
    223     *this = *this / y;
    224     return *this;
    225   }
    226 
    227   // The scalar part.
    228   T a;
    229 
    230   // The infinitesimal part.
    231   //
    232   // Note the Eigen::DontAlign bit is needed here because this object
    233   // gets allocated on the stack and as part of other arrays and
    234   // structs. Forcing the right alignment there is the source of much
    235   // pain and suffering. Even if that works, passing Jets around to
    236   // functions by value has problems because the C++ ABI does not
    237   // guarantee alignment for function arguments.
    238   //
    239   // Setting the DontAlign bit prevents Eigen from using SSE for the
    240   // various operations on Jets. This is a small performance penalty
    241   // since the AutoDiff code will still expose much of the code as
    242   // statically sized loops to the compiler. But given the subtle
    243   // issues that arise due to alignment, especially when dealing with
    244   // multiple platforms, it seems to be a trade off worth making.
    245   Eigen::Matrix<T, N, 1, Eigen::DontAlign> v;
    246 };
    247 
    248 // Unary +
    249 template<typename T, int N> inline
    250 Jet<T, N> const& operator+(const Jet<T, N>& f) {
    251   return f;
    252 }
    253 
    254 // TODO(keir): Try adding __attribute__((always_inline)) to these functions to
    255 // see if it causes a performance increase.
    256 
    257 // Unary -
    258 template<typename T, int N> inline
    259 Jet<T, N> operator-(const Jet<T, N>&f) {
    260   return Jet<T, N>(-f.a, -f.v);
    261 }
    262 
    263 // Binary +
    264 template<typename T, int N> inline
    265 Jet<T, N> operator+(const Jet<T, N>& f,
    266                     const Jet<T, N>& g) {
    267   return Jet<T, N>(f.a + g.a, f.v + g.v);
    268 }
    269 
    270 // Binary + with a scalar: x + s
    271 template<typename T, int N> inline
    272 Jet<T, N> operator+(const Jet<T, N>& f, T s) {
    273   return Jet<T, N>(f.a + s, f.v);
    274 }
    275 
    276 // Binary + with a scalar: s + x
    277 template<typename T, int N> inline
    278 Jet<T, N> operator+(T s, const Jet<T, N>& f) {
    279   return Jet<T, N>(f.a + s, f.v);
    280 }
    281 
    282 // Binary -
    283 template<typename T, int N> inline
    284 Jet<T, N> operator-(const Jet<T, N>& f,
    285                     const Jet<T, N>& g) {
    286   return Jet<T, N>(f.a - g.a, f.v - g.v);
    287 }
    288 
    289 // Binary - with a scalar: x - s
    290 template<typename T, int N> inline
    291 Jet<T, N> operator-(const Jet<T, N>& f, T s) {
    292   return Jet<T, N>(f.a - s, f.v);
    293 }
    294 
    295 // Binary - with a scalar: s - x
    296 template<typename T, int N> inline
    297 Jet<T, N> operator-(T s, const Jet<T, N>& f) {
    298   return Jet<T, N>(s - f.a, -f.v);
    299 }
    300 
    301 // Binary *
    302 template<typename T, int N> inline
    303 Jet<T, N> operator*(const Jet<T, N>& f,
    304                     const Jet<T, N>& g) {
    305   return Jet<T, N>(f.a * g.a, f.a * g.v + f.v * g.a);
    306 }
    307 
    308 // Binary * with a scalar: x * s
    309 template<typename T, int N> inline
    310 Jet<T, N> operator*(const Jet<T, N>& f, T s) {
    311   return Jet<T, N>(f.a * s, f.v * s);
    312 }
    313 
    314 // Binary * with a scalar: s * x
    315 template<typename T, int N> inline
    316 Jet<T, N> operator*(T s, const Jet<T, N>& f) {
    317   return Jet<T, N>(f.a * s, f.v * s);
    318 }
    319 
    320 // Binary /
    321 template<typename T, int N> inline
    322 Jet<T, N> operator/(const Jet<T, N>& f,
    323                     const Jet<T, N>& g) {
    324   // This uses:
    325   //
    326   //   a + u   (a + u)(b - v)   (a + u)(b - v)
    327   //   ----- = -------------- = --------------
    328   //   b + v   (b + v)(b - v)        b^2
    329   //
    330   // which holds because v*v = 0.
    331   const T g_a_inverse = T(1.0) / g.a;
    332   const T f_a_by_g_a = f.a * g_a_inverse;
    333   return Jet<T, N>(f.a * g_a_inverse, (f.v - f_a_by_g_a * g.v) * g_a_inverse);
    334 }
    335 
    336 // Binary / with a scalar: s / x
    337 template<typename T, int N> inline
    338 Jet<T, N> operator/(T s, const Jet<T, N>& g) {
    339   const T minus_s_g_a_inverse2 = -s / (g.a * g.a);
    340   return Jet<T, N>(s / g.a, g.v * minus_s_g_a_inverse2);
    341 }
    342 
    343 // Binary / with a scalar: x / s
    344 template<typename T, int N> inline
    345 Jet<T, N> operator/(const Jet<T, N>& f, T s) {
    346   const T s_inverse = 1.0 / s;
    347   return Jet<T, N>(f.a * s_inverse, f.v * s_inverse);
    348 }
    349 
    350 // Binary comparison operators for both scalars and jets.
    351 #define CERES_DEFINE_JET_COMPARISON_OPERATOR(op) \
    352 template<typename T, int N> inline \
    353 bool operator op(const Jet<T, N>& f, const Jet<T, N>& g) { \
    354   return f.a op g.a; \
    355 } \
    356 template<typename T, int N> inline \
    357 bool operator op(const T& s, const Jet<T, N>& g) { \
    358   return s op g.a; \
    359 } \
    360 template<typename T, int N> inline \
    361 bool operator op(const Jet<T, N>& f, const T& s) { \
    362   return f.a op s; \
    363 }
    364 CERES_DEFINE_JET_COMPARISON_OPERATOR( <  )  // NOLINT
    365 CERES_DEFINE_JET_COMPARISON_OPERATOR( <= )  // NOLINT
    366 CERES_DEFINE_JET_COMPARISON_OPERATOR( >  )  // NOLINT
    367 CERES_DEFINE_JET_COMPARISON_OPERATOR( >= )  // NOLINT
    368 CERES_DEFINE_JET_COMPARISON_OPERATOR( == )  // NOLINT
    369 CERES_DEFINE_JET_COMPARISON_OPERATOR( != )  // NOLINT
    370 #undef CERES_DEFINE_JET_COMPARISON_OPERATOR
    371 
    372 // Pull some functions from namespace std.
    373 //
    374 // This is necessary because we want to use the same name (e.g. 'sqrt') for
    375 // double-valued and Jet-valued functions, but we are not allowed to put
    376 // Jet-valued functions inside namespace std.
    377 //
    378 // TODO(keir): Switch to "using".
    379 inline double abs     (double x) { return std::abs(x);      }
    380 inline double log     (double x) { return std::log(x);      }
    381 inline double exp     (double x) { return std::exp(x);      }
    382 inline double sqrt    (double x) { return std::sqrt(x);     }
    383 inline double cos     (double x) { return std::cos(x);      }
    384 inline double acos    (double x) { return std::acos(x);     }
    385 inline double sin     (double x) { return std::sin(x);      }
    386 inline double asin    (double x) { return std::asin(x);     }
    387 inline double tan     (double x) { return std::tan(x);      }
    388 inline double atan    (double x) { return std::atan(x);     }
    389 inline double sinh    (double x) { return std::sinh(x);     }
    390 inline double cosh    (double x) { return std::cosh(x);     }
    391 inline double tanh    (double x) { return std::tanh(x);     }
    392 inline double pow  (double x, double y) { return std::pow(x, y);   }
    393 inline double atan2(double y, double x) { return std::atan2(y, x); }
    394 
    395 // In general, f(a + h) ~= f(a) + f'(a) h, via the chain rule.
    396 
    397 // abs(x + h) ~= x + h or -(x + h)
    398 template <typename T, int N> inline
    399 Jet<T, N> abs(const Jet<T, N>& f) {
    400   return f.a < T(0.0) ? -f : f;
    401 }
    402 
    403 // log(a + h) ~= log(a) + h / a
    404 template <typename T, int N> inline
    405 Jet<T, N> log(const Jet<T, N>& f) {
    406   const T a_inverse = T(1.0) / f.a;
    407   return Jet<T, N>(log(f.a), f.v * a_inverse);
    408 }
    409 
    410 // exp(a + h) ~= exp(a) + exp(a) h
    411 template <typename T, int N> inline
    412 Jet<T, N> exp(const Jet<T, N>& f) {
    413   const T tmp = exp(f.a);
    414   return Jet<T, N>(tmp, tmp * f.v);
    415 }
    416 
    417 // sqrt(a + h) ~= sqrt(a) + h / (2 sqrt(a))
    418 template <typename T, int N> inline
    419 Jet<T, N> sqrt(const Jet<T, N>& f) {
    420   const T tmp = sqrt(f.a);
    421   const T two_a_inverse = T(1.0) / (T(2.0) * tmp);
    422   return Jet<T, N>(tmp, f.v * two_a_inverse);
    423 }
    424 
    425 // cos(a + h) ~= cos(a) - sin(a) h
    426 template <typename T, int N> inline
    427 Jet<T, N> cos(const Jet<T, N>& f) {
    428   return Jet<T, N>(cos(f.a), - sin(f.a) * f.v);
    429 }
    430 
    431 // acos(a + h) ~= acos(a) - 1 / sqrt(1 - a^2) h
    432 template <typename T, int N> inline
    433 Jet<T, N> acos(const Jet<T, N>& f) {
    434   const T tmp = - T(1.0) / sqrt(T(1.0) - f.a * f.a);
    435   return Jet<T, N>(acos(f.a), tmp * f.v);
    436 }
    437 
    438 // sin(a + h) ~= sin(a) + cos(a) h
    439 template <typename T, int N> inline
    440 Jet<T, N> sin(const Jet<T, N>& f) {
    441   return Jet<T, N>(sin(f.a), cos(f.a) * f.v);
    442 }
    443 
    444 // asin(a + h) ~= asin(a) + 1 / sqrt(1 - a^2) h
    445 template <typename T, int N> inline
    446 Jet<T, N> asin(const Jet<T, N>& f) {
    447   const T tmp = T(1.0) / sqrt(T(1.0) - f.a * f.a);
    448   return Jet<T, N>(asin(f.a), tmp * f.v);
    449 }
    450 
    451 // tan(a + h) ~= tan(a) + (1 + tan(a)^2) h
    452 template <typename T, int N> inline
    453 Jet<T, N> tan(const Jet<T, N>& f) {
    454   const T tan_a = tan(f.a);
    455   const T tmp = T(1.0) + tan_a * tan_a;
    456   return Jet<T, N>(tan_a, tmp * f.v);
    457 }
    458 
    459 // atan(a + h) ~= atan(a) + 1 / (1 + a^2) h
    460 template <typename T, int N> inline
    461 Jet<T, N> atan(const Jet<T, N>& f) {
    462   const T tmp = T(1.0) / (T(1.0) + f.a * f.a);
    463   return Jet<T, N>(atan(f.a), tmp * f.v);
    464 }
    465 
    466 // sinh(a + h) ~= sinh(a) + cosh(a) h
    467 template <typename T, int N> inline
    468 Jet<T, N> sinh(const Jet<T, N>& f) {
    469   return Jet<T, N>(sinh(f.a), cosh(f.a) * f.v);
    470 }
    471 
    472 // cosh(a + h) ~= cosh(a) + sinh(a) h
    473 template <typename T, int N> inline
    474 Jet<T, N> cosh(const Jet<T, N>& f) {
    475   return Jet<T, N>(cosh(f.a), sinh(f.a) * f.v);
    476 }
    477 
    478 // tanh(a + h) ~= tanh(a) + (1 - tanh(a)^2) h
    479 template <typename T, int N> inline
    480 Jet<T, N> tanh(const Jet<T, N>& f) {
    481   const T tanh_a = tanh(f.a);
    482   const T tmp = T(1.0) - tanh_a * tanh_a;
    483   return Jet<T, N>(tanh_a, tmp * f.v);
    484 }
    485 
    486 // Jet Classification. It is not clear what the appropriate semantics are for
    487 // these classifications. This picks that IsFinite and isnormal are "all"
    488 // operations, i.e. all elements of the jet must be finite for the jet itself
    489 // to be finite (or normal). For IsNaN and IsInfinite, the answer is less
    490 // clear. This takes a "any" approach for IsNaN and IsInfinite such that if any
    491 // part of a jet is nan or inf, then the entire jet is nan or inf. This leads
    492 // to strange situations like a jet can be both IsInfinite and IsNaN, but in
    493 // practice the "any" semantics are the most useful for e.g. checking that
    494 // derivatives are sane.
    495 
    496 // The jet is finite if all parts of the jet are finite.
    497 template <typename T, int N> inline
    498 bool IsFinite(const Jet<T, N>& f) {
    499   if (!IsFinite(f.a)) {
    500     return false;
    501   }
    502   for (int i = 0; i < N; ++i) {
    503     if (!IsFinite(f.v[i])) {
    504       return false;
    505     }
    506   }
    507   return true;
    508 }
    509 
    510 // The jet is infinite if any part of the jet is infinite.
    511 template <typename T, int N> inline
    512 bool IsInfinite(const Jet<T, N>& f) {
    513   if (IsInfinite(f.a)) {
    514     return true;
    515   }
    516   for (int i = 0; i < N; i++) {
    517     if (IsInfinite(f.v[i])) {
    518       return true;
    519     }
    520   }
    521   return false;
    522 }
    523 
    524 // The jet is NaN if any part of the jet is NaN.
    525 template <typename T, int N> inline
    526 bool IsNaN(const Jet<T, N>& f) {
    527   if (IsNaN(f.a)) {
    528     return true;
    529   }
    530   for (int i = 0; i < N; ++i) {
    531     if (IsNaN(f.v[i])) {
    532       return true;
    533     }
    534   }
    535   return false;
    536 }
    537 
    538 // The jet is normal if all parts of the jet are normal.
    539 template <typename T, int N> inline
    540 bool IsNormal(const Jet<T, N>& f) {
    541   if (!IsNormal(f.a)) {
    542     return false;
    543   }
    544   for (int i = 0; i < N; ++i) {
    545     if (!IsNormal(f.v[i])) {
    546       return false;
    547     }
    548   }
    549   return true;
    550 }
    551 
    552 // atan2(b + db, a + da) ~= atan2(b, a) + (- b da + a db) / (a^2 + b^2)
    553 //
    554 // In words: the rate of change of theta is 1/r times the rate of
    555 // change of (x, y) in the positive angular direction.
    556 template <typename T, int N> inline
    557 Jet<T, N> atan2(const Jet<T, N>& g, const Jet<T, N>& f) {
    558   // Note order of arguments:
    559   //
    560   //   f = a + da
    561   //   g = b + db
    562 
    563   T const tmp = T(1.0) / (f.a * f.a + g.a * g.a);
    564   return Jet<T, N>(atan2(g.a, f.a), tmp * (- g.a * f.v + f.a * g.v));
    565 }
    566 
    567 
    568 // pow -- base is a differentiable function, exponent is a constant.
    569 // (a+da)^p ~= a^p + p*a^(p-1) da
    570 template <typename T, int N> inline
    571 Jet<T, N> pow(const Jet<T, N>& f, double g) {
    572   T const tmp = g * pow(f.a, g - T(1.0));
    573   return Jet<T, N>(pow(f.a, g), tmp * f.v);
    574 }
    575 
    576 // pow -- base is a constant, exponent is a differentiable function.
    577 // (a)^(p+dp) ~= a^p + a^p log(a) dp
    578 template <typename T, int N> inline
    579 Jet<T, N> pow(double f, const Jet<T, N>& g) {
    580   T const tmp = pow(f, g.a);
    581   return Jet<T, N>(tmp, log(f) * tmp * g.v);
    582 }
    583 
    584 
    585 // pow -- both base and exponent are differentiable functions.
    586 // (a+da)^(b+db) ~= a^b + b * a^(b-1) da + a^b log(a) * db
    587 template <typename T, int N> inline
    588 Jet<T, N> pow(const Jet<T, N>& f, const Jet<T, N>& g) {
    589   T const tmp1 = pow(f.a, g.a);
    590   T const tmp2 = g.a * pow(f.a, g.a - T(1.0));
    591   T const tmp3 = tmp1 * log(f.a);
    592 
    593   return Jet<T, N>(tmp1, tmp2 * f.v + tmp3 * g.v);
    594 }
    595 
    596 // Define the helper functions Eigen needs to embed Jet types.
    597 //
    598 // NOTE(keir): machine_epsilon() and precision() are missing, because they don't
    599 // work with nested template types (e.g. where the scalar is itself templated).
    600 // Among other things, this means that decompositions of Jet's does not work,
    601 // for example
    602 //
    603 //   Matrix<Jet<T, N> ... > A, x, b;
    604 //   ...
    605 //   A.solve(b, &x)
    606 //
    607 // does not work and will fail with a strange compiler error.
    608 //
    609 // TODO(keir): This is an Eigen 2.0 limitation that is lifted in 3.0. When we
    610 // switch to 3.0, also add the rest of the specialization functionality.
    611 template<typename T, int N> inline const Jet<T, N>& ei_conj(const Jet<T, N>& x) { return x;              }  // NOLINT
    612 template<typename T, int N> inline const Jet<T, N>& ei_real(const Jet<T, N>& x) { return x;              }  // NOLINT
    613 template<typename T, int N> inline       Jet<T, N>  ei_imag(const Jet<T, N>&  ) { return Jet<T, N>(0.0); }  // NOLINT
    614 template<typename T, int N> inline       Jet<T, N>  ei_abs (const Jet<T, N>& x) { return fabs(x);        }  // NOLINT
    615 template<typename T, int N> inline       Jet<T, N>  ei_abs2(const Jet<T, N>& x) { return x * x;          }  // NOLINT
    616 template<typename T, int N> inline       Jet<T, N>  ei_sqrt(const Jet<T, N>& x) { return sqrt(x);        }  // NOLINT
    617 template<typename T, int N> inline       Jet<T, N>  ei_exp (const Jet<T, N>& x) { return exp(x);         }  // NOLINT
    618 template<typename T, int N> inline       Jet<T, N>  ei_log (const Jet<T, N>& x) { return log(x);         }  // NOLINT
    619 template<typename T, int N> inline       Jet<T, N>  ei_sin (const Jet<T, N>& x) { return sin(x);         }  // NOLINT
    620 template<typename T, int N> inline       Jet<T, N>  ei_cos (const Jet<T, N>& x) { return cos(x);         }  // NOLINT
    621 template<typename T, int N> inline       Jet<T, N>  ei_tan (const Jet<T, N>& x) { return tan(x);         }  // NOLINT
    622 template<typename T, int N> inline       Jet<T, N>  ei_atan(const Jet<T, N>& x) { return atan(x);        }  // NOLINT
    623 template<typename T, int N> inline       Jet<T, N>  ei_sinh(const Jet<T, N>& x) { return sinh(x);        }  // NOLINT
    624 template<typename T, int N> inline       Jet<T, N>  ei_cosh(const Jet<T, N>& x) { return cosh(x);        }  // NOLINT
    625 template<typename T, int N> inline       Jet<T, N>  ei_tanh(const Jet<T, N>& x) { return tanh(x);        }  // NOLINT
    626 template<typename T, int N> inline       Jet<T, N>  ei_pow (const Jet<T, N>& x, Jet<T, N> y) { return pow(x, y); }  // NOLINT
    627 
    628 // Note: This has to be in the ceres namespace for argument dependent lookup to
    629 // function correctly. Otherwise statements like CHECK_LE(x, 2.0) fail with
    630 // strange compile errors.
    631 template <typename T, int N>
    632 inline std::ostream &operator<<(std::ostream &s, const Jet<T, N>& z) {
    633   return s << "[" << z.a << " ; " << z.v.transpose() << "]";
    634 }
    635 
    636 }  // namespace ceres
    637 
    638 namespace Eigen {
    639 
    640 // Creating a specialization of NumTraits enables placing Jet objects inside
    641 // Eigen arrays, getting all the goodness of Eigen combined with autodiff.
    642 template<typename T, int N>
    643 struct NumTraits<ceres::Jet<T, N> > {
    644   typedef ceres::Jet<T, N> Real;
    645   typedef ceres::Jet<T, N> NonInteger;
    646   typedef ceres::Jet<T, N> Nested;
    647 
    648   static typename ceres::Jet<T, N> dummy_precision() {
    649     return ceres::Jet<T, N>(1e-12);
    650   }
    651 
    652   static inline Real epsilon() { return Real(std::numeric_limits<T>::epsilon()); }
    653 
    654   enum {
    655     IsComplex = 0,
    656     IsInteger = 0,
    657     IsSigned,
    658     ReadCost = 1,
    659     AddCost = 1,
    660     // For Jet types, multiplication is more expensive than addition.
    661     MulCost = 3,
    662     HasFloatingPoint = 1,
    663     RequireInitialization = 1
    664   };
    665 };
    666 
    667 }  // namespace Eigen
    668 
    669 #endif  // CERES_PUBLIC_JET_H_
    670