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 //         sameeragarwal (at) google.com (Sameer Agarwal)
     31 
     32 #ifndef CERES_PUBLIC_LOCAL_PARAMETERIZATION_H_
     33 #define CERES_PUBLIC_LOCAL_PARAMETERIZATION_H_
     34 
     35 #include <vector>
     36 #include "ceres/internal/port.h"
     37 #include "ceres/internal/disable_warnings.h"
     38 
     39 namespace ceres {
     40 
     41 // Purpose: Sometimes parameter blocks x can overparameterize a problem
     42 //
     43 //   min f(x)
     44 //    x
     45 //
     46 // In that case it is desirable to choose a parameterization for the
     47 // block itself to remove the null directions of the cost. More
     48 // generally, if x lies on a manifold of a smaller dimension than the
     49 // ambient space that it is embedded in, then it is numerically and
     50 // computationally more effective to optimize it using a
     51 // parameterization that lives in the tangent space of that manifold
     52 // at each point.
     53 //
     54 // For example, a sphere in three dimensions is a 2 dimensional
     55 // manifold, embedded in a three dimensional space. At each point on
     56 // the sphere, the plane tangent to it defines a two dimensional
     57 // tangent space. For a cost function defined on this sphere, given a
     58 // point x, moving in the direction normal to the sphere at that point
     59 // is not useful. Thus a better way to do a local optimization is to
     60 // optimize over two dimensional vector delta in the tangent space at
     61 // that point and then "move" to the point x + delta, where the move
     62 // operation involves projecting back onto the sphere. Doing so
     63 // removes a redundent dimension from the optimization, making it
     64 // numerically more robust and efficient.
     65 //
     66 // More generally we can define a function
     67 //
     68 //   x_plus_delta = Plus(x, delta),
     69 //
     70 // where x_plus_delta has the same size as x, and delta is of size
     71 // less than or equal to x. The function Plus, generalizes the
     72 // definition of vector addition. Thus it satisfies the identify
     73 //
     74 //   Plus(x, 0) = x, for all x.
     75 //
     76 // A trivial version of Plus is when delta is of the same size as x
     77 // and
     78 //
     79 //   Plus(x, delta) = x + delta
     80 //
     81 // A more interesting case if x is two dimensional vector, and the
     82 // user wishes to hold the first coordinate constant. Then, delta is a
     83 // scalar and Plus is defined as
     84 //
     85 //   Plus(x, delta) = x + [0] * delta
     86 //                        [1]
     87 //
     88 // An example that occurs commonly in Structure from Motion problems
     89 // is when camera rotations are parameterized using Quaternion. There,
     90 // it is useful only make updates orthogonal to that 4-vector defining
     91 // the quaternion. One way to do this is to let delta be a 3
     92 // dimensional vector and define Plus to be
     93 //
     94 //   Plus(x, delta) = [cos(|delta|), sin(|delta|) delta / |delta|] * x
     95 //
     96 // The multiplication between the two 4-vectors on the RHS is the
     97 // standard quaternion product.
     98 //
     99 // Given g and a point x, optimizing f can now be restated as
    100 //
    101 //     min  f(Plus(x, delta))
    102 //    delta
    103 //
    104 // Given a solution delta to this problem, the optimal value is then
    105 // given by
    106 //
    107 //   x* = Plus(x, delta)
    108 //
    109 // The class LocalParameterization defines the function Plus and its
    110 // Jacobian which is needed to compute the Jacobian of f w.r.t delta.
    111 class CERES_EXPORT LocalParameterization {
    112  public:
    113   virtual ~LocalParameterization() {}
    114 
    115   // Generalization of the addition operation,
    116   //
    117   //   x_plus_delta = Plus(x, delta)
    118   //
    119   // with the condition that Plus(x, 0) = x.
    120   virtual bool Plus(const double* x,
    121                     const double* delta,
    122                     double* x_plus_delta) const = 0;
    123 
    124   // The jacobian of Plus(x, delta) w.r.t delta at delta = 0.
    125   virtual bool ComputeJacobian(const double* x, double* jacobian) const = 0;
    126 
    127   // Size of x.
    128   virtual int GlobalSize() const = 0;
    129 
    130   // Size of delta.
    131   virtual int LocalSize() const = 0;
    132 };
    133 
    134 // Some basic parameterizations
    135 
    136 // Identity Parameterization: Plus(x, delta) = x + delta
    137 class CERES_EXPORT IdentityParameterization : public LocalParameterization {
    138  public:
    139   explicit IdentityParameterization(int size);
    140   virtual ~IdentityParameterization() {}
    141   virtual bool Plus(const double* x,
    142                     const double* delta,
    143                     double* x_plus_delta) const;
    144   virtual bool ComputeJacobian(const double* x,
    145                                double* jacobian) const;
    146   virtual int GlobalSize() const { return size_; }
    147   virtual int LocalSize() const { return size_; }
    148 
    149  private:
    150   const int size_;
    151 };
    152 
    153 // Hold a subset of the parameters inside a parameter block constant.
    154 class CERES_EXPORT SubsetParameterization : public LocalParameterization {
    155  public:
    156   explicit SubsetParameterization(int size,
    157                                   const vector<int>& constant_parameters);
    158   virtual ~SubsetParameterization() {}
    159   virtual bool Plus(const double* x,
    160                     const double* delta,
    161                     double* x_plus_delta) const;
    162   virtual bool ComputeJacobian(const double* x,
    163                                double* jacobian) const;
    164   virtual int GlobalSize() const {
    165     return static_cast<int>(constancy_mask_.size());
    166   }
    167   virtual int LocalSize() const { return local_size_; }
    168 
    169  private:
    170   const int local_size_;
    171   vector<int> constancy_mask_;
    172 };
    173 
    174 // Plus(x, delta) = [cos(|delta|), sin(|delta|) delta / |delta|] * x
    175 // with * being the quaternion multiplication operator. Here we assume
    176 // that the first element of the quaternion vector is the real (cos
    177 // theta) part.
    178 class CERES_EXPORT QuaternionParameterization : public LocalParameterization {
    179  public:
    180   virtual ~QuaternionParameterization() {}
    181   virtual bool Plus(const double* x,
    182                     const double* delta,
    183                     double* x_plus_delta) const;
    184   virtual bool ComputeJacobian(const double* x,
    185                                double* jacobian) const;
    186   virtual int GlobalSize() const { return 4; }
    187   virtual int LocalSize() const { return 3; }
    188 };
    189 
    190 }  // namespace ceres
    191 
    192 #include "ceres/internal/reenable_warnings.h"
    193 
    194 #endif  // CERES_PUBLIC_LOCAL_PARAMETERIZATION_H_
    195