1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2015 Google Inc. All rights reserved.
3 // http://ceres-solver.org/
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29 // Author: sameeragarwal@google.com (Sameer Agarwal)
30 // keir@google.m (Keir Mierle)
32 // This is the interface through which the least squares solver accesses the
33 // residual and Jacobian of the least squares problem. Users are expected to
34 // subclass CostFunction to define their own terms in the least squares problem.
36 // It is recommended that users define templated residual functors for use as
37 // arguments for AutoDiffCostFunction (see autodiff_cost_function.h), instead of
38 // directly implementing the CostFunction interface. This often results in both
39 // shorter code and faster execution than hand-coded derivatives. However,
40 // specialized cases may demand direct implementation of the lower-level
41 // CostFunction interface; for example, this is true when calling legacy code
42 // which is not templated on numeric types.
44 #ifndef CERES_PUBLIC_COST_FUNCTION_H_
45 #define CERES_PUBLIC_COST_FUNCTION_H_
48 #include "ceres/internal/macros.h"
49 #include "ceres/internal/port.h"
50 #include "ceres/types.h"
51 #include "ceres/internal/disable_warnings.h"
55 // This class implements the computation of the cost (a.k.a. residual) terms as
56 // a function of the input (control) variables, and is the interface for users
57 // to describe their least squares problem to Ceres. In other words, this is the
58 // modelling layer between users and the Ceres optimizer. The signature of the
59 // function (number and sizes of input parameter blocks and number of outputs)
60 // is stored in parameter_block_sizes_ and num_residuals_ respectively. User
61 // code inheriting from this class is expected to set these two members with the
62 // corresponding accessors. This information will be verified by the Problem
63 // when added with AddResidualBlock().
64 class CERES_EXPORT CostFunction {
66 CostFunction() : num_residuals_(0) {}
68 virtual ~CostFunction() {}
72 // parameters is an array of pointers to arrays containing the
73 // various parameter blocks. parameters has the same number of
74 // elements as parameter_block_sizes_. Parameter blocks are in the
75 // same order as parameter_block_sizes_.i.e.,
77 // parameters_[i] = double[parameter_block_sizes_[i]]
81 // residuals is an array of size num_residuals_.
83 // jacobians is an array of size parameter_block_sizes_ containing
84 // pointers to storage for jacobian blocks corresponding to each
85 // parameter block. Jacobian blocks are in the same order as
86 // parameter_block_sizes, i.e. jacobians[i], is an
87 // array that contains num_residuals_* parameter_block_sizes_[i]
88 // elements. Each jacobian block is stored in row-major order, i.e.,
90 // jacobians[i][r*parameter_block_size_[i] + c] =
91 // d residual[r] / d parameters[i][c]
93 // If jacobians is NULL, then no derivatives are returned; this is
94 // the case when computing cost only. If jacobians[i] is NULL, then
95 // the jacobian block corresponding to the i'th parameter block must
96 // not to be returned.
98 // The return value indicates whether the computation of the
99 // residuals and/or jacobians was successful or not.
101 // This can be used to communicate numerical failures in jacobian
102 // computations for instance.
104 // A more interesting and common use is to impose constraints on the
105 // parameters. If the initial values of the parameter blocks satisfy
106 // the constraints, then returning false whenever the constraints
107 // are not satisfied will prevent the solver from moving into the
108 // infeasible region. This is not a very sophisticated mechanism for
109 // enforcing constraints, but is often good enough.
111 // Note that it is important that the initial values of the
112 // parameter block must be feasible, otherwise the solver will
113 // declare a numerical problem at iteration 0.
114 virtual bool Evaluate(double const* const* parameters,
116 double** jacobians) const = 0;
118 const std::vector<int32>& parameter_block_sizes() const {
119 return parameter_block_sizes_;
122 int num_residuals() const {
123 return num_residuals_;
127 std::vector<int32>* mutable_parameter_block_sizes() {
128 return ¶meter_block_sizes_;
131 void set_num_residuals(int num_residuals) {
132 num_residuals_ = num_residuals;
136 // Cost function signature metadata: number of inputs & their sizes,
137 // number of outputs (residuals).
138 std::vector<int32> parameter_block_sizes_;
140 CERES_DISALLOW_COPY_AND_ASSIGN(CostFunction);
145 #include "ceres/internal/reenable_warnings.h"
147 #endif // CERES_PUBLIC_COST_FUNCTION_H_