1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2015 Google Inc. All rights reserved.
3 // http://ceres-solver.org/
5 // Redistribution and use in source and binary forms, with or without
6 // modification, are permitted provided that the following conditions are met:
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.
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.
29 // Author: moll.markus@arcor.de (Markus Moll)
30 // sameeragarwal@google.com (Sameer Agarwal)
32 #ifndef CERES_INTERNAL_POLYNOMIAL_SOLVER_H_
33 #define CERES_INTERNAL_POLYNOMIAL_SOLVER_H_
36 #include "ceres/internal/eigen.h"
37 #include "ceres/internal/port.h"
42 struct FunctionSample;
44 // All polynomials are assumed to be the form
46 // sum_{i=0}^N polynomial(i) x^{N-i}.
48 // and are given by a vector of coefficients of size N + 1.
50 // Evaluate the polynomial at x using the Horner scheme.
51 inline double EvaluatePolynomial(const Vector& polynomial, double x) {
53 for (int i = 0; i < polynomial.size(); ++i) {
54 v = v * x + polynomial(i);
59 // Use the companion matrix eigenvalues to determine the roots of the
62 // This function returns true on success, false otherwise.
63 // Failure indicates that the polynomial is invalid (of size 0) or
64 // that the eigenvalues of the companion matrix could not be computed.
65 // On failure, a more detailed message will be written to LOG(ERROR).
66 // If real is not NULL, the real parts of the roots will be returned in it.
67 // Likewise, if imaginary is not NULL, imaginary parts will be returned in it.
68 bool FindPolynomialRoots(const Vector& polynomial,
72 // Return the derivative of the given polynomial. It is assumed that
73 // the input polynomial is at least of degree zero.
74 Vector DifferentiatePolynomial(const Vector& polynomial);
76 // Find the minimum value of the polynomial in the interval [x_min,
77 // x_max]. The minimum is obtained by computing all the roots of the
78 // derivative of the input polynomial. All real roots within the
79 // interval [x_min, x_max] are considered as well as the end points
80 // x_min and x_max. Since polynomials are differentiable functions,
81 // this ensures that the true minimum is found.
82 void MinimizePolynomial(const Vector& polynomial,
86 double* optimal_value);
88 // Given a set of function value and/or gradient samples, find a
89 // polynomial whose value and gradients are exactly equal to the ones
92 // Generally speaking,
94 // degree = # values + # gradients - 1
96 // Of course its possible to sample a polynomial any number of times,
97 // in which case, generally speaking the spurious higher order
98 // coefficients will be zero.
99 Vector FindInterpolatingPolynomial(const std::vector<FunctionSample>& samples);
101 // Interpolate the function described by samples with a polynomial,
102 // and minimize it on the interval [x_min, x_max]. Depending on the
103 // input samples, it is possible that the interpolation or the root
104 // finding algorithms may fail due to numerical difficulties. But the
105 // function is guaranteed to return its best guess of an answer, by
106 // considering the samples and the end points as possible solutions.
107 void MinimizeInterpolatingPolynomial(const std::vector<FunctionSample>& samples,
111 double* optimal_value);
113 } // namespace internal
116 #endif // CERES_INTERNAL_POLYNOMIAL_SOLVER_H_