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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2013 Google Inc. All rights reserved.
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// http://code.google.com/p/ceres-solver/
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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// Author: sergey.vfx@gmail.com (Sergey Sharybin)
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// mierle@gmail.com (Keir Mierle)
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// sameeragarwal@google.com (Sameer Agarwal)
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#ifndef CERES_PUBLIC_AUTODIFF_LOCAL_PARAMETERIZATION_H_
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#define CERES_PUBLIC_AUTODIFF_LOCAL_PARAMETERIZATION_H_
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#include "ceres/internal/autodiff.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/local_parameterization.h"
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// Create local parameterization with Jacobians computed via automatic
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// differentiation. For more information on local parameterizations,
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// see include/ceres/local_parameterization.h
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// To get an auto differentiated local parameterization, you must define
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// a class with a templated operator() (a functor) that computes
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// x_plus_delta = Plus(x, delta);
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// the template parameter T. The autodiff framework substitutes appropriate
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// "Jet" objects for T in order to compute the derivative when necessary, but
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// this is hidden, and you should write the function as if T were a scalar type
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// (e.g. a double-precision floating point number).
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// The function must write the computed value in the last argument (the only
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// non-const one) and return true to indicate success.
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// For example, Quaternions have a three dimensional local
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// parameterization. It's plus operation can be implemented as (taken
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// from interncal/ceres/auto_diff_local_parameterization_test.cc)
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// struct QuaternionPlus {
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// template<typename T>
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// bool operator()(const T* x, const T* delta, T* x_plus_delta) const {
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// const T squared_norm_delta =
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// delta[0] * delta[0] + delta[1] * delta[1] + delta[2] * delta[2];
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// if (squared_norm_delta > T(0.0)) {
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// T norm_delta = sqrt(squared_norm_delta);
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// const T sin_delta_by_delta = sin(norm_delta) / norm_delta;
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// q_delta[0] = cos(norm_delta);
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// q_delta[1] = sin_delta_by_delta * delta[0];
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// q_delta[2] = sin_delta_by_delta * delta[1];
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// q_delta[3] = sin_delta_by_delta * delta[2];
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// // We do not just use q_delta = [1,0,0,0] here because that is a
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// // constant and when used for automatic differentiation will
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// // lead to a zero derivative. Instead we take a first order
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// // approximation and evaluate it at zero.
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// q_delta[0] = T(1.0);
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// q_delta[1] = delta[0];
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// q_delta[2] = delta[1];
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// q_delta[3] = delta[2];
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// QuaternionProduct(q_delta, x, x_plus_delta);
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// Then given this struct, the auto differentiated local
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// parameterization can now be constructed as
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// LocalParameterization* local_parameterization =
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// new AutoDiffLocalParameterization<QuaternionPlus, 4, 3>;
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// Global Size ---------------+ |
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// Local Size -------------------+
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// WARNING: Since the functor will get instantiated with different types for
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// T, you must to convert from other numeric types to T before mixing
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// computations with other variables of type T. In the example above, this is
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// seen where instead of using k_ directly, k_ is wrapped with T(k_).
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template <typename Functor, int kGlobalSize, int kLocalSize>
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class AutoDiffLocalParameterization : public LocalParameterization {
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virtual ~AutoDiffLocalParameterization() {}
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virtual bool Plus(const double* x,
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double* x_plus_delta) const {
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return Functor()(x, delta, x_plus_delta);
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virtual bool ComputeJacobian(const double* x, double* jacobian) const {
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double zero_delta[kLocalSize];
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for (int i = 0; i < kLocalSize; ++i) {
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double x_plus_delta[kGlobalSize];
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for (int i = 0; i < kGlobalSize; ++i) {
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x_plus_delta[i] = 0.0;
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const double* parameter_ptrs[2] = {x, zero_delta};
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double* jacobian_ptrs[2] = { NULL, jacobian };
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return internal::AutoDiff<Functor, double, kGlobalSize, kLocalSize>
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::Differentiate(Functor(),
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virtual int GlobalSize() const { return kGlobalSize; }
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virtual int LocalSize() const { return kLocalSize; }
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#endif // CERES_PUBLIC_AUTODIFF_LOCAL_PARAMETERIZATION_H_