Blame examples/helloworld_analytic_diff.cc

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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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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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//
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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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//
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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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//
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// Author: keir@google.com (Keir Mierle)
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//
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// A simple example of using the Ceres minimizer.
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//
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// Minimize 0.5 (10 - x)^2 using analytic jacobian matrix.
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#include <vector>
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#include "ceres/ceres.h"
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#include "glog/logging.h"
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using ceres::CostFunction;
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using ceres::SizedCostFunction;
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using ceres::Problem;
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using ceres::Solver;
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using ceres::Solve;
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// A CostFunction implementing analytically derivatives for the
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// function f(x) = 10 - x.
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class QuadraticCostFunction
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  : public SizedCostFunction<1 /* number of residuals */,
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                             1 /* size of first parameter */> {
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 public:
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  virtual ~QuadraticCostFunction() {}
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  virtual bool Evaluate(double const* const* parameters,
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                        double* residuals,
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                        double** jacobians) const {
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    double x = parameters[0][0];
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    // f(x) = 10 - x.
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    residuals[0] = 10 - x;
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    // f'(x) = -1. Since there's only 1 parameter and that parameter
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    // has 1 dimension, there is only 1 element to fill in the
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    // jacobians.
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    //
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    // Since the Evaluate function can be called with the jacobians
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    // pointer equal to NULL, the Evaluate function must check to see
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    // if jacobians need to be computed.
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    //
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    // For this simple problem it is overkill to check if jacobians[0]
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    // is NULL, but in general when writing more complex
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    // CostFunctions, it is possible that Ceres may only demand the
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    // derivatives w.r.t. a subset of the parameter blocks.
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    if (jacobians != NULL && jacobians[0] != NULL) {
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      jacobians[0][0] = -1;
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    }
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    return true;
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  }
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};
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int main(int argc, char** argv) {
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  google::InitGoogleLogging(argv[0]);
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  // The variable to solve for with its initial value. It will be
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  // mutated in place by the solver.
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  double x = 0.5;
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  const double initial_x = x;
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  // Build the problem.
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  Problem problem;
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  // Set up the only cost function (also known as residual).
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  CostFunction* cost_function = new QuadraticCostFunction;
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  problem.AddResidualBlock(cost_function, NULL, &x);
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  // Run the solver!
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  Solver::Options options;
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  options.minimizer_progress_to_stdout = true;
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  Solver::Summary summary;
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  Solve(options, &problem, &summary);
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  std::cout << summary.BriefReport() << "\n";
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  std::cout << "x : " << initial_x
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            << " -> " << x << "\n";
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  return 0;
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}