internal/ceres/evaluator.h - fp2-dev/platform/external/ceres-solver - Gitiles

 // Ceres Solver - A fast non-linear least squares minimizer
 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
 // http://code.google.com/p/ceres-solver/
 //
 // Redistribution and use in source and binary forms, with or without
 // modification, are permitted provided that the following conditions are met:
 //
 // * Redistributions of source code must retain the above copyright notice,
 //   this list of conditions and the following disclaimer.
 // * Redistributions in binary form must reproduce the above copyright notice,
 //   this list of conditions and the following disclaimer in the documentation
 //   and/or other materials provided with the distribution.
 // * Neither the name of Google Inc. nor the names of its contributors may be
 //   used to endorse or promote products derived from this software without
 //   specific prior written permission.
 //
 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
 // POSSIBILITY OF SUCH DAMAGE.
 //
 // Author: sameeragarwal@google.com (Sameer Agarwal)
 //         keir@google.com (Keir Mierle)

 #ifndef CERES_INTERNAL_EVALUATOR_H_
 #define CERES_INTERNAL_EVALUATOR_H_

 #include <map>
 #include <string>
 #include <vector>

 #include "ceres/execution_summary.h"
 #include "ceres/internal/port.h"
 #include "ceres/types.h"

 namespace ceres {

 struct CRSMatrix;

 namespace internal {

 class Program;
 class SparseMatrix;

 // The Evaluator interface offers a way to interact with a least squares cost
 // function that is useful for an optimizer that wants to minimize the least
 // squares objective. This insulates the optimizer from issues like Jacobian
 // storage, parameterization, etc.
 class Evaluator {
  public:
   virtual ~Evaluator();

   struct Options {
     Options()
         : num_threads(1),
           num_eliminate_blocks(-1),
           linear_solver_type(DENSE_QR) {}

     int num_threads;
     int num_eliminate_blocks;
     LinearSolverType linear_solver_type;
   };

   static Evaluator* Create(const Options& options,
                            Program* program,
                            string* error);

   // This is used for computing the cost, residual and Jacobian for
   // returning to the user. For actually solving the optimization
   // problem, the optimization algorithm uses the ProgramEvaluator
   // objects directly.
   //
   // The residual, gradients and jacobian pointers can be NULL, in
   // which case they will not be evaluated. cost cannot be NULL.
   //
   // The parallelism of the evaluator is controlled by num_threads; it
   // should be at least 1.
   //
   // Note: That this function does not take a parameter vector as
   // input. The parameter blocks are evaluated on the values contained
   // in the arrays pointed to by their user_state pointers.
   //
   // Also worth noting is that this function mutates program by
   // calling Program::SetParameterOffsetsAndIndex() on it so that an
   // evaluator object can be constructed.
   static bool Evaluate(Program* program,
                        int num_threads,
                        double* cost,
                        vector<double>* residuals,
                        vector<double>* gradient,
                        CRSMatrix* jacobian);

   // Build and return a sparse matrix for storing and working with the Jacobian
   // of the objective function. The jacobian has dimensions
   // NumEffectiveParameters() by NumParameters(), and is typically extremely
   // sparse. Since the sparsity pattern of the Jacobian remains constant over
   // the lifetime of the optimization problem, this method is used to
   // instantiate a SparseMatrix object with the appropriate sparsity structure
   // (which can be an expensive operation) and then reused by the optimization
   // algorithm and the various linear solvers.
   //
   // It is expected that the classes implementing this interface will be aware
   // of their client's requirements for the kind of sparse matrix storage and
   // layout that is needed for an efficient implementation. For example
   // CompressedRowOptimizationProblem creates a compressed row representation of
   // the jacobian for use with CHOLMOD, where as BlockOptimizationProblem
   // creates a BlockSparseMatrix representation of the jacobian for use in the
   // Schur complement based methods.
   virtual SparseMatrix* CreateJacobian() const = 0;


   // Options struct to control Evaluator::Evaluate;
   struct EvaluateOptions {
     EvaluateOptions()
         : apply_loss_function(true) {
     }

     // If false, the loss function correction is not applied to the
     // residual blocks.
     bool apply_loss_function;
   };

   // Evaluate the cost function for the given state. Returns the cost,
   // residuals, and jacobian in the corresponding arguments. Both residuals and
   // jacobian are optional; to avoid computing them, pass NULL.
   //
   // If non-NULL, the Jacobian must have a suitable sparsity pattern; only the
   // values array of the jacobian is modified.
   //
   // state is an array of size NumParameters(), cost is a pointer to a single
   // double, and residuals is an array of doubles of size NumResiduals().
   virtual bool Evaluate(const EvaluateOptions& evaluate_options,
                         const double* state,
                         double* cost,
                         double* residuals,
                         double* gradient,
                         SparseMatrix* jacobian) = 0;

   // Variant of Evaluator::Evaluate where the user wishes to use the
   // default EvaluateOptions struct. This is mostly here as a
   // convenience method.
   bool Evaluate(const double* state,
                 double* cost,
                 double* residuals,
                 double* gradient,
                 SparseMatrix* jacobian) {
     return Evaluate(EvaluateOptions(),
                     state,
                     cost,
                     residuals,
                     gradient,
                     jacobian);
   }

   // Make a change delta (of size NumEffectiveParameters()) to state (of size
   // NumParameters()) and store the result in state_plus_delta.
   //
   // In the case that there are no parameterizations used, this is equivalent to
   //
   //   state_plus_delta[i] = state[i] + delta[i] ;
   //
   // however, the mapping is more complicated in the case of parameterizations
   // like quaternions. This is the same as the "Plus()" operation in
   // local_parameterization.h, but operating over the entire state vector for a
   // problem.
   virtual bool Plus(const double* state,
                     const double* delta,
                     double* state_plus_delta) const = 0;

   // The number of parameters in the optimization problem.
   virtual int NumParameters() const = 0;

   // This is the effective number of parameters that the optimizer may adjust.
   // This applies when there are parameterizations on some of the parameters.
   virtual int NumEffectiveParameters()  const = 0;

   // The number of residuals in the optimization problem.
   virtual int NumResiduals() const = 0;

   // The following two methods return copies instead of references so
   // that the base class implementation does not have to worry about
   // life time issues. Further, these calls are not expected to be
   // frequent or performance sensitive.
   virtual map<string, int> CallStatistics() const {
     return map<string, int>();
   }

   virtual map<string, double> TimeStatistics() const {
     return map<string, double>();
   }
 };

 }  // namespace internal
 }  // namespace ceres

 #endif  // CERES_INTERNAL_EVALUATOR_H_
	// Ceres Solver - A fast non-linear least squares minimizer
	// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
	// http://code.google.com/p/ceres-solver/
	//
	// Redistribution and use in source and binary forms, with or without
	// modification, are permitted provided that the following conditions are met:
	//
	// * Redistributions of source code must retain the above copyright notice,
	// this list of conditions and the following disclaimer.
	// * Redistributions in binary form must reproduce the above copyright notice,
	// this list of conditions and the following disclaimer in the documentation
	// and/or other materials provided with the distribution.
	// * Neither the name of Google Inc. nor the names of its contributors may be
	// used to endorse or promote products derived from this software without
	// specific prior written permission.
	//
	// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
	// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
	// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
	// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
	// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
	// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
	// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
	// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
	// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
	// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
	// POSSIBILITY OF SUCH DAMAGE.
	//
	// Author: sameeragarwal@google.com (Sameer Agarwal)
	// keir@google.com (Keir Mierle)

	#ifndef CERES_INTERNAL_EVALUATOR_H_
	#define CERES_INTERNAL_EVALUATOR_H_

	#include <map>
	#include <string>
	#include <vector>

	#include "ceres/execution_summary.h"
	#include "ceres/internal/port.h"
	#include "ceres/types.h"

	namespace ceres {

	struct CRSMatrix;

	namespace internal {

	class Program;
	class SparseMatrix;

	// The Evaluator interface offers a way to interact with a least squares cost
	// function that is useful for an optimizer that wants to minimize the least
	// squares objective. This insulates the optimizer from issues like Jacobian
	// storage, parameterization, etc.
	class Evaluator {
	public:
	virtual ~Evaluator();

	struct Options {
	Options()
	: num_threads(1),
	num_eliminate_blocks(-1),
	linear_solver_type(DENSE_QR) {}

	int num_threads;
	int num_eliminate_blocks;
	LinearSolverType linear_solver_type;
	};

	static Evaluator* Create(const Options& options,
	Program* program,
	string* error);

	// This is used for computing the cost, residual and Jacobian for
	// returning to the user. For actually solving the optimization
	// problem, the optimization algorithm uses the ProgramEvaluator
	// objects directly.
	//
	// The residual, gradients and jacobian pointers can be NULL, in
	// which case they will not be evaluated. cost cannot be NULL.
	//
	// The parallelism of the evaluator is controlled by num_threads; it
	// should be at least 1.
	//
	// Note: That this function does not take a parameter vector as
	// input. The parameter blocks are evaluated on the values contained
	// in the arrays pointed to by their user_state pointers.
	//
	// Also worth noting is that this function mutates program by
	// calling Program::SetParameterOffsetsAndIndex() on it so that an
	// evaluator object can be constructed.
	static bool Evaluate(Program* program,
	int num_threads,
	double* cost,
	vector<double>* residuals,
	vector<double>* gradient,
	CRSMatrix* jacobian);

	// Build and return a sparse matrix for storing and working with the Jacobian
	// of the objective function. The jacobian has dimensions
	// NumEffectiveParameters() by NumParameters(), and is typically extremely
	// sparse. Since the sparsity pattern of the Jacobian remains constant over
	// the lifetime of the optimization problem, this method is used to
	// instantiate a SparseMatrix object with the appropriate sparsity structure
	// (which can be an expensive operation) and then reused by the optimization
	// algorithm and the various linear solvers.
	//
	// It is expected that the classes implementing this interface will be aware
	// of their client's requirements for the kind of sparse matrix storage and
	// layout that is needed for an efficient implementation. For example
	// CompressedRowOptimizationProblem creates a compressed row representation of
	// the jacobian for use with CHOLMOD, where as BlockOptimizationProblem
	// creates a BlockSparseMatrix representation of the jacobian for use in the
	// Schur complement based methods.
	virtual SparseMatrix* CreateJacobian() const = 0;


	// Options struct to control Evaluator::Evaluate;
	struct EvaluateOptions {
	EvaluateOptions()
	: apply_loss_function(true) {
	}

	// If false, the loss function correction is not applied to the
	// residual blocks.
	bool apply_loss_function;
	};

	// Evaluate the cost function for the given state. Returns the cost,
	// residuals, and jacobian in the corresponding arguments. Both residuals and
	// jacobian are optional; to avoid computing them, pass NULL.
	//
	// If non-NULL, the Jacobian must have a suitable sparsity pattern; only the
	// values array of the jacobian is modified.
	//
	// state is an array of size NumParameters(), cost is a pointer to a single
	// double, and residuals is an array of doubles of size NumResiduals().
	virtual bool Evaluate(const EvaluateOptions& evaluate_options,
	const double* state,
	double* cost,
	double* residuals,
	double* gradient,
	SparseMatrix* jacobian) = 0;

	// Variant of Evaluator::Evaluate where the user wishes to use the
	// default EvaluateOptions struct. This is mostly here as a
	// convenience method.
	bool Evaluate(const double* state,
	double* cost,
	double* residuals,
	double* gradient,
	SparseMatrix* jacobian) {
	return Evaluate(EvaluateOptions(),
	state,
	cost,
	residuals,
	gradient,
	jacobian);
	}

	// Make a change delta (of size NumEffectiveParameters()) to state (of size
	// NumParameters()) and store the result in state_plus_delta.
	//
	// In the case that there are no parameterizations used, this is equivalent to
	//
	// state_plus_delta[i] = state[i] + delta[i] ;
	//
	// however, the mapping is more complicated in the case of parameterizations
	// like quaternions. This is the same as the "Plus()" operation in
	// local_parameterization.h, but operating over the entire state vector for a
	// problem.
	virtual bool Plus(const double* state,
	const double* delta,
	double* state_plus_delta) const = 0;

	// The number of parameters in the optimization problem.
	virtual int NumParameters() const = 0;

	// This is the effective number of parameters that the optimizer may adjust.
	// This applies when there are parameterizations on some of the parameters.
	virtual int NumEffectiveParameters() const = 0;

	// The number of residuals in the optimization problem.
	virtual int NumResiduals() const = 0;

	// The following two methods return copies instead of references so
	// that the base class implementation does not have to worry about
	// life time issues. Further, these calls are not expected to be
	// frequent or performance sensitive.
	virtual map<string, int> CallStatistics() const {
	return map<string, int>();
	}

	virtual map<string, double> TimeStatistics() const {
	return map<string, double>();
	}
	};

	} // namespace internal
	} // namespace ceres

	#endif // CERES_INTERNAL_EVALUATOR_H_