1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
3 // http://code.google.com/p/ceres-solver/
4 //
5 // Redistribution and use in source and binary forms, with or without
6 // modification, are permitted provided that the following conditions are met:
7 //
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.
16 //
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.
28 //
29 // Author: keir@google.com (Keir Mierle)
30 //         sameeragarwal@google.com (Sameer Agarwal)
31 
32 #ifndef CERES_PUBLIC_LOCAL_PARAMETERIZATION_H_
33 #define CERES_PUBLIC_LOCAL_PARAMETERIZATION_H_
34 
35 #include <vector>
36 #include "ceres/internal/port.h"
37 #include "ceres/internal/disable_warnings.h"
38 
39 namespace ceres {
40 
41 // Purpose: Sometimes parameter blocks x can overparameterize a problem
42 //
43 //   min f(x)
44 //    x
45 //
46 // In that case it is desirable to choose a parameterization for the
47 // block itself to remove the null directions of the cost. More
48 // generally, if x lies on a manifold of a smaller dimension than the
49 // ambient space that it is embedded in, then it is numerically and
50 // computationally more effective to optimize it using a
51 // parameterization that lives in the tangent space of that manifold
52 // at each point.
53 //
54 // For example, a sphere in three dimensions is a 2 dimensional
55 // manifold, embedded in a three dimensional space. At each point on
56 // the sphere, the plane tangent to it defines a two dimensional
57 // tangent space. For a cost function defined on this sphere, given a
58 // point x, moving in the direction normal to the sphere at that point
59 // is not useful. Thus a better way to do a local optimization is to
60 // optimize over two dimensional vector delta in the tangent space at
61 // that point and then "move" to the point x + delta, where the move
62 // operation involves projecting back onto the sphere. Doing so
63 // removes a redundent dimension from the optimization, making it
64 // numerically more robust and efficient.
65 //
66 // More generally we can define a function
67 //
68 //   x_plus_delta = Plus(x, delta),
69 //
70 // where x_plus_delta has the same size as x, and delta is of size
71 // less than or equal to x. The function Plus, generalizes the
72 // definition of vector addition. Thus it satisfies the identify
73 //
74 //   Plus(x, 0) = x, for all x.
75 //
76 // A trivial version of Plus is when delta is of the same size as x
77 // and
78 //
79 //   Plus(x, delta) = x + delta
80 //
81 // A more interesting case if x is two dimensional vector, and the
82 // user wishes to hold the first coordinate constant. Then, delta is a
83 // scalar and Plus is defined as
84 //
85 //   Plus(x, delta) = x + [0] * delta
86 //                        [1]
87 //
88 // An example that occurs commonly in Structure from Motion problems
89 // is when camera rotations are parameterized using Quaternion. There,
90 // it is useful only make updates orthogonal to that 4-vector defining
91 // the quaternion. One way to do this is to let delta be a 3
92 // dimensional vector and define Plus to be
93 //
94 //   Plus(x, delta) = [cos(|delta|), sin(|delta|) delta / |delta|] * x
95 //
96 // The multiplication between the two 4-vectors on the RHS is the
97 // standard quaternion product.
98 //
99 // Given g and a point x, optimizing f can now be restated as
100 //
101 //     min  f(Plus(x, delta))
102 //    delta
103 //
104 // Given a solution delta to this problem, the optimal value is then
105 // given by
106 //
107 //   x* = Plus(x, delta)
108 //
109 // The class LocalParameterization defines the function Plus and its
110 // Jacobian which is needed to compute the Jacobian of f w.r.t delta.
111 class CERES_EXPORT LocalParameterization {
112  public:
~LocalParameterization()113   virtual ~LocalParameterization() {}
114 
115   // Generalization of the addition operation,
116   //
117   //   x_plus_delta = Plus(x, delta)
118   //
119   // with the condition that Plus(x, 0) = x.
120   virtual bool Plus(const double* x,
121                     const double* delta,
122                     double* x_plus_delta) const = 0;
123 
124   // The jacobian of Plus(x, delta) w.r.t delta at delta = 0.
125   virtual bool ComputeJacobian(const double* x, double* jacobian) const = 0;
126 
127   // Size of x.
128   virtual int GlobalSize() const = 0;
129 
130   // Size of delta.
131   virtual int LocalSize() const = 0;
132 };
133 
134 // Some basic parameterizations
135 
136 // Identity Parameterization: Plus(x, delta) = x + delta
137 class CERES_EXPORT IdentityParameterization : public LocalParameterization {
138  public:
139   explicit IdentityParameterization(int size);
~IdentityParameterization()140   virtual ~IdentityParameterization() {}
141   virtual bool Plus(const double* x,
142                     const double* delta,
143                     double* x_plus_delta) const;
144   virtual bool ComputeJacobian(const double* x,
145                                double* jacobian) const;
GlobalSize()146   virtual int GlobalSize() const { return size_; }
LocalSize()147   virtual int LocalSize() const { return size_; }
148 
149  private:
150   const int size_;
151 };
152 
153 // Hold a subset of the parameters inside a parameter block constant.
154 class CERES_EXPORT SubsetParameterization : public LocalParameterization {
155  public:
156   explicit SubsetParameterization(int size,
157                                   const vector<int>& constant_parameters);
~SubsetParameterization()158   virtual ~SubsetParameterization() {}
159   virtual bool Plus(const double* x,
160                     const double* delta,
161                     double* x_plus_delta) const;
162   virtual bool ComputeJacobian(const double* x,
163                                double* jacobian) const;
GlobalSize()164   virtual int GlobalSize() const {
165     return static_cast<int>(constancy_mask_.size());
166   }
LocalSize()167   virtual int LocalSize() const { return local_size_; }
168 
169  private:
170   const int local_size_;
171   vector<int> constancy_mask_;
172 };
173 
174 // Plus(x, delta) = [cos(|delta|), sin(|delta|) delta / |delta|] * x
175 // with * being the quaternion multiplication operator. Here we assume
176 // that the first element of the quaternion vector is the real (cos
177 // theta) part.
178 class CERES_EXPORT QuaternionParameterization : public LocalParameterization {
179  public:
~QuaternionParameterization()180   virtual ~QuaternionParameterization() {}
181   virtual bool Plus(const double* x,
182                     const double* delta,
183                     double* x_plus_delta) const;
184   virtual bool ComputeJacobian(const double* x,
185                                double* jacobian) const;
GlobalSize()186   virtual int GlobalSize() const { return 4; }
LocalSize()187   virtual int LocalSize() const { return 3; }
188 };
189 
190 }  // namespace ceres
191 
192 #include "ceres/internal/reenable_warnings.h"
193 
194 #endif  // CERES_PUBLIC_LOCAL_PARAMETERIZATION_H_
195