非线性优化库Ceres学习笔记3（数值求导）

1 数值导数

有的时候当自动求导不方便的时候，需要进行数值求导。

struct NumericDiffCostFunctor {
    bool operator()(const double* const x, double* residual) const {
        residual[0] = 10.0 - x[0];
        return true;
    }
};

2 添加问题

CostFunction* cost_function =
    new NumericDiffCostFunction<NumericDiffCostFunctor, ceres::CENTRAL, 1, 1>( new NumericDiffCostFunctor);
problem.AddResidualBlock(cost_function, NULL, &x);

注意和自动求导的区别，其代码如下：

CostFunction* cost_function =  new AutoDiffCostFunction<CostFunctor, 1, 1>(new CostFunctor);
problem.AddResidualBlock(cost_function, NULL, &x);

建议：自动使用自动求导方式，C++模板类使之更加的高效，而数字求导则很容易出错且收敛速度很慢。

3 完整的程序

#include "ceres/ceres.h"
#include "glog/logging.h"

using ceres::NumericDiffCostFunction;
using ceres::CENTRAL;
using ceres::CostFunction;
using ceres::Problem;
using ceres::Solver;
using ceres::Solve;

// A cost functor that implements the residual r = 10 - x.
struct CostFunctor {
    bool operator()(const double* const x, double* residual) const {
        residual[0] = 10.0 - x[0];
        return true;
    }
};

int main(int argc, char** argv) {
    google::InitGoogleLogging(argv[0]);
    // 给定初始值
    double x = 0.5;
    const double initial_x = x;
    // 构建问题
    Problem problem;

    CostFunction* cost_function = new NumericDiffCostFunction<CostFunctor, CENTRAL, 1, 1> (new CostFunctor);

    // 代价函数
    problem.AddResidualBlock(cost_function, NULL, &x);

    // 构建求解器
    Solver::Options options;
    // 输出到cout
    options.minimizer_progress_to_stdout = true;
    // 调试信息
    Solver::Summary summary;
    // 开始计算
    Solve(options, &problem, &summary);
    std::cout << summary.BriefReport() << "\n";
    std::cout << "x : " << initial_x
            << " -> " << x << "\n";
    return 0;

}

CMakeLists.txt文件

cmake_minimum_required(VERSION 2.8)
project(ceres)
find_package(Ceres REQUIRED)
include_directories(${CERES_INCLUDE_DIRS})
add_executable(use_ceres main.cpp)

target_link_libraries(use_ceres ${CERES_LIBRARIES})

运行结果

建议

costFunction的构造函数看上去几乎与用于自动求导导的构造函数相同，除了一个额外的模板参数that indicates the kind of finite differencing scheme to be used for computing the numerical derivatives [3]。有关更多详细信息，请参见的文档NumericDiffCostFunction。

一般来说，我们建议使用自动求导而不是数值求导。

The use of C++ templates makes automatic differentiation efficient, whereas numeric differentiation is expensive, prone to numeric errors, and leads to slower convergence.