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diff --git a/internal/ceres/gradient_checking_cost_function.h b/internal/ceres/gradient_checking_cost_function.h
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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2015 Google Inc. All rights reserved.
+// http://ceres-solver.org/
+//
+// 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.
+//
+// Authors: keir@google.com (Keir Mierle),
+// dgossow@google.com (David Gossow)
+
+#ifndef CERES_INTERNAL_GRADIENT_CHECKING_COST_FUNCTION_H_
+#define CERES_INTERNAL_GRADIENT_CHECKING_COST_FUNCTION_H_
+
+#include <mutex>
+#include <string>
+
+#include "ceres/cost_function.h"
+#include "ceres/iteration_callback.h"
+#include "ceres/local_parameterization.h"
+
+namespace ceres {
+namespace internal {
+
+class ProblemImpl;
+
+// Callback that collects information about gradient checking errors, and
+// will abort the solve as soon as an error occurs.
+class GradientCheckingIterationCallback : public IterationCallback {
+ public:
+ GradientCheckingIterationCallback();
+
+ // Will return SOLVER_CONTINUE until a gradient error has been detected,
+ // then return SOLVER_ABORT.
+ virtual CallbackReturnType operator()(const IterationSummary& summary);
+
+ // Notify this that a gradient error has occurred (thread safe).
+ void SetGradientErrorDetected(std::string& error_log);
+
+ // Retrieve error status (not thread safe).
+ bool gradient_error_detected() const { return gradient_error_detected_; }
+ const std::string& error_log() const { return error_log_; }
+ private:
+ bool gradient_error_detected_;
+ std::string error_log_;
+ std::mutex mutex_;
+};
+
+// Creates a CostFunction that checks the Jacobians that cost_function computes
+// with finite differences. This API is only intended for unit tests that intend
+// to check the functionality of the GradientCheckingCostFunction
+// implementation directly.
+CostFunction* CreateGradientCheckingCostFunction(
+ const CostFunction* cost_function,
+ const std::vector<const LocalParameterization*>* local_parameterizations,
+ double relative_step_size,
+ double relative_precision,
+ const std::string& extra_info,
+ GradientCheckingIterationCallback* callback);
+
+// Create a new ProblemImpl object from the input problem_impl, where all
+// cost functions are wrapped so that each time their Evaluate method is called,
+// an additional check is performed that compares the Jacobians computed by
+// the original cost function with alternative Jacobians computed using
+// numerical differentiation. If local parameterizations are given for any
+// parameters, the Jacobians will be compared in the local space instead of the
+// ambient space. For details on the gradient checking procedure, see the
+// documentation of the GradientChecker class. If an error is detected in any
+// iteration, the respective cost function will notify the
+// GradientCheckingIterationCallback.
+//
+// The caller owns the returned ProblemImpl object.
+//
+// Note: This is quite inefficient and is intended only for debugging.
+//
+// relative_step_size and relative_precision are parameters to control
+// the numeric differentiation and the relative tolerance between the
+// jacobian computed by the CostFunctions in problem_impl and
+// jacobians obtained by numerically differentiating them. See the
+// documentation of 'numeric_derivative_relative_step_size' in solver.h for a
+// better explanation.
+ProblemImpl* CreateGradientCheckingProblemImpl(
+ ProblemImpl* problem_impl,
+ double relative_step_size,
+ double relative_precision,
+ GradientCheckingIterationCallback* callback);
+
+} // namespace internal
+} // namespace ceres
+
+#endif // CERES_INTERNAL_GRADIENT_CHECKING_COST_FUNCTION_H_