| // Ceres Solver - A fast non-linear least squares minimizer | 
 | // Copyright 2024 Google Inc. All rights reserved. | 
 | // http://ceres-solver.org/ | 
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 | // | 
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 | // POSSIBILITY OF SUCH DAMAGE. | 
 | // | 
 | // Author: sameeragarwal@google.com (Sameer Agarwal) | 
 | //         mierle@gmail.com (Keir Mierle) | 
 |  | 
 | #ifndef CERES_PUBLIC_DYNAMIC_AUTODIFF_COST_FUNCTION_H_ | 
 | #define CERES_PUBLIC_DYNAMIC_AUTODIFF_COST_FUNCTION_H_ | 
 |  | 
 | #include <cmath> | 
 | #include <memory> | 
 | #include <numeric> | 
 | #include <type_traits> | 
 | #include <vector> | 
 |  | 
 | #include "absl/container/fixed_array.h" | 
 | #include "absl/log/check.h" | 
 | #include "ceres/dynamic_cost_function.h" | 
 | #include "ceres/jet.h" | 
 | #include "ceres/types.h" | 
 |  | 
 | namespace ceres { | 
 |  | 
 | // This autodiff implementation differs from the one found in | 
 | // autodiff_cost_function.h by supporting autodiff on cost functions | 
 | // with variable numbers of parameters with variable sizes. With the | 
 | // other implementation, all the sizes (both the number of parameter | 
 | // blocks and the size of each block) must be fixed at compile time. | 
 | // | 
 | // The functor API differs slightly from the API for fixed size | 
 | // autodiff; the expected interface for the cost functors is: | 
 | // | 
 | //   struct MyCostFunctor { | 
 | //     template<typename T> | 
 | //     bool operator()(T const* const* parameters, T* residuals) const { | 
 | //       // Use parameters[i] to access the i'th parameter block. | 
 | //     } | 
 | //   }; | 
 | // | 
 | // Since the sizing of the parameters is done at runtime, you must | 
 | // also specify the sizes after creating the dynamic autodiff cost | 
 | // function. For example: | 
 | // | 
 | //   DynamicAutoDiffCostFunction<MyCostFunctor, 3> cost_function; | 
 | //   cost_function.AddParameterBlock(5); | 
 | //   cost_function.AddParameterBlock(10); | 
 | //   cost_function.SetNumResiduals(21); | 
 | // | 
 | // Under the hood, the implementation evaluates the cost function | 
 | // multiple times, computing a small set of the derivatives (four by | 
 | // default, controlled by the Stride template parameter) with each | 
 | // pass. There is a tradeoff with the size of the passes; you may want | 
 | // to experiment with the stride. | 
 | template <typename CostFunctor, int Stride = 4> | 
 | class DynamicAutoDiffCostFunction final : public DynamicCostFunction { | 
 |  public: | 
 |   // Constructs the CostFunctor on the heap and takes the ownership. | 
 |   template <class... Args, | 
 |             std::enable_if_t<std::is_constructible_v<CostFunctor, Args&&...>>* = | 
 |                 nullptr> | 
 |   explicit DynamicAutoDiffCostFunction(Args&&... args) | 
 |       // NOTE We explicitly use direct initialization using parentheses instead | 
 |       // of uniform initialization using braces to avoid narrowing conversion | 
 |       // warnings. | 
 |       : DynamicAutoDiffCostFunction{ | 
 |             std::make_unique<CostFunctor>(std::forward<Args>(args)...)} {} | 
 |  | 
 |   // Takes ownership by default. | 
 |   explicit DynamicAutoDiffCostFunction(CostFunctor* functor, | 
 |                                        Ownership ownership = TAKE_OWNERSHIP) | 
 |       : DynamicAutoDiffCostFunction{std::unique_ptr<CostFunctor>{functor}, | 
 |                                     ownership} {} | 
 |  | 
 |   explicit DynamicAutoDiffCostFunction(std::unique_ptr<CostFunctor> functor) | 
 |       : DynamicAutoDiffCostFunction{std::move(functor), TAKE_OWNERSHIP} {} | 
 |  | 
 |   DynamicAutoDiffCostFunction(const DynamicAutoDiffCostFunction& other) = | 
 |       delete; | 
 |   DynamicAutoDiffCostFunction& operator=( | 
 |       const DynamicAutoDiffCostFunction& other) = delete; | 
 |   DynamicAutoDiffCostFunction(DynamicAutoDiffCostFunction&& other) noexcept = | 
 |       default; | 
 |   DynamicAutoDiffCostFunction& operator=( | 
 |       DynamicAutoDiffCostFunction&& other) noexcept = default; | 
 |  | 
 |   ~DynamicAutoDiffCostFunction() override { | 
 |     // Manually release pointer if configured to not take ownership | 
 |     // rather than deleting only if ownership is taken.  This is to | 
 |     // stay maximally compatible to old user code which may have | 
 |     // forgotten to implement a virtual destructor, from when the | 
 |     // AutoDiffCostFunction always took ownership. | 
 |     if (ownership_ == DO_NOT_TAKE_OWNERSHIP) { | 
 |       functor_.release(); | 
 |     } | 
 |   } | 
 |  | 
 |   bool Evaluate(double const* const* parameters, | 
 |                 double* residuals, | 
 |                 double** jacobians) const override { | 
 |     CHECK_GT(num_residuals(), 0) | 
 |         << "You must call DynamicAutoDiffCostFunction::SetNumResiduals() " | 
 |         << "before DynamicAutoDiffCostFunction::Evaluate()."; | 
 |  | 
 |     if (jacobians == nullptr) { | 
 |       return (*functor_)(parameters, residuals); | 
 |     } | 
 |  | 
 |     // The difficulty with Jets, as implemented in Ceres, is that they were | 
 |     // originally designed for strictly compile-sized use. At this point, there | 
 |     // is a large body of code that assumes inside a cost functor it is | 
 |     // acceptable to do e.g. T(1.5) and get an appropriately sized jet back. | 
 |     // | 
 |     // Unfortunately, it is impossible to communicate the expected size of a | 
 |     // dynamically sized jet to the static instantiations that existing code | 
 |     // depends on. | 
 |     // | 
 |     // To work around this issue, the solution here is to evaluate the | 
 |     // jacobians in a series of passes, each one computing Stride * | 
 |     // num_residuals() derivatives. This is done with small, fixed-size jets. | 
 |     const int num_parameter_blocks = | 
 |         static_cast<int>(parameter_block_sizes().size()); | 
 |     const int num_parameters = std::accumulate( | 
 |         parameter_block_sizes().begin(), parameter_block_sizes().end(), 0); | 
 |  | 
 |     // Allocate scratch space for the strided evaluation. | 
 |     using JetT = Jet<double, Stride>; | 
 |     absl::FixedArray<JetT, (256 * 7) / sizeof(JetT)> input_jets(num_parameters); | 
 |     absl::FixedArray<JetT, (256 * 7) / sizeof(JetT)> output_jets( | 
 |         num_residuals()); | 
 |  | 
 |     // Make the parameter pack that is sent to the functor (reused). | 
 |     absl::FixedArray<Jet<double, Stride>*> jet_parameters(num_parameter_blocks, | 
 |                                                           nullptr); | 
 |     int num_active_parameters = 0; | 
 |  | 
 |     // To handle constant parameters between non-constant parameter blocks, the | 
 |     // start position --- a raw parameter index --- of each contiguous block of | 
 |     // non-constant parameters is recorded in start_derivative_section. | 
 |     std::vector<int> start_derivative_section; | 
 |     bool in_derivative_section = false; | 
 |     int parameter_cursor = 0; | 
 |  | 
 |     // Discover the derivative sections and set the parameter values. | 
 |     for (int i = 0; i < num_parameter_blocks; ++i) { | 
 |       jet_parameters[i] = &input_jets[parameter_cursor]; | 
 |  | 
 |       const int parameter_block_size = parameter_block_sizes()[i]; | 
 |       if (jacobians[i] != nullptr) { | 
 |         if (!in_derivative_section) { | 
 |           start_derivative_section.push_back(parameter_cursor); | 
 |           in_derivative_section = true; | 
 |         } | 
 |  | 
 |         num_active_parameters += parameter_block_size; | 
 |       } else { | 
 |         in_derivative_section = false; | 
 |       } | 
 |  | 
 |       for (int j = 0; j < parameter_block_size; ++j, parameter_cursor++) { | 
 |         input_jets[parameter_cursor].a = parameters[i][j]; | 
 |       } | 
 |     } | 
 |  | 
 |     if (num_active_parameters == 0) { | 
 |       return (*functor_)(parameters, residuals); | 
 |     } | 
 |     // When `num_active_parameters % Stride != 0` then it can be the case | 
 |     // that `active_parameter_count < Stride` while parameter_cursor is less | 
 |     // than the total number of parameters and with no remaining non-constant | 
 |     // parameter blocks. Pushing parameter_cursor (the total number of | 
 |     // parameters) as a final entry to start_derivative_section is required | 
 |     // because if a constant parameter block is encountered after the | 
 |     // last non-constant block then current_derivative_section is incremented | 
 |     // and would otherwise index an invalid position in | 
 |     // start_derivative_section. Setting the final element to the total number | 
 |     // of parameters means that this can only happen at most once in the loop | 
 |     // below. | 
 |     start_derivative_section.push_back(parameter_cursor); | 
 |  | 
 |     // Evaluate all of the strides. Each stride is a chunk of the derivative to | 
 |     // evaluate, typically some size proportional to the size of the SIMD | 
 |     // registers of the CPU. | 
 |     int num_strides = static_cast<int>( | 
 |         ceil(num_active_parameters / static_cast<float>(Stride))); | 
 |  | 
 |     int current_derivative_section = 0; | 
 |     int current_derivative_section_cursor = 0; | 
 |  | 
 |     for (int pass = 0; pass < num_strides; ++pass) { | 
 |       // Set most of the jet components to zero, except for | 
 |       // non-constant #Stride parameters. | 
 |       const int initial_derivative_section = current_derivative_section; | 
 |       const int initial_derivative_section_cursor = | 
 |           current_derivative_section_cursor; | 
 |  | 
 |       int active_parameter_count = 0; | 
 |       parameter_cursor = 0; | 
 |  | 
 |       for (int i = 0; i < num_parameter_blocks; ++i) { | 
 |         for (int j = 0; j < parameter_block_sizes()[i]; | 
 |              ++j, parameter_cursor++) { | 
 |           input_jets[parameter_cursor].v.setZero(); | 
 |           if (active_parameter_count < Stride && | 
 |               parameter_cursor >= | 
 |                   (start_derivative_section[current_derivative_section] + | 
 |                    current_derivative_section_cursor)) { | 
 |             if (jacobians[i] != nullptr) { | 
 |               input_jets[parameter_cursor].v[active_parameter_count] = 1.0; | 
 |               ++active_parameter_count; | 
 |               ++current_derivative_section_cursor; | 
 |             } else { | 
 |               ++current_derivative_section; | 
 |               current_derivative_section_cursor = 0; | 
 |             } | 
 |           } | 
 |         } | 
 |       } | 
 |  | 
 |       if (!(*functor_)(&jet_parameters[0], &output_jets[0])) { | 
 |         return false; | 
 |       } | 
 |  | 
 |       // Copy the pieces of the jacobians into their final place. | 
 |       active_parameter_count = 0; | 
 |  | 
 |       current_derivative_section = initial_derivative_section; | 
 |       current_derivative_section_cursor = initial_derivative_section_cursor; | 
 |  | 
 |       for (int i = 0, parameter_cursor = 0; i < num_parameter_blocks; ++i) { | 
 |         for (int j = 0; j < parameter_block_sizes()[i]; | 
 |              ++j, parameter_cursor++) { | 
 |           if (active_parameter_count < Stride && | 
 |               parameter_cursor >= | 
 |                   (start_derivative_section[current_derivative_section] + | 
 |                    current_derivative_section_cursor)) { | 
 |             if (jacobians[i] != nullptr) { | 
 |               for (int k = 0; k < num_residuals(); ++k) { | 
 |                 jacobians[i][k * parameter_block_sizes()[i] + j] = | 
 |                     output_jets[k].v[active_parameter_count]; | 
 |               } | 
 |               ++active_parameter_count; | 
 |               ++current_derivative_section_cursor; | 
 |             } else { | 
 |               ++current_derivative_section; | 
 |               current_derivative_section_cursor = 0; | 
 |             } | 
 |           } | 
 |         } | 
 |       } | 
 |  | 
 |       // Only copy the residuals over once (even though we compute them on | 
 |       // every loop). | 
 |       if (pass == num_strides - 1) { | 
 |         for (int k = 0; k < num_residuals(); ++k) { | 
 |           residuals[k] = output_jets[k].a; | 
 |         } | 
 |       } | 
 |     } | 
 |     return true; | 
 |   } | 
 |  | 
 |   const CostFunctor& functor() const { return *functor_; } | 
 |  | 
 |  private: | 
 |   explicit DynamicAutoDiffCostFunction(std::unique_ptr<CostFunctor> functor, | 
 |                                        Ownership ownership) | 
 |       : functor_(std::move(functor)), ownership_(ownership) {} | 
 |  | 
 |   std::unique_ptr<CostFunctor> functor_; | 
 |   Ownership ownership_; | 
 | }; | 
 |  | 
 | // Deduction guide that allows the user to avoid explicitly specifying the | 
 | // template parameter of DynamicAutoDiffCostFunction. The class can instead be | 
 | // instantiated as follows: | 
 | // | 
 | //   new DynamicAutoDiffCostFunction{new MyCostFunctor{}}; | 
 | //   new DynamicAutoDiffCostFunction{std::make_unique<MyCostFunctor>()}; | 
 | // | 
 | template <typename CostFunctor> | 
 | DynamicAutoDiffCostFunction(CostFunctor* functor) | 
 |     -> DynamicAutoDiffCostFunction<CostFunctor>; | 
 | template <typename CostFunctor> | 
 | DynamicAutoDiffCostFunction(CostFunctor* functor, Ownership ownership) | 
 |     -> DynamicAutoDiffCostFunction<CostFunctor>; | 
 | template <typename CostFunctor> | 
 | DynamicAutoDiffCostFunction(std::unique_ptr<CostFunctor> functor) | 
 |     -> DynamicAutoDiffCostFunction<CostFunctor>; | 
 |  | 
 | }  // namespace ceres | 
 |  | 
 | #endif  // CERES_PUBLIC_DYNAMIC_AUTODIFF_COST_FUNCTION_H_ |