blob: 7f5c50b29023f36b4e14a3a8b8bcc0b7220bc740 [file] [log] [blame]
// 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.
//
// Author: keir@google.com (Keir Mierle)
//
// A jacobian writer that writes to block sparse matrices. The "writer" name is
// misleading, since the Write() operation on the block jacobian writer does not
// write anything. Instead, the Prepare() method on the BlockEvaluatePreparers
// makes a jacobians array which has direct pointers into the block sparse
// jacobian. When the cost function is evaluated, the jacobian blocks get placed
// directly in their final location.
#ifndef CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_
#define CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_
#include <memory>
#include <vector>
#include "ceres/evaluator.h"
#include "ceres/internal/export.h"
namespace ceres::internal {
class BlockEvaluatePreparer;
class Program;
class SparseMatrix;
// TODO(sameeragarwal): This class needs documentation.
class CERES_NO_EXPORT BlockJacobianWriter {
public:
BlockJacobianWriter(const Evaluator::Options& options, Program* program);
// JacobianWriter interface.
// Create evaluate prepareres that point directly into the final jacobian.
// This makes the final Write() a nop.
std::unique_ptr<BlockEvaluatePreparer[]> CreateEvaluatePreparers(
unsigned num_threads);
std::unique_ptr<SparseMatrix> CreateJacobian() const;
void Write(int /* residual_id */,
int /* residual_offset */,
double** /* jacobians */,
SparseMatrix* /* jacobian */) {
// This is a noop since the blocks were written directly into their final
// position by the outside evaluate call, thanks to the jacobians array
// prepared by the BlockEvaluatePreparers.
}
private:
Program* program_;
// Stores the position of each residual / parameter jacobian.
//
// The block sparse matrix that this writer writes to is stored as a set of
// contiguous dense blocks, one after each other; see BlockSparseMatrix. The
// "double* values_" member of the block sparse matrix contains all of these
// blocks. Given a pointer to the first element of a block and the size of
// that block, it's possible to write to it.
//
// In the case of a block sparse jacobian, the jacobian writer needs a way to
// find the offset in the values_ array of each residual/parameter jacobian
// block.
//
// That is the purpose of jacobian_layout_.
//
// In particular, jacobian_layout_[i][j] is the offset in the values_ array of
// the derivative of residual block i with respect to the parameter block at
// active argument position j.
//
// The active qualifier means that non-active parameters do not count. Care
// must be taken when indexing into jacobian_layout_ to account for this.
// Consider a single residual example:
//
// r(x, y, z)
//
// with r in R^3, x in R^4, y in R^2, and z in R^5.
// Take y as a constant (non-active) parameter.
// Take r as residual number 0.
//
// In this case, the active arguments are only (x, z), so the active argument
// position for x is 0, and the active argument position for z is 1. This is
// similar to thinking of r as taking only 2 parameters:
//
// r(x, z)
//
// There are only 2 jacobian blocks: dr/dx and dr/dz. jacobian_layout_ would
// have the following contents:
//
// jacobian_layout_[0] = { 0, 12 }
//
// which indicates that dr/dx is located at values_[0], and dr/dz is at
// values_[12]. See BlockEvaluatePreparer::Prepare()'s comments about 'j'.
std::vector<int*> jacobian_layout_;
// The pointers in jacobian_layout_ point directly into this vector.
std::vector<int> jacobian_layout_storage_;
};
} // namespace ceres::internal
#endif // CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_