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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.
//
// Author: keir@google.com (Keir Mierle)
//
// The ProgramEvaluator runs the cost functions contained in each residual block
// and stores the result into a jacobian. The particular type of jacobian is
// abstracted out using two template parameters:
//
// - An "EvaluatePreparer" that is responsible for creating the array with
// pointers to the jacobian blocks where the cost function evaluates to.
// - A "JacobianWriter" that is responsible for storing the resulting
// jacobian blocks in the passed sparse matrix.
//
// This abstraction affords an efficient evaluator implementation while still
// supporting writing to multiple sparse matrix formats. For example, when the
// ProgramEvaluator is parameterized for writing to block sparse matrices, the
// residual jacobians are written directly into their final position in the
// block sparse matrix by the user's CostFunction; there is no copying.
//
// The evaluation is threaded with OpenMP or TBB.
//
// The EvaluatePreparer and JacobianWriter interfaces are as follows:
//
// class EvaluatePreparer {
// // Prepare the jacobians array for use as the destination of a call to
// // a cost function's evaluate method.
// void Prepare(const ResidualBlock* residual_block,
// int residual_block_index,
// SparseMatrix* jacobian,
// double** jacobians);
// }
//
// class JacobianWriter {
// // Create a jacobian that this writer can write. Same as
// // Evaluator::CreateJacobian.
// SparseMatrix* CreateJacobian() const;
//
// // Create num_threads evaluate preparers. Caller owns result which must
// // be freed with delete[]. Resulting preparers are valid while *this is.
// EvaluatePreparer* CreateEvaluatePreparers(int num_threads);
//
// // Write the block jacobians from a residual block evaluation to the
// // larger sparse jacobian.
// void Write(int residual_id,
// int residual_offset,
// double** jacobians,
// SparseMatrix* jacobian);
// }
//
// Note: The ProgramEvaluator is not thread safe, since internally it maintains
// some per-thread scratch space.
#ifndef CERES_INTERNAL_PROGRAM_EVALUATOR_H_
#define CERES_INTERNAL_PROGRAM_EVALUATOR_H_
// This include must come before any #ifndef check on Ceres compile options.
#include "ceres/internal/port.h"
#include <map>
#include <string>
#include <vector>
#include "ceres/execution_summary.h"
#include "ceres/internal/eigen.h"
#include "ceres/internal/scoped_ptr.h"
#include "ceres/parameter_block.h"
#include "ceres/program.h"
#include "ceres/residual_block.h"
#include "ceres/scoped_thread_token.h"
#include "ceres/small_blas.h"
#include "ceres/thread_token_provider.h"
#ifdef CERES_USE_TBB
#include <atomic>
#include <tbb/parallel_for.h>
#include <tbb/task_arena.h>
#endif
namespace ceres {
namespace internal {
struct NullJacobianFinalizer {
void operator()(SparseMatrix* jacobian, int num_parameters) {}
};
template<typename EvaluatePreparer,
typename JacobianWriter,
typename JacobianFinalizer = NullJacobianFinalizer>
class ProgramEvaluator : public Evaluator {
public:
ProgramEvaluator(const Evaluator::Options &options, Program* program)
: options_(options),
program_(program),
jacobian_writer_(options, program),
evaluate_preparers_(
jacobian_writer_.CreateEvaluatePreparers(options.num_threads)) {
#ifdef CERES_NO_THREADS
if (options_.num_threads > 1) {
LOG(WARNING)
<< "Neither OpenMP nor TBB support is compiled into this binary; "
<< "only options.num_threads = 1 is supported. Switching "
<< "to single threaded mode.";
options_.num_threads = 1;
}
#endif // CERES_NO_THREADS
BuildResidualLayout(*program, &residual_layout_);
evaluate_scratch_.reset(CreateEvaluatorScratch(*program,
options.num_threads));
}
// Implementation of Evaluator interface.
SparseMatrix* CreateJacobian() const {
return jacobian_writer_.CreateJacobian();
}
bool Evaluate(const Evaluator::EvaluateOptions& evaluate_options,
const double* state,
double* cost,
double* residuals,
double* gradient,
SparseMatrix* jacobian) {
ScopedExecutionTimer total_timer("Evaluator::Total", &execution_summary_);
ScopedExecutionTimer call_type_timer(gradient == NULL && jacobian == NULL
? "Evaluator::Residual"
: "Evaluator::Jacobian",
&execution_summary_);
// The parameters are stateful, so set the state before evaluating.
if (!program_->StateVectorToParameterBlocks(state)) {
return false;
}
if (residuals != NULL) {
VectorRef(residuals, program_->NumResiduals()).setZero();
}
if (jacobian != NULL) {
jacobian->SetZero();
}
// Each thread gets it's own cost and evaluate scratch space.
for (int i = 0; i < options_.num_threads; ++i) {
evaluate_scratch_[i].cost = 0.0;
if (gradient != NULL) {
VectorRef(evaluate_scratch_[i].gradient.get(),
program_->NumEffectiveParameters()).setZero();
}
}
const int num_residual_blocks = program_->NumResidualBlocks();
ThreadTokenProvider thread_token_provider(options_.num_threads);
#ifdef CERES_USE_OPENMP
// This bool is used to disable the loop if an error is encountered
// without breaking out of it. The remaining loop iterations are still run,
// but with an empty body, and so will finish quickly.
bool abort = false;
#pragma omp parallel for num_threads(options_.num_threads)
for (int i = 0; i < num_residual_blocks; ++i) {
// Disable the loop instead of breaking, as required by OpenMP.
#pragma omp flush(abort)
#endif // CERES_USE_OPENMP
#ifdef CERES_NO_THREADS
bool abort = false;
for (int i = 0; i < num_residual_blocks; ++i) {
#endif // CERES_NO_THREADS
#ifdef CERES_USE_TBB
std::atomic_bool abort(false);
tbb::task_arena task_arena(options_.num_threads);
task_arena.execute([&]{
tbb::parallel_for(0, num_residual_blocks, [&](int i) {
#endif // CERES_USE_TBB
if (abort) {
#ifndef CERES_USE_TBB
continue;
#else
return;
#endif // !CERES_USE_TBB
}
const ScopedThreadToken scoped_thread_token(&thread_token_provider);
const int thread_id = scoped_thread_token.token();
EvaluatePreparer* preparer = &evaluate_preparers_[thread_id];
EvaluateScratch* scratch = &evaluate_scratch_[thread_id];
// Prepare block residuals if requested.
const ResidualBlock* residual_block = program_->residual_blocks()[i];
double* block_residuals = NULL;
if (residuals != NULL) {
block_residuals = residuals + residual_layout_[i];
} else if (gradient != NULL) {
block_residuals = scratch->residual_block_residuals.get();
}
// Prepare block jacobians if requested.
double** block_jacobians = NULL;
if (jacobian != NULL || gradient != NULL) {
preparer->Prepare(residual_block,
i,
jacobian,
scratch->jacobian_block_ptrs.get());
block_jacobians = scratch->jacobian_block_ptrs.get();
}
// Evaluate the cost, residuals, and jacobians.
double block_cost;
if (!residual_block->Evaluate(
evaluate_options.apply_loss_function,
&block_cost,
block_residuals,
block_jacobians,
scratch->residual_block_evaluate_scratch.get())) {
abort = true;
#ifdef CERES_USE_OPENMP
// This ensures that the OpenMP threads have a consistent view of 'abort'. Do
// the flush inside the failure case so that there is usually only one
// synchronization point per loop iteration instead of two.
#pragma omp flush(abort)
#endif // CERES_USE_OPENMP
#ifndef CERES_USE_TBB
continue;
#else
return;
#endif // !CERES_USE_TBB
}
scratch->cost += block_cost;
// Store the jacobians, if they were requested.
if (jacobian != NULL) {
jacobian_writer_.Write(i,
residual_layout_[i],
block_jacobians,
jacobian);
}
// Compute and store the gradient, if it was requested.
if (gradient != NULL) {
int num_residuals = residual_block->NumResiduals();
int num_parameter_blocks = residual_block->NumParameterBlocks();
for (int j = 0; j < num_parameter_blocks; ++j) {
const ParameterBlock* parameter_block =
residual_block->parameter_blocks()[j];
if (parameter_block->IsConstant()) {
continue;
}
MatrixTransposeVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>(
block_jacobians[j],
num_residuals,
parameter_block->LocalSize(),
block_residuals,
scratch->gradient.get() + parameter_block->delta_offset());
}
}
}
#ifdef CERES_USE_TBB
);
});
#endif // CERES_USE_TBB
if (!abort) {
const int num_parameters = program_->NumEffectiveParameters();
// Sum the cost and gradient (if requested) from each thread.
(*cost) = 0.0;
if (gradient != NULL) {
VectorRef(gradient, num_parameters).setZero();
}
for (int i = 0; i < options_.num_threads; ++i) {
(*cost) += evaluate_scratch_[i].cost;
if (gradient != NULL) {
VectorRef(gradient, num_parameters) +=
VectorRef(evaluate_scratch_[i].gradient.get(), num_parameters);
}
}
// Finalize the Jacobian if it is available.
// `num_parameters` is passed to the finalizer so that additional
// storage can be reserved for additional diagonal elements if
// necessary.
if (jacobian != NULL) {
JacobianFinalizer f;
f(jacobian, num_parameters);
}
}
return !abort;
}
bool Plus(const double* state,
const double* delta,
double* state_plus_delta) const {
return program_->Plus(state, delta, state_plus_delta);
}
int NumParameters() const {
return program_->NumParameters();
}
int NumEffectiveParameters() const {
return program_->NumEffectiveParameters();
}
int NumResiduals() const {
return program_->NumResiduals();
}
virtual std::map<std::string, int> CallStatistics() const {
return execution_summary_.calls();
}
virtual std::map<std::string, double> TimeStatistics() const {
return execution_summary_.times();
}
private:
// Per-thread scratch space needed to evaluate and store each residual block.
struct EvaluateScratch {
void Init(int max_parameters_per_residual_block,
int max_scratch_doubles_needed_for_evaluate,
int max_residuals_per_residual_block,
int num_parameters) {
residual_block_evaluate_scratch.reset(
new double[max_scratch_doubles_needed_for_evaluate]);
gradient.reset(new double[num_parameters]);
VectorRef(gradient.get(), num_parameters).setZero();
residual_block_residuals.reset(
new double[max_residuals_per_residual_block]);
jacobian_block_ptrs.reset(
new double*[max_parameters_per_residual_block]);
}
double cost;
scoped_array<double> residual_block_evaluate_scratch;
// The gradient in the local parameterization.
scoped_array<double> gradient;
// Enough space to store the residual for the largest residual block.
scoped_array<double> residual_block_residuals;
scoped_array<double*> jacobian_block_ptrs;
};
static void BuildResidualLayout(const Program& program,
std::vector<int>* residual_layout) {
const std::vector<ResidualBlock*>& residual_blocks =
program.residual_blocks();
residual_layout->resize(program.NumResidualBlocks());
int residual_pos = 0;
for (int i = 0; i < residual_blocks.size(); ++i) {
const int num_residuals = residual_blocks[i]->NumResiduals();
(*residual_layout)[i] = residual_pos;
residual_pos += num_residuals;
}
}
// Create scratch space for each thread evaluating the program.
static EvaluateScratch* CreateEvaluatorScratch(const Program& program,
int num_threads) {
int max_parameters_per_residual_block =
program.MaxParametersPerResidualBlock();
int max_scratch_doubles_needed_for_evaluate =
program.MaxScratchDoublesNeededForEvaluate();
int max_residuals_per_residual_block =
program.MaxResidualsPerResidualBlock();
int num_parameters = program.NumEffectiveParameters();
EvaluateScratch* evaluate_scratch = new EvaluateScratch[num_threads];
for (int i = 0; i < num_threads; i++) {
evaluate_scratch[i].Init(max_parameters_per_residual_block,
max_scratch_doubles_needed_for_evaluate,
max_residuals_per_residual_block,
num_parameters);
}
return evaluate_scratch;
}
Evaluator::Options options_;
Program* program_;
JacobianWriter jacobian_writer_;
scoped_array<EvaluatePreparer> evaluate_preparers_;
scoped_array<EvaluateScratch> evaluate_scratch_;
std::vector<int> residual_layout_;
::ceres::internal::ExecutionSummary execution_summary_;
};
} // namespace internal
} // namespace ceres
#endif // CERES_INTERNAL_PROGRAM_EVALUATOR_H_