Initial commit of Ceres Solver.
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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
+// http://code.google.com/p/ceres-solver/
+//
+// 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 a evaluator implementation while still efficiently
+// supporting multiple sparse matrices in the backend. This evaluator
+// implementation is threaded using OpenMP.
+//
+// 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_
+
+#ifdef CERES_USE_OPENMP
+#include <omp.h>
+#endif
+
+#include "ceres/parameter_block.h"
+#include "ceres/program.h"
+#include "ceres/residual_block.h"
+#include "ceres/internal/eigen.h"
+#include "ceres/internal/scoped_ptr.h"
+
+namespace ceres {
+namespace internal {
+
+template<typename EvaluatePreparer, typename JacobianWriter>
+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)) {
+#ifndef CERES_USE_OPENMP
+ CHECK_EQ(1, options_.num_threads)
+ << "OpenMP support is not compiled into this binary; "
+ << "only options.num_threads=1 is supported.";
+#endif
+
+ 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 double* state,
+ double* cost,
+ double* residuals,
+ SparseMatrix* jacobian) {
+ // The parameters are stateful, so set the state before evaluating.
+ if (!program_->StateVectorToParameterBlocks(state)) {
+ return false;
+ }
+
+ if (jacobian) {
+ 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;
+ }
+
+ // 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;
+ int num_residual_blocks = program_->NumResidualBlocks();
+#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)
+ if (abort) {
+ continue;
+ }
+
+#ifdef CERES_USE_OPENMP
+ int thread_id = omp_get_thread_num();
+#else
+ int thread_id = 0;
+#endif
+ 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 = (residuals != NULL)
+ ? (residuals + residual_layout_[i])
+ : NULL;
+
+ // Prepare block jacobians if requested.
+ double** block_jacobians = NULL;
+ if (jacobian != 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(&block_cost,
+ block_residuals,
+ block_jacobians,
+ scratch->scratch.get())) {
+ abort = true;
+// 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)
+ continue;
+ }
+
+ scratch->cost += block_cost;
+
+ if (jacobian != NULL) {
+ jacobian_writer_.Write(i,
+ residual_layout_[i],
+ block_jacobians,
+ jacobian);
+ }
+ }
+
+ if (!abort) {
+ // Sum the cost from each thread.
+ (*cost) = 0.0;
+ for (int i = 0; i < options_.num_threads; ++i) {
+ (*cost) += evaluate_scratch_[i].cost;
+ }
+ }
+ 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();
+ }
+
+ private:
+ struct EvaluateScratch {
+ void Init(int max_parameters_per_residual_block,
+ int max_scratch_doubles_needed_for_evaluate) {
+ jacobian_block_ptrs.reset(
+ new double*[max_parameters_per_residual_block]);
+ scratch.reset(new double[max_scratch_doubles_needed_for_evaluate]);
+ }
+
+ double cost;
+ scoped_array<double> scratch;
+ scoped_array<double*> jacobian_block_ptrs;
+ };
+
+ static void BuildResidualLayout(const Program& program,
+ vector<int>* residual_layout) {
+ const 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();
+
+ 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);
+ }
+ return evaluate_scratch;
+ }
+
+ Evaluator::Options options_;
+ Program* program_;
+ JacobianWriter jacobian_writer_;
+ scoped_array<EvaluatePreparer> evaluate_preparers_;
+ scoped_array<EvaluateScratch> evaluate_scratch_;
+ vector<int> residual_layout_;
+};
+
+} // namespace internal
+} // namespace ceres
+
+#endif // CERES_INTERNAL_PROGRAM_EVALUATOR_H_
