Initial commit of Ceres Solver.
diff --git a/internal/ceres/residual_block.cc b/internal/ceres/residual_block.cc
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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)
+// sameeragarwal@google.com (Sameer Agarwal)
+
+#include "ceres/residual_block.h"
+
+#include <algorithm>
+#include <cstddef>
+#include <vector>
+
+#include "ceres/corrector.h"
+#include "ceres/parameter_block.h"
+#include "ceres/residual_block_utils.h"
+#include "ceres/cost_function.h"
+#include "ceres/internal/eigen.h"
+#include "ceres/internal/fixed_array.h"
+#include "ceres/local_parameterization.h"
+#include "ceres/loss_function.h"
+
+namespace ceres {
+namespace internal {
+
+ResidualBlock::ResidualBlock(const CostFunction* cost_function,
+ const LossFunction* loss_function,
+ const vector<ParameterBlock*>& parameter_blocks)
+ : cost_function_(cost_function),
+ loss_function_(loss_function),
+ parameter_blocks_(
+ new ParameterBlock* [
+ cost_function->parameter_block_sizes().size()]) {
+ std::copy(parameter_blocks.begin(),
+ parameter_blocks.end(),
+ parameter_blocks_.get());
+}
+
+bool ResidualBlock::Evaluate(double* cost,
+ double* residuals,
+ double** jacobians,
+ double* scratch) const {
+ const int num_parameter_blocks = NumParameterBlocks();
+ const int num_residuals = cost_function_->num_residuals();
+
+ // Collect the parameters from their blocks. This will rarely allocate, since
+ // residuals taking more than 8 parameter block arguments are rare.
+ FixedArray<const double*, 8> parameters(num_parameter_blocks);
+ for (int i = 0; i < num_parameter_blocks; ++i) {
+ parameters[i] = parameter_blocks_[i]->state();
+ }
+
+ // Put pointers into the scratch space into global_jacobians as appropriate.
+ FixedArray<double*, 8> global_jacobians(num_parameter_blocks);
+ if (jacobians != NULL) {
+ for (int i = 0; i < num_parameter_blocks; ++i) {
+ const ParameterBlock* parameter_block = parameter_blocks_[i];
+ if (jacobians[i] != NULL &&
+ parameter_block->LocalParameterizationJacobian() != NULL) {
+ global_jacobians[i] = scratch;
+ scratch += num_residuals * parameter_block->Size();
+ } else {
+ global_jacobians[i] = jacobians[i];
+ }
+ }
+ }
+
+ // If the caller didn't request residuals, use the scratch space for them.
+ bool outputting_residuals = (residuals != NULL);
+ if (!outputting_residuals) {
+ residuals = scratch;
+ }
+
+ // Invalidate the evaluation buffers so that we can check them after
+ // the CostFunction::Evaluate call, to see if all the return values
+ // that were required were written to and that they are finite.
+ double** eval_jacobians = (jacobians != NULL) ? global_jacobians.get() : NULL;
+
+ InvalidateEvaluation(*this, cost, residuals, eval_jacobians);
+
+ if (!cost_function_->Evaluate(parameters.get(), residuals, eval_jacobians) ||
+ !IsEvaluationValid(*this,
+ parameters.get(),
+ cost,
+ residuals,
+ eval_jacobians)) {
+ string message =
+ "\n\n"
+ "Error in evaluating the ResidualBlock.\n\n"
+ "There are two possible reasons. Either the CostFunction did not evaluate and fill all \n" // NOLINT
+ "residual and jacobians that were requested or there was a non-finite value (nan/infinite)\n" // NOLINT
+ "generated during the or jacobian computation. \n\n" +
+ EvaluationToString(*this,
+ parameters.get(),
+ cost,
+ residuals,
+ eval_jacobians);
+ LOG(WARNING) << message;
+ return false;
+ }
+
+ double squared_norm = VectorRef(residuals, num_residuals).squaredNorm();
+
+ // Update the jacobians with the local parameterizations.
+ if (jacobians != NULL) {
+ for (int i = 0; i < num_parameter_blocks; ++i) {
+ if (jacobians[i] != NULL) {
+ const ParameterBlock* parameter_block = parameter_blocks_[i];
+
+ // Apply local reparameterization to the jacobians.
+ if (parameter_block->LocalParameterizationJacobian() != NULL) {
+ ConstMatrixRef local_to_global(
+ parameter_block->LocalParameterizationJacobian(),
+ parameter_block->Size(),
+ parameter_block->LocalSize());
+ MatrixRef global_jacobian(global_jacobians[i],
+ num_residuals,
+ parameter_block->Size());
+ MatrixRef local_jacobian(jacobians[i],
+ num_residuals,
+ parameter_block->LocalSize());
+ local_jacobian.noalias() = global_jacobian * local_to_global;
+ }
+ }
+ }
+ }
+
+ if (loss_function_ == NULL) {
+ *cost = 0.5 * squared_norm;
+ return true;
+ }
+
+ double rho[3];
+ loss_function_->Evaluate(squared_norm, rho);
+ *cost = 0.5 * rho[0];
+
+ // No jacobians and not outputting residuals? All done. Doing an early exit
+ // here avoids constructing the "Corrector" object below in a common case.
+ if (jacobians == NULL && !outputting_residuals) {
+ return true;
+ }
+
+ // Correct for the effects of the loss function. The jacobians need to be
+ // corrected before the residuals, since they use the uncorrected residuals.
+ Corrector correct(squared_norm, rho);
+ if (jacobians != NULL) {
+ for (int i = 0; i < num_parameter_blocks; ++i) {
+ if (jacobians[i] != NULL) {
+ const ParameterBlock* parameter_block = parameter_blocks_[i];
+
+ // Correct the jacobians for the loss function.
+ correct.CorrectJacobian(num_residuals,
+ parameter_block->LocalSize(),
+ residuals,
+ jacobians[i]);
+ }
+ }
+ }
+
+ // Correct the residuals with the loss function.
+ if (outputting_residuals) {
+ correct.CorrectResiduals(num_residuals, residuals);
+ }
+ return true;
+}
+
+int ResidualBlock::NumScratchDoublesForEvaluate() const {
+ // Compute the amount of scratch space needed to store the full-sized
+ // jacobians. For parameters that have no local parameterization no storage
+ // is needed and the passed-in jacobian array is used directly. Also include
+ // space to store the residuals, which is needed for cost-only evaluations.
+ // This is slightly pessimistic, since both won't be needed all the time, but
+ // the amount of excess should not cause problems for the caller.
+ int num_parameters = NumParameterBlocks();
+ int scratch_doubles = 1;
+ for (int i = 0; i < num_parameters; ++i) {
+ const ParameterBlock* parameter_block = parameter_blocks_[i];
+ if (!parameter_block->IsConstant() &&
+ parameter_block->LocalParameterizationJacobian() != NULL) {
+ scratch_doubles += parameter_block->Size();
+ }
+ }
+ scratch_doubles *= NumResiduals();
+ return scratch_doubles;
+}
+
+} // namespace internal
+} // namespace ceres
