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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
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// POSSIBILITY OF SUCH DAMAGE.
//
// Author: sameeragarwal@google.com (Sameer Agarwal)
#include "ceres/levenberg_marquardt_strategy.h"
#include <algorithm>
#include <cmath>
#include "Eigen/Core"
#include "ceres/array_utils.h"
#include "ceres/internal/eigen.h"
#include "ceres/linear_least_squares_problems.h"
#include "ceres/linear_solver.h"
#include "ceres/parallel_for.h"
#include "ceres/sparse_matrix.h"
#include "ceres/trust_region_strategy.h"
#include "ceres/types.h"
#include "glog/logging.h"
namespace ceres::internal {
LevenbergMarquardtStrategy::LevenbergMarquardtStrategy(
const TrustRegionStrategy::Options& options)
: linear_solver_(options.linear_solver),
radius_(options.initial_radius),
max_radius_(options.max_radius),
min_diagonal_(options.min_lm_diagonal),
max_diagonal_(options.max_lm_diagonal),
decrease_factor_(2.0),
reuse_diagonal_(false),
context_(options.context),
num_threads_(options.num_threads) {
CHECK(linear_solver_ != nullptr);
CHECK_GT(min_diagonal_, 0.0);
CHECK_LE(min_diagonal_, max_diagonal_);
CHECK_GT(max_radius_, 0.0);
}
LevenbergMarquardtStrategy::~LevenbergMarquardtStrategy() = default;
TrustRegionStrategy::Summary LevenbergMarquardtStrategy::ComputeStep(
const TrustRegionStrategy::PerSolveOptions& per_solve_options,
SparseMatrix* jacobian,
const double* residuals,
double* step) {
CHECK(jacobian != nullptr);
CHECK(residuals != nullptr);
CHECK(step != nullptr);
const int num_parameters = jacobian->num_cols();
if (!reuse_diagonal_) {
if (diagonal_.rows() != num_parameters) {
diagonal_.resize(num_parameters, 1);
}
jacobian->SquaredColumnNorm(diagonal_.data(), context_, num_threads_);
ParallelAssign(context_,
num_threads_,
diagonal_,
diagonal_.array().max(min_diagonal_).min(max_diagonal_));
}
if (lm_diagonal_.size() == 0) {
lm_diagonal_.resize(num_parameters);
}
ParallelAssign(
context_, num_threads_, lm_diagonal_, (diagonal_ / radius_).cwiseSqrt());
LinearSolver::PerSolveOptions solve_options;
solve_options.D = lm_diagonal_.data();
solve_options.q_tolerance = per_solve_options.eta;
// Disable r_tolerance checking. Since we only care about
// termination via the q_tolerance. As Nash and Sofer show,
// r_tolerance based termination is essentially useless in
// Truncated Newton methods.
solve_options.r_tolerance = -1.0;
// Invalidate the output array lm_step, so that we can detect if
// the linear solver generated numerical garbage. This is known
// to happen for the DENSE_QR and then DENSE_SCHUR solver when
// the Jacobian is severely rank deficient and mu is too small.
InvalidateArray(num_parameters, step);
// Instead of solving Jx = -r, solve Jy = r.
// Then x can be found as x = -y, but the inputs jacobian and residuals
// do not need to be modified.
LinearSolver::Summary linear_solver_summary =
linear_solver_->Solve(jacobian, residuals, solve_options, step);
if (linear_solver_summary.termination_type ==
LinearSolverTerminationType::FATAL_ERROR) {
LOG(WARNING) << "Linear solver fatal error: "
<< linear_solver_summary.message;
} else if (linear_solver_summary.termination_type ==
LinearSolverTerminationType::FAILURE) {
LOG(WARNING) << "Linear solver failure. Failed to compute a step: "
<< linear_solver_summary.message;
} else if (!IsArrayValid(num_parameters, step)) {
LOG(WARNING) << "Linear solver failure. Failed to compute a finite step.";
linear_solver_summary.termination_type =
LinearSolverTerminationType::FAILURE;
} else {
VectorRef step_vec(step, num_parameters);
ParallelAssign(context_, num_threads_, step_vec, -step_vec);
}
reuse_diagonal_ = true;
if (per_solve_options.dump_format_type == CONSOLE ||
(per_solve_options.dump_format_type != CONSOLE &&
!per_solve_options.dump_filename_base.empty())) {
if (!DumpLinearLeastSquaresProblem(per_solve_options.dump_filename_base,
per_solve_options.dump_format_type,
jacobian,
solve_options.D,
residuals,
step,
0)) {
LOG(ERROR) << "Unable to dump trust region problem."
<< " Filename base: " << per_solve_options.dump_filename_base;
}
}
TrustRegionStrategy::Summary summary;
summary.residual_norm = linear_solver_summary.residual_norm;
summary.num_iterations = linear_solver_summary.num_iterations;
summary.termination_type = linear_solver_summary.termination_type;
return summary;
}
void LevenbergMarquardtStrategy::StepAccepted(double step_quality) {
CHECK_GT(step_quality, 0.0);
radius_ =
radius_ / std::max(1.0 / 3.0, 1.0 - pow(2.0 * step_quality - 1.0, 3));
radius_ = std::min(max_radius_, radius_);
decrease_factor_ = 2.0;
reuse_diagonal_ = false;
}
void LevenbergMarquardtStrategy::StepRejected(double step_quality) {
radius_ = radius_ / decrease_factor_;
decrease_factor_ *= 2.0;
reuse_diagonal_ = true;
}
double LevenbergMarquardtStrategy::Radius() const { return radius_; }
} // namespace ceres::internal