Autodiff Codegen Part 4: Public API
The public API for the Autodiff Codegen system consist of a single
function, GenerateCodeForFunctor. This function takes as template
argument a cost functor type and the residual/parameter structure.
The output is the C++ for the residual and derivative. This class
mainly serves as a wrapper for the different codegen modules.
Change-Id: I8ee974199219805d54eed5e07c0e8d1394940779
diff --git a/examples/CMakeLists.txt b/examples/CMakeLists.txt
index 3d86be8..a6d2ff6 100644
--- a/examples/CMakeLists.txt
+++ b/examples/CMakeLists.txt
@@ -72,6 +72,9 @@
add_executable(simple_bundle_adjuster simple_bundle_adjuster.cc)
target_link_libraries(simple_bundle_adjuster ceres)
+add_executable(autodiff_codegen autodiff_codegen.cc)
+target_link_libraries(autodiff_codegen ceres)
+
if (GFLAGS)
add_executable(powell powell.cc)
target_link_libraries(powell ceres ${GFLAGS_LIBRARIES})
diff --git a/examples/autodiff_codegen.cc b/examples/autodiff_codegen.cc
new file mode 100644
index 0000000..bb8ff92
--- /dev/null
+++ b/examples/autodiff_codegen.cc
@@ -0,0 +1,56 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2019 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: darius.rueckert@fau.de (Darius Rueckert)
+//
+// A simple example showing how to generate code for a cost functor and save it
+// to a file. When running this example, the new file will be created in the
+// current working directory.
+//
+// We recommend to use the CMake integration instead of using the
+// AutoDiffCodeGenerator direclty.
+//
+#include "ceres/autodiff_codegen.h"
+
+struct SquareFunctor {
+ template <typename T>
+ bool operator()(const T* x, T* residual) const {
+ residual[0] = x[0] * x[0];
+ return true;
+ }
+};
+
+int main(int argc, char** argv) {
+ std::vector<std::string> code =
+ ceres::GenerateCodeForFunctor<SquareFunctor, 1, 1>(
+ ceres::AutoDiffCodeGenOptions());
+ for (auto str : code) {
+ std::cout << str << std::endl;
+ }
+ return 0;
+}
diff --git a/include/ceres/codegen/autodiff.h b/include/ceres/codegen/autodiff.h
new file mode 100644
index 0000000..3160bb3
--- /dev/null
+++ b/include/ceres/codegen/autodiff.h
@@ -0,0 +1,215 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2019 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: darius.rueckert@fau.de (Darius Rueckert)
+//
+#ifndef CERES_PUBLIC_CODEGEN_AUTODIFF_H_
+#define CERES_PUBLIC_CODEGEN_AUTODIFF_H_
+
+#include "ceres/codegen/internal/code_generator.h"
+#include "ceres/codegen/internal/expression_graph.h"
+#include "ceres/codegen/internal/expression_ref.h"
+#include "ceres/internal/autodiff.h"
+#include "ceres/jet.h"
+
+namespace ceres {
+
+struct AutoDiffCodeGenOptions {};
+
+// TODO(darius): Documentation
+template <typename CostFunctor, int kNumResiduals, int... Ns>
+std::vector<std::string> GenerateCodeForFunctor(
+ const AutoDiffCodeGenOptions& options) {
+ static_assert(kNumResiduals != DYNAMIC,
+ "A dynamic number of residuals is currently not supported.");
+ // Define some types and shortcuts to make the code below more readable.
+ using ParameterDims = internal::StaticParameterDims<Ns...>;
+ using Parameters = typename ParameterDims::Parameters;
+ // Instead of using scalar Jets, we use Jets of ExpressionRef which record
+ // their own operations during evaluation.
+ using ExpressionRef = internal::ExpressionRef;
+ using ExprJet = Jet<ExpressionRef, ParameterDims::kNumParameters>;
+ constexpr int kNumParameters = ParameterDims::kNumParameters;
+ constexpr int kNumParameterBlocks = ParameterDims::kNumParameterBlocks;
+
+ // Create the cost functor using the default constructor.
+ // Code is generated for the CostFunctor and not an instantiation of it. This
+ // is different to AutoDiffCostFunction, which computes the derivatives for
+ // a specific object.
+ CostFunctor functor;
+
+ // During recording phase all operations on ExpressionRefs are recorded to an
+ // internal data structure, the ExpressionGraph. This ExpressionGraph is then
+ // optimized and converted back into C++ code.
+ internal::StartRecordingExpressions();
+
+ // The Jet arrays are defined after StartRecordingExpressions, because Jets
+ // are zero-initialized in the default constructor. This already creates
+ // COMPILE_TIME_CONSTANT expressions.
+ std::array<ExprJet, kNumParameters> all_parameters;
+ std::array<ExprJet, kNumResiduals> residuals;
+ std::array<ExprJet*, kNumParameterBlocks> unpacked_parameters =
+ ParameterDims::GetUnpackedParameters(all_parameters.data());
+
+ // Create input expressions that convert from the doubles passed from Ceres
+ // into codegen Expressions. These inputs are assigned to the scalar part "a"
+ // of the corresponding Jets.
+ //
+ // Example code generated by these expressions:
+ // v_0 = parameters[0][0];
+ // v_1 = parameters[0][1];
+ // ...
+ for (int i = 0; i < kNumParameterBlocks; ++i) {
+ for (int j = 0; j < ParameterDims::GetDim(i); ++j) {
+ ExprJet& parameter = unpacked_parameters[i][j];
+ parameter.a = internal::MakeInputAssignment<ExpressionRef>(
+ 0.0,
+ ("parameters[" + std::to_string(i) + "][" + std::to_string(j) + "]")
+ .c_str());
+ }
+ }
+
+ // During the array initialization above, the derivative part of the Jets is
+ // set to zero. Here, we set the correct element to 1.
+ for (int i = 0; i < kNumParameters; ++i) {
+ all_parameters[i].v(i) = ExpressionRef(1);
+ }
+
+ // Run the cost functor with Jets of ExpressionRefs.
+ // Since we are still in recording mode, all operations of the cost functor
+ // will be added to the graph.
+ internal::VariadicEvaluate<ParameterDims>(
+ functor, unpacked_parameters.data(), residuals.data());
+
+ // At this point the Jets in 'residuals' contain references to the output
+ // expressions. Here we add new expressions that assign the generated
+ // temporaries to the actual residual array.
+ //
+ // Example code generated by these expressions:
+ // residuals[0] = v_200;
+ // residuals[1] = v_201;
+ // ...
+ for (int i = 0; i < kNumResiduals; ++i) {
+ auto& J = residuals[i];
+ // Note: MakeOutput automatically adds the expression to the active graph.
+ internal::MakeOutput(J.a, "residuals[" + std::to_string(i) + "]");
+ }
+
+ // Make a copy of the current graph so we can generated a function for the
+ // residuals without jacobians.
+ auto residual_graph = *internal::GetCurrentExpressionGraph();
+
+ // Same principle as above for the residuals.
+ //
+ // Example code generated by these expressions:
+ // jacobians[0][0] = v_351;
+ // jacobians[0][1] = v_352;
+ // ...
+ for (int i = 0, total_param_id = 0; i < kNumParameterBlocks;
+ ++i, total_param_id += ParameterDims::GetDim(i)) {
+ for (int r = 0; r < kNumResiduals; ++r) {
+ for (int j = 0; j < ParameterDims::GetDim(i); ++j) {
+ internal::MakeOutput(
+ (residuals[r].v[total_param_id + j]),
+ "jacobians[" + std::to_string(i) + "][" +
+ std::to_string(r * ParameterDims::GetDim(i) + j) + "]");
+ }
+ }
+ }
+
+ // Stop recording and return the current active graph. Performing operations
+ // of ExpressionRef after this line will result in an error.
+ auto residual_and_jacobian_graph = internal::StopRecordingExpressions();
+
+ // TODO(darius): Once the optimizer is in place, call it from
+ // here to optimize the code before generating.
+
+ // We have the optimized code of the cost functor stored in the
+ // ExpressionGraphs. Now we generate C++ code for it and place it line-by-line
+ // in this vector of strings.
+ std::vector<std::string> output;
+
+ output.emplace_back("// This file is generated with ceres::AutoDiffCodeGen.");
+ output.emplace_back("// http://ceres-solver.org/");
+ output.emplace_back("");
+
+ {
+ // Generate C++ code for the EvaluateResidual function and append it to the
+ // output.
+ internal::CodeGenerator::Options generator_options;
+ generator_options.function_name =
+ "void EvaluateResidual(double const* const* parameters, double* "
+ "residuals)";
+ internal::CodeGenerator gen(residual_graph, generator_options);
+ std::vector<std::string> code = gen.Generate();
+ output.insert(output.end(), code.begin(), code.end());
+ }
+
+ output.emplace_back("");
+
+ {
+ // Generate C++ code for the EvaluateResidualAndJacobian function and append
+ // it to the output.
+ internal::CodeGenerator::Options generator_options;
+ generator_options.function_name =
+ "void EvaluateResidualAndJacobian(double const* const* parameters, "
+ "double* "
+ "residuals, double** jacobians)";
+ internal::CodeGenerator gen(residual_and_jacobian_graph, generator_options);
+ std::vector<std::string> code = gen.Generate();
+ output.insert(output.end(), code.begin(), code.end());
+ }
+
+ output.emplace_back("");
+
+ // Generate a generic combined function, which calls EvaluateResidual and
+ // EvaluateResidualAndJacobian. This combined function is compatible to
+ // CostFunction::Evaluate. Therefore the generated code can be directly used
+ // in SizedCostFunctions.
+
+ output.emplace_back("bool Evaluate(double const* const* parameters,");
+ output.emplace_back(" double* residuals,");
+ output.emplace_back(" double** jacobians)");
+ output.emplace_back("{");
+ output.emplace_back(" if (residuals && jacobians) {");
+ output.emplace_back(" EvaluateResidualAndJacobian(");
+ output.emplace_back(" parameters,");
+ output.emplace_back(" residuals,");
+ output.emplace_back(" jacobians);");
+ output.emplace_back(" }");
+ output.emplace_back(" else if (residuals) {");
+ output.emplace_back(" EvaluateResidual(parameters,residuals);");
+ output.emplace_back(" }");
+ output.emplace_back(" return true;");
+ output.emplace_back("}");
+
+ return output;
+}
+
+} // namespace ceres
+#endif // CERES_PUBLIC_CODEGEN_AUTODIFF_H_