| // 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: keir@google.com (Keir Mierle) |
| |
| #ifndef CERES_INTERNAL_PARAMETER_BLOCK_H_ |
| #define CERES_INTERNAL_PARAMETER_BLOCK_H_ |
| |
| #include <algorithm> |
| #include <cstdint> |
| #include <cstdlib> |
| #include <limits> |
| #include <memory> |
| #include <string> |
| #include <unordered_set> |
| |
| #include "ceres/array_utils.h" |
| #include "ceres/internal/eigen.h" |
| #include "ceres/internal/port.h" |
| #include "ceres/local_parameterization.h" |
| #include "ceres/stringprintf.h" |
| #include "glog/logging.h" |
| |
| namespace ceres { |
| namespace internal { |
| |
| class ProblemImpl; |
| class ResidualBlock; |
| |
| // The parameter block encodes the location of the user's original value, and |
| // also the "current state" of the parameter. The evaluator uses whatever is in |
| // the current state of the parameter when evaluating. This is inlined since the |
| // methods are performance sensitive. |
| // |
| // The class is not thread-safe, unless only const methods are called. The |
| // parameter block may also hold a pointer to a local parameterization; the |
| // parameter block does not take ownership of this pointer, so the user is |
| // responsible for the proper disposal of the local parameterization. |
| class ParameterBlock { |
| public: |
| typedef std::unordered_set<ResidualBlock*> ResidualBlockSet; |
| |
| // Create a parameter block with the user state, size, and index specified. |
| // The size is the size of the parameter block and the index is the position |
| // of the parameter block inside a Program (if any). |
| ParameterBlock(double* user_state, int size, int index) |
| : user_state_(user_state), |
| size_(size), |
| state_(user_state), |
| index_(index) {} |
| |
| ParameterBlock(double* user_state, |
| int size, |
| int index, |
| LocalParameterization* local_parameterization) |
| : user_state_(user_state), |
| size_(size), |
| state_(user_state), |
| index_(index) { |
| if (local_parameterization != nullptr) { |
| SetParameterization(local_parameterization); |
| } |
| } |
| |
| // The size of the parameter block. |
| int Size() const { return size_; } |
| |
| // Manipulate the parameter state. |
| bool SetState(const double* x) { |
| CHECK(x != nullptr) << "Tried to set the state of constant parameter " |
| << "with user location " << user_state_; |
| CHECK(!IsConstant()) << "Tried to set the state of constant parameter " |
| << "with user location " << user_state_; |
| |
| state_ = x; |
| return UpdateLocalParameterizationJacobian(); |
| } |
| |
| // Copy the current parameter state out to x. This is "GetState()" rather than |
| // simply "state()" since it is actively copying the data into the passed |
| // pointer. |
| void GetState(double* x) const { |
| if (x != state_) { |
| std::copy(state_, state_ + size_, x); |
| } |
| } |
| |
| // Direct pointers to the current state. |
| const double* state() const { return state_; } |
| const double* user_state() const { return user_state_; } |
| double* mutable_user_state() { return user_state_; } |
| const LocalParameterization* local_parameterization() const { |
| return local_parameterization_; |
| } |
| LocalParameterization* mutable_local_parameterization() { |
| return local_parameterization_; |
| } |
| |
| // Set this parameter block to vary or not. |
| void SetConstant() { is_set_constant_ = true; } |
| void SetVarying() { is_set_constant_ = false; } |
| bool IsSetConstantByUser() const { return is_set_constant_; } |
| bool IsConstant() const { return (is_set_constant_ || LocalSize() == 0); } |
| |
| double UpperBound(int index) const { |
| return (upper_bounds_ ? upper_bounds_[index] |
| : std::numeric_limits<double>::max()); |
| } |
| |
| double LowerBound(int index) const { |
| return (lower_bounds_ ? lower_bounds_[index] |
| : -std::numeric_limits<double>::max()); |
| } |
| |
| bool IsUpperBounded() const { return (upper_bounds_ == nullptr); } |
| bool IsLowerBounded() const { return (lower_bounds_ == nullptr); } |
| |
| // This parameter block's index in an array. |
| int index() const { return index_; } |
| void set_index(int index) { index_ = index; } |
| |
| // This parameter offset inside a larger state vector. |
| int state_offset() const { return state_offset_; } |
| void set_state_offset(int state_offset) { state_offset_ = state_offset; } |
| |
| // This parameter offset inside a larger delta vector. |
| int delta_offset() const { return delta_offset_; } |
| void set_delta_offset(int delta_offset) { delta_offset_ = delta_offset; } |
| |
| // Methods relating to the parameter block's parameterization. |
| |
| // The local to global jacobian. Returns nullptr if there is no local |
| // parameterization for this parameter block. The returned matrix is row-major |
| // and has Size() rows and LocalSize() columns. |
| const double* LocalParameterizationJacobian() const { |
| return local_parameterization_jacobian_.get(); |
| } |
| |
| int LocalSize() const { |
| return (local_parameterization_ == nullptr) |
| ? size_ |
| : local_parameterization_->LocalSize(); |
| } |
| |
| // Set the parameterization. The parameter block does not take |
| // ownership of the parameterization. |
| void SetParameterization(LocalParameterization* new_parameterization) { |
| // Nothing to do if the new parameterization is the same as the |
| // old parameterization. |
| if (new_parameterization == local_parameterization_) { |
| return; |
| } |
| |
| if (new_parameterization == nullptr) { |
| local_parameterization_ = nullptr; |
| return; |
| } |
| |
| CHECK(new_parameterization->GlobalSize() == size_) |
| << "Invalid parameterization for parameter block. The parameter block " |
| << "has size " << size_ << " while the parameterization has a global " |
| << "size of " << new_parameterization->GlobalSize() << ". Did you " |
| << "accidentally use the wrong parameter block or parameterization?"; |
| |
| CHECK_GT(new_parameterization->LocalSize(), 0) |
| << "Invalid parameterization. Parameterizations must have a " |
| << "positive dimensional tangent space."; |
| |
| local_parameterization_ = new_parameterization; |
| local_parameterization_jacobian_.reset( |
| new double[local_parameterization_->GlobalSize() * |
| local_parameterization_->LocalSize()]); |
| CHECK(UpdateLocalParameterizationJacobian()) |
| << "Local parameterization Jacobian computation failed for x: " |
| << ConstVectorRef(state_, Size()).transpose(); |
| } |
| |
| void SetUpperBound(int index, double upper_bound) { |
| CHECK_LT(index, size_); |
| |
| if (upper_bound >= std::numeric_limits<double>::max() && !upper_bounds_) { |
| return; |
| } |
| |
| if (!upper_bounds_) { |
| upper_bounds_.reset(new double[size_]); |
| std::fill(upper_bounds_.get(), |
| upper_bounds_.get() + size_, |
| std::numeric_limits<double>::max()); |
| } |
| |
| upper_bounds_[index] = upper_bound; |
| } |
| |
| void SetLowerBound(int index, double lower_bound) { |
| CHECK_LT(index, size_); |
| |
| if (lower_bound <= -std::numeric_limits<double>::max() && !lower_bounds_) { |
| return; |
| } |
| |
| if (!lower_bounds_) { |
| lower_bounds_.reset(new double[size_]); |
| std::fill(lower_bounds_.get(), |
| lower_bounds_.get() + size_, |
| -std::numeric_limits<double>::max()); |
| } |
| |
| lower_bounds_[index] = lower_bound; |
| } |
| |
| // Generalization of the addition operation. This is the same as |
| // LocalParameterization::Plus() followed by projection onto the |
| // hyper cube implied by the bounds constraints. |
| bool Plus(const double* x, const double* delta, double* x_plus_delta) { |
| if (local_parameterization_ != nullptr) { |
| if (!local_parameterization_->Plus(x, delta, x_plus_delta)) { |
| return false; |
| } |
| } else { |
| VectorRef(x_plus_delta, size_) = |
| ConstVectorRef(x, size_) + ConstVectorRef(delta, size_); |
| } |
| |
| // Project onto the box constraints. |
| if (lower_bounds_.get() != nullptr) { |
| for (int i = 0; i < size_; ++i) { |
| x_plus_delta[i] = std::max(x_plus_delta[i], lower_bounds_[i]); |
| } |
| } |
| |
| if (upper_bounds_.get() != nullptr) { |
| for (int i = 0; i < size_; ++i) { |
| x_plus_delta[i] = std::min(x_plus_delta[i], upper_bounds_[i]); |
| } |
| } |
| |
| return true; |
| } |
| |
| std::string ToString() const { |
| return StringPrintf( |
| "{ this=%p, user_state=%p, state=%p, size=%d, " |
| "constant=%d, index=%d, state_offset=%d, " |
| "delta_offset=%d }", |
| this, |
| user_state_, |
| state_, |
| size_, |
| is_set_constant_, |
| index_, |
| state_offset_, |
| delta_offset_); |
| } |
| |
| void EnableResidualBlockDependencies() { |
| CHECK(residual_blocks_.get() == nullptr) |
| << "Ceres bug: There is already a residual block collection " |
| << "for parameter block: " << ToString(); |
| residual_blocks_.reset(new ResidualBlockSet); |
| } |
| |
| void AddResidualBlock(ResidualBlock* residual_block) { |
| CHECK(residual_blocks_.get() != nullptr) |
| << "Ceres bug: The residual block collection is null for parameter " |
| << "block: " << ToString(); |
| residual_blocks_->insert(residual_block); |
| } |
| |
| void RemoveResidualBlock(ResidualBlock* residual_block) { |
| CHECK(residual_blocks_.get() != nullptr) |
| << "Ceres bug: The residual block collection is null for parameter " |
| << "block: " << ToString(); |
| CHECK(residual_blocks_->find(residual_block) != residual_blocks_->end()) |
| << "Ceres bug: Missing residual for parameter block: " << ToString(); |
| residual_blocks_->erase(residual_block); |
| } |
| |
| // This is only intended for iterating; perhaps this should only expose |
| // .begin() and .end(). |
| ResidualBlockSet* mutable_residual_blocks() { return residual_blocks_.get(); } |
| |
| double LowerBoundForParameter(int index) const { |
| if (lower_bounds_.get() == nullptr) { |
| return -std::numeric_limits<double>::max(); |
| } else { |
| return lower_bounds_[index]; |
| } |
| } |
| |
| double UpperBoundForParameter(int index) const { |
| if (upper_bounds_.get() == nullptr) { |
| return std::numeric_limits<double>::max(); |
| } else { |
| return upper_bounds_[index]; |
| } |
| } |
| |
| private: |
| bool UpdateLocalParameterizationJacobian() { |
| if (local_parameterization_ == nullptr) { |
| return true; |
| } |
| |
| // Update the local to global Jacobian. In some cases this is |
| // wasted effort; if this is a bottleneck, we will find a solution |
| // at that time. |
| |
| const int jacobian_size = Size() * LocalSize(); |
| InvalidateArray(jacobian_size, local_parameterization_jacobian_.get()); |
| if (!local_parameterization_->ComputeJacobian( |
| state_, local_parameterization_jacobian_.get())) { |
| LOG(WARNING) << "Local parameterization Jacobian computation failed" |
| "for x: " |
| << ConstVectorRef(state_, Size()).transpose(); |
| return false; |
| } |
| |
| if (!IsArrayValid(jacobian_size, local_parameterization_jacobian_.get())) { |
| LOG(WARNING) << "Local parameterization Jacobian computation returned" |
| << "an invalid matrix for x: " |
| << ConstVectorRef(state_, Size()).transpose() |
| << "\n Jacobian matrix : " |
| << ConstMatrixRef(local_parameterization_jacobian_.get(), |
| Size(), |
| LocalSize()); |
| return false; |
| } |
| return true; |
| } |
| |
| double* user_state_ = nullptr; |
| int size_ = -1; |
| bool is_set_constant_ = false; |
| LocalParameterization* local_parameterization_ = nullptr; |
| |
| // The "state" of the parameter. These fields are only needed while the |
| // solver is running. While at first glance using mutable is a bad idea, this |
| // ends up simplifying the internals of Ceres enough to justify the potential |
| // pitfalls of using "mutable." |
| mutable const double* state_ = nullptr; |
| mutable std::unique_ptr<double[]> local_parameterization_jacobian_; |
| |
| // The index of the parameter. This is used by various other parts of Ceres to |
| // permit switching from a ParameterBlock* to an index in another array. |
| int32_t index_ = -1; |
| |
| // The offset of this parameter block inside a larger state vector. |
| int32_t state_offset_ = -1; |
| |
| // The offset of this parameter block inside a larger delta vector. |
| int32_t delta_offset_ = -1; |
| |
| // If non-null, contains the residual blocks this parameter block is in. |
| std::unique_ptr<ResidualBlockSet> residual_blocks_; |
| |
| // Upper and lower bounds for the parameter block. SetUpperBound |
| // and SetLowerBound lazily initialize the upper_bounds_ and |
| // lower_bounds_ arrays. If they are never called, then memory for |
| // these arrays is never allocated. Thus for problems where there |
| // are no bounds, or only one sided bounds we do not pay the cost of |
| // allocating memory for the inactive bounds constraints. |
| // |
| // Upon initialization these arrays are initialized to |
| // std::numeric_limits<double>::max() and |
| // -std::numeric_limits<double>::max() respectively which correspond |
| // to the parameter block being unconstrained. |
| std::unique_ptr<double[]> upper_bounds_; |
| std::unique_ptr<double[]> lower_bounds_; |
| |
| // Necessary so ProblemImpl can clean up the parameterizations. |
| friend class ProblemImpl; |
| }; |
| |
| } // namespace internal |
| } // namespace ceres |
| |
| #endif // CERES_INTERNAL_PARAMETER_BLOCK_H_ |