| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2023 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) |
| |
| #include "ceres/program.h" |
| |
| #include <algorithm> |
| #include <map> |
| #include <memory> |
| #include <string> |
| #include <vector> |
| |
| #include "absl/log/check.h" |
| #include "absl/log/log.h" |
| #include "ceres/array_utils.h" |
| #include "ceres/casts.h" |
| #include "ceres/compressed_row_sparse_matrix.h" |
| #include "ceres/cost_function.h" |
| #include "ceres/evaluator.h" |
| #include "ceres/internal/export.h" |
| #include "ceres/loss_function.h" |
| #include "ceres/manifold.h" |
| #include "ceres/map_util.h" |
| #include "ceres/parallel_for.h" |
| #include "ceres/parameter_block.h" |
| #include "ceres/problem.h" |
| #include "ceres/residual_block.h" |
| #include "ceres/stl_util.h" |
| #include "ceres/triplet_sparse_matrix.h" |
| |
| namespace ceres::internal { |
| |
| const std::vector<ParameterBlock*>& Program::parameter_blocks() const { |
| return parameter_blocks_; |
| } |
| |
| const std::vector<ResidualBlock*>& Program::residual_blocks() const { |
| return residual_blocks_; |
| } |
| |
| std::vector<ParameterBlock*>* Program::mutable_parameter_blocks() { |
| return ¶meter_blocks_; |
| } |
| |
| std::vector<ResidualBlock*>* Program::mutable_residual_blocks() { |
| return &residual_blocks_; |
| } |
| |
| EvaluationCallback* Program::mutable_evaluation_callback() { |
| return evaluation_callback_; |
| } |
| |
| bool Program::StateVectorToParameterBlocks(const double* state) { |
| for (auto* parameter_block : parameter_blocks_) { |
| if (!parameter_block->IsConstant() && !parameter_block->SetState(state)) { |
| return false; |
| } |
| state += parameter_block->Size(); |
| } |
| return true; |
| } |
| |
| void Program::ParameterBlocksToStateVector(double* state) const { |
| for (auto* parameter_block : parameter_blocks_) { |
| parameter_block->GetState(state); |
| state += parameter_block->Size(); |
| } |
| } |
| |
| void Program::CopyParameterBlockStateToUserState() { |
| for (auto* parameter_block : parameter_blocks_) { |
| parameter_block->GetState(parameter_block->mutable_user_state()); |
| } |
| } |
| |
| bool Program::SetParameterBlockStatePtrsToUserStatePtrs() { |
| for (auto* parameter_block : parameter_blocks_) { |
| if (!parameter_block->IsConstant() && |
| !parameter_block->SetState(parameter_block->user_state())) { |
| return false; |
| } |
| } |
| return true; |
| } |
| |
| bool Program::Plus(const double* state, |
| const double* delta, |
| double* state_plus_delta, |
| ContextImpl* context, |
| int num_threads) const { |
| std::atomic<bool> abort(false); |
| auto* parameter_blocks = parameter_blocks_.data(); |
| ParallelFor( |
| context, |
| 0, |
| parameter_blocks_.size(), |
| num_threads, |
| [&abort, state, delta, state_plus_delta, parameter_blocks](int block_id) { |
| if (abort) { |
| return; |
| } |
| auto parameter_block = parameter_blocks[block_id]; |
| |
| auto block_state = state + parameter_block->state_offset(); |
| auto block_delta = delta + parameter_block->delta_offset(); |
| auto block_state_plus_delta = |
| state_plus_delta + parameter_block->state_offset(); |
| if (!parameter_block->Plus( |
| block_state, block_delta, block_state_plus_delta)) { |
| abort = true; |
| } |
| }); |
| return abort == false; |
| } |
| |
| void Program::SetParameterOffsetsAndIndex() { |
| // Set positions for all parameters appearing as arguments to residuals to one |
| // past the end of the parameter block array. |
| for (auto* residual_block : residual_blocks_) { |
| for (int j = 0; j < residual_block->NumParameterBlocks(); ++j) { |
| residual_block->parameter_blocks()[j]->set_index(-1); |
| } |
| } |
| // For parameters that appear in the program, set their position and offset. |
| int state_offset = 0; |
| int delta_offset = 0; |
| for (int i = 0; i < parameter_blocks_.size(); ++i) { |
| parameter_blocks_[i]->set_index(i); |
| parameter_blocks_[i]->set_state_offset(state_offset); |
| parameter_blocks_[i]->set_delta_offset(delta_offset); |
| state_offset += parameter_blocks_[i]->Size(); |
| delta_offset += parameter_blocks_[i]->TangentSize(); |
| } |
| } |
| |
| bool Program::IsValid() const { |
| for (int i = 0; i < residual_blocks_.size(); ++i) { |
| const ResidualBlock* residual_block = residual_blocks_[i]; |
| if (residual_block->index() != i) { |
| LOG(WARNING) << "Residual block: " << i |
| << " has incorrect index: " << residual_block->index(); |
| return false; |
| } |
| } |
| |
| int state_offset = 0; |
| int delta_offset = 0; |
| for (int i = 0; i < parameter_blocks_.size(); ++i) { |
| const ParameterBlock* parameter_block = parameter_blocks_[i]; |
| if (parameter_block->index() != i || |
| parameter_block->state_offset() != state_offset || |
| parameter_block->delta_offset() != delta_offset) { |
| LOG(WARNING) << "Parameter block: " << i |
| << "has incorrect indexing information: " |
| << parameter_block->ToString(); |
| return false; |
| } |
| |
| state_offset += parameter_blocks_[i]->Size(); |
| delta_offset += parameter_blocks_[i]->TangentSize(); |
| } |
| |
| return true; |
| } |
| |
| bool Program::ParameterBlocksAreFinite(std::string* message) const { |
| CHECK(message != nullptr); |
| for (auto* parameter_block : parameter_blocks_) { |
| const double* array = parameter_block->user_state(); |
| const int size = parameter_block->Size(); |
| const int invalid_index = FindInvalidValue(size, array); |
| if (invalid_index != size) { |
| *message = StringPrintf( |
| "ParameterBlock: %p with size %d has at least one invalid value.\n" |
| "First invalid value is at index: %d.\n" |
| "Parameter block values: ", |
| array, |
| size, |
| invalid_index); |
| AppendArrayToString(size, array, message); |
| return false; |
| } |
| } |
| return true; |
| } |
| |
| bool Program::IsBoundsConstrained() const { |
| for (auto* parameter_block : parameter_blocks_) { |
| if (parameter_block->IsConstant()) { |
| continue; |
| } |
| const int size = parameter_block->Size(); |
| for (int j = 0; j < size; ++j) { |
| const double lower_bound = parameter_block->LowerBoundForParameter(j); |
| const double upper_bound = parameter_block->UpperBoundForParameter(j); |
| if (lower_bound > -std::numeric_limits<double>::max() || |
| upper_bound < std::numeric_limits<double>::max()) { |
| return true; |
| } |
| } |
| } |
| return false; |
| } |
| |
| bool Program::IsFeasible(std::string* message) const { |
| CHECK(message != nullptr); |
| for (auto* parameter_block : parameter_blocks_) { |
| const double* parameters = parameter_block->user_state(); |
| const int size = parameter_block->Size(); |
| if (parameter_block->IsConstant()) { |
| // Constant parameter blocks must start in the feasible region |
| // to ultimately produce a feasible solution, since Ceres cannot |
| // change them. |
| for (int j = 0; j < size; ++j) { |
| const double lower_bound = parameter_block->LowerBoundForParameter(j); |
| const double upper_bound = parameter_block->UpperBoundForParameter(j); |
| if (parameters[j] < lower_bound || parameters[j] > upper_bound) { |
| *message = StringPrintf( |
| "ParameterBlock: %p with size %d has at least one infeasible " |
| "value." |
| "\nFirst infeasible value is at index: %d." |
| "\nLower bound: %e, value: %e, upper bound: %e" |
| "\nParameter block values: ", |
| parameters, |
| size, |
| j, |
| lower_bound, |
| parameters[j], |
| upper_bound); |
| AppendArrayToString(size, parameters, message); |
| return false; |
| } |
| } |
| } else { |
| // Variable parameter blocks must have non-empty feasible |
| // regions, otherwise there is no way to produce a feasible |
| // solution. |
| for (int j = 0; j < size; ++j) { |
| const double lower_bound = parameter_block->LowerBoundForParameter(j); |
| const double upper_bound = parameter_block->UpperBoundForParameter(j); |
| if (lower_bound >= upper_bound) { |
| *message = StringPrintf( |
| "ParameterBlock: %p with size %d has at least one infeasible " |
| "bound." |
| "\nFirst infeasible bound is at index: %d." |
| "\nLower bound: %e, upper bound: %e" |
| "\nParameter block values: ", |
| parameters, |
| size, |
| j, |
| lower_bound, |
| upper_bound); |
| AppendArrayToString(size, parameters, message); |
| return false; |
| } |
| } |
| } |
| } |
| |
| return true; |
| } |
| |
| std::unique_ptr<Program> Program::CreateReducedProgram( |
| std::vector<double*>* removed_parameter_blocks, |
| double* fixed_cost, |
| std::string* error) const { |
| CHECK(removed_parameter_blocks != nullptr); |
| CHECK(fixed_cost != nullptr); |
| CHECK(error != nullptr); |
| |
| std::unique_ptr<Program> reduced_program = std::make_unique<Program>(*this); |
| if (!reduced_program->RemoveFixedBlocks( |
| removed_parameter_blocks, fixed_cost, error)) { |
| return nullptr; |
| } |
| |
| reduced_program->SetParameterOffsetsAndIndex(); |
| return reduced_program; |
| } |
| |
| bool Program::RemoveFixedBlocks(std::vector<double*>* removed_parameter_blocks, |
| double* fixed_cost, |
| std::string* error) { |
| CHECK(removed_parameter_blocks != nullptr); |
| CHECK(fixed_cost != nullptr); |
| CHECK(error != nullptr); |
| |
| std::unique_ptr<double[]> residual_block_evaluate_scratch; |
| residual_block_evaluate_scratch = |
| std::make_unique<double[]>(MaxScratchDoublesNeededForEvaluate()); |
| *fixed_cost = 0.0; |
| |
| bool need_to_call_prepare_for_evaluation = evaluation_callback_ != nullptr; |
| |
| // Mark all the parameters as unused. Abuse the index member of the |
| // parameter blocks for the marking. |
| for (auto* parameter_block : parameter_blocks_) { |
| parameter_block->set_index(-1); |
| } |
| |
| // Filter out residual that have all-constant parameters, and mark |
| // all the parameter blocks that appear in residuals. |
| int num_active_residual_blocks = 0; |
| for (int i = 0; i < residual_blocks_.size(); ++i) { |
| ResidualBlock* residual_block = residual_blocks_[i]; |
| int num_parameter_blocks = residual_block->NumParameterBlocks(); |
| |
| // Determine if the residual block is fixed, and also mark varying |
| // parameters that appear in the residual block. |
| bool all_constant = true; |
| for (int k = 0; k < num_parameter_blocks; k++) { |
| ParameterBlock* parameter_block = residual_block->parameter_blocks()[k]; |
| if (!parameter_block->IsConstant()) { |
| all_constant = false; |
| parameter_block->set_index(1); |
| } |
| } |
| |
| if (!all_constant) { |
| residual_blocks_[num_active_residual_blocks++] = residual_block; |
| continue; |
| } |
| |
| // This is an exceedingly rare case, where the user has residual |
| // blocks which are effectively constant but they are also |
| // performance sensitive enough to add an EvaluationCallback. |
| // |
| // In this case before we evaluate the cost of the constant |
| // residual blocks, we must call |
| // EvaluationCallback::PrepareForEvaluation(). Because this call |
| // can be costly, we only call this if we actually encounter a |
| // residual block with all constant parameter blocks. |
| // |
| // It is worth nothing that there is a minor inefficiency here, |
| // that the iteration 0 of TrustRegionMinimizer will also cause |
| // PrepareForEvaluation to be called on the same point, but with |
| // evaluate_jacobians = true. We could try and optimize this here, |
| // but given the rarity of this case, the additional complexity |
| // and long range dependency is not worth it. |
| if (need_to_call_prepare_for_evaluation) { |
| constexpr bool kNewPoint = true; |
| constexpr bool kDoNotEvaluateJacobians = false; |
| evaluation_callback_->PrepareForEvaluation(kDoNotEvaluateJacobians, |
| kNewPoint); |
| need_to_call_prepare_for_evaluation = false; |
| } |
| |
| // The residual is constant and will be removed, so its cost is |
| // added to the variable fixed_cost. |
| double cost = 0.0; |
| if (!residual_block->Evaluate(true, |
| &cost, |
| nullptr, |
| nullptr, |
| residual_block_evaluate_scratch.get())) { |
| *error = StringPrintf( |
| "Evaluation of the residual %d failed during " |
| "removal of fixed residual blocks.", |
| i); |
| return false; |
| } |
| |
| *fixed_cost += cost; |
| } |
| residual_blocks_.resize(num_active_residual_blocks); |
| |
| // Filter out unused or fixed parameter blocks. |
| int num_active_parameter_blocks = 0; |
| removed_parameter_blocks->clear(); |
| for (auto* parameter_block : parameter_blocks_) { |
| if (parameter_block->index() == -1) { |
| removed_parameter_blocks->push_back( |
| parameter_block->mutable_user_state()); |
| } else { |
| parameter_blocks_[num_active_parameter_blocks++] = parameter_block; |
| } |
| } |
| parameter_blocks_.resize(num_active_parameter_blocks); |
| |
| if (!(((NumResidualBlocks() == 0) && (NumParameterBlocks() == 0)) || |
| ((NumResidualBlocks() != 0) && (NumParameterBlocks() != 0)))) { |
| *error = "Congratulations, you found a bug in Ceres. Please report it."; |
| return false; |
| } |
| |
| return true; |
| } |
| |
| bool Program::IsParameterBlockSetIndependent( |
| const std::set<double*>& independent_set) const { |
| // Loop over each residual block and ensure that no two parameter |
| // blocks in the same residual block are part of |
| // parameter_block_ptrs as that would violate the assumption that it |
| // is an independent set in the Hessian matrix. |
| for (const ResidualBlock* residual_block : residual_blocks_) { |
| ParameterBlock* const* parameter_blocks = |
| residual_block->parameter_blocks(); |
| const int num_parameter_blocks = residual_block->NumParameterBlocks(); |
| int count = 0; |
| for (int i = 0; i < num_parameter_blocks; ++i) { |
| count += independent_set.count(parameter_blocks[i]->mutable_user_state()); |
| } |
| if (count > 1) { |
| return false; |
| } |
| } |
| return true; |
| } |
| |
| std::unique_ptr<TripletSparseMatrix> |
| Program::CreateJacobianBlockSparsityTranspose(int start_residual_block) const { |
| // Matrix to store the block sparsity structure of the Jacobian. |
| const int num_rows = NumParameterBlocks(); |
| const int num_cols = NumResidualBlocks() - start_residual_block; |
| |
| std::unique_ptr<TripletSparseMatrix> tsm( |
| new TripletSparseMatrix(num_rows, num_cols, 10 * num_cols)); |
| int num_nonzeros = 0; |
| int* rows = tsm->mutable_rows(); |
| int* cols = tsm->mutable_cols(); |
| double* values = tsm->mutable_values(); |
| |
| for (int c = start_residual_block; c < residual_blocks_.size(); ++c) { |
| const ResidualBlock* residual_block = residual_blocks_[c]; |
| const int num_parameter_blocks = residual_block->NumParameterBlocks(); |
| ParameterBlock* const* parameter_blocks = |
| residual_block->parameter_blocks(); |
| |
| for (int j = 0; j < num_parameter_blocks; ++j) { |
| if (parameter_blocks[j]->IsConstant()) { |
| continue; |
| } |
| |
| // Re-size the matrix if needed. |
| if (num_nonzeros >= tsm->max_num_nonzeros()) { |
| tsm->set_num_nonzeros(num_nonzeros); |
| tsm->Reserve(2 * num_nonzeros); |
| rows = tsm->mutable_rows(); |
| cols = tsm->mutable_cols(); |
| values = tsm->mutable_values(); |
| } |
| |
| const int r = parameter_blocks[j]->index(); |
| rows[num_nonzeros] = r; |
| cols[num_nonzeros] = c - start_residual_block; |
| values[num_nonzeros] = 1.0; |
| ++num_nonzeros; |
| } |
| } |
| |
| tsm->set_num_nonzeros(num_nonzeros); |
| return tsm; |
| } |
| |
| int Program::NumResidualBlocks() const { return residual_blocks_.size(); } |
| |
| int Program::NumParameterBlocks() const { return parameter_blocks_.size(); } |
| |
| int Program::NumResiduals() const { |
| int num_residuals = 0; |
| for (auto* residual_block : residual_blocks_) { |
| num_residuals += residual_block->NumResiduals(); |
| } |
| return num_residuals; |
| } |
| |
| int Program::NumParameters() const { |
| int num_parameters = 0; |
| for (auto* parameter_block : parameter_blocks_) { |
| num_parameters += parameter_block->Size(); |
| } |
| return num_parameters; |
| } |
| |
| int Program::NumEffectiveParameters() const { |
| int num_parameters = 0; |
| for (auto* parameter_block : parameter_blocks_) { |
| num_parameters += parameter_block->TangentSize(); |
| } |
| return num_parameters; |
| } |
| |
| // TODO(sameeragarwal): The following methods should just be updated |
| // incrementally and the values cached, rather than the linear |
| // complexity we have right now on every call. |
| int Program::MaxScratchDoublesNeededForEvaluate() const { |
| // Compute the scratch space needed for evaluate. |
| int max_scratch_bytes_for_evaluate = 0; |
| for (auto* residual_block : residual_blocks_) { |
| max_scratch_bytes_for_evaluate = |
| std::max(max_scratch_bytes_for_evaluate, |
| residual_block->NumScratchDoublesForEvaluate()); |
| } |
| return max_scratch_bytes_for_evaluate; |
| } |
| |
| int Program::MaxDerivativesPerResidualBlock() const { |
| int max_derivatives = 0; |
| for (auto* residual_block : residual_blocks_) { |
| int derivatives = 0; |
| int num_parameters = residual_block->NumParameterBlocks(); |
| for (int j = 0; j < num_parameters; ++j) { |
| derivatives += residual_block->NumResiduals() * |
| residual_block->parameter_blocks()[j]->TangentSize(); |
| } |
| max_derivatives = std::max(max_derivatives, derivatives); |
| } |
| return max_derivatives; |
| } |
| |
| int Program::MaxParametersPerResidualBlock() const { |
| int max_parameters = 0; |
| for (auto* residual_block : residual_blocks_) { |
| max_parameters = |
| std::max(max_parameters, residual_block->NumParameterBlocks()); |
| } |
| return max_parameters; |
| } |
| |
| int Program::MaxResidualsPerResidualBlock() const { |
| int max_residuals = 0; |
| for (auto* residual_block : residual_blocks_) { |
| max_residuals = std::max(max_residuals, residual_block->NumResiduals()); |
| } |
| return max_residuals; |
| } |
| |
| std::string Program::ToString() const { |
| std::string ret = "Program dump\n"; |
| ret += StringPrintf("Number of parameter blocks: %d\n", NumParameterBlocks()); |
| ret += StringPrintf("Number of parameters: %d\n", NumParameters()); |
| ret += "Parameters:\n"; |
| for (int i = 0; i < parameter_blocks_.size(); ++i) { |
| ret += |
| StringPrintf("%d: %s\n", i, parameter_blocks_[i]->ToString().c_str()); |
| } |
| return ret; |
| } |
| |
| } // namespace ceres::internal |