Compute the gradient if requested in the evaluator
This extends the Evaluator interface to support evaluating the
gradient in addition to the residuals and jacobian, if requested.
bool Evaluate(const double* state,
double* cost,
double* residuals,
double* gradient, <----------- NEW
SparseMatrix* jacobian) = 0;
The ProgramEvaluator is extended to support the new gradient
evaluation. This required some gymnastics around the block
evaluate preparer, which now contains a scratch evaluate preparer
for the case that no jacobian is requested but the gradient is.
Gradient evaluation is a prerequisite for the planned suite of
first order methods, including nonlinear conjugate gradient,
CG_DESCENT, L-BFGS, trust region with line search, and more.
This also considerably refactors the evaluator_test to make it
shorter and check the results for all combinations of the optional
parameters [residuals, gradient, jacobian].
Change-Id: Ic7d0fec028dc5ffebc08ee079ad04eeaf6e02582
diff --git a/internal/ceres/block_evaluate_preparer.h b/internal/ceres/block_evaluate_preparer.h
index a786931..354acc0 100644
--- a/internal/ceres/block_evaluate_preparer.h
+++ b/internal/ceres/block_evaluate_preparer.h
@@ -36,6 +36,8 @@
#ifndef CERES_INTERNAL_BLOCK_EVALUATE_PREPARER_H_
#define CERES_INTERNAL_BLOCK_EVALUATE_PREPARER_H_
+#include "ceres/scratch_evaluate_preparer.h"
+
namespace ceres {
namespace internal {
@@ -47,18 +49,26 @@
// Using Init() instead of a constructor allows for allocating this structure
// with new[]. This is because C++ doesn't allow passing arguments to objects
// constructed with new[] (as opposed to plain 'new').
- void Init(int** jacobian_layout);
+ void Init(int const* const* jacobian_layout,
+ int max_derivatives_per_residual_block);
// EvaluatePreparer interface
- // Point the jacobian blocks directly into the block sparse matrix.
+ // Point the jacobian blocks directly into the block sparse matrix, if
+ // jacobian is non-null. Otherwise, uses an internal per-thread buffer to
+ // store the jacobians temporarily.
void Prepare(const ResidualBlock* residual_block,
int residual_block_index,
SparseMatrix* jacobian,
- double** jacobians) const;
+ double** jacobians);
private:
int const* const* jacobian_layout_;
+
+ // For the case that the overall jacobian is not available, but the
+ // individual jacobians are requested, use a pass-through scratch evaluate
+ // preparer.
+ ScratchEvaluatePreparer scratch_evaluate_preparer_;
};
} // namespace internal
