|  | // Ceres Solver - A fast non-linear least squares minimizer | 
|  | // Copyright 2010, 2011, 2012 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: keir@google.com (Keir Mierle) | 
|  |  | 
|  | #include "ceres/solver_impl.h" | 
|  |  | 
|  | #include <cstdio> | 
|  | #include <iostream>  // NOLINT | 
|  | #include <numeric> | 
|  | #include "ceres/coordinate_descent_minimizer.h" | 
|  | #include "ceres/evaluator.h" | 
|  | #include "ceres/gradient_checking_cost_function.h" | 
|  | #include "ceres/iteration_callback.h" | 
|  | #include "ceres/levenberg_marquardt_strategy.h" | 
|  | #include "ceres/linear_solver.h" | 
|  | #include "ceres/line_search_minimizer.h" | 
|  | #include "ceres/map_util.h" | 
|  | #include "ceres/minimizer.h" | 
|  | #include "ceres/ordered_groups.h" | 
|  | #include "ceres/parameter_block.h" | 
|  | #include "ceres/parameter_block_ordering.h" | 
|  | #include "ceres/problem.h" | 
|  | #include "ceres/problem_impl.h" | 
|  | #include "ceres/program.h" | 
|  | #include "ceres/residual_block.h" | 
|  | #include "ceres/stringprintf.h" | 
|  | #include "ceres/trust_region_minimizer.h" | 
|  | #include "ceres/wall_time.h" | 
|  |  | 
|  | namespace ceres { | 
|  | namespace internal { | 
|  | namespace { | 
|  |  | 
|  | // Callback for updating the user's parameter blocks. Updates are only | 
|  | // done if the step is successful. | 
|  | class StateUpdatingCallback : public IterationCallback { | 
|  | public: | 
|  | StateUpdatingCallback(Program* program, double* parameters) | 
|  | : program_(program), parameters_(parameters) {} | 
|  |  | 
|  | CallbackReturnType operator()(const IterationSummary& summary) { | 
|  | if (summary.step_is_successful) { | 
|  | program_->StateVectorToParameterBlocks(parameters_); | 
|  | program_->CopyParameterBlockStateToUserState(); | 
|  | } | 
|  | return SOLVER_CONTINUE; | 
|  | } | 
|  |  | 
|  | private: | 
|  | Program* program_; | 
|  | double* parameters_; | 
|  | }; | 
|  |  | 
|  | void SetSummaryFinalCost(Solver::Summary* summary) { | 
|  | summary->final_cost = summary->initial_cost; | 
|  | // We need the loop here, instead of just looking at the last | 
|  | // iteration because the minimizer maybe making non-monotonic steps. | 
|  | for (int i = 0; i < summary->iterations.size(); ++i) { | 
|  | const IterationSummary& iteration_summary = summary->iterations[i]; | 
|  | summary->final_cost = min(iteration_summary.cost, summary->final_cost); | 
|  | } | 
|  | } | 
|  |  | 
|  | // Callback for logging the state of the minimizer to STDERR or STDOUT | 
|  | // depending on the user's preferences and logging level. | 
|  | class TrustRegionLoggingCallback : public IterationCallback { | 
|  | public: | 
|  | explicit TrustRegionLoggingCallback(bool log_to_stdout) | 
|  | : log_to_stdout_(log_to_stdout) {} | 
|  |  | 
|  | ~TrustRegionLoggingCallback() {} | 
|  |  | 
|  | CallbackReturnType operator()(const IterationSummary& summary) { | 
|  | const char* kReportRowFormat = | 
|  | "% 4d: f:% 8e d:% 3.2e g:% 3.2e h:% 3.2e " | 
|  | "rho:% 3.2e mu:% 3.2e li:% 3d it:% 3.2e tt:% 3.2e"; | 
|  | string output = StringPrintf(kReportRowFormat, | 
|  | summary.iteration, | 
|  | summary.cost, | 
|  | summary.cost_change, | 
|  | summary.gradient_max_norm, | 
|  | summary.step_norm, | 
|  | summary.relative_decrease, | 
|  | summary.trust_region_radius, | 
|  | summary.linear_solver_iterations, | 
|  | summary.iteration_time_in_seconds, | 
|  | summary.cumulative_time_in_seconds); | 
|  | if (log_to_stdout_) { | 
|  | cout << output << endl; | 
|  | } else { | 
|  | VLOG(1) << output; | 
|  | } | 
|  | return SOLVER_CONTINUE; | 
|  | } | 
|  |  | 
|  | private: | 
|  | const bool log_to_stdout_; | 
|  | }; | 
|  |  | 
|  | // Callback for logging the state of the minimizer to STDERR or STDOUT | 
|  | // depending on the user's preferences and logging level. | 
|  | class LineSearchLoggingCallback : public IterationCallback { | 
|  | public: | 
|  | explicit LineSearchLoggingCallback(bool log_to_stdout) | 
|  | : log_to_stdout_(log_to_stdout) {} | 
|  |  | 
|  | ~LineSearchLoggingCallback() {} | 
|  |  | 
|  | CallbackReturnType operator()(const IterationSummary& summary) { | 
|  | const char* kReportRowFormat = | 
|  | "% 4d: f:% 8e d:% 3.2e g:% 3.2e h:% 3.2e " | 
|  | "s:% 3.2e e:% 3d it:% 3.2e tt:% 3.2e"; | 
|  | string output = StringPrintf(kReportRowFormat, | 
|  | summary.iteration, | 
|  | summary.cost, | 
|  | summary.cost_change, | 
|  | summary.gradient_max_norm, | 
|  | summary.step_norm, | 
|  | summary.step_size, | 
|  | summary.line_search_function_evaluations, | 
|  | summary.iteration_time_in_seconds, | 
|  | summary.cumulative_time_in_seconds); | 
|  | if (log_to_stdout_) { | 
|  | cout << output << endl; | 
|  | } else { | 
|  | VLOG(1) << output; | 
|  | } | 
|  | return SOLVER_CONTINUE; | 
|  | } | 
|  |  | 
|  | private: | 
|  | const bool log_to_stdout_; | 
|  | }; | 
|  |  | 
|  |  | 
|  | // Basic callback to record the execution of the solver to a file for | 
|  | // offline analysis. | 
|  | class FileLoggingCallback : public IterationCallback { | 
|  | public: | 
|  | explicit FileLoggingCallback(const string& filename) | 
|  | : fptr_(NULL) { | 
|  | fptr_ = fopen(filename.c_str(), "w"); | 
|  | CHECK_NOTNULL(fptr_); | 
|  | } | 
|  |  | 
|  | virtual ~FileLoggingCallback() { | 
|  | if (fptr_ != NULL) { | 
|  | fclose(fptr_); | 
|  | } | 
|  | } | 
|  |  | 
|  | virtual CallbackReturnType operator()(const IterationSummary& summary) { | 
|  | fprintf(fptr_, | 
|  | "%4d %e %e\n", | 
|  | summary.iteration, | 
|  | summary.cost, | 
|  | summary.cumulative_time_in_seconds); | 
|  | return SOLVER_CONTINUE; | 
|  | } | 
|  | private: | 
|  | FILE* fptr_; | 
|  | }; | 
|  |  | 
|  | // Iterate over each of the groups in order of their priority and fill | 
|  | // summary with their sizes. | 
|  | void SummarizeOrdering(ParameterBlockOrdering* ordering, | 
|  | vector<int>* summary) { | 
|  | CHECK_NOTNULL(summary)->clear(); | 
|  | if (ordering == NULL) { | 
|  | return; | 
|  | } | 
|  |  | 
|  | const map<int, set<double*> >& group_to_elements = | 
|  | ordering->group_to_elements(); | 
|  | for (map<int, set<double*> >::const_iterator it = group_to_elements.begin(); | 
|  | it != group_to_elements.end(); | 
|  | ++it) { | 
|  | summary->push_back(it->second.size()); | 
|  | } | 
|  | } | 
|  |  | 
|  | }  // namespace | 
|  |  | 
|  | void SolverImpl::TrustRegionMinimize( | 
|  | const Solver::Options& options, | 
|  | Program* program, | 
|  | CoordinateDescentMinimizer* inner_iteration_minimizer, | 
|  | Evaluator* evaluator, | 
|  | LinearSolver* linear_solver, | 
|  | double* parameters, | 
|  | Solver::Summary* summary) { | 
|  | Minimizer::Options minimizer_options(options); | 
|  |  | 
|  | // TODO(sameeragarwal): Add support for logging the configuration | 
|  | // and more detailed stats. | 
|  | scoped_ptr<IterationCallback> file_logging_callback; | 
|  | if (!options.solver_log.empty()) { | 
|  | file_logging_callback.reset(new FileLoggingCallback(options.solver_log)); | 
|  | minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), | 
|  | file_logging_callback.get()); | 
|  | } | 
|  |  | 
|  | TrustRegionLoggingCallback logging_callback( | 
|  | options.minimizer_progress_to_stdout); | 
|  | if (options.logging_type != SILENT) { | 
|  | minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), | 
|  | &logging_callback); | 
|  | } | 
|  |  | 
|  | StateUpdatingCallback updating_callback(program, parameters); | 
|  | if (options.update_state_every_iteration) { | 
|  | // This must get pushed to the front of the callbacks so that it is run | 
|  | // before any of the user callbacks. | 
|  | minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), | 
|  | &updating_callback); | 
|  | } | 
|  |  | 
|  | minimizer_options.evaluator = evaluator; | 
|  | scoped_ptr<SparseMatrix> jacobian(evaluator->CreateJacobian()); | 
|  |  | 
|  | minimizer_options.jacobian = jacobian.get(); | 
|  | minimizer_options.inner_iteration_minimizer = inner_iteration_minimizer; | 
|  |  | 
|  | TrustRegionStrategy::Options trust_region_strategy_options; | 
|  | trust_region_strategy_options.linear_solver = linear_solver; | 
|  | trust_region_strategy_options.initial_radius = | 
|  | options.initial_trust_region_radius; | 
|  | trust_region_strategy_options.max_radius = options.max_trust_region_radius; | 
|  | trust_region_strategy_options.lm_min_diagonal = options.lm_min_diagonal; | 
|  | trust_region_strategy_options.lm_max_diagonal = options.lm_max_diagonal; | 
|  | trust_region_strategy_options.trust_region_strategy_type = | 
|  | options.trust_region_strategy_type; | 
|  | trust_region_strategy_options.dogleg_type = options.dogleg_type; | 
|  | scoped_ptr<TrustRegionStrategy> strategy( | 
|  | TrustRegionStrategy::Create(trust_region_strategy_options)); | 
|  | minimizer_options.trust_region_strategy = strategy.get(); | 
|  |  | 
|  | TrustRegionMinimizer minimizer; | 
|  | double minimizer_start_time = WallTimeInSeconds(); | 
|  | minimizer.Minimize(minimizer_options, parameters, summary); | 
|  | summary->minimizer_time_in_seconds = | 
|  | WallTimeInSeconds() - minimizer_start_time; | 
|  | } | 
|  |  | 
|  | #ifndef CERES_NO_LINE_SEARCH_MINIMIZER | 
|  | void SolverImpl::LineSearchMinimize( | 
|  | const Solver::Options& options, | 
|  | Program* program, | 
|  | Evaluator* evaluator, | 
|  | double* parameters, | 
|  | Solver::Summary* summary) { | 
|  | Minimizer::Options minimizer_options(options); | 
|  |  | 
|  | // TODO(sameeragarwal): Add support for logging the configuration | 
|  | // and more detailed stats. | 
|  | scoped_ptr<IterationCallback> file_logging_callback; | 
|  | if (!options.solver_log.empty()) { | 
|  | file_logging_callback.reset(new FileLoggingCallback(options.solver_log)); | 
|  | minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), | 
|  | file_logging_callback.get()); | 
|  | } | 
|  |  | 
|  | LineSearchLoggingCallback logging_callback( | 
|  | options.minimizer_progress_to_stdout); | 
|  | if (options.logging_type != SILENT) { | 
|  | minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), | 
|  | &logging_callback); | 
|  | } | 
|  |  | 
|  | StateUpdatingCallback updating_callback(program, parameters); | 
|  | if (options.update_state_every_iteration) { | 
|  | // This must get pushed to the front of the callbacks so that it is run | 
|  | // before any of the user callbacks. | 
|  | minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), | 
|  | &updating_callback); | 
|  | } | 
|  |  | 
|  | minimizer_options.evaluator = evaluator; | 
|  |  | 
|  | LineSearchMinimizer minimizer; | 
|  | double minimizer_start_time = WallTimeInSeconds(); | 
|  | minimizer.Minimize(minimizer_options, parameters, summary); | 
|  | summary->minimizer_time_in_seconds = | 
|  | WallTimeInSeconds() - minimizer_start_time; | 
|  | } | 
|  | #endif  // CERES_NO_LINE_SEARCH_MINIMIZER | 
|  |  | 
|  | void SolverImpl::Solve(const Solver::Options& options, | 
|  | ProblemImpl* problem_impl, | 
|  | Solver::Summary* summary) { | 
|  | if (options.minimizer_type == TRUST_REGION) { | 
|  | TrustRegionSolve(options, problem_impl, summary); | 
|  | } else { | 
|  | #ifndef CERES_NO_LINE_SEARCH_MINIMIZER | 
|  | LineSearchSolve(options, problem_impl, summary); | 
|  | #else | 
|  | LOG(FATAL) << "Ceres Solver was compiled with -DLINE_SEARCH_MINIMIZER=OFF"; | 
|  | #endif | 
|  | } | 
|  | } | 
|  |  | 
|  | void SolverImpl::TrustRegionSolve(const Solver::Options& original_options, | 
|  | ProblemImpl* original_problem_impl, | 
|  | Solver::Summary* summary) { | 
|  | EventLogger event_logger("TrustRegionSolve"); | 
|  | double solver_start_time = WallTimeInSeconds(); | 
|  |  | 
|  | Program* original_program = original_problem_impl->mutable_program(); | 
|  | ProblemImpl* problem_impl = original_problem_impl; | 
|  |  | 
|  | // Reset the summary object to its default values. | 
|  | *CHECK_NOTNULL(summary) = Solver::Summary(); | 
|  |  | 
|  | summary->minimizer_type = TRUST_REGION; | 
|  | summary->num_parameter_blocks = problem_impl->NumParameterBlocks(); | 
|  | summary->num_parameters = problem_impl->NumParameters(); | 
|  | summary->num_effective_parameters = | 
|  | original_program->NumEffectiveParameters(); | 
|  | summary->num_residual_blocks = problem_impl->NumResidualBlocks(); | 
|  | summary->num_residuals = problem_impl->NumResiduals(); | 
|  |  | 
|  | // Empty programs are usually a user error. | 
|  | if (summary->num_parameter_blocks == 0) { | 
|  | summary->error = "Problem contains no parameter blocks."; | 
|  | LOG(ERROR) << summary->error; | 
|  | return; | 
|  | } | 
|  |  | 
|  | if (summary->num_residual_blocks == 0) { | 
|  | summary->error = "Problem contains no residual blocks."; | 
|  | LOG(ERROR) << summary->error; | 
|  | return; | 
|  | } | 
|  |  | 
|  | SummarizeOrdering(original_options.linear_solver_ordering, | 
|  | &(summary->linear_solver_ordering_given)); | 
|  |  | 
|  | SummarizeOrdering(original_options.inner_iteration_ordering, | 
|  | &(summary->inner_iteration_ordering_given)); | 
|  |  | 
|  | Solver::Options options(original_options); | 
|  | options.linear_solver_ordering = NULL; | 
|  | options.inner_iteration_ordering = NULL; | 
|  |  | 
|  | #ifndef CERES_USE_OPENMP | 
|  | if (options.num_threads > 1) { | 
|  | LOG(WARNING) | 
|  | << "OpenMP support is not compiled into this binary; " | 
|  | << "only options.num_threads=1 is supported. Switching " | 
|  | << "to single threaded mode."; | 
|  | options.num_threads = 1; | 
|  | } | 
|  | if (options.num_linear_solver_threads > 1) { | 
|  | LOG(WARNING) | 
|  | << "OpenMP support is not compiled into this binary; " | 
|  | << "only options.num_linear_solver_threads=1 is supported. Switching " | 
|  | << "to single threaded mode."; | 
|  | options.num_linear_solver_threads = 1; | 
|  | } | 
|  | #endif | 
|  |  | 
|  | summary->num_threads_given = original_options.num_threads; | 
|  | summary->num_threads_used = options.num_threads; | 
|  |  | 
|  | if (options.lsqp_iterations_to_dump.size() > 0) { | 
|  | LOG(WARNING) << "Dumping linear least squares problems to disk is" | 
|  | " currently broken. Ignoring Solver::Options::lsqp_iterations_to_dump"; | 
|  | } | 
|  |  | 
|  | event_logger.AddEvent("Init"); | 
|  |  | 
|  | original_program->SetParameterBlockStatePtrsToUserStatePtrs(); | 
|  | event_logger.AddEvent("SetParameterBlockPtrs"); | 
|  |  | 
|  | // If the user requests gradient checking, construct a new | 
|  | // ProblemImpl by wrapping the CostFunctions of problem_impl inside | 
|  | // GradientCheckingCostFunction and replacing problem_impl with | 
|  | // gradient_checking_problem_impl. | 
|  | scoped_ptr<ProblemImpl> gradient_checking_problem_impl; | 
|  | if (options.check_gradients) { | 
|  | VLOG(1) << "Checking Gradients"; | 
|  | gradient_checking_problem_impl.reset( | 
|  | CreateGradientCheckingProblemImpl( | 
|  | problem_impl, | 
|  | options.numeric_derivative_relative_step_size, | 
|  | options.gradient_check_relative_precision)); | 
|  |  | 
|  | // From here on, problem_impl will point to the gradient checking | 
|  | // version. | 
|  | problem_impl = gradient_checking_problem_impl.get(); | 
|  | } | 
|  |  | 
|  | if (original_options.linear_solver_ordering != NULL) { | 
|  | if (!IsOrderingValid(original_options, problem_impl, &summary->error)) { | 
|  | LOG(ERROR) << summary->error; | 
|  | return; | 
|  | } | 
|  | event_logger.AddEvent("CheckOrdering"); | 
|  | options.linear_solver_ordering = | 
|  | new ParameterBlockOrdering(*original_options.linear_solver_ordering); | 
|  | event_logger.AddEvent("CopyOrdering"); | 
|  | } else { | 
|  | options.linear_solver_ordering = new ParameterBlockOrdering; | 
|  | const ProblemImpl::ParameterMap& parameter_map = | 
|  | problem_impl->parameter_map(); | 
|  | for (ProblemImpl::ParameterMap::const_iterator it = parameter_map.begin(); | 
|  | it != parameter_map.end(); | 
|  | ++it) { | 
|  | options.linear_solver_ordering->AddElementToGroup(it->first, 0); | 
|  | } | 
|  | event_logger.AddEvent("ConstructOrdering"); | 
|  | } | 
|  |  | 
|  | // Create the three objects needed to minimize: the transformed program, the | 
|  | // evaluator, and the linear solver. | 
|  | scoped_ptr<Program> reduced_program(CreateReducedProgram(&options, | 
|  | problem_impl, | 
|  | &summary->fixed_cost, | 
|  | &summary->error)); | 
|  |  | 
|  | event_logger.AddEvent("CreateReducedProgram"); | 
|  | if (reduced_program == NULL) { | 
|  | return; | 
|  | } | 
|  |  | 
|  | SummarizeOrdering(options.linear_solver_ordering, | 
|  | &(summary->linear_solver_ordering_used)); | 
|  |  | 
|  | summary->num_parameter_blocks_reduced = reduced_program->NumParameterBlocks(); | 
|  | summary->num_parameters_reduced = reduced_program->NumParameters(); | 
|  | summary->num_effective_parameters_reduced = | 
|  | reduced_program->NumEffectiveParameters(); | 
|  | summary->num_residual_blocks_reduced = reduced_program->NumResidualBlocks(); | 
|  | summary->num_residuals_reduced = reduced_program->NumResiduals(); | 
|  |  | 
|  | if (summary->num_parameter_blocks_reduced == 0) { | 
|  | summary->preprocessor_time_in_seconds = | 
|  | WallTimeInSeconds() - solver_start_time; | 
|  |  | 
|  | double post_process_start_time = WallTimeInSeconds(); | 
|  | LOG(INFO) << "Terminating: FUNCTION_TOLERANCE reached. " | 
|  | << "No non-constant parameter blocks found."; | 
|  |  | 
|  | summary->initial_cost = summary->fixed_cost; | 
|  | summary->final_cost = summary->fixed_cost; | 
|  |  | 
|  | // FUNCTION_TOLERANCE is the right convergence here, as we know | 
|  | // that the objective function is constant and cannot be changed | 
|  | // any further. | 
|  | summary->termination_type = FUNCTION_TOLERANCE; | 
|  |  | 
|  | // Ensure the program state is set to the user parameters on the way out. | 
|  | original_program->SetParameterBlockStatePtrsToUserStatePtrs(); | 
|  |  | 
|  | summary->postprocessor_time_in_seconds = | 
|  | WallTimeInSeconds() - post_process_start_time; | 
|  | return; | 
|  | } | 
|  |  | 
|  | scoped_ptr<LinearSolver> | 
|  | linear_solver(CreateLinearSolver(&options, &summary->error)); | 
|  | event_logger.AddEvent("CreateLinearSolver"); | 
|  | if (linear_solver == NULL) { | 
|  | return; | 
|  | } | 
|  |  | 
|  | summary->linear_solver_type_given = original_options.linear_solver_type; | 
|  | summary->linear_solver_type_used = options.linear_solver_type; | 
|  |  | 
|  | summary->preconditioner_type = options.preconditioner_type; | 
|  |  | 
|  | summary->num_linear_solver_threads_given = | 
|  | original_options.num_linear_solver_threads; | 
|  | summary->num_linear_solver_threads_used = options.num_linear_solver_threads; | 
|  |  | 
|  | summary->sparse_linear_algebra_library = | 
|  | options.sparse_linear_algebra_library; | 
|  |  | 
|  | summary->trust_region_strategy_type = options.trust_region_strategy_type; | 
|  | summary->dogleg_type = options.dogleg_type; | 
|  |  | 
|  | // Only Schur types require the lexicographic reordering. | 
|  | if (IsSchurType(options.linear_solver_type)) { | 
|  | const int num_eliminate_blocks = | 
|  | options.linear_solver_ordering | 
|  | ->group_to_elements().begin() | 
|  | ->second.size(); | 
|  | if (!LexicographicallyOrderResidualBlocks(num_eliminate_blocks, | 
|  | reduced_program.get(), | 
|  | &summary->error)) { | 
|  | return; | 
|  | } | 
|  | } | 
|  |  | 
|  | scoped_ptr<Evaluator> evaluator(CreateEvaluator(options, | 
|  | problem_impl->parameter_map(), | 
|  | reduced_program.get(), | 
|  | &summary->error)); | 
|  |  | 
|  | event_logger.AddEvent("CreateEvaluator"); | 
|  |  | 
|  | if (evaluator == NULL) { | 
|  | return; | 
|  | } | 
|  |  | 
|  | scoped_ptr<CoordinateDescentMinimizer> inner_iteration_minimizer; | 
|  | if (options.use_inner_iterations) { | 
|  | if (reduced_program->parameter_blocks().size() < 2) { | 
|  | LOG(WARNING) << "Reduced problem only contains one parameter block." | 
|  | << "Disabling inner iterations."; | 
|  | } else { | 
|  | inner_iteration_minimizer.reset( | 
|  | CreateInnerIterationMinimizer(original_options, | 
|  | *reduced_program, | 
|  | problem_impl->parameter_map(), | 
|  | summary)); | 
|  | if (inner_iteration_minimizer == NULL) { | 
|  | LOG(ERROR) << summary->error; | 
|  | return; | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | event_logger.AddEvent("CreateIIM"); | 
|  |  | 
|  | // The optimizer works on contiguous parameter vectors; allocate some. | 
|  | Vector parameters(reduced_program->NumParameters()); | 
|  |  | 
|  | // Collect the discontiguous parameters into a contiguous state vector. | 
|  | reduced_program->ParameterBlocksToStateVector(parameters.data()); | 
|  |  | 
|  | Vector original_parameters = parameters; | 
|  |  | 
|  | double minimizer_start_time = WallTimeInSeconds(); | 
|  | summary->preprocessor_time_in_seconds = | 
|  | minimizer_start_time - solver_start_time; | 
|  |  | 
|  | // Run the optimization. | 
|  | TrustRegionMinimize(options, | 
|  | reduced_program.get(), | 
|  | inner_iteration_minimizer.get(), | 
|  | evaluator.get(), | 
|  | linear_solver.get(), | 
|  | parameters.data(), | 
|  | summary); | 
|  | event_logger.AddEvent("Minimize"); | 
|  |  | 
|  | SetSummaryFinalCost(summary); | 
|  |  | 
|  | // If the user aborted mid-optimization or the optimization | 
|  | // terminated because of a numerical failure, then return without | 
|  | // updating user state. | 
|  | if (summary->termination_type == USER_ABORT || | 
|  | summary->termination_type == NUMERICAL_FAILURE) { | 
|  | return; | 
|  | } | 
|  |  | 
|  | double post_process_start_time = WallTimeInSeconds(); | 
|  |  | 
|  | // Push the contiguous optimized parameters back to the user's | 
|  | // parameters. | 
|  | reduced_program->StateVectorToParameterBlocks(parameters.data()); | 
|  | reduced_program->CopyParameterBlockStateToUserState(); | 
|  |  | 
|  | // Ensure the program state is set to the user parameters on the way | 
|  | // out. | 
|  | original_program->SetParameterBlockStatePtrsToUserStatePtrs(); | 
|  |  | 
|  | const map<string, double>& linear_solver_time_statistics = | 
|  | linear_solver->TimeStatistics(); | 
|  | summary->linear_solver_time_in_seconds = | 
|  | FindWithDefault(linear_solver_time_statistics, | 
|  | "LinearSolver::Solve", | 
|  | 0.0); | 
|  |  | 
|  | const map<string, double>& evaluator_time_statistics = | 
|  | evaluator->TimeStatistics(); | 
|  |  | 
|  | summary->residual_evaluation_time_in_seconds = | 
|  | FindWithDefault(evaluator_time_statistics, "Evaluator::Residual", 0.0); | 
|  | summary->jacobian_evaluation_time_in_seconds = | 
|  | FindWithDefault(evaluator_time_statistics, "Evaluator::Jacobian", 0.0); | 
|  |  | 
|  | // Stick a fork in it, we're done. | 
|  | summary->postprocessor_time_in_seconds = | 
|  | WallTimeInSeconds() - post_process_start_time; | 
|  | event_logger.AddEvent("PostProcess"); | 
|  | } | 
|  |  | 
|  |  | 
|  | #ifndef CERES_NO_LINE_SEARCH_MINIMIZER | 
|  | void SolverImpl::LineSearchSolve(const Solver::Options& original_options, | 
|  | ProblemImpl* original_problem_impl, | 
|  | Solver::Summary* summary) { | 
|  | double solver_start_time = WallTimeInSeconds(); | 
|  |  | 
|  | Program* original_program = original_problem_impl->mutable_program(); | 
|  | ProblemImpl* problem_impl = original_problem_impl; | 
|  |  | 
|  | // Reset the summary object to its default values. | 
|  | *CHECK_NOTNULL(summary) = Solver::Summary(); | 
|  |  | 
|  | summary->minimizer_type = LINE_SEARCH; | 
|  | summary->line_search_direction_type = | 
|  | original_options.line_search_direction_type; | 
|  | summary->max_lbfgs_rank = original_options.max_lbfgs_rank; | 
|  | summary->line_search_type = original_options.line_search_type; | 
|  | summary->num_parameter_blocks = problem_impl->NumParameterBlocks(); | 
|  | summary->num_parameters = problem_impl->NumParameters(); | 
|  | summary->num_residual_blocks = problem_impl->NumResidualBlocks(); | 
|  | summary->num_residuals = problem_impl->NumResiduals(); | 
|  |  | 
|  | // Empty programs are usually a user error. | 
|  | if (summary->num_parameter_blocks == 0) { | 
|  | summary->error = "Problem contains no parameter blocks."; | 
|  | LOG(ERROR) << summary->error; | 
|  | return; | 
|  | } | 
|  |  | 
|  | if (summary->num_residual_blocks == 0) { | 
|  | summary->error = "Problem contains no residual blocks."; | 
|  | LOG(ERROR) << summary->error; | 
|  | return; | 
|  | } | 
|  |  | 
|  | Solver::Options options(original_options); | 
|  |  | 
|  | // This ensures that we get a Block Jacobian Evaluator along with | 
|  | // none of the Schur nonsense. This file will have to be extensively | 
|  | // refactored to deal with the various bits of cleanups related to | 
|  | // line search. | 
|  | options.linear_solver_type = CGNR; | 
|  |  | 
|  | options.linear_solver_ordering = NULL; | 
|  | options.inner_iteration_ordering = NULL; | 
|  |  | 
|  | #ifndef CERES_USE_OPENMP | 
|  | if (options.num_threads > 1) { | 
|  | LOG(WARNING) | 
|  | << "OpenMP support is not compiled into this binary; " | 
|  | << "only options.num_threads=1 is supported. Switching " | 
|  | << "to single threaded mode."; | 
|  | options.num_threads = 1; | 
|  | } | 
|  | #endif  // CERES_USE_OPENMP | 
|  |  | 
|  | summary->num_threads_given = original_options.num_threads; | 
|  | summary->num_threads_used = options.num_threads; | 
|  |  | 
|  | if (original_options.linear_solver_ordering != NULL) { | 
|  | if (!IsOrderingValid(original_options, problem_impl, &summary->error)) { | 
|  | LOG(ERROR) << summary->error; | 
|  | return; | 
|  | } | 
|  | options.linear_solver_ordering = | 
|  | new ParameterBlockOrdering(*original_options.linear_solver_ordering); | 
|  | } else { | 
|  | options.linear_solver_ordering = new ParameterBlockOrdering; | 
|  | const ProblemImpl::ParameterMap& parameter_map = | 
|  | problem_impl->parameter_map(); | 
|  | for (ProblemImpl::ParameterMap::const_iterator it = parameter_map.begin(); | 
|  | it != parameter_map.end(); | 
|  | ++it) { | 
|  | options.linear_solver_ordering->AddElementToGroup(it->first, 0); | 
|  | } | 
|  | } | 
|  |  | 
|  | original_program->SetParameterBlockStatePtrsToUserStatePtrs(); | 
|  |  | 
|  | // If the user requests gradient checking, construct a new | 
|  | // ProblemImpl by wrapping the CostFunctions of problem_impl inside | 
|  | // GradientCheckingCostFunction and replacing problem_impl with | 
|  | // gradient_checking_problem_impl. | 
|  | scoped_ptr<ProblemImpl> gradient_checking_problem_impl; | 
|  | if (options.check_gradients) { | 
|  | VLOG(1) << "Checking Gradients"; | 
|  | gradient_checking_problem_impl.reset( | 
|  | CreateGradientCheckingProblemImpl( | 
|  | problem_impl, | 
|  | options.numeric_derivative_relative_step_size, | 
|  | options.gradient_check_relative_precision)); | 
|  |  | 
|  | // From here on, problem_impl will point to the gradient checking | 
|  | // version. | 
|  | problem_impl = gradient_checking_problem_impl.get(); | 
|  | } | 
|  |  | 
|  | // Create the three objects needed to minimize: the transformed program, the | 
|  | // evaluator, and the linear solver. | 
|  | scoped_ptr<Program> reduced_program(CreateReducedProgram(&options, | 
|  | problem_impl, | 
|  | &summary->fixed_cost, | 
|  | &summary->error)); | 
|  | if (reduced_program == NULL) { | 
|  | return; | 
|  | } | 
|  |  | 
|  | summary->num_parameter_blocks_reduced = reduced_program->NumParameterBlocks(); | 
|  | summary->num_parameters_reduced = reduced_program->NumParameters(); | 
|  | summary->num_residual_blocks_reduced = reduced_program->NumResidualBlocks(); | 
|  | summary->num_residuals_reduced = reduced_program->NumResiduals(); | 
|  |  | 
|  | if (summary->num_parameter_blocks_reduced == 0) { | 
|  | summary->preprocessor_time_in_seconds = | 
|  | WallTimeInSeconds() - solver_start_time; | 
|  |  | 
|  | LOG(INFO) << "Terminating: FUNCTION_TOLERANCE reached. " | 
|  | << "No non-constant parameter blocks found."; | 
|  |  | 
|  | // FUNCTION_TOLERANCE is the right convergence here, as we know | 
|  | // that the objective function is constant and cannot be changed | 
|  | // any further. | 
|  | summary->termination_type = FUNCTION_TOLERANCE; | 
|  |  | 
|  | const double post_process_start_time = WallTimeInSeconds(); | 
|  |  | 
|  | SetSummaryFinalCost(summary); | 
|  |  | 
|  | // Ensure the program state is set to the user parameters on the way out. | 
|  | original_program->SetParameterBlockStatePtrsToUserStatePtrs(); | 
|  | summary->postprocessor_time_in_seconds = | 
|  | WallTimeInSeconds() - post_process_start_time; | 
|  | return; | 
|  | } | 
|  |  | 
|  | scoped_ptr<Evaluator> evaluator(CreateEvaluator(options, | 
|  | problem_impl->parameter_map(), | 
|  | reduced_program.get(), | 
|  | &summary->error)); | 
|  | if (evaluator == NULL) { | 
|  | return; | 
|  | } | 
|  |  | 
|  | // The optimizer works on contiguous parameter vectors; allocate some. | 
|  | Vector parameters(reduced_program->NumParameters()); | 
|  |  | 
|  | // Collect the discontiguous parameters into a contiguous state vector. | 
|  | reduced_program->ParameterBlocksToStateVector(parameters.data()); | 
|  |  | 
|  | Vector original_parameters = parameters; | 
|  |  | 
|  | const double minimizer_start_time = WallTimeInSeconds(); | 
|  | summary->preprocessor_time_in_seconds = | 
|  | minimizer_start_time - solver_start_time; | 
|  |  | 
|  | // Run the optimization. | 
|  | LineSearchMinimize(options, | 
|  | reduced_program.get(), | 
|  | evaluator.get(), | 
|  | parameters.data(), | 
|  | summary); | 
|  |  | 
|  | // If the user aborted mid-optimization or the optimization | 
|  | // terminated because of a numerical failure, then return without | 
|  | // updating user state. | 
|  | if (summary->termination_type == USER_ABORT || | 
|  | summary->termination_type == NUMERICAL_FAILURE) { | 
|  | return; | 
|  | } | 
|  |  | 
|  | const double post_process_start_time = WallTimeInSeconds(); | 
|  |  | 
|  | // Push the contiguous optimized parameters back to the user's parameters. | 
|  | reduced_program->StateVectorToParameterBlocks(parameters.data()); | 
|  | reduced_program->CopyParameterBlockStateToUserState(); | 
|  |  | 
|  | SetSummaryFinalCost(summary); | 
|  |  | 
|  | // Ensure the program state is set to the user parameters on the way out. | 
|  | original_program->SetParameterBlockStatePtrsToUserStatePtrs(); | 
|  |  | 
|  | const map<string, double>& evaluator_time_statistics = | 
|  | evaluator->TimeStatistics(); | 
|  |  | 
|  | summary->residual_evaluation_time_in_seconds = | 
|  | FindWithDefault(evaluator_time_statistics, "Evaluator::Residual", 0.0); | 
|  | summary->jacobian_evaluation_time_in_seconds = | 
|  | FindWithDefault(evaluator_time_statistics, "Evaluator::Jacobian", 0.0); | 
|  |  | 
|  | // Stick a fork in it, we're done. | 
|  | summary->postprocessor_time_in_seconds = | 
|  | WallTimeInSeconds() - post_process_start_time; | 
|  | } | 
|  | #endif  // CERES_NO_LINE_SEARCH_MINIMIZER | 
|  |  | 
|  | bool SolverImpl::IsOrderingValid(const Solver::Options& options, | 
|  | const ProblemImpl* problem_impl, | 
|  | string* error) { | 
|  | if (options.linear_solver_ordering->NumElements() != | 
|  | problem_impl->NumParameterBlocks()) { | 
|  | *error = "Number of parameter blocks in user supplied ordering " | 
|  | "does not match the number of parameter blocks in the problem"; | 
|  | return false; | 
|  | } | 
|  |  | 
|  | const Program& program = problem_impl->program(); | 
|  | const vector<ParameterBlock*>& parameter_blocks = program.parameter_blocks(); | 
|  | for (vector<ParameterBlock*>::const_iterator it = parameter_blocks.begin(); | 
|  | it != parameter_blocks.end(); | 
|  | ++it) { | 
|  | if (!options.linear_solver_ordering | 
|  | ->IsMember(const_cast<double*>((*it)->user_state()))) { | 
|  | *error = "Problem contains a parameter block that is not in " | 
|  | "the user specified ordering."; | 
|  | return false; | 
|  | } | 
|  | } | 
|  |  | 
|  | if (IsSchurType(options.linear_solver_type) && | 
|  | options.linear_solver_ordering->NumGroups() > 1) { | 
|  | const vector<ResidualBlock*>& residual_blocks = program.residual_blocks(); | 
|  | const set<double*>& e_blocks  = | 
|  | options.linear_solver_ordering->group_to_elements().begin()->second; | 
|  | if (!IsParameterBlockSetIndependent(e_blocks, residual_blocks)) { | 
|  | *error = "The user requested the use of a Schur type solver. " | 
|  | "But the first elimination group in the ordering is not an " | 
|  | "independent set."; | 
|  | return false; | 
|  | } | 
|  | } | 
|  | return true; | 
|  | } | 
|  |  | 
|  | bool SolverImpl::IsParameterBlockSetIndependent( | 
|  | const set<double*>& parameter_block_ptrs, | 
|  | const vector<ResidualBlock*>& residual_blocks) { | 
|  | // 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 (vector<ResidualBlock*>::const_iterator it = residual_blocks.begin(); | 
|  | it != residual_blocks.end(); | 
|  | ++it) { | 
|  | ParameterBlock* const* parameter_blocks = (*it)->parameter_blocks(); | 
|  | const int num_parameter_blocks = (*it)->NumParameterBlocks(); | 
|  | int count = 0; | 
|  | for (int i = 0; i < num_parameter_blocks; ++i) { | 
|  | count += parameter_block_ptrs.count( | 
|  | parameter_blocks[i]->mutable_user_state()); | 
|  | } | 
|  | if (count > 1) { | 
|  | return false; | 
|  | } | 
|  | } | 
|  | return true; | 
|  | } | 
|  |  | 
|  |  | 
|  | // Strips varying parameters and residuals, maintaining order, and updating | 
|  | // num_eliminate_blocks. | 
|  | bool SolverImpl::RemoveFixedBlocksFromProgram(Program* program, | 
|  | ParameterBlockOrdering* ordering, | 
|  | double* fixed_cost, | 
|  | string* error) { | 
|  | vector<ParameterBlock*>* parameter_blocks = | 
|  | program->mutable_parameter_blocks(); | 
|  |  | 
|  | scoped_array<double> residual_block_evaluate_scratch; | 
|  | if (fixed_cost != NULL) { | 
|  | residual_block_evaluate_scratch.reset( | 
|  | new double[program->MaxScratchDoublesNeededForEvaluate()]); | 
|  | *fixed_cost = 0.0; | 
|  | } | 
|  |  | 
|  | // Mark all the parameters as unused. Abuse the index member of the parameter | 
|  | // blocks for the marking. | 
|  | for (int i = 0; i < parameter_blocks->size(); ++i) { | 
|  | (*parameter_blocks)[i]->set_index(-1); | 
|  | } | 
|  |  | 
|  | // Filter out residual that have all-constant parameters, and mark all the | 
|  | // parameter blocks that appear in residuals. | 
|  | { | 
|  | vector<ResidualBlock*>* residual_blocks = | 
|  | program->mutable_residual_blocks(); | 
|  | int j = 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)[j++] = (*residual_blocks)[i]; | 
|  | } else if (fixed_cost != NULL) { | 
|  | // 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, | 
|  | NULL, | 
|  | NULL, | 
|  | 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(j); | 
|  | } | 
|  |  | 
|  | // Filter out unused or fixed parameter blocks, and update | 
|  | // the ordering. | 
|  | { | 
|  | vector<ParameterBlock*>* parameter_blocks = | 
|  | program->mutable_parameter_blocks(); | 
|  | int j = 0; | 
|  | for (int i = 0; i < parameter_blocks->size(); ++i) { | 
|  | ParameterBlock* parameter_block = (*parameter_blocks)[i]; | 
|  | if (parameter_block->index() == 1) { | 
|  | (*parameter_blocks)[j++] = parameter_block; | 
|  | } else { | 
|  | ordering->Remove(parameter_block->mutable_user_state()); | 
|  | } | 
|  | } | 
|  | parameter_blocks->resize(j); | 
|  | } | 
|  |  | 
|  | CHECK(((program->NumResidualBlocks() == 0) && | 
|  | (program->NumParameterBlocks() == 0)) || | 
|  | ((program->NumResidualBlocks() != 0) && | 
|  | (program->NumParameterBlocks() != 0))) | 
|  | << "Congratulations, you found a bug in Ceres. Please report it."; | 
|  | return true; | 
|  | } | 
|  |  | 
|  | Program* SolverImpl::CreateReducedProgram(Solver::Options* options, | 
|  | ProblemImpl* problem_impl, | 
|  | double* fixed_cost, | 
|  | string* error) { | 
|  | EventLogger event_logger("CreateReducedProgram"); | 
|  |  | 
|  | CHECK_NOTNULL(options->linear_solver_ordering); | 
|  | Program* original_program = problem_impl->mutable_program(); | 
|  | scoped_ptr<Program> transformed_program(new Program(*original_program)); | 
|  | event_logger.AddEvent("TransformedProgram"); | 
|  |  | 
|  | ParameterBlockOrdering* linear_solver_ordering = | 
|  | options->linear_solver_ordering; | 
|  |  | 
|  | const int min_group_id = | 
|  | linear_solver_ordering->group_to_elements().begin()->first; | 
|  | const int original_num_groups = linear_solver_ordering->NumGroups(); | 
|  |  | 
|  | if (!RemoveFixedBlocksFromProgram(transformed_program.get(), | 
|  | linear_solver_ordering, | 
|  | fixed_cost, | 
|  | error)) { | 
|  | return NULL; | 
|  | } | 
|  |  | 
|  | event_logger.AddEvent("RemoveFixedBlocks"); | 
|  |  | 
|  | if (transformed_program->NumParameterBlocks() == 0) { | 
|  | if (transformed_program->NumResidualBlocks() > 0) { | 
|  | *error = "Zero parameter blocks but non-zero residual blocks" | 
|  | " in the reduced program. Congratulations, you found a " | 
|  | "Ceres bug! Please report this error to the developers."; | 
|  | return NULL; | 
|  | } | 
|  |  | 
|  | LOG(WARNING) << "No varying parameter blocks to optimize; " | 
|  | << "bailing early."; | 
|  | return transformed_program.release(); | 
|  | } | 
|  |  | 
|  | // If the user supplied an linear_solver_ordering with just one | 
|  | // group, it is equivalent to the user supplying NULL as | 
|  | // ordering. Ceres is completely free to choose the parameter block | 
|  | // ordering as it sees fit. For Schur type solvers, this means that | 
|  | // the user wishes for Ceres to identify the e_blocks, which we do | 
|  | // by computing a maximal independent set. | 
|  | if (original_num_groups == 1 && IsSchurType(options->linear_solver_type)) { | 
|  | vector<ParameterBlock*> schur_ordering; | 
|  | const int num_eliminate_blocks = ComputeSchurOrdering(*transformed_program, | 
|  | &schur_ordering); | 
|  | CHECK_EQ(schur_ordering.size(), transformed_program->NumParameterBlocks()) | 
|  | << "Congratulations, you found a Ceres bug! Please report this error " | 
|  | << "to the developers."; | 
|  |  | 
|  | for (int i = 0; i < schur_ordering.size(); ++i) { | 
|  | linear_solver_ordering->AddElementToGroup( | 
|  | schur_ordering[i]->mutable_user_state(), | 
|  | (i < num_eliminate_blocks) ? 0 : 1); | 
|  | } | 
|  | } | 
|  | event_logger.AddEvent("SchurOrdering"); | 
|  |  | 
|  | if (!ApplyUserOrdering(problem_impl->parameter_map(), | 
|  | linear_solver_ordering, | 
|  | transformed_program.get(), | 
|  | error)) { | 
|  | return NULL; | 
|  | } | 
|  | event_logger.AddEvent("ApplyOrdering"); | 
|  |  | 
|  | // If the user requested the use of a Schur type solver, and | 
|  | // supplied a non-NULL linear_solver_ordering object with more than | 
|  | // one elimination group, then it can happen that after all the | 
|  | // parameter blocks which are fixed or unused have been removed from | 
|  | // the program and the ordering, there are no more parameter blocks | 
|  | // in the first elimination group. | 
|  | // | 
|  | // In such a case, the use of a Schur type solver is not possible, | 
|  | // as they assume there is at least one e_block. Thus, we | 
|  | // automatically switch to one of the other solvers, depending on | 
|  | // the user's indicated preferences. | 
|  | if (IsSchurType(options->linear_solver_type) && | 
|  | original_num_groups > 1 && | 
|  | linear_solver_ordering->GroupSize(min_group_id) == 0) { | 
|  | string msg = "No e_blocks remaining. Switching from "; | 
|  | if (options->linear_solver_type == SPARSE_SCHUR) { | 
|  | options->linear_solver_type = SPARSE_NORMAL_CHOLESKY; | 
|  | msg += "SPARSE_SCHUR to SPARSE_NORMAL_CHOLESKY."; | 
|  | } else if (options->linear_solver_type == DENSE_SCHUR) { | 
|  | // TODO(sameeragarwal): This is probably not a great choice. | 
|  | // Ideally, we should have a DENSE_NORMAL_CHOLESKY, that can | 
|  | // take a BlockSparseMatrix as input. | 
|  | options->linear_solver_type = DENSE_QR; | 
|  | msg += "DENSE_SCHUR to DENSE_QR."; | 
|  | } else if (options->linear_solver_type == ITERATIVE_SCHUR) { | 
|  | msg += StringPrintf("ITERATIVE_SCHUR with %s preconditioner " | 
|  | "to CGNR with JACOBI preconditioner.", | 
|  | PreconditionerTypeToString( | 
|  | options->preconditioner_type)); | 
|  | options->linear_solver_type = CGNR; | 
|  | if (options->preconditioner_type != IDENTITY) { | 
|  | // CGNR currently only supports the JACOBI preconditioner. | 
|  | options->preconditioner_type = JACOBI; | 
|  | } | 
|  | } | 
|  |  | 
|  | LOG(WARNING) << msg; | 
|  | } | 
|  |  | 
|  | event_logger.AddEvent("AlternateSolver"); | 
|  |  | 
|  | // Since the transformed program is the "active" program, and it is | 
|  | // mutated, update the parameter offsets and indices. | 
|  | transformed_program->SetParameterOffsetsAndIndex(); | 
|  |  | 
|  | event_logger.AddEvent("SetOffsets"); | 
|  | return transformed_program.release(); | 
|  | } | 
|  |  | 
|  | LinearSolver* SolverImpl::CreateLinearSolver(Solver::Options* options, | 
|  | string* error) { | 
|  | CHECK_NOTNULL(options); | 
|  | CHECK_NOTNULL(options->linear_solver_ordering); | 
|  | CHECK_NOTNULL(error); | 
|  |  | 
|  | if (options->trust_region_strategy_type == DOGLEG) { | 
|  | if (options->linear_solver_type == ITERATIVE_SCHUR || | 
|  | options->linear_solver_type == CGNR) { | 
|  | *error = "DOGLEG only supports exact factorization based linear " | 
|  | "solvers. If you want to use an iterative solver please " | 
|  | "use LEVENBERG_MARQUARDT as the trust_region_strategy_type"; | 
|  | return NULL; | 
|  | } | 
|  | } | 
|  |  | 
|  | #ifdef CERES_NO_SUITESPARSE | 
|  | if (options->linear_solver_type == SPARSE_NORMAL_CHOLESKY && | 
|  | options->sparse_linear_algebra_library == SUITE_SPARSE) { | 
|  | *error = "Can't use SPARSE_NORMAL_CHOLESKY with SUITESPARSE because " | 
|  | "SuiteSparse was not enabled when Ceres was built."; | 
|  | return NULL; | 
|  | } | 
|  |  | 
|  | if (options->preconditioner_type == CLUSTER_JACOBI) { | 
|  | *error =  "CLUSTER_JACOBI preconditioner not suppored. Please build Ceres " | 
|  | "with SuiteSparse support."; | 
|  | return NULL; | 
|  | } | 
|  |  | 
|  | if (options->preconditioner_type == CLUSTER_TRIDIAGONAL) { | 
|  | *error =  "CLUSTER_TRIDIAGONAL preconditioner not suppored. Please build " | 
|  | "Ceres with SuiteSparse support."; | 
|  | return NULL; | 
|  | } | 
|  | #endif | 
|  |  | 
|  | #ifdef CERES_NO_CXSPARSE | 
|  | if (options->linear_solver_type == SPARSE_NORMAL_CHOLESKY && | 
|  | options->sparse_linear_algebra_library == CX_SPARSE) { | 
|  | *error = "Can't use SPARSE_NORMAL_CHOLESKY with CXSPARSE because " | 
|  | "CXSparse was not enabled when Ceres was built."; | 
|  | return NULL; | 
|  | } | 
|  | #endif | 
|  |  | 
|  | #if defined(CERES_NO_SUITESPARSE) && defined(CERES_NO_CXSPARSE) | 
|  | if (options->linear_solver_type == SPARSE_SCHUR) { | 
|  | *error = "Can't use SPARSE_SCHUR because neither SuiteSparse nor" | 
|  | "CXSparse was enabled when Ceres was compiled."; | 
|  | return NULL; | 
|  | } | 
|  | #endif | 
|  |  | 
|  | if (options->linear_solver_max_num_iterations <= 0) { | 
|  | *error = "Solver::Options::linear_solver_max_num_iterations is 0."; | 
|  | return NULL; | 
|  | } | 
|  | if (options->linear_solver_min_num_iterations <= 0) { | 
|  | *error = "Solver::Options::linear_solver_min_num_iterations is 0."; | 
|  | return NULL; | 
|  | } | 
|  | if (options->linear_solver_min_num_iterations > | 
|  | options->linear_solver_max_num_iterations) { | 
|  | *error = "Solver::Options::linear_solver_min_num_iterations > " | 
|  | "Solver::Options::linear_solver_max_num_iterations."; | 
|  | return NULL; | 
|  | } | 
|  |  | 
|  | LinearSolver::Options linear_solver_options; | 
|  | linear_solver_options.min_num_iterations = | 
|  | options->linear_solver_min_num_iterations; | 
|  | linear_solver_options.max_num_iterations = | 
|  | options->linear_solver_max_num_iterations; | 
|  | linear_solver_options.type = options->linear_solver_type; | 
|  | linear_solver_options.preconditioner_type = options->preconditioner_type; | 
|  | linear_solver_options.sparse_linear_algebra_library = | 
|  | options->sparse_linear_algebra_library; | 
|  |  | 
|  | linear_solver_options.num_threads = options->num_linear_solver_threads; | 
|  | options->num_linear_solver_threads = linear_solver_options.num_threads; | 
|  |  | 
|  | linear_solver_options.use_block_amd = options->use_block_amd; | 
|  | const map<int, set<double*> >& groups = | 
|  | options->linear_solver_ordering->group_to_elements(); | 
|  | for (map<int, set<double*> >::const_iterator it = groups.begin(); | 
|  | it != groups.end(); | 
|  | ++it) { | 
|  | linear_solver_options.elimination_groups.push_back(it->second.size()); | 
|  | } | 
|  | // Schur type solvers, expect at least two elimination groups. If | 
|  | // there is only one elimination group, then CreateReducedProgram | 
|  | // guarantees that this group only contains e_blocks. Thus we add a | 
|  | // dummy elimination group with zero blocks in it. | 
|  | if (IsSchurType(linear_solver_options.type) && | 
|  | linear_solver_options.elimination_groups.size() == 1) { | 
|  | linear_solver_options.elimination_groups.push_back(0); | 
|  | } | 
|  |  | 
|  | return LinearSolver::Create(linear_solver_options); | 
|  | } | 
|  |  | 
|  | bool SolverImpl::ApplyUserOrdering( | 
|  | const ProblemImpl::ParameterMap& parameter_map, | 
|  | const ParameterBlockOrdering* ordering, | 
|  | Program* program, | 
|  | string* error) { | 
|  | if (ordering->NumElements() != program->NumParameterBlocks()) { | 
|  | *error = StringPrintf("User specified ordering does not have the same " | 
|  | "number of parameters as the problem. The problem" | 
|  | "has %d blocks while the ordering has %d blocks.", | 
|  | program->NumParameterBlocks(), | 
|  | ordering->NumElements()); | 
|  | return false; | 
|  | } | 
|  |  | 
|  | vector<ParameterBlock*>* parameter_blocks = | 
|  | program->mutable_parameter_blocks(); | 
|  | parameter_blocks->clear(); | 
|  |  | 
|  | const map<int, set<double*> >& groups = | 
|  | ordering->group_to_elements(); | 
|  |  | 
|  | for (map<int, set<double*> >::const_iterator group_it = groups.begin(); | 
|  | group_it != groups.end(); | 
|  | ++group_it) { | 
|  | const set<double*>& group = group_it->second; | 
|  | for (set<double*>::const_iterator parameter_block_ptr_it = group.begin(); | 
|  | parameter_block_ptr_it != group.end(); | 
|  | ++parameter_block_ptr_it) { | 
|  | ProblemImpl::ParameterMap::const_iterator parameter_block_it = | 
|  | parameter_map.find(*parameter_block_ptr_it); | 
|  | if (parameter_block_it == parameter_map.end()) { | 
|  | *error = StringPrintf("User specified ordering contains a pointer " | 
|  | "to a double that is not a parameter block in " | 
|  | "the problem. The invalid double is in group: %d", | 
|  | group_it->first); | 
|  | return false; | 
|  | } | 
|  | parameter_blocks->push_back(parameter_block_it->second); | 
|  | } | 
|  | } | 
|  | return true; | 
|  | } | 
|  |  | 
|  | // Find the minimum index of any parameter block to the given residual. | 
|  | // Parameter blocks that have indices greater than num_eliminate_blocks are | 
|  | // considered to have an index equal to num_eliminate_blocks. | 
|  | static int MinParameterBlock(const ResidualBlock* residual_block, | 
|  | int num_eliminate_blocks) { | 
|  | int min_parameter_block_position = num_eliminate_blocks; | 
|  | for (int i = 0; i < residual_block->NumParameterBlocks(); ++i) { | 
|  | ParameterBlock* parameter_block = residual_block->parameter_blocks()[i]; | 
|  | if (!parameter_block->IsConstant()) { | 
|  | CHECK_NE(parameter_block->index(), -1) | 
|  | << "Did you forget to call Program::SetParameterOffsetsAndIndex()? " | 
|  | << "This is a Ceres bug; please contact the developers!"; | 
|  | min_parameter_block_position = std::min(parameter_block->index(), | 
|  | min_parameter_block_position); | 
|  | } | 
|  | } | 
|  | return min_parameter_block_position; | 
|  | } | 
|  |  | 
|  | // Reorder the residuals for program, if necessary, so that the residuals | 
|  | // involving each E block occur together. This is a necessary condition for the | 
|  | // Schur eliminator, which works on these "row blocks" in the jacobian. | 
|  | bool SolverImpl::LexicographicallyOrderResidualBlocks( | 
|  | const int num_eliminate_blocks, | 
|  | Program* program, | 
|  | string* error) { | 
|  | CHECK_GE(num_eliminate_blocks, 1) | 
|  | << "Congratulations, you found a Ceres bug! Please report this error " | 
|  | << "to the developers."; | 
|  |  | 
|  | // Create a histogram of the number of residuals for each E block. There is an | 
|  | // extra bucket at the end to catch all non-eliminated F blocks. | 
|  | vector<int> residual_blocks_per_e_block(num_eliminate_blocks + 1); | 
|  | vector<ResidualBlock*>* residual_blocks = program->mutable_residual_blocks(); | 
|  | vector<int> min_position_per_residual(residual_blocks->size()); | 
|  | for (int i = 0; i < residual_blocks->size(); ++i) { | 
|  | ResidualBlock* residual_block = (*residual_blocks)[i]; | 
|  | int position = MinParameterBlock(residual_block, num_eliminate_blocks); | 
|  | min_position_per_residual[i] = position; | 
|  | DCHECK_LE(position, num_eliminate_blocks); | 
|  | residual_blocks_per_e_block[position]++; | 
|  | } | 
|  |  | 
|  | // Run a cumulative sum on the histogram, to obtain offsets to the start of | 
|  | // each histogram bucket (where each bucket is for the residuals for that | 
|  | // E-block). | 
|  | vector<int> offsets(num_eliminate_blocks + 1); | 
|  | std::partial_sum(residual_blocks_per_e_block.begin(), | 
|  | residual_blocks_per_e_block.end(), | 
|  | offsets.begin()); | 
|  | CHECK_EQ(offsets.back(), residual_blocks->size()) | 
|  | << "Congratulations, you found a Ceres bug! Please report this error " | 
|  | << "to the developers."; | 
|  |  | 
|  | CHECK(find(residual_blocks_per_e_block.begin(), | 
|  | residual_blocks_per_e_block.end() - 1, 0) != | 
|  | residual_blocks_per_e_block.end()) | 
|  | << "Congratulations, you found a Ceres bug! Please report this error " | 
|  | << "to the developers."; | 
|  |  | 
|  | // Fill in each bucket with the residual blocks for its corresponding E block. | 
|  | // Each bucket is individually filled from the back of the bucket to the front | 
|  | // of the bucket. The filling order among the buckets is dictated by the | 
|  | // residual blocks. This loop uses the offsets as counters; subtracting one | 
|  | // from each offset as a residual block is placed in the bucket. When the | 
|  | // filling is finished, the offset pointerts should have shifted down one | 
|  | // entry (this is verified below). | 
|  | vector<ResidualBlock*> reordered_residual_blocks( | 
|  | (*residual_blocks).size(), static_cast<ResidualBlock*>(NULL)); | 
|  | for (int i = 0; i < residual_blocks->size(); ++i) { | 
|  | int bucket = min_position_per_residual[i]; | 
|  |  | 
|  | // Decrement the cursor, which should now point at the next empty position. | 
|  | offsets[bucket]--; | 
|  |  | 
|  | // Sanity. | 
|  | CHECK(reordered_residual_blocks[offsets[bucket]] == NULL) | 
|  | << "Congratulations, you found a Ceres bug! Please report this error " | 
|  | << "to the developers."; | 
|  |  | 
|  | reordered_residual_blocks[offsets[bucket]] = (*residual_blocks)[i]; | 
|  | } | 
|  |  | 
|  | // Sanity check #1: The difference in bucket offsets should match the | 
|  | // histogram sizes. | 
|  | for (int i = 0; i < num_eliminate_blocks; ++i) { | 
|  | CHECK_EQ(residual_blocks_per_e_block[i], offsets[i + 1] - offsets[i]) | 
|  | << "Congratulations, you found a Ceres bug! Please report this error " | 
|  | << "to the developers."; | 
|  | } | 
|  | // Sanity check #2: No NULL's left behind. | 
|  | for (int i = 0; i < reordered_residual_blocks.size(); ++i) { | 
|  | CHECK(reordered_residual_blocks[i] != NULL) | 
|  | << "Congratulations, you found a Ceres bug! Please report this error " | 
|  | << "to the developers."; | 
|  | } | 
|  |  | 
|  | // Now that the residuals are collected by E block, swap them in place. | 
|  | swap(*program->mutable_residual_blocks(), reordered_residual_blocks); | 
|  | return true; | 
|  | } | 
|  |  | 
|  | Evaluator* SolverImpl::CreateEvaluator( | 
|  | const Solver::Options& options, | 
|  | const ProblemImpl::ParameterMap& parameter_map, | 
|  | Program* program, | 
|  | string* error) { | 
|  | Evaluator::Options evaluator_options; | 
|  | evaluator_options.linear_solver_type = options.linear_solver_type; | 
|  | evaluator_options.num_eliminate_blocks = | 
|  | (options.linear_solver_ordering->NumGroups() > 0 && | 
|  | IsSchurType(options.linear_solver_type)) | 
|  | ? (options.linear_solver_ordering | 
|  | ->group_to_elements().begin() | 
|  | ->second.size()) | 
|  | : 0; | 
|  | evaluator_options.num_threads = options.num_threads; | 
|  | return Evaluator::Create(evaluator_options, program, error); | 
|  | } | 
|  |  | 
|  | CoordinateDescentMinimizer* SolverImpl::CreateInnerIterationMinimizer( | 
|  | const Solver::Options& options, | 
|  | const Program& program, | 
|  | const ProblemImpl::ParameterMap& parameter_map, | 
|  | Solver::Summary* summary) { | 
|  | scoped_ptr<CoordinateDescentMinimizer> inner_iteration_minimizer( | 
|  | new CoordinateDescentMinimizer); | 
|  | scoped_ptr<ParameterBlockOrdering> inner_iteration_ordering; | 
|  | ParameterBlockOrdering* ordering_ptr  = NULL; | 
|  |  | 
|  | if (options.inner_iteration_ordering == NULL) { | 
|  | // Find a recursive decomposition of the Hessian matrix as a set | 
|  | // of independent sets of decreasing size and invert it. This | 
|  | // seems to work better in practice, i.e., Cameras before | 
|  | // points. | 
|  | inner_iteration_ordering.reset(new ParameterBlockOrdering); | 
|  | ComputeRecursiveIndependentSetOrdering(program, | 
|  | inner_iteration_ordering.get()); | 
|  | inner_iteration_ordering->Reverse(); | 
|  | ordering_ptr = inner_iteration_ordering.get(); | 
|  | } else { | 
|  | const map<int, set<double*> >& group_to_elements = | 
|  | options.inner_iteration_ordering->group_to_elements(); | 
|  |  | 
|  | // Iterate over each group and verify that it is an independent | 
|  | // set. | 
|  | map<int, set<double*> >::const_iterator it = group_to_elements.begin(); | 
|  | for ( ; it != group_to_elements.end(); ++it) { | 
|  | if (!IsParameterBlockSetIndependent(it->second, | 
|  | program.residual_blocks())) { | 
|  | summary->error = | 
|  | StringPrintf("The user-provided " | 
|  | "parameter_blocks_for_inner_iterations does not " | 
|  | "form an independent set. Group Id: %d", it->first); | 
|  | return NULL; | 
|  | } | 
|  | } | 
|  | ordering_ptr = options.inner_iteration_ordering; | 
|  | } | 
|  |  | 
|  | if (!inner_iteration_minimizer->Init(program, | 
|  | parameter_map, | 
|  | *ordering_ptr, | 
|  | &summary->error)) { | 
|  | return NULL; | 
|  | } | 
|  |  | 
|  | summary->inner_iterations = true; | 
|  | SummarizeOrdering(ordering_ptr, &(summary->inner_iteration_ordering_used)); | 
|  |  | 
|  | return inner_iteration_minimizer.release(); | 
|  | } | 
|  |  | 
|  | }  // namespace internal | 
|  | }  // namespace ceres |