Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 1 | // Ceres Solver - A fast non-linear least squares minimizer |
| 2 | // Copyright 2010, 2011, 2012 Google Inc. All rights reserved. |
| 3 | // http://code.google.com/p/ceres-solver/ |
| 4 | // |
| 5 | // Redistribution and use in source and binary forms, with or without |
| 6 | // modification, are permitted provided that the following conditions are met: |
| 7 | // |
| 8 | // * Redistributions of source code must retain the above copyright notice, |
| 9 | // this list of conditions and the following disclaimer. |
| 10 | // * Redistributions in binary form must reproduce the above copyright notice, |
| 11 | // this list of conditions and the following disclaimer in the documentation |
| 12 | // and/or other materials provided with the distribution. |
| 13 | // * Neither the name of Google Inc. nor the names of its contributors may be |
| 14 | // used to endorse or promote products derived from this software without |
| 15 | // specific prior written permission. |
| 16 | // |
| 17 | // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" |
| 18 | // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE |
| 19 | // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE |
| 20 | // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE |
| 21 | // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR |
| 22 | // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF |
| 23 | // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS |
| 24 | // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN |
| 25 | // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) |
| 26 | // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE |
| 27 | // POSSIBILITY OF SUCH DAMAGE. |
| 28 | // |
| 29 | // Author: sameeragarwal@google.com (Sameer Agarwal) |
| 30 | // keir@google.com (Keir Mierle) |
| 31 | |
| 32 | #include "ceres/problem_impl.h" |
| 33 | |
| 34 | #include <algorithm> |
| 35 | #include <cstddef> |
Sergey Sharybin | 16636ef | 2013-03-21 15:12:01 +0600 | [diff] [blame] | 36 | #include <iterator> |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 37 | #include <set> |
| 38 | #include <string> |
| 39 | #include <utility> |
| 40 | #include <vector> |
Sameer Agarwal | 509f68c | 2013-02-20 01:39:03 -0800 | [diff] [blame] | 41 | #include "ceres/casts.h" |
| 42 | #include "ceres/compressed_row_sparse_matrix.h" |
Sameer Agarwal | 0beab86 | 2012-08-13 15:12:01 -0700 | [diff] [blame] | 43 | #include "ceres/cost_function.h" |
Sameer Agarwal | 509f68c | 2013-02-20 01:39:03 -0800 | [diff] [blame] | 44 | #include "ceres/crs_matrix.h" |
| 45 | #include "ceres/evaluator.h" |
Sameer Agarwal | 0beab86 | 2012-08-13 15:12:01 -0700 | [diff] [blame] | 46 | #include "ceres/loss_function.h" |
| 47 | #include "ceres/map_util.h" |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 48 | #include "ceres/parameter_block.h" |
| 49 | #include "ceres/program.h" |
| 50 | #include "ceres/residual_block.h" |
| 51 | #include "ceres/stl_util.h" |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 52 | #include "ceres/stringprintf.h" |
Sameer Agarwal | 0beab86 | 2012-08-13 15:12:01 -0700 | [diff] [blame] | 53 | #include "glog/logging.h" |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 54 | |
| 55 | namespace ceres { |
| 56 | namespace internal { |
| 57 | |
| 58 | typedef map<double*, internal::ParameterBlock*> ParameterMap; |
| 59 | |
Sergey Sharybin | f46de9e | 2013-03-21 15:31:35 +0600 | [diff] [blame] | 60 | namespace { |
Sameer Agarwal | 020d8e1 | 2013-03-06 16:19:26 -0800 | [diff] [blame] | 61 | internal::ParameterBlock* FindParameterBlockOrDie( |
| 62 | const ParameterMap& parameter_map, |
| 63 | double* parameter_block) { |
| 64 | ParameterMap::const_iterator it = parameter_map.find(parameter_block); |
| 65 | CHECK(it != parameter_map.end()) |
| 66 | << "Parameter block not found: " << parameter_block; |
| 67 | return it->second; |
| 68 | } |
| 69 | |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 70 | // Returns true if two regions of memory, a and b, with sizes size_a and size_b |
| 71 | // respectively, overlap. |
Sergey Sharybin | f46de9e | 2013-03-21 15:31:35 +0600 | [diff] [blame] | 72 | bool RegionsAlias(const double* a, int size_a, |
| 73 | const double* b, int size_b) { |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 74 | return (a < b) ? b < (a + size_a) |
| 75 | : a < (b + size_b); |
| 76 | } |
| 77 | |
Sergey Sharybin | f46de9e | 2013-03-21 15:31:35 +0600 | [diff] [blame] | 78 | void CheckForNoAliasing(double* existing_block, |
| 79 | int existing_block_size, |
| 80 | double* new_block, |
| 81 | int new_block_size) { |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 82 | CHECK(!RegionsAlias(existing_block, existing_block_size, |
| 83 | new_block, new_block_size)) |
| 84 | << "Aliasing detected between existing parameter block at memory " |
| 85 | << "location " << existing_block |
| 86 | << " and has size " << existing_block_size << " with new parameter " |
Sameer Agarwal | c290df8 | 2013-04-07 09:17:47 -0700 | [diff] [blame^] | 87 | << "block that has memory address " << new_block << " and would have " |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 88 | << "size " << new_block_size << "."; |
| 89 | } |
| 90 | |
Sergey Sharybin | f46de9e | 2013-03-21 15:31:35 +0600 | [diff] [blame] | 91 | } // namespace |
| 92 | |
Sameer Agarwal | 8e1f83c | 2013-02-15 08:35:40 -0800 | [diff] [blame] | 93 | ParameterBlock* ProblemImpl::InternalAddParameterBlock(double* values, |
| 94 | int size) { |
| 95 | CHECK(values != NULL) << "Null pointer passed to AddParameterBlock " |
| 96 | << "for a parameter with size " << size; |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 97 | |
| 98 | // Ignore the request if there is a block for the given pointer already. |
Sameer Agarwal | 8e1f83c | 2013-02-15 08:35:40 -0800 | [diff] [blame] | 99 | ParameterMap::iterator it = parameter_block_map_.find(values); |
| 100 | if (it != parameter_block_map_.end()) { |
| 101 | if (!options_.disable_all_safety_checks) { |
| 102 | int existing_size = it->second->Size(); |
| 103 | CHECK(size == existing_size) |
| 104 | << "Tried adding a parameter block with the same double pointer, " |
| 105 | << values << ", twice, but with different block sizes. Original " |
| 106 | << "size was " << existing_size << " but new size is " |
| 107 | << size; |
| 108 | } |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 109 | return it->second; |
| 110 | } |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 111 | |
Sameer Agarwal | 8e1f83c | 2013-02-15 08:35:40 -0800 | [diff] [blame] | 112 | if (!options_.disable_all_safety_checks) { |
| 113 | // Before adding the parameter block, also check that it doesn't alias any |
| 114 | // other parameter blocks. |
| 115 | if (!parameter_block_map_.empty()) { |
| 116 | ParameterMap::iterator lb = parameter_block_map_.lower_bound(values); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 117 | |
Sameer Agarwal | 8e1f83c | 2013-02-15 08:35:40 -0800 | [diff] [blame] | 118 | // If lb is not the first block, check the previous block for aliasing. |
| 119 | if (lb != parameter_block_map_.begin()) { |
| 120 | ParameterMap::iterator previous = lb; |
| 121 | --previous; |
| 122 | CheckForNoAliasing(previous->first, |
| 123 | previous->second->Size(), |
| 124 | values, |
| 125 | size); |
| 126 | } |
| 127 | |
| 128 | // If lb is not off the end, check lb for aliasing. |
| 129 | if (lb != parameter_block_map_.end()) { |
| 130 | CheckForNoAliasing(lb->first, |
| 131 | lb->second->Size(), |
| 132 | values, |
| 133 | size); |
| 134 | } |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 135 | } |
| 136 | } |
Sameer Agarwal | 8e1f83c | 2013-02-15 08:35:40 -0800 | [diff] [blame] | 137 | |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 138 | // Pass the index of the new parameter block as well to keep the index in |
| 139 | // sync with the position of the parameter in the program's parameter vector. |
| 140 | ParameterBlock* new_parameter_block = |
| 141 | new ParameterBlock(values, size, program_->parameter_blocks_.size()); |
| 142 | |
| 143 | // For dynamic problems, add the list of dependent residual blocks, which is |
| 144 | // empty to start. |
| 145 | if (options_.enable_fast_parameter_block_removal) { |
| 146 | new_parameter_block->EnableResidualBlockDependencies(); |
| 147 | } |
Sameer Agarwal | 8e1f83c | 2013-02-15 08:35:40 -0800 | [diff] [blame] | 148 | parameter_block_map_[values] = new_parameter_block; |
| 149 | program_->parameter_blocks_.push_back(new_parameter_block); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 150 | return new_parameter_block; |
| 151 | } |
| 152 | |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 153 | // Deletes the residual block in question, assuming there are no other |
| 154 | // references to it inside the problem (e.g. by another parameter). Referenced |
| 155 | // cost and loss functions are tucked away for future deletion, since it is not |
| 156 | // possible to know whether other parts of the problem depend on them without |
| 157 | // doing a full scan. |
| 158 | void ProblemImpl::DeleteBlock(ResidualBlock* residual_block) { |
| 159 | // The const casts here are legit, since ResidualBlock holds these |
| 160 | // pointers as const pointers but we have ownership of them and |
| 161 | // have the right to destroy them when the destructor is called. |
| 162 | if (options_.cost_function_ownership == TAKE_OWNERSHIP && |
| 163 | residual_block->cost_function() != NULL) { |
| 164 | cost_functions_to_delete_.push_back( |
| 165 | const_cast<CostFunction*>(residual_block->cost_function())); |
| 166 | } |
| 167 | if (options_.loss_function_ownership == TAKE_OWNERSHIP && |
| 168 | residual_block->loss_function() != NULL) { |
| 169 | loss_functions_to_delete_.push_back( |
| 170 | const_cast<LossFunction*>(residual_block->loss_function())); |
| 171 | } |
| 172 | delete residual_block; |
| 173 | } |
| 174 | |
| 175 | // Deletes the parameter block in question, assuming there are no other |
| 176 | // references to it inside the problem (e.g. by any residual blocks). |
| 177 | // Referenced parameterizations are tucked away for future deletion, since it |
| 178 | // is not possible to know whether other parts of the problem depend on them |
| 179 | // without doing a full scan. |
| 180 | void ProblemImpl::DeleteBlock(ParameterBlock* parameter_block) { |
| 181 | if (options_.local_parameterization_ownership == TAKE_OWNERSHIP && |
| 182 | parameter_block->local_parameterization() != NULL) { |
| 183 | local_parameterizations_to_delete_.push_back( |
| 184 | parameter_block->mutable_local_parameterization()); |
| 185 | } |
| 186 | parameter_block_map_.erase(parameter_block->mutable_user_state()); |
| 187 | delete parameter_block; |
| 188 | } |
| 189 | |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 190 | ProblemImpl::ProblemImpl() : program_(new internal::Program) {} |
| 191 | ProblemImpl::ProblemImpl(const Problem::Options& options) |
| 192 | : options_(options), |
| 193 | program_(new internal::Program) {} |
| 194 | |
| 195 | ProblemImpl::~ProblemImpl() { |
| 196 | // Collect the unique cost/loss functions and delete the residuals. |
Sameer Agarwal | beb4505 | 2013-02-22 13:37:01 -0800 | [diff] [blame] | 197 | const int num_residual_blocks = program_->residual_blocks_.size(); |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 198 | cost_functions_to_delete_.reserve(num_residual_blocks); |
| 199 | loss_functions_to_delete_.reserve(num_residual_blocks); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 200 | for (int i = 0; i < program_->residual_blocks_.size(); ++i) { |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 201 | DeleteBlock(program_->residual_blocks_[i]); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 202 | } |
| 203 | |
| 204 | // Collect the unique parameterizations and delete the parameters. |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 205 | for (int i = 0; i < program_->parameter_blocks_.size(); ++i) { |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 206 | DeleteBlock(program_->parameter_blocks_[i]); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 207 | } |
| 208 | |
| 209 | // Delete the owned cost/loss functions and parameterizations. |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 210 | STLDeleteUniqueContainerPointers(local_parameterizations_to_delete_.begin(), |
| 211 | local_parameterizations_to_delete_.end()); |
| 212 | STLDeleteUniqueContainerPointers(cost_functions_to_delete_.begin(), |
| 213 | cost_functions_to_delete_.end()); |
| 214 | STLDeleteUniqueContainerPointers(loss_functions_to_delete_.begin(), |
| 215 | loss_functions_to_delete_.end()); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 216 | } |
| 217 | |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 218 | ResidualBlock* ProblemImpl::AddResidualBlock( |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 219 | CostFunction* cost_function, |
| 220 | LossFunction* loss_function, |
| 221 | const vector<double*>& parameter_blocks) { |
| 222 | CHECK_NOTNULL(cost_function); |
| 223 | CHECK_EQ(parameter_blocks.size(), |
| 224 | cost_function->parameter_block_sizes().size()); |
| 225 | |
| 226 | // Check the sizes match. |
| 227 | const vector<int16>& parameter_block_sizes = |
| 228 | cost_function->parameter_block_sizes(); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 229 | |
Sameer Agarwal | 8e1f83c | 2013-02-15 08:35:40 -0800 | [diff] [blame] | 230 | if (!options_.disable_all_safety_checks) { |
| 231 | CHECK_EQ(parameter_block_sizes.size(), parameter_blocks.size()) |
| 232 | << "Number of blocks input is different than the number of blocks " |
| 233 | << "that the cost function expects."; |
| 234 | |
| 235 | // Check for duplicate parameter blocks. |
| 236 | vector<double*> sorted_parameter_blocks(parameter_blocks); |
| 237 | sort(sorted_parameter_blocks.begin(), sorted_parameter_blocks.end()); |
| 238 | vector<double*>::const_iterator duplicate_items = |
| 239 | unique(sorted_parameter_blocks.begin(), |
| 240 | sorted_parameter_blocks.end()); |
| 241 | if (duplicate_items != sorted_parameter_blocks.end()) { |
| 242 | string blocks; |
| 243 | for (int i = 0; i < parameter_blocks.size(); ++i) { |
Sameer Agarwal | 509f68c | 2013-02-20 01:39:03 -0800 | [diff] [blame] | 244 | blocks += StringPrintf(" %p ", parameter_blocks[i]); |
Sameer Agarwal | 8e1f83c | 2013-02-15 08:35:40 -0800 | [diff] [blame] | 245 | } |
| 246 | |
| 247 | LOG(FATAL) << "Duplicate parameter blocks in a residual parameter " |
| 248 | << "are not allowed. Parameter block pointers: [" |
| 249 | << blocks << "]"; |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 250 | } |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 251 | } |
| 252 | |
| 253 | // Add parameter blocks and convert the double*'s to parameter blocks. |
| 254 | vector<ParameterBlock*> parameter_block_ptrs(parameter_blocks.size()); |
| 255 | for (int i = 0; i < parameter_blocks.size(); ++i) { |
| 256 | parameter_block_ptrs[i] = |
| 257 | InternalAddParameterBlock(parameter_blocks[i], |
Sameer Agarwal | 8e1f83c | 2013-02-15 08:35:40 -0800 | [diff] [blame] | 258 | parameter_block_sizes[i]); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 259 | } |
| 260 | |
Sameer Agarwal | 8e1f83c | 2013-02-15 08:35:40 -0800 | [diff] [blame] | 261 | if (!options_.disable_all_safety_checks) { |
| 262 | // Check that the block sizes match the block sizes expected by the |
| 263 | // cost_function. |
| 264 | for (int i = 0; i < parameter_block_ptrs.size(); ++i) { |
| 265 | CHECK_EQ(cost_function->parameter_block_sizes()[i], |
| 266 | parameter_block_ptrs[i]->Size()) |
| 267 | << "The cost function expects parameter block " << i |
| 268 | << " of size " << cost_function->parameter_block_sizes()[i] |
| 269 | << " but was given a block of size " |
| 270 | << parameter_block_ptrs[i]->Size(); |
| 271 | } |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 272 | } |
| 273 | |
| 274 | ResidualBlock* new_residual_block = |
| 275 | new ResidualBlock(cost_function, |
| 276 | loss_function, |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 277 | parameter_block_ptrs, |
| 278 | program_->residual_blocks_.size()); |
| 279 | |
| 280 | // Add dependencies on the residual to the parameter blocks. |
| 281 | if (options_.enable_fast_parameter_block_removal) { |
| 282 | for (int i = 0; i < parameter_blocks.size(); ++i) { |
| 283 | parameter_block_ptrs[i]->AddResidualBlock(new_residual_block); |
| 284 | } |
| 285 | } |
| 286 | |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 287 | program_->residual_blocks_.push_back(new_residual_block); |
| 288 | return new_residual_block; |
| 289 | } |
| 290 | |
| 291 | // Unfortunately, macros don't help much to reduce this code, and var args don't |
| 292 | // work because of the ambiguous case that there is no loss function. |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 293 | ResidualBlock* ProblemImpl::AddResidualBlock( |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 294 | CostFunction* cost_function, |
| 295 | LossFunction* loss_function, |
| 296 | double* x0) { |
| 297 | vector<double*> residual_parameters; |
| 298 | residual_parameters.push_back(x0); |
| 299 | return AddResidualBlock(cost_function, loss_function, residual_parameters); |
| 300 | } |
| 301 | |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 302 | ResidualBlock* ProblemImpl::AddResidualBlock( |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 303 | CostFunction* cost_function, |
| 304 | LossFunction* loss_function, |
| 305 | double* x0, double* x1) { |
| 306 | vector<double*> residual_parameters; |
| 307 | residual_parameters.push_back(x0); |
| 308 | residual_parameters.push_back(x1); |
| 309 | return AddResidualBlock(cost_function, loss_function, residual_parameters); |
| 310 | } |
| 311 | |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 312 | ResidualBlock* ProblemImpl::AddResidualBlock( |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 313 | CostFunction* cost_function, |
| 314 | LossFunction* loss_function, |
| 315 | double* x0, double* x1, double* x2) { |
| 316 | vector<double*> residual_parameters; |
| 317 | residual_parameters.push_back(x0); |
| 318 | residual_parameters.push_back(x1); |
| 319 | residual_parameters.push_back(x2); |
| 320 | return AddResidualBlock(cost_function, loss_function, residual_parameters); |
| 321 | } |
| 322 | |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 323 | ResidualBlock* ProblemImpl::AddResidualBlock( |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 324 | CostFunction* cost_function, |
| 325 | LossFunction* loss_function, |
| 326 | double* x0, double* x1, double* x2, double* x3) { |
| 327 | vector<double*> residual_parameters; |
| 328 | residual_parameters.push_back(x0); |
| 329 | residual_parameters.push_back(x1); |
| 330 | residual_parameters.push_back(x2); |
| 331 | residual_parameters.push_back(x3); |
| 332 | return AddResidualBlock(cost_function, loss_function, residual_parameters); |
| 333 | } |
| 334 | |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 335 | ResidualBlock* ProblemImpl::AddResidualBlock( |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 336 | CostFunction* cost_function, |
| 337 | LossFunction* loss_function, |
| 338 | double* x0, double* x1, double* x2, double* x3, double* x4) { |
| 339 | vector<double*> residual_parameters; |
| 340 | residual_parameters.push_back(x0); |
| 341 | residual_parameters.push_back(x1); |
| 342 | residual_parameters.push_back(x2); |
| 343 | residual_parameters.push_back(x3); |
| 344 | residual_parameters.push_back(x4); |
| 345 | return AddResidualBlock(cost_function, loss_function, residual_parameters); |
| 346 | } |
| 347 | |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 348 | ResidualBlock* ProblemImpl::AddResidualBlock( |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 349 | CostFunction* cost_function, |
| 350 | LossFunction* loss_function, |
| 351 | double* x0, double* x1, double* x2, double* x3, double* x4, double* x5) { |
| 352 | vector<double*> residual_parameters; |
| 353 | residual_parameters.push_back(x0); |
| 354 | residual_parameters.push_back(x1); |
| 355 | residual_parameters.push_back(x2); |
| 356 | residual_parameters.push_back(x3); |
| 357 | residual_parameters.push_back(x4); |
| 358 | residual_parameters.push_back(x5); |
| 359 | return AddResidualBlock(cost_function, loss_function, residual_parameters); |
| 360 | } |
| 361 | |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 362 | ResidualBlock* ProblemImpl::AddResidualBlock( |
Fisher | 12626e8 | 2012-10-21 14:12:04 -0400 | [diff] [blame] | 363 | CostFunction* cost_function, |
| 364 | LossFunction* loss_function, |
| 365 | double* x0, double* x1, double* x2, double* x3, double* x4, double* x5, |
| 366 | double* x6) { |
| 367 | vector<double*> residual_parameters; |
| 368 | residual_parameters.push_back(x0); |
| 369 | residual_parameters.push_back(x1); |
| 370 | residual_parameters.push_back(x2); |
| 371 | residual_parameters.push_back(x3); |
| 372 | residual_parameters.push_back(x4); |
| 373 | residual_parameters.push_back(x5); |
| 374 | residual_parameters.push_back(x6); |
| 375 | return AddResidualBlock(cost_function, loss_function, residual_parameters); |
| 376 | } |
| 377 | |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 378 | ResidualBlock* ProblemImpl::AddResidualBlock( |
Fisher | 12626e8 | 2012-10-21 14:12:04 -0400 | [diff] [blame] | 379 | CostFunction* cost_function, |
| 380 | LossFunction* loss_function, |
| 381 | double* x0, double* x1, double* x2, double* x3, double* x4, double* x5, |
| 382 | double* x6, double* x7) { |
| 383 | vector<double*> residual_parameters; |
| 384 | residual_parameters.push_back(x0); |
| 385 | residual_parameters.push_back(x1); |
| 386 | residual_parameters.push_back(x2); |
| 387 | residual_parameters.push_back(x3); |
| 388 | residual_parameters.push_back(x4); |
| 389 | residual_parameters.push_back(x5); |
| 390 | residual_parameters.push_back(x6); |
| 391 | residual_parameters.push_back(x7); |
| 392 | return AddResidualBlock(cost_function, loss_function, residual_parameters); |
| 393 | } |
| 394 | |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 395 | ResidualBlock* ProblemImpl::AddResidualBlock( |
Fisher | 12626e8 | 2012-10-21 14:12:04 -0400 | [diff] [blame] | 396 | CostFunction* cost_function, |
| 397 | LossFunction* loss_function, |
| 398 | double* x0, double* x1, double* x2, double* x3, double* x4, double* x5, |
| 399 | double* x6, double* x7, double* x8) { |
| 400 | vector<double*> residual_parameters; |
| 401 | residual_parameters.push_back(x0); |
| 402 | residual_parameters.push_back(x1); |
| 403 | residual_parameters.push_back(x2); |
| 404 | residual_parameters.push_back(x3); |
| 405 | residual_parameters.push_back(x4); |
| 406 | residual_parameters.push_back(x5); |
| 407 | residual_parameters.push_back(x6); |
| 408 | residual_parameters.push_back(x7); |
| 409 | residual_parameters.push_back(x8); |
| 410 | return AddResidualBlock(cost_function, loss_function, residual_parameters); |
| 411 | } |
| 412 | |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 413 | ResidualBlock* ProblemImpl::AddResidualBlock( |
Fisher | 12626e8 | 2012-10-21 14:12:04 -0400 | [diff] [blame] | 414 | CostFunction* cost_function, |
| 415 | LossFunction* loss_function, |
| 416 | double* x0, double* x1, double* x2, double* x3, double* x4, double* x5, |
| 417 | double* x6, double* x7, double* x8, double* x9) { |
| 418 | vector<double*> residual_parameters; |
| 419 | residual_parameters.push_back(x0); |
| 420 | residual_parameters.push_back(x1); |
| 421 | residual_parameters.push_back(x2); |
| 422 | residual_parameters.push_back(x3); |
| 423 | residual_parameters.push_back(x4); |
| 424 | residual_parameters.push_back(x5); |
| 425 | residual_parameters.push_back(x6); |
| 426 | residual_parameters.push_back(x7); |
| 427 | residual_parameters.push_back(x8); |
| 428 | residual_parameters.push_back(x9); |
| 429 | return AddResidualBlock(cost_function, loss_function, residual_parameters); |
| 430 | } |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 431 | |
| 432 | void ProblemImpl::AddParameterBlock(double* values, int size) { |
Sameer Agarwal | 8e1f83c | 2013-02-15 08:35:40 -0800 | [diff] [blame] | 433 | InternalAddParameterBlock(values, size); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 434 | } |
| 435 | |
| 436 | void ProblemImpl::AddParameterBlock( |
| 437 | double* values, |
| 438 | int size, |
| 439 | LocalParameterization* local_parameterization) { |
| 440 | ParameterBlock* parameter_block = |
Sameer Agarwal | 8e1f83c | 2013-02-15 08:35:40 -0800 | [diff] [blame] | 441 | InternalAddParameterBlock(values, size); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 442 | if (local_parameterization != NULL) { |
| 443 | parameter_block->SetParameterization(local_parameterization); |
| 444 | } |
| 445 | } |
| 446 | |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 447 | // Delete a block from a vector of blocks, maintaining the indexing invariant. |
| 448 | // This is done in constant time by moving an element from the end of the |
| 449 | // vector over the element to remove, then popping the last element. It |
| 450 | // destroys the ordering in the interest of speed. |
| 451 | template<typename Block> |
| 452 | void ProblemImpl::DeleteBlockInVector(vector<Block*>* mutable_blocks, |
| 453 | Block* block_to_remove) { |
| 454 | CHECK_EQ((*mutable_blocks)[block_to_remove->index()], block_to_remove) |
| 455 | << "You found a Ceres bug! Block: " << block_to_remove->ToString(); |
| 456 | |
| 457 | // Prepare the to-be-moved block for the new, lower-in-index position by |
| 458 | // setting the index to the blocks final location. |
| 459 | Block* tmp = mutable_blocks->back(); |
| 460 | tmp->set_index(block_to_remove->index()); |
| 461 | |
| 462 | // Overwrite the to-be-deleted residual block with the one at the end. |
| 463 | (*mutable_blocks)[block_to_remove->index()] = tmp; |
| 464 | |
| 465 | DeleteBlock(block_to_remove); |
| 466 | |
| 467 | // The block is gone so shrink the vector of blocks accordingly. |
| 468 | mutable_blocks->pop_back(); |
| 469 | } |
| 470 | |
| 471 | void ProblemImpl::RemoveResidualBlock(ResidualBlock* residual_block) { |
| 472 | CHECK_NOTNULL(residual_block); |
| 473 | |
| 474 | // If needed, remove the parameter dependencies on this residual block. |
| 475 | if (options_.enable_fast_parameter_block_removal) { |
| 476 | const int num_parameter_blocks_for_residual = |
| 477 | residual_block->NumParameterBlocks(); |
| 478 | for (int i = 0; i < num_parameter_blocks_for_residual; ++i) { |
| 479 | residual_block->parameter_blocks()[i] |
| 480 | ->RemoveResidualBlock(residual_block); |
| 481 | } |
| 482 | } |
| 483 | DeleteBlockInVector(program_->mutable_residual_blocks(), residual_block); |
| 484 | } |
| 485 | |
| 486 | void ProblemImpl::RemoveParameterBlock(double* values) { |
Sameer Agarwal | 020d8e1 | 2013-03-06 16:19:26 -0800 | [diff] [blame] | 487 | ParameterBlock* parameter_block = |
| 488 | FindParameterBlockOrDie(parameter_block_map_, values); |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 489 | |
| 490 | if (options_.enable_fast_parameter_block_removal) { |
| 491 | // Copy the dependent residuals from the parameter block because the set of |
| 492 | // dependents will change after each call to RemoveResidualBlock(). |
| 493 | vector<ResidualBlock*> residual_blocks_to_remove( |
| 494 | parameter_block->mutable_residual_blocks()->begin(), |
| 495 | parameter_block->mutable_residual_blocks()->end()); |
| 496 | for (int i = 0; i < residual_blocks_to_remove.size(); ++i) { |
| 497 | RemoveResidualBlock(residual_blocks_to_remove[i]); |
| 498 | } |
| 499 | } else { |
| 500 | // Scan all the residual blocks to remove ones that depend on the parameter |
| 501 | // block. Do the scan backwards since the vector changes while iterating. |
| 502 | const int num_residual_blocks = NumResidualBlocks(); |
| 503 | for (int i = num_residual_blocks - 1; i >= 0; --i) { |
| 504 | ResidualBlock* residual_block = |
| 505 | (*(program_->mutable_residual_blocks()))[i]; |
| 506 | const int num_parameter_blocks = residual_block->NumParameterBlocks(); |
Sameer Agarwal | beb4505 | 2013-02-22 13:37:01 -0800 | [diff] [blame] | 507 | for (int j = 0; j < num_parameter_blocks; ++j) { |
| 508 | if (residual_block->parameter_blocks()[j] == parameter_block) { |
Keir Mierle | 04938ef | 2013-02-17 12:37:55 -0800 | [diff] [blame] | 509 | RemoveResidualBlock(residual_block); |
| 510 | // The parameter blocks are guaranteed unique. |
| 511 | break; |
| 512 | } |
| 513 | } |
| 514 | } |
| 515 | } |
| 516 | DeleteBlockInVector(program_->mutable_parameter_blocks(), parameter_block); |
| 517 | } |
| 518 | |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 519 | void ProblemImpl::SetParameterBlockConstant(double* values) { |
Sameer Agarwal | 020d8e1 | 2013-03-06 16:19:26 -0800 | [diff] [blame] | 520 | FindParameterBlockOrDie(parameter_block_map_, values)->SetConstant(); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 521 | } |
| 522 | |
| 523 | void ProblemImpl::SetParameterBlockVariable(double* values) { |
Sameer Agarwal | 020d8e1 | 2013-03-06 16:19:26 -0800 | [diff] [blame] | 524 | FindParameterBlockOrDie(parameter_block_map_, values)->SetVarying(); |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 525 | } |
| 526 | |
| 527 | void ProblemImpl::SetParameterization( |
| 528 | double* values, |
| 529 | LocalParameterization* local_parameterization) { |
Sameer Agarwal | 020d8e1 | 2013-03-06 16:19:26 -0800 | [diff] [blame] | 530 | FindParameterBlockOrDie(parameter_block_map_, values) |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 531 | ->SetParameterization(local_parameterization); |
| 532 | } |
| 533 | |
Sameer Agarwal | 509f68c | 2013-02-20 01:39:03 -0800 | [diff] [blame] | 534 | bool ProblemImpl::Evaluate(const Problem::EvaluateOptions& evaluate_options, |
| 535 | double* cost, |
| 536 | vector<double>* residuals, |
| 537 | vector<double>* gradient, |
| 538 | CRSMatrix* jacobian) { |
| 539 | if (cost == NULL && |
| 540 | residuals == NULL && |
| 541 | gradient == NULL && |
| 542 | jacobian == NULL) { |
| 543 | LOG(INFO) << "Nothing to do."; |
| 544 | return true; |
| 545 | } |
| 546 | |
| 547 | // If the user supplied residual blocks, then use them, otherwise |
| 548 | // take the residual blocks from the underlying program. |
| 549 | Program program; |
| 550 | *program.mutable_residual_blocks() = |
| 551 | ((evaluate_options.residual_blocks.size() > 0) |
| 552 | ? evaluate_options.residual_blocks : program_->residual_blocks()); |
| 553 | |
| 554 | const vector<double*>& parameter_block_ptrs = |
| 555 | evaluate_options.parameter_blocks; |
| 556 | |
| 557 | vector<ParameterBlock*> variable_parameter_blocks; |
| 558 | vector<ParameterBlock*>& parameter_blocks = |
| 559 | *program.mutable_parameter_blocks(); |
| 560 | |
| 561 | if (parameter_block_ptrs.size() == 0) { |
| 562 | // The user did not provide any parameter blocks, so default to |
| 563 | // using all the parameter blocks in the order that they are in |
| 564 | // the underlying program object. |
| 565 | parameter_blocks = program_->parameter_blocks(); |
| 566 | } else { |
| 567 | // The user supplied a vector of parameter blocks. Using this list |
| 568 | // requires a number of steps. |
| 569 | |
| 570 | // 1. Convert double* into ParameterBlock* |
| 571 | parameter_blocks.resize(parameter_block_ptrs.size()); |
| 572 | for (int i = 0; i < parameter_block_ptrs.size(); ++i) { |
| 573 | parameter_blocks[i] = |
Sameer Agarwal | 020d8e1 | 2013-03-06 16:19:26 -0800 | [diff] [blame] | 574 | FindParameterBlockOrDie(parameter_block_map_, |
| 575 | parameter_block_ptrs[i]); |
Sameer Agarwal | 509f68c | 2013-02-20 01:39:03 -0800 | [diff] [blame] | 576 | } |
| 577 | |
| 578 | // 2. The user may have only supplied a subset of parameter |
| 579 | // blocks, so identify the ones that are not supplied by the user |
| 580 | // and are NOT constant. These parameter blocks are stored in |
| 581 | // variable_parameter_blocks. |
| 582 | // |
| 583 | // To ensure that the parameter blocks are not included in the |
| 584 | // columns of the jacobian, we need to make sure that they are |
| 585 | // constant during evaluation and then make them variable again |
| 586 | // after we are done. |
| 587 | vector<ParameterBlock*> all_parameter_blocks(program_->parameter_blocks()); |
| 588 | vector<ParameterBlock*> included_parameter_blocks( |
| 589 | program.parameter_blocks()); |
| 590 | |
| 591 | vector<ParameterBlock*> excluded_parameter_blocks; |
| 592 | sort(all_parameter_blocks.begin(), all_parameter_blocks.end()); |
| 593 | sort(included_parameter_blocks.begin(), included_parameter_blocks.end()); |
| 594 | set_difference(all_parameter_blocks.begin(), |
| 595 | all_parameter_blocks.end(), |
| 596 | included_parameter_blocks.begin(), |
| 597 | included_parameter_blocks.end(), |
| 598 | back_inserter(excluded_parameter_blocks)); |
| 599 | |
| 600 | variable_parameter_blocks.reserve(excluded_parameter_blocks.size()); |
| 601 | for (int i = 0; i < excluded_parameter_blocks.size(); ++i) { |
| 602 | ParameterBlock* parameter_block = excluded_parameter_blocks[i]; |
| 603 | if (!parameter_block->IsConstant()) { |
| 604 | variable_parameter_blocks.push_back(parameter_block); |
| 605 | parameter_block->SetConstant(); |
| 606 | } |
| 607 | } |
| 608 | } |
| 609 | |
| 610 | // Setup the Parameter indices and offsets before an evaluator can |
| 611 | // be constructed and used. |
| 612 | program.SetParameterOffsetsAndIndex(); |
| 613 | |
| 614 | Evaluator::Options evaluator_options; |
| 615 | |
| 616 | // Even though using SPARSE_NORMAL_CHOLESKY requires SuiteSparse or |
| 617 | // CXSparse, here it just being used for telling the evaluator to |
| 618 | // use a SparseRowCompressedMatrix for the jacobian. This is because |
| 619 | // the Evaluator decides the storage for the Jacobian based on the |
| 620 | // type of linear solver being used. |
| 621 | evaluator_options.linear_solver_type = SPARSE_NORMAL_CHOLESKY; |
| 622 | evaluator_options.num_threads = evaluate_options.num_threads; |
| 623 | |
| 624 | string error; |
| 625 | scoped_ptr<Evaluator> evaluator( |
| 626 | Evaluator::Create(evaluator_options, &program, &error)); |
| 627 | if (evaluator.get() == NULL) { |
| 628 | LOG(ERROR) << "Unable to create an Evaluator object. " |
| 629 | << "Error: " << error |
| 630 | << "This is a Ceres bug; please contact the developers!"; |
| 631 | |
| 632 | // Make the parameter blocks that were temporarily marked |
| 633 | // constant, variable again. |
| 634 | for (int i = 0; i < variable_parameter_blocks.size(); ++i) { |
| 635 | variable_parameter_blocks[i]->SetVarying(); |
| 636 | } |
| 637 | return false; |
| 638 | } |
| 639 | |
| 640 | if (residuals !=NULL) { |
| 641 | residuals->resize(evaluator->NumResiduals()); |
| 642 | } |
| 643 | |
| 644 | if (gradient != NULL) { |
| 645 | gradient->resize(evaluator->NumEffectiveParameters()); |
| 646 | } |
| 647 | |
| 648 | scoped_ptr<CompressedRowSparseMatrix> tmp_jacobian; |
| 649 | if (jacobian != NULL) { |
| 650 | tmp_jacobian.reset( |
| 651 | down_cast<CompressedRowSparseMatrix*>(evaluator->CreateJacobian())); |
| 652 | } |
| 653 | |
| 654 | // Point the state pointers to the user state pointers. This is |
| 655 | // needed so that we can extract a parameter vector which is then |
| 656 | // passed to Evaluator::Evaluate. |
| 657 | program.SetParameterBlockStatePtrsToUserStatePtrs(); |
| 658 | |
| 659 | // Copy the value of the parameter blocks into a vector, since the |
| 660 | // Evaluate::Evaluate method needs its input as such. The previous |
| 661 | // call to SetParameterBlockStatePtrsToUserStatePtrs ensures that |
| 662 | // these values are the ones corresponding to the actual state of |
| 663 | // the parameter blocks, rather than the temporary state pointer |
| 664 | // used for evaluation. |
| 665 | Vector parameters(program.NumParameters()); |
| 666 | program.ParameterBlocksToStateVector(parameters.data()); |
| 667 | |
| 668 | double tmp_cost = 0; |
Sameer Agarwal | 039ff07 | 2013-02-26 09:15:39 -0800 | [diff] [blame] | 669 | |
| 670 | Evaluator::EvaluateOptions evaluator_evaluate_options; |
| 671 | evaluator_evaluate_options.apply_loss_function = |
| 672 | evaluate_options.apply_loss_function; |
| 673 | bool status = evaluator->Evaluate(evaluator_evaluate_options, |
| 674 | parameters.data(), |
Sameer Agarwal | 509f68c | 2013-02-20 01:39:03 -0800 | [diff] [blame] | 675 | &tmp_cost, |
| 676 | residuals != NULL ? &(*residuals)[0] : NULL, |
| 677 | gradient != NULL ? &(*gradient)[0] : NULL, |
| 678 | tmp_jacobian.get()); |
| 679 | |
Sameer Agarwal | 931c309 | 2013-02-25 09:46:21 -0800 | [diff] [blame] | 680 | // Make the parameter blocks that were temporarily marked constant, |
| 681 | // variable again. |
Sameer Agarwal | 509f68c | 2013-02-20 01:39:03 -0800 | [diff] [blame] | 682 | for (int i = 0; i < variable_parameter_blocks.size(); ++i) { |
| 683 | variable_parameter_blocks[i]->SetVarying(); |
| 684 | } |
| 685 | |
| 686 | if (status) { |
| 687 | if (cost != NULL) { |
| 688 | *cost = tmp_cost; |
| 689 | } |
| 690 | if (jacobian != NULL) { |
| 691 | tmp_jacobian->ToCRSMatrix(jacobian); |
| 692 | } |
| 693 | } |
| 694 | |
| 695 | return status; |
| 696 | } |
| 697 | |
Keir Mierle | 8ebb073 | 2012-04-30 23:09:08 -0700 | [diff] [blame] | 698 | int ProblemImpl::NumParameterBlocks() const { |
| 699 | return program_->NumParameterBlocks(); |
| 700 | } |
| 701 | |
| 702 | int ProblemImpl::NumParameters() const { |
| 703 | return program_->NumParameters(); |
| 704 | } |
| 705 | |
| 706 | int ProblemImpl::NumResidualBlocks() const { |
| 707 | return program_->NumResidualBlocks(); |
| 708 | } |
| 709 | |
| 710 | int ProblemImpl::NumResiduals() const { |
| 711 | return program_->NumResiduals(); |
| 712 | } |
| 713 | |
| 714 | } // namespace internal |
| 715 | } // namespace ceres |