// 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/compressed_row_jacobian_writer.h" #include "ceres/casts.h" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/parameter_block.h" #include "ceres/program.h" #include "ceres/residual_block.h" #include "ceres/scratch_evaluate_preparer.h" namespace ceres { namespace internal { SparseMatrix* CompressedRowJacobianWriter::CreateJacobian() const { const vector<ResidualBlock*>& residual_blocks = program_->residual_blocks(); int total_num_residuals = program_->NumResiduals(); int total_num_effective_parameters = program_->NumEffectiveParameters(); // Count the number of jacobian nonzeros. int num_jacobian_nonzeros = 0; for (int i = 0; i < residual_blocks.size(); ++i) { ResidualBlock* residual_block = residual_blocks[i]; const int num_residuals = residual_block->NumResiduals(); const int num_parameter_blocks = residual_block->NumParameterBlocks(); for (int j = 0; j < num_parameter_blocks; ++j) { ParameterBlock* parameter_block = residual_block->parameter_blocks()[j]; if (!parameter_block->IsConstant()) { num_jacobian_nonzeros += num_residuals * parameter_block->LocalSize(); } } } // Allocate storage for the jacobian with some extra space at the end. // Allocate more space than needed to store the jacobian so that when the LM // algorithm adds the diagonal, no reallocation is necessary. This reduces // peak memory usage significantly. CompressedRowSparseMatrix* jacobian = new CompressedRowSparseMatrix( total_num_residuals, total_num_effective_parameters, num_jacobian_nonzeros + total_num_effective_parameters); // At this stage, the CompressedSparseMatrix is an invalid state. But this // seems to be the only way to construct it without doing a memory copy. int* rows = jacobian->mutable_rows(); int* cols = jacobian->mutable_cols(); int row_pos = 0; rows[0] = 0; for (int i = 0; i < residual_blocks.size(); ++i) { const ResidualBlock* residual_block = residual_blocks[i]; const int num_parameter_blocks = residual_block->NumParameterBlocks(); // Count the number of derivatives for a row of this residual block and // build a list of active parameter block indices. int num_derivatives = 0; vector<int> parameter_indices; for (int j = 0; j < num_parameter_blocks; ++j) { ParameterBlock* parameter_block = residual_block->parameter_blocks()[j]; if (!parameter_block->IsConstant()) { parameter_indices.push_back(parameter_block->index()); num_derivatives += parameter_block->LocalSize(); } } // Sort the parameters by their position in the state vector. sort(parameter_indices.begin(), parameter_indices.end()); CHECK(unique(parameter_indices.begin(), parameter_indices.end()) == parameter_indices.end()) << "Ceres internal error: " << "Duplicate parameter blocks detected in a cost function. " << "This should never happen. Please report this to " << "the Ceres developers."; // Update the row indices. const int num_residuals = residual_block->NumResiduals(); for (int j = 0; j < num_residuals; ++j) { rows[row_pos + j + 1] = rows[row_pos + j] + num_derivatives; } // Iterate over parameter blocks in the order which they occur in the // parameter vector. This code mirrors that in Write(), where jacobian // values are updated. int col_pos = 0; for (int j = 0; j < parameter_indices.size(); ++j) { ParameterBlock* parameter_block = program_->parameter_blocks()[parameter_indices[j]]; const int parameter_block_size = parameter_block->LocalSize(); for (int r = 0; r < num_residuals; ++r) { // This is the position in the values array of the jacobian where this // row of the jacobian block should go. const int column_block_begin = rows[row_pos + r] + col_pos; for (int c = 0; c < parameter_block_size; ++c) { cols[column_block_begin + c] = parameter_block->delta_offset() + c; } } col_pos += parameter_block_size; } row_pos += num_residuals; } CHECK_EQ(num_jacobian_nonzeros, rows[total_num_residuals]); // Populate the row and column block vectors for use by block // oriented ordering algorithms. This is useful when // Solver::Options::use_block_amd = true. const vector<ParameterBlock*>& parameter_blocks = program_->parameter_blocks(); vector<int>& col_blocks = *(jacobian->mutable_col_blocks()); col_blocks.resize(parameter_blocks.size()); for (int i = 0; i < parameter_blocks.size(); ++i) { col_blocks[i] = parameter_blocks[i]->LocalSize(); } vector<int>& row_blocks = *(jacobian->mutable_row_blocks()); row_blocks.resize(residual_blocks.size()); for (int i = 0; i < residual_blocks.size(); ++i) { row_blocks[i] = residual_blocks[i]->NumResiduals(); } return jacobian; } void CompressedRowJacobianWriter::Write(int residual_id, int residual_offset, double **jacobians, SparseMatrix* base_jacobian) { CompressedRowSparseMatrix* jacobian = down_cast<CompressedRowSparseMatrix*>(base_jacobian); double* jacobian_values = jacobian->mutable_values(); const int* jacobian_rows = jacobian->rows(); const ResidualBlock* residual_block = program_->residual_blocks()[residual_id]; const int num_parameter_blocks = residual_block->NumParameterBlocks(); const int num_residuals = residual_block->NumResiduals(); // It is necessary to determine the order of the jacobian blocks before // copying them into the CompressedRowSparseMatrix. Just because a cost // function uses parameter blocks 1 after 2 in its arguments does not mean // that the block 1 occurs before block 2 in the column layout of the // jacobian. Thus, determine the order by sorting the jacobian blocks by their // position in the state vector. vector<pair<int, int> > evaluated_jacobian_blocks; for (int j = 0; j < num_parameter_blocks; ++j) { const ParameterBlock* parameter_block = residual_block->parameter_blocks()[j]; if (!parameter_block->IsConstant()) { evaluated_jacobian_blocks.push_back( make_pair(parameter_block->index(), j)); } } sort(evaluated_jacobian_blocks.begin(), evaluated_jacobian_blocks.end()); // Where in the current row does the jacobian for a parameter block begin. int col_pos = 0; // Iterate over the jacobian blocks in increasing order of their // positions in the reduced parameter vector. for (int i = 0; i < evaluated_jacobian_blocks.size(); ++i) { const ParameterBlock* parameter_block = program_->parameter_blocks()[evaluated_jacobian_blocks[i].first]; const int argument = evaluated_jacobian_blocks[i].second; const int parameter_block_size = parameter_block->LocalSize(); // Copy one row of the jacobian block at a time. for (int r = 0; r < num_residuals; ++r) { // Position of the r^th row of the current jacobian block. const double* block_row_begin = jacobians[argument] + r * parameter_block_size; // Position in the values array of the jacobian where this // row of the jacobian block should go. double* column_block_begin = jacobian_values + jacobian_rows[residual_offset + r] + col_pos; copy(block_row_begin, block_row_begin + parameter_block_size, column_block_begin); } col_pos += parameter_block_size; } } } // namespace internal } // namespace ceres