// 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: sameeragarwal@google.com (Sameer Agarwal) // // Preconditioners for linear systems that arise in Structure from // Motion problems. VisibilityBasedPreconditioner implements three // preconditioners: // // SCHUR_JACOBI // CLUSTER_JACOBI // CLUSTER_TRIDIAGONAL // // Detailed descriptions of these preconditions beyond what is // documented here can be found in // // Bundle Adjustment in the Large // S. Agarwal, N. Snavely, S. Seitz & R. Szeliski, ECCV 2010 // http://www.cs.washington.edu/homes/sagarwal/bal.pdf // // Visibility Based Preconditioning for Bundle Adjustment // A. Kushal & S. Agarwal, submitted to CVPR 2012 // http://www.cs.washington.edu/homes/sagarwal/vbp.pdf // // The three preconditioners share enough code that its most efficient // to implement them as part of the same code base. #ifndef CERES_INTERNAL_VISIBILITY_BASED_PRECONDITIONER_H_ #define CERES_INTERNAL_VISIBILITY_BASED_PRECONDITIONER_H_ #include <set> #include <vector> #include <utility> #include "ceres/collections_port.h" #include "ceres/graph.h" #include "ceres/linear_solver.h" #include "ceres/linear_operator.h" #include "ceres/suitesparse.h" #include "ceres/internal/macros.h" #include "ceres/internal/scoped_ptr.h" namespace ceres { namespace internal { class BlockRandomAccessSparseMatrix; class BlockSparseMatrixBase; struct CompressedRowBlockStructure; class SchurEliminatorBase; // This class implements three preconditioners for Structure from // Motion/Bundle Adjustment problems. The name // VisibilityBasedPreconditioner comes from the fact that the sparsity // structure of the preconditioner matrix is determined by analyzing // the visibility structure of the scene, i.e. which cameras see which // points. // // Strictly speaking, SCHUR_JACOBI is not a visibility based // preconditioner but it is an extreme case of CLUSTER_JACOBI, where // every cluster contains exactly one camera block. Treating it as a // special case of CLUSTER_JACOBI makes it easy to implement as part // of the same code base with no significant loss of performance. // // In the following, we will only discuss CLUSTER_JACOBI and // CLUSTER_TRIDIAGONAL. // // The key idea of visibility based preconditioning is to identify // cameras that we expect have strong interactions, and then using the // entries in the Schur complement matrix corresponding to these // camera pairs as an approximation to the full Schur complement. // // CLUSTER_JACOBI identifies these camera pairs by clustering cameras, // and considering all non-zero camera pairs within each cluster. The // clustering in the current implementation is done using the // Canonical Views algorithm of Simon et al. (see // canonical_views_clustering.h). For the purposes of clustering, the // similarity or the degree of interaction between a pair of cameras // is measured by counting the number of points visible in both the // cameras. Thus the name VisibilityBasedPreconditioner. Further, if we // were to permute the parameter blocks such that all the cameras in // the same cluster occur contiguously, the preconditioner matrix will // be a block diagonal matrix with blocks corresponding to the // clusters. Thus in analogy with the Jacobi preconditioner we refer // to this as the CLUSTER_JACOBI preconditioner. // // CLUSTER_TRIDIAGONAL adds more mass to the CLUSTER_JACOBI // preconditioner by considering the interaction between clusters and // identifying strong interactions between cluster pairs. This is done // by constructing a weighted graph on the clusters, with the weight // on the edges connecting two clusters proportional to the number of // 3D points visible to cameras in both the clusters. A degree-2 // maximum spanning forest is identified in this graph and the camera // pairs contained in the edges of this forest are added to the // preconditioner. The detailed reasoning for this construction is // explained in the paper mentioned above. // // Degree-2 spanning trees and forests have the property that they // correspond to tri-diagonal matrices. Thus there exist a permutation // of the camera blocks under which the CLUSTER_TRIDIAGONAL // preconditioner matrix is a block tridiagonal matrix, and thus the // name for the preconditioner. // // Thread Safety: This class is NOT thread safe. // // Example usage: // // LinearSolver::Options options; // options.preconditioner_type = CLUSTER_JACOBI; // options.num_eliminate_blocks = num_points; // VisibilityBasedPreconditioner preconditioner( // *A.block_structure(), options); // preconditioner.Update(A, NULL); // preconditioner.RightMultiply(x, y); // #ifndef CERES_NO_SUITESPARSE class VisibilityBasedPreconditioner : public LinearOperator { public: // Initialize the symbolic structure of the preconditioner. bs is // the block structure of the linear system to be solved. It is used // to determine the sparsity structure of the preconditioner matrix. // // It has the same structural requirement as other Schur complement // based solvers. Please see schur_eliminator.h for more details. // // LinearSolver::Options::num_eliminate_blocks should be set to the // number of e_blocks in the block structure. // // TODO(sameeragarwal): The use of LinearSolver::Options should // ultimately be replaced with Preconditioner::Options and some sort // of preconditioner factory along the lines of // LinearSolver::CreateLinearSolver. I will wait to do this till I // create a general purpose block Jacobi preconditioner for general // sparse problems along with a CGLS solver. VisibilityBasedPreconditioner(const CompressedRowBlockStructure& bs, const LinearSolver::Options& options); virtual ~VisibilityBasedPreconditioner(); // Update the numerical value of the preconditioner for the linear // system: // // | A | x = |b| // |diag(D)| |0| // // for some vector b. It is important that the matrix A have the // same block structure as the one used to construct this object. // // D can be NULL, in which case its interpreted as a diagonal matrix // of size zero. bool Update(const BlockSparseMatrixBase& A, const double* D); // LinearOperator interface. Since the operator is symmetric, // LeftMultiply and num_cols are just calls to RightMultiply and // num_rows respectively. Update() must be called before // RightMultiply can be called. virtual void RightMultiply(const double* x, double* y) const; virtual void LeftMultiply(const double* x, double* y) const { RightMultiply(x, y); } virtual int num_rows() const; virtual int num_cols() const { return num_rows(); } friend class VisibilityBasedPreconditionerTest; private: void ComputeSchurJacobiSparsity(const CompressedRowBlockStructure& bs); void ComputeClusterJacobiSparsity(const CompressedRowBlockStructure& bs); void ComputeClusterTridiagonalSparsity(const CompressedRowBlockStructure& bs); void InitStorage(const CompressedRowBlockStructure& bs); void InitEliminator(const CompressedRowBlockStructure& bs); bool Factorize(); void ScaleOffDiagonalCells(); void ClusterCameras(const vector< set<int> >& visibility); void FlattenMembershipMap(const HashMap<int, int>& membership_map, vector<int>* membership_vector) const; void ComputeClusterVisibility(const vector<set<int> >& visibility, vector<set<int> >* cluster_visibility) const; Graph<int>* CreateClusterGraph(const vector<set<int> >& visibility) const; void ForestToClusterPairs(const Graph<int>& forest, HashSet<pair<int, int> >* cluster_pairs) const; void ComputeBlockPairsInPreconditioner(const CompressedRowBlockStructure& bs); bool IsBlockPairInPreconditioner(int block1, int block2) const; bool IsBlockPairOffDiagonal(int block1, int block2) const; LinearSolver::Options options_; // Number of parameter blocks in the schur complement. int num_blocks_; int num_clusters_; // Sizes of the blocks in the schur complement. vector<int> block_size_; // Mapping from cameras to clusters. vector<int> cluster_membership_; // Non-zero camera pairs from the schur complement matrix that are // present in the preconditioner, sorted by row (first element of // each pair), then column (second). set<pair<int, int> > block_pairs_; // Set of cluster pairs (including self pairs (i,i)) in the // preconditioner. HashSet<pair<int, int> > cluster_pairs_; scoped_ptr<SchurEliminatorBase> eliminator_; // Preconditioner matrix. scoped_ptr<BlockRandomAccessSparseMatrix> m_; // RightMultiply is a const method for LinearOperators. It is // implemented using CHOLMOD's sparse triangular matrix solve // function. This however requires non-const access to the // SuiteSparse context object, even though it does not result in any // of the state of the preconditioner being modified. SuiteSparse ss_; // Symbolic and numeric factorization of the preconditioner. cholmod_factor* factor_; // Temporary vector used by RightMultiply. cholmod_dense* tmp_rhs_; CERES_DISALLOW_COPY_AND_ASSIGN(VisibilityBasedPreconditioner); }; #else // SuiteSparse // If SuiteSparse is not compiled in, the preconditioner is not // available. class VisibilityBasedPreconditioner : public LinearOperator { public: VisibilityBasedPreconditioner(const CompressedRowBlockStructure& bs, const LinearSolver::Options& options) { LOG(FATAL) << "Visibility based preconditioning is not available. Please " "build Ceres with SuiteSparse."; } virtual ~VisibilityBasedPreconditioner() {} virtual void RightMultiply(const double* x, double* y) const {} virtual void LeftMultiply(const double* x, double* y) const {} virtual int num_rows() const { return -1; } virtual int num_cols() const { return -1; } bool Update(const BlockSparseMatrixBase& A, const double* D) { return false; } }; #endif // CERES_NO_SUITESPARSE } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_VISIBILITY_BASED_PRECONDITIONER_H_