// 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:
//
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// 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.
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// used to endorse or promote products derived from this software without
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//
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//
// 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