// 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/block_jacobian_writer.h" #include "ceres/block_evaluate_preparer.h" #include "ceres/block_sparse_matrix.h" #include "ceres/parameter_block.h" #include "ceres/program.h" #include "ceres/residual_block.h" #include "ceres/internal/eigen.h" #include "ceres/internal/port.h" #include "ceres/internal/scoped_ptr.h" namespace ceres { namespace internal { namespace { // Given the residual block ordering, build a lookup table to determine which // per-parameter jacobian goes where in the overall program jacobian. // // Since we expect to use a Schur type linear solver to solve the LM step, take // extra care to place the E blocks and the F blocks contiguously. E blocks are // the first num_eliminate_blocks parameter blocks as indicated by the parameter // block ordering. The remaining parameter blocks are the F blocks. // // TODO(keir): Consider if we should use a boolean for each parameter block // instead of num_eliminate_blocks. void BuildJacobianLayout(const Program& program, int num_eliminate_blocks, vector<int*>* jacobian_layout, vector<int>* jacobian_layout_storage) { const vector<ResidualBlock*>& residual_blocks = program.residual_blocks(); // Iterate over all the active residual blocks and determine how many E blocks // are there. This will determine where the F blocks start in the jacobian // matrix. Also compute the number of jacobian blocks. int f_block_pos = 0; int num_jacobian_blocks = 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(); // Advance f_block_pos over each E block for this residual. for (int j = 0; j < num_parameter_blocks; ++j) { ParameterBlock* parameter_block = residual_block->parameter_blocks()[j]; if (!parameter_block->IsConstant()) { // Only count blocks for active parameters. num_jacobian_blocks++; if (parameter_block->index() < num_eliminate_blocks) { f_block_pos += num_residuals * parameter_block->LocalSize(); } } } } // We now know that the E blocks are laid out starting at zero, and the F // blocks are laid out starting at f_block_pos. Iterate over the residual // blocks again, and this time fill the jacobian_layout array with the // position information. jacobian_layout->resize(program.NumResidualBlocks()); jacobian_layout_storage->resize(num_jacobian_blocks); int e_block_pos = 0; int* jacobian_pos = &(*jacobian_layout_storage)[0]; for (int i = 0; i < residual_blocks.size(); ++i) { const ResidualBlock* residual_block = residual_blocks[i]; const int num_residuals = residual_block->NumResiduals(); const int num_parameter_blocks = residual_block->NumParameterBlocks(); (*jacobian_layout)[i] = jacobian_pos; for (int j = 0; j < num_parameter_blocks; ++j) { ParameterBlock* parameter_block = residual_block->parameter_blocks()[j]; const int parameter_block_index = parameter_block->index(); if (parameter_block->IsConstant()) { continue; } const int jacobian_block_size = num_residuals * parameter_block->LocalSize(); if (parameter_block_index < num_eliminate_blocks) { *jacobian_pos = e_block_pos; e_block_pos += jacobian_block_size; } else { *jacobian_pos = f_block_pos; f_block_pos += jacobian_block_size; } jacobian_pos++; } } } } // namespace BlockJacobianWriter::BlockJacobianWriter(const Evaluator::Options& options, Program* program) : program_(program) { CHECK_GE(options.num_eliminate_blocks, 0) << "num_eliminate_blocks must be greater than 0."; BuildJacobianLayout(*program, options.num_eliminate_blocks, &jacobian_layout_, &jacobian_layout_storage_); } // Create evaluate prepareres that point directly into the final jacobian. This // makes the final Write() a nop. BlockEvaluatePreparer* BlockJacobianWriter::CreateEvaluatePreparers( int num_threads) { int max_derivatives_per_residual_block = program_->MaxDerivativesPerResidualBlock(); BlockEvaluatePreparer* preparers = new BlockEvaluatePreparer[num_threads]; for (int i = 0; i < num_threads; i++) { preparers[i].Init(&jacobian_layout_[0], max_derivatives_per_residual_block); } return preparers; } SparseMatrix* BlockJacobianWriter::CreateJacobian() const { CompressedRowBlockStructure* bs = new CompressedRowBlockStructure; const vector<ParameterBlock*>& parameter_blocks = program_->parameter_blocks(); // Construct the column blocks. bs->cols.resize(parameter_blocks.size()); for (int i = 0, cursor = 0; i < parameter_blocks.size(); ++i) { CHECK_NE(parameter_blocks[i]->index(), -1); CHECK(!parameter_blocks[i]->IsConstant()); bs->cols[i].size = parameter_blocks[i]->LocalSize(); bs->cols[i].position = cursor; cursor += bs->cols[i].size; } // Construct the cells in each row. const vector<ResidualBlock*>& residual_blocks = program_->residual_blocks(); int row_block_position = 0; bs->rows.resize(residual_blocks.size()); for (int i = 0; i < residual_blocks.size(); ++i) { const ResidualBlock* residual_block = residual_blocks[i]; CompressedRow* row = &bs->rows[i]; row->block.size = residual_block->NumResiduals(); row->block.position = row_block_position; row_block_position += row->block.size; // Size the row by the number of active parameters in this residual. const int num_parameter_blocks = residual_block->NumParameterBlocks(); int num_active_parameter_blocks = 0; for (int j = 0; j < num_parameter_blocks; ++j) { if (residual_block->parameter_blocks()[j]->index() != -1) { num_active_parameter_blocks++; } } row->cells.resize(num_active_parameter_blocks); // Add layout information for the active parameters in this row. for (int j = 0, k = 0; j < num_parameter_blocks; ++j) { const ParameterBlock* parameter_block = residual_block->parameter_blocks()[j]; if (!parameter_block->IsConstant()) { Cell& cell = row->cells[k]; cell.block_id = parameter_block->index(); cell.position = jacobian_layout_[i][k]; // Only increment k for active parameters, since there is only layout // information for active parameters. k++; } } sort(row->cells.begin(), row->cells.end(), CellLessThan); } BlockSparseMatrix* jacobian = new BlockSparseMatrix(bs); CHECK_NOTNULL(jacobian); return jacobian; } } // namespace internal } // namespace ceres