// 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/program.h"
#include <map>
#include <vector>
#include "ceres/array_utils.h"
#include "ceres/casts.h"
#include "ceres/compressed_row_sparse_matrix.h"
#include "ceres/cost_function.h"
#include "ceres/evaluator.h"
#include "ceres/internal/port.h"
#include "ceres/local_parameterization.h"
#include "ceres/loss_function.h"
#include "ceres/map_util.h"
#include "ceres/parameter_block.h"
#include "ceres/problem.h"
#include "ceres/residual_block.h"
#include "ceres/stl_util.h"
#include "ceres/triplet_sparse_matrix.h"
namespace ceres {
namespace internal {
Program::Program() {}
Program::Program(const Program& program)
: parameter_blocks_(program.parameter_blocks_),
residual_blocks_(program.residual_blocks_) {
}
const vector<ParameterBlock*>& Program::parameter_blocks() const {
return parameter_blocks_;
}
const vector<ResidualBlock*>& Program::residual_blocks() const {
return residual_blocks_;
}
vector<ParameterBlock*>* Program::mutable_parameter_blocks() {
return ¶meter_blocks_;
}
vector<ResidualBlock*>* Program::mutable_residual_blocks() {
return &residual_blocks_;
}
bool Program::StateVectorToParameterBlocks(const double *state) {
for (int i = 0; i < parameter_blocks_.size(); ++i) {
if (!parameter_blocks_[i]->IsConstant() &&
!parameter_blocks_[i]->SetState(state)) {
return false;
}
state += parameter_blocks_[i]->Size();
}
return true;
}
void Program::ParameterBlocksToStateVector(double *state) const {
for (int i = 0; i < parameter_blocks_.size(); ++i) {
parameter_blocks_[i]->GetState(state);
state += parameter_blocks_[i]->Size();
}
}
void Program::CopyParameterBlockStateToUserState() {
for (int i = 0; i < parameter_blocks_.size(); ++i) {
parameter_blocks_[i]->GetState(parameter_blocks_[i]->mutable_user_state());
}
}
bool Program::SetParameterBlockStatePtrsToUserStatePtrs() {
for (int i = 0; i < parameter_blocks_.size(); ++i) {
if (!parameter_blocks_[i]->IsConstant() &&
!parameter_blocks_[i]->SetState(parameter_blocks_[i]->user_state())) {
return false;
}
}
return true;
}
bool Program::Plus(const double* state,
const double* delta,
double* state_plus_delta) const {
for (int i = 0; i < parameter_blocks_.size(); ++i) {
if (!parameter_blocks_[i]->Plus(state, delta, state_plus_delta)) {
return false;
}
state += parameter_blocks_[i]->Size();
delta += parameter_blocks_[i]->LocalSize();
state_plus_delta += parameter_blocks_[i]->Size();
}
return true;
}
void Program::SetParameterOffsetsAndIndex() {
// Set positions for all parameters appearing as arguments to residuals to one
// past the end of the parameter block array.
for (int i = 0; i < residual_blocks_.size(); ++i) {
ResidualBlock* residual_block = residual_blocks_[i];
for (int j = 0; j < residual_block->NumParameterBlocks(); ++j) {
residual_block->parameter_blocks()[j]->set_index(-1);
}
}
// For parameters that appear in the program, set their position and offset.
int state_offset = 0;
int delta_offset = 0;
for (int i = 0; i < parameter_blocks_.size(); ++i) {
parameter_blocks_[i]->set_index(i);
parameter_blocks_[i]->set_state_offset(state_offset);
parameter_blocks_[i]->set_delta_offset(delta_offset);
state_offset += parameter_blocks_[i]->Size();
delta_offset += parameter_blocks_[i]->LocalSize();
}
}
bool Program::IsValid() const {
for (int i = 0; i < residual_blocks_.size(); ++i) {
const ResidualBlock* residual_block = residual_blocks_[i];
if (residual_block->index() != i) {
LOG(WARNING) << "Residual block: " << i
<< " has incorrect index: " << residual_block->index();
return false;
}
}
int state_offset = 0;
int delta_offset = 0;
for (int i = 0; i < parameter_blocks_.size(); ++i) {
const ParameterBlock* parameter_block = parameter_blocks_[i];
if (parameter_block->index() != i ||
parameter_block->state_offset() != state_offset ||
parameter_block->delta_offset() != delta_offset) {
LOG(WARNING) << "Parameter block: " << i
<< "has incorrect indexing information: "
<< parameter_block->ToString();
return false;
}
state_offset += parameter_blocks_[i]->Size();
delta_offset += parameter_blocks_[i]->LocalSize();
}
return true;
}
bool Program::ParameterBlocksAreFinite(string* message) const {
CHECK_NOTNULL(message);
for (int i = 0; i < parameter_blocks_.size(); ++i) {
const ParameterBlock* parameter_block = parameter_blocks_[i];
const double* array = parameter_block->user_state();
const int size = parameter_block->Size();
const int invalid_index = FindInvalidValue(size, array);
if (invalid_index != size) {
*message = StringPrintf(
"ParameterBlock: %p with size %d has at least one invalid value.\n"
"First invalid value is at index: %d.\n"
"Parameter block values: ",
array, size, invalid_index);
AppendArrayToString(size, array, message);
return false;
}
}
return true;
}
bool Program::IsBoundsConstrained() const {
for (int i = 0; i < parameter_blocks_.size(); ++i) {
const ParameterBlock* parameter_block = parameter_blocks_[i];
if (parameter_block->IsConstant()) {
continue;
}
const int size = parameter_block->Size();
for (int j = 0; j < size; ++j) {
const double lower_bound = parameter_block->LowerBoundForParameter(j);
const double upper_bound = parameter_block->UpperBoundForParameter(j);
if (lower_bound > -std::numeric_limits<double>::max() ||
upper_bound < std::numeric_limits<double>::max()) {
return true;
}
}
}
return false;
}
bool Program::IsFeasible(string* message) const {
CHECK_NOTNULL(message);
for (int i = 0; i < parameter_blocks_.size(); ++i) {
const ParameterBlock* parameter_block = parameter_blocks_[i];
const double* parameters = parameter_block->user_state();
const int size = parameter_block->Size();
if (parameter_block->IsConstant()) {
// Constant parameter blocks must start in the feasible region
// to ultimately produce a feasible solution, since Ceres cannot
// change them.
for (int j = 0; j < size; ++j) {
const double lower_bound = parameter_block->LowerBoundForParameter(j);
const double upper_bound = parameter_block->UpperBoundForParameter(j);
if (parameters[j] < lower_bound || parameters[j] > upper_bound) {
*message = StringPrintf(
"ParameterBlock: %p with size %d has at least one infeasible "
"value."
"\nFirst infeasible value is at index: %d."
"\nLower bound: %e, value: %e, upper bound: %e"
"\nParameter block values: ",
parameters, size, j, lower_bound, parameters[j], upper_bound);
AppendArrayToString(size, parameters, message);
return false;
}
}
} else {
// Variable parameter blocks must have non-empty feasible
// regions, otherwise there is no way to produce a feasible
// solution.
for (int j = 0; j < size; ++j) {
const double lower_bound = parameter_block->LowerBoundForParameter(j);
const double upper_bound = parameter_block->UpperBoundForParameter(j);
if (lower_bound >= upper_bound) {
*message = StringPrintf(
"ParameterBlock: %p with size %d has at least one infeasible "
"bound."
"\nFirst infeasible bound is at index: %d."
"\nLower bound: %e, upper bound: %e"
"\nParameter block values: ",
parameters, size, j, lower_bound, upper_bound);
AppendArrayToString(size, parameters, message);
return false;
}
}
}
}
return true;
}
Program* Program::CreateReducedProgram(vector<double*>* removed_parameter_blocks,
double* fixed_cost,
string* error) const {
CHECK_NOTNULL(removed_parameter_blocks);
CHECK_NOTNULL(fixed_cost);
CHECK_NOTNULL(error);
scoped_ptr<Program> reduced_program(new Program(*this));
if (!reduced_program->RemoveFixedBlocks(removed_parameter_blocks,
fixed_cost,
error)) {
return NULL;
}
reduced_program->SetParameterOffsetsAndIndex();
return reduced_program.release();
}
bool Program::RemoveFixedBlocks(vector<double*>* removed_parameter_blocks,
double* fixed_cost,
string* error) {
CHECK_NOTNULL(removed_parameter_blocks);
CHECK_NOTNULL(fixed_cost);
CHECK_NOTNULL(error);
scoped_array<double> residual_block_evaluate_scratch;
residual_block_evaluate_scratch.reset(
new double[MaxScratchDoublesNeededForEvaluate()]);
*fixed_cost = 0.0;
// Mark all the parameters as unused. Abuse the index member of the
// parameter blocks for the marking.
for (int i = 0; i < parameter_blocks_.size(); ++i) {
parameter_blocks_[i]->set_index(-1);
}
// Filter out residual that have all-constant parameters, and mark
// all the parameter blocks that appear in residuals.
int num_active_residual_blocks = 0;
for (int i = 0; i < residual_blocks_.size(); ++i) {
ResidualBlock* residual_block = residual_blocks_[i];
int num_parameter_blocks = residual_block->NumParameterBlocks();
// Determine if the residual block is fixed, and also mark varying
// parameters that appear in the residual block.
bool all_constant = true;
for (int k = 0; k < num_parameter_blocks; k++) {
ParameterBlock* parameter_block = residual_block->parameter_blocks()[k];
if (!parameter_block->IsConstant()) {
all_constant = false;
parameter_block->set_index(1);
}
}
if (!all_constant) {
residual_blocks_[num_active_residual_blocks++] = residual_block;
continue;
}
// The residual is constant and will be removed, so its cost is
// added to the variable fixed_cost.
double cost = 0.0;
if (!residual_block->Evaluate(true,
&cost,
NULL,
NULL,
residual_block_evaluate_scratch.get())) {
*error = StringPrintf("Evaluation of the residual %d failed during "
"removal of fixed residual blocks.", i);
return false;
}
*fixed_cost += cost;
}
residual_blocks_.resize(num_active_residual_blocks);
// Filter out unused or fixed parameter blocks.
int num_active_parameter_blocks = 0;
removed_parameter_blocks->clear();
for (int i = 0; i < parameter_blocks_.size(); ++i) {
ParameterBlock* parameter_block = parameter_blocks_[i];
if (parameter_block->index() == -1) {
removed_parameter_blocks->push_back(parameter_block->mutable_user_state());
} else {
parameter_blocks_[num_active_parameter_blocks++] = parameter_block;
}
}
parameter_blocks_.resize(num_active_parameter_blocks);
if (!(((NumResidualBlocks() == 0) &&
(NumParameterBlocks() == 0)) ||
((NumResidualBlocks() != 0) &&
(NumParameterBlocks() != 0)))) {
*error = "Congratulations, you found a bug in Ceres. Please report it.";
return false;
}
return true;
}
bool Program::IsParameterBlockSetIndependent(const set<double*>& independent_set) const {
// Loop over each residual block and ensure that no two parameter
// blocks in the same residual block are part of
// parameter_block_ptrs as that would violate the assumption that it
// is an independent set in the Hessian matrix.
for (vector<ResidualBlock*>::const_iterator it = residual_blocks_.begin();
it != residual_blocks_.end();
++it) {
ParameterBlock* const* parameter_blocks = (*it)->parameter_blocks();
const int num_parameter_blocks = (*it)->NumParameterBlocks();
int count = 0;
for (int i = 0; i < num_parameter_blocks; ++i) {
count += independent_set.count(
parameter_blocks[i]->mutable_user_state());
}
if (count > 1) {
return false;
}
}
return true;
}
TripletSparseMatrix* Program::CreateJacobianBlockSparsityTranspose() const {
// Matrix to store the block sparsity structure of the Jacobian.
TripletSparseMatrix* tsm =
new TripletSparseMatrix(NumParameterBlocks(),
NumResidualBlocks(),
10 * NumResidualBlocks());
int num_nonzeros = 0;
int* rows = tsm->mutable_rows();
int* cols = tsm->mutable_cols();
double* values = tsm->mutable_values();
for (int c = 0; c < residual_blocks_.size(); ++c) {
const ResidualBlock* residual_block = residual_blocks_[c];
const int num_parameter_blocks = residual_block->NumParameterBlocks();
ParameterBlock* const* parameter_blocks =
residual_block->parameter_blocks();
for (int j = 0; j < num_parameter_blocks; ++j) {
if (parameter_blocks[j]->IsConstant()) {
continue;
}
// Re-size the matrix if needed.
if (num_nonzeros >= tsm->max_num_nonzeros()) {
tsm->set_num_nonzeros(num_nonzeros);
tsm->Reserve(2 * num_nonzeros);
rows = tsm->mutable_rows();
cols = tsm->mutable_cols();
values = tsm->mutable_values();
}
const int r = parameter_blocks[j]->index();
rows[num_nonzeros] = r;
cols[num_nonzeros] = c;
values[num_nonzeros] = 1.0;
++num_nonzeros;
}
}
tsm->set_num_nonzeros(num_nonzeros);
return tsm;
}
int Program::NumResidualBlocks() const {
return residual_blocks_.size();
}
int Program::NumParameterBlocks() const {
return parameter_blocks_.size();
}
int Program::NumResiduals() const {
int num_residuals = 0;
for (int i = 0; i < residual_blocks_.size(); ++i) {
num_residuals += residual_blocks_[i]->NumResiduals();
}
return num_residuals;
}
int Program::NumParameters() const {
int num_parameters = 0;
for (int i = 0; i < parameter_blocks_.size(); ++i) {
num_parameters += parameter_blocks_[i]->Size();
}
return num_parameters;
}
int Program::NumEffectiveParameters() const {
int num_parameters = 0;
for (int i = 0; i < parameter_blocks_.size(); ++i) {
num_parameters += parameter_blocks_[i]->LocalSize();
}
return num_parameters;
}
int Program::MaxScratchDoublesNeededForEvaluate() const {
// Compute the scratch space needed for evaluate.
int max_scratch_bytes_for_evaluate = 0;
for (int i = 0; i < residual_blocks_.size(); ++i) {
max_scratch_bytes_for_evaluate =
max(max_scratch_bytes_for_evaluate,
residual_blocks_[i]->NumScratchDoublesForEvaluate());
}
return max_scratch_bytes_for_evaluate;
}
int Program::MaxDerivativesPerResidualBlock() const {
int max_derivatives = 0;
for (int i = 0; i < residual_blocks_.size(); ++i) {
int derivatives = 0;
ResidualBlock* residual_block = residual_blocks_[i];
int num_parameters = residual_block->NumParameterBlocks();
for (int j = 0; j < num_parameters; ++j) {
derivatives += residual_block->NumResiduals() *
residual_block->parameter_blocks()[j]->LocalSize();
}
max_derivatives = max(max_derivatives, derivatives);
}
return max_derivatives;
}
int Program::MaxParametersPerResidualBlock() const {
int max_parameters = 0;
for (int i = 0; i < residual_blocks_.size(); ++i) {
max_parameters = max(max_parameters,
residual_blocks_[i]->NumParameterBlocks());
}
return max_parameters;
}
int Program::MaxResidualsPerResidualBlock() const {
int max_residuals = 0;
for (int i = 0; i < residual_blocks_.size(); ++i) {
max_residuals = max(max_residuals,
residual_blocks_[i]->NumResiduals());
}
return max_residuals;
}
string Program::ToString() const {
string ret = "Program dump\n";
ret += StringPrintf("Number of parameter blocks: %d\n", NumParameterBlocks());
ret += StringPrintf("Number of parameters: %d\n", NumParameters());
ret += "Parameters:\n";
for (int i = 0; i < parameter_blocks_.size(); ++i) {
ret += StringPrintf("%d: %s\n",
i, parameter_blocks_[i]->ToString().c_str());
}
return ret;
}
} // namespace internal
} // namespace ceres