// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2023 Google Inc. All rights reserved. // http://ceres-solver.org/ // // 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) // // The ProgramEvaluator runs the cost functions contained in each residual block // and stores the result into a jacobian. The particular type of jacobian is // abstracted out using two template parameters: // // - An "EvaluatePreparer" that is responsible for creating the array with // pointers to the jacobian blocks where the cost function evaluates to. // - A "JacobianWriter" that is responsible for storing the resulting // jacobian blocks in the passed sparse matrix. // // This abstraction affords an efficient evaluator implementation while still // supporting writing to multiple sparse matrix formats. For example, when the // ProgramEvaluator is parameterized for writing to block sparse matrices, the // residual jacobians are written directly into their final position in the // block sparse matrix by the user's CostFunction; there is no copying. // // The evaluation is threaded with C++ threads. // // The EvaluatePreparer and JacobianWriter interfaces are as follows: // // class EvaluatePreparer { // // Prepare the jacobians array for use as the destination of a call to // // a cost function's evaluate method. // void Prepare(const ResidualBlock* residual_block, // int residual_block_index, // SparseMatrix* jacobian, // double** jacobians); // } // // class JacobianWriter { // // Create a jacobian that this writer can write. Same as // // Evaluator::CreateJacobian. // std::unique_ptr CreateJacobian() const; // // // Create num_threads evaluate preparers.Resulting preparers are valid // // while *this is. // // std::unique_ptr CreateEvaluatePreparers( // int num_threads); // // // Write the block jacobians from a residual block evaluation to the // // larger sparse jacobian. // void Write(int residual_id, // int residual_offset, // double** jacobians, // SparseMatrix* jacobian); // } // // Note: The ProgramEvaluator is not thread safe, since internally it maintains // some per-thread scratch space. #ifndef CERES_INTERNAL_PROGRAM_EVALUATOR_H_ #define CERES_INTERNAL_PROGRAM_EVALUATOR_H_ // This include must come before any #ifndef check on Ceres compile options. // clang-format off #include "ceres/internal/config.h" // clang-format on #include #include #include #include #include #include "absl/log/log.h" #include "ceres/evaluation_callback.h" #include "ceres/evaluator.h" #include "ceres/execution_summary.h" #include "ceres/internal/eigen.h" #include "ceres/parallel_for.h" #include "ceres/parallel_vector_ops.h" #include "ceres/parameter_block.h" #include "ceres/program.h" #include "ceres/residual_block.h" #include "ceres/small_blas.h" #include "ceres/sparse_matrix.h" namespace ceres { namespace internal { struct NullJacobianFinalizer { void operator()(SparseMatrix* /*jacobian*/, int /*num_parameters*/) {} }; template class ProgramEvaluator final : public Evaluator { public: ProgramEvaluator(const Evaluator::Options& options, Program* program) : options_(options), program_(program), jacobian_writer_(options, program), evaluate_preparers_(std::move( jacobian_writer_.CreateEvaluatePreparers(options.num_threads))), num_parameters_(program->NumEffectiveParameters()) { BuildResidualLayout(*program, &residual_layout_); evaluate_scratch_ = std::move(CreateEvaluatorScratch( *program, static_cast(options.num_threads))); } // Implementation of Evaluator interface. std::unique_ptr CreateJacobian() const final { return jacobian_writer_.CreateJacobian(); } bool Evaluate(const Evaluator::EvaluateOptions& evaluate_options, const double* state, double* cost, double* residuals, double* gradient, SparseMatrix* jacobian) final { ScopedExecutionTimer total_timer("Evaluator::Total", &execution_summary_); ScopedExecutionTimer call_type_timer( gradient == nullptr && jacobian == nullptr ? "Evaluator::Residual" : "Evaluator::Jacobian", &execution_summary_); // The parameters are stateful, so set the state before evaluating. if (!program_->StateVectorToParameterBlocks(state)) { return false; } // Notify the user about a new evaluation point if they are interested. if (options_.evaluation_callback != nullptr) { program_->CopyParameterBlockStateToUserState(); options_.evaluation_callback->PrepareForEvaluation( /*jacobians=*/(gradient != nullptr || jacobian != nullptr), evaluate_options.new_evaluation_point); } if (residuals != nullptr) { ParallelSetZero(options_.context, options_.num_threads, residuals, program_->NumResiduals()); } if (jacobian != nullptr) { jacobian->SetZero(options_.context, options_.num_threads); } // Each thread gets its own cost and evaluate scratch space. for (int i = 0; i < options_.num_threads; ++i) { evaluate_scratch_[i].cost = 0.0; if (gradient != nullptr) { ParallelSetZero(options_.context, options_.num_threads, evaluate_scratch_[i].gradient.get(), num_parameters_); } } const int num_residual_blocks = program_->NumResidualBlocks(); // This bool is used to disable the loop if an error is encountered without // breaking out of it. The remaining loop iterations are still run, but with // an empty body, and so will finish quickly. std::atomic_bool abort(false); ParallelFor( options_.context, 0, num_residual_blocks, options_.num_threads, [&](int thread_id, int i) { if (abort) { return; } EvaluatePreparer* preparer = &evaluate_preparers_[thread_id]; EvaluateScratch* scratch = &evaluate_scratch_[thread_id]; // Prepare block residuals if requested. const ResidualBlock* residual_block = program_->residual_blocks()[i]; double* block_residuals = nullptr; if (residuals != nullptr) { block_residuals = residuals + residual_layout_[i]; } else if (gradient != nullptr) { block_residuals = scratch->residual_block_residuals.get(); } // Prepare block jacobians if requested. double** block_jacobians = nullptr; if (jacobian != nullptr || gradient != nullptr) { preparer->Prepare(residual_block, i, jacobian, scratch->jacobian_block_ptrs.get()); block_jacobians = scratch->jacobian_block_ptrs.get(); } // Evaluate the cost, residuals, and jacobians. double block_cost; if (!residual_block->Evaluate( evaluate_options.apply_loss_function, &block_cost, block_residuals, block_jacobians, scratch->residual_block_evaluate_scratch.get())) { abort = true; return; } scratch->cost += block_cost; // Store the jacobians, if they were requested. if (jacobian != nullptr) { jacobian_writer_.Write( i, residual_layout_[i], block_jacobians, jacobian); } // Compute and store the gradient, if it was requested. if (gradient != nullptr) { int num_residuals = residual_block->NumResiduals(); int num_parameter_blocks = residual_block->NumParameterBlocks(); for (int j = 0; j < num_parameter_blocks; ++j) { const ParameterBlock* parameter_block = residual_block->parameter_blocks()[j]; if (parameter_block->IsConstant()) { continue; } MatrixTransposeVectorMultiply( block_jacobians[j], num_residuals, parameter_block->TangentSize(), block_residuals, scratch->gradient.get() + parameter_block->delta_offset()); } } }); if (abort) { return false; } // Sum the cost and gradient (if requested) from each thread. (*cost) = 0.0; if (gradient != nullptr) { auto gradient_vector = VectorRef(gradient, num_parameters_); ParallelSetZero(options_.context, options_.num_threads, gradient_vector); } for (int i = 0; i < options_.num_threads; ++i) { (*cost) += evaluate_scratch_[i].cost; if (gradient != nullptr) { auto gradient_vector = VectorRef(gradient, num_parameters_); ParallelAssign( options_.context, options_.num_threads, gradient_vector, gradient_vector + VectorRef(evaluate_scratch_[i].gradient.get(), num_parameters_)); } } // It is possible that after accumulation that the cost has become infinite // or a nan. if (!std::isfinite(*cost)) { LOG(ERROR) << "Accumulated cost = " << *cost << " is not a finite number. Evaluation failed."; return false; } // Finalize the Jacobian if it is available. // `num_parameters` is passed to the finalizer so that additional // storage can be reserved for additional diagonal elements if // necessary. if (jacobian != nullptr) { JacobianFinalizer f; f(jacobian, num_parameters_); } return true; } bool Plus(const double* state, const double* delta, double* state_plus_delta) const final { return program_->Plus( state, delta, state_plus_delta, options_.context, options_.num_threads); } int NumParameters() const final { return program_->NumParameters(); } int NumEffectiveParameters() const final { return program_->NumEffectiveParameters(); } int NumResiduals() const final { return program_->NumResiduals(); } std::map Statistics() const final { return execution_summary_.statistics(); } private: // Per-thread scratch space needed to evaluate and store each residual block. struct EvaluateScratch { void Init(int max_parameters_per_residual_block, int max_scratch_doubles_needed_for_evaluate, int max_residuals_per_residual_block, int num_parameters) { residual_block_evaluate_scratch = std::make_unique(max_scratch_doubles_needed_for_evaluate); gradient = std::make_unique(num_parameters); VectorRef(gradient.get(), num_parameters).setZero(); residual_block_residuals = std::make_unique(max_residuals_per_residual_block); jacobian_block_ptrs = std::make_unique(max_parameters_per_residual_block); } double cost; std::unique_ptr residual_block_evaluate_scratch; // The gradient on the manifold. std::unique_ptr gradient; // Enough space to store the residual for the largest residual block. std::unique_ptr residual_block_residuals; std::unique_ptr jacobian_block_ptrs; }; static void BuildResidualLayout(const Program& program, std::vector* residual_layout) { const std::vector& residual_blocks = program.residual_blocks(); residual_layout->resize(program.NumResidualBlocks()); int residual_pos = 0; for (int i = 0; i < residual_blocks.size(); ++i) { const int num_residuals = residual_blocks[i]->NumResiduals(); (*residual_layout)[i] = residual_pos; residual_pos += num_residuals; } } // Create scratch space for each thread evaluating the program. static std::unique_ptr CreateEvaluatorScratch( const Program& program, unsigned num_threads) { int max_parameters_per_residual_block = program.MaxParametersPerResidualBlock(); int max_scratch_doubles_needed_for_evaluate = program.MaxScratchDoublesNeededForEvaluate(); int max_residuals_per_residual_block = program.MaxResidualsPerResidualBlock(); int num_parameters = program.NumEffectiveParameters(); auto evaluate_scratch = std::make_unique(num_threads); for (int i = 0; i < num_threads; i++) { evaluate_scratch[i].Init(max_parameters_per_residual_block, max_scratch_doubles_needed_for_evaluate, max_residuals_per_residual_block, num_parameters); } return evaluate_scratch; } Evaluator::Options options_; Program* program_; JacobianWriter jacobian_writer_; std::unique_ptr evaluate_preparers_; std::unique_ptr evaluate_scratch_; std::vector residual_layout_; int num_parameters_; ::ceres::internal::ExecutionSummary execution_summary_; }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_PROGRAM_EVALUATOR_H_