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36c73c26bb
The schur ordering is used to construct an elimination ordering for Schur type solvers when the user has not supplied an elimination ordering. The ordering algorithm does an ordered traversal of the sparsity graph of the Hessian. The order in which this is done used to be determined by the degree of the parameter blocks with ties broken arbitrarily using the memory address of the parameter blocks. This introduced non-determinism in the solver, causing subtle numerical differences in the value of the solution everytime the solve was run. This change introduces ComputeStableSchurOrdering which utilizes a new function StableIndependentSetOrdering. The latter takes as input an ordering of the vertices of the graph which is used to break ties when ordering the vertice by degree. The former constructs such an ordering by using the order in which the parameter blocks were added to the Problem. In this way, as long as the construction of the problem is deterministic, the schur ordering will always be deterministic too. I have chosen not to delete the existing unstable implementations of these functions as they are used by the inner iteration minimizer. Sometime in the near future I will clean up some of the duplicate code and see if we can move all the code to using a stable ordering. Change-Id: I8fbfa240d7307a2c3fe9b135f6968aa410d78780
149 lines
5.6 KiB
C++
149 lines
5.6 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
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// http://code.google.com/p/ceres-solver/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#include "ceres/parameter_block_ordering.h"
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#include "ceres/graph.h"
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#include "ceres/graph_algorithms.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/map_util.h"
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#include "ceres/parameter_block.h"
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#include "ceres/program.h"
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#include "ceres/residual_block.h"
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#include "glog/logging.h"
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namespace ceres {
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namespace internal {
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int ComputeStableSchurOrdering(const Program& program,
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vector<ParameterBlock*>* ordering) {
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CHECK_NOTNULL(ordering)->clear();
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scoped_ptr<Graph< ParameterBlock*> > graph(CreateHessianGraph(program));
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const vector<ParameterBlock*>& parameter_blocks = program.parameter_blocks();
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const HashSet<ParameterBlock*>& vertices = graph->vertices();
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for (int i = 0; i < parameter_blocks.size(); ++i) {
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if (vertices.count(parameter_blocks[i]) > 0) {
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ordering->push_back(parameter_blocks[i]);
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}
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}
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int independent_set_size = StableIndependentSetOrdering(*graph, ordering);
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// Add the excluded blocks to back of the ordering vector.
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for (int i = 0; i < parameter_blocks.size(); ++i) {
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ParameterBlock* parameter_block = parameter_blocks[i];
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if (parameter_block->IsConstant()) {
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ordering->push_back(parameter_block);
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}
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}
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return independent_set_size;
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}
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int ComputeSchurOrdering(const Program& program,
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vector<ParameterBlock*>* ordering) {
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CHECK_NOTNULL(ordering)->clear();
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scoped_ptr<Graph< ParameterBlock*> > graph(CreateHessianGraph(program));
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int independent_set_size = IndependentSetOrdering(*graph, ordering);
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const vector<ParameterBlock*>& parameter_blocks = program.parameter_blocks();
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// Add the excluded blocks to back of the ordering vector.
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for (int i = 0; i < parameter_blocks.size(); ++i) {
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ParameterBlock* parameter_block = parameter_blocks[i];
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if (parameter_block->IsConstant()) {
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ordering->push_back(parameter_block);
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}
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}
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return independent_set_size;
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}
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void ComputeRecursiveIndependentSetOrdering(const Program& program,
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ParameterBlockOrdering* ordering) {
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CHECK_NOTNULL(ordering)->Clear();
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const vector<ParameterBlock*> parameter_blocks = program.parameter_blocks();
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scoped_ptr<Graph< ParameterBlock*> > graph(CreateHessianGraph(program));
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int num_covered = 0;
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int round = 0;
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while (num_covered < parameter_blocks.size()) {
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vector<ParameterBlock*> independent_set_ordering;
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const int independent_set_size =
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IndependentSetOrdering(*graph, &independent_set_ordering);
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for (int i = 0; i < independent_set_size; ++i) {
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ParameterBlock* parameter_block = independent_set_ordering[i];
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ordering->AddElementToGroup(parameter_block->mutable_user_state(), round);
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graph->RemoveVertex(parameter_block);
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}
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num_covered += independent_set_size;
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++round;
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}
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}
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Graph<ParameterBlock*>*
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CreateHessianGraph(const Program& program) {
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Graph<ParameterBlock*>* graph = CHECK_NOTNULL(new Graph<ParameterBlock*>);
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const vector<ParameterBlock*>& parameter_blocks = program.parameter_blocks();
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for (int i = 0; i < parameter_blocks.size(); ++i) {
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ParameterBlock* parameter_block = parameter_blocks[i];
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if (!parameter_block->IsConstant()) {
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graph->AddVertex(parameter_block);
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}
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}
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const vector<ResidualBlock*>& residual_blocks = program.residual_blocks();
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for (int i = 0; i < residual_blocks.size(); ++i) {
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const ResidualBlock* residual_block = residual_blocks[i];
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const int num_parameter_blocks = residual_block->NumParameterBlocks();
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ParameterBlock* const* parameter_blocks =
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residual_block->parameter_blocks();
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for (int j = 0; j < num_parameter_blocks; ++j) {
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if (parameter_blocks[j]->IsConstant()) {
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continue;
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}
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for (int k = j + 1; k < num_parameter_blocks; ++k) {
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if (parameter_blocks[k]->IsConstant()) {
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continue;
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}
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graph->AddEdge(parameter_blocks[j], parameter_blocks[k]);
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}
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}
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}
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return graph;
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}
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} // namespace internal
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} // namespace ceres
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