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9189f4ea4b
Sparse Cholesky factorization algorithms use a fill-reducing
ordering to permute the columns of the Jacobian matrix. There
are two ways of doing this.
1. Compute the Jacobian matrix in some order and then have the
factorization algorithm permute the columns of the Jacobian.
2. Compute the Jacobian with its columns already permuted.
The first option incurs a significant memory penalty. The
factorization algorithm has to make a copy of the permuted
Jacobian matrix.
Starting with this change Ceres pre-permutes the columns of the
Jacobian matrix and generally speaking, there is no performance
penalty for doing so.
In some rare cases, it is worth using a more complicated
reordering algorithm which has slightly better runtime
performance at the expense of an extra copy of the Jacobian
matrix. Setting Solver::Options::use_postordering to true
enables this tradeoff.
This change also removes Solver::Options::use_block_amd
as an option. All matrices are ordered using their block
structure. The ability to order them by their scalar
sparsity structure has been removed.
Here is what performance on looks like on some BAL problems.
Memory
======
HEAD pre-ordering
16-22106 137957376.0 113516544.0
49-7776 56688640.0 46628864.0
245-198739 1718005760.0 1383550976.0
257-65132 387715072.0 319512576.0
356-226730 2014826496.0 1626087424.0
744-543562 4903358464.0 3957878784.0
1024-110968 968626176.0 822071296.0
Time
====
HEAD pre-ordering
16-22106 3.8 3.7
49-7776 1.9 1.8
245-198739 82.6 81.9
257-65132 14.0 13.4
356-226730 98.8 95.8
744-543562 325.2 301.6
1024-110968 42.1 37.1
Change-Id: I6b2e25f3fed7310f88905386a7898ac94d37467e
336 lines
14 KiB
C++
336 lines
14 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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//
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// An example of solving a dynamically sized problem with various
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// solvers and loss functions.
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//
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// For a simpler bare bones example of doing bundle adjustment with
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// Ceres, please see simple_bundle_adjuster.cc.
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//
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// NOTE: This example will not compile without gflags and SuiteSparse.
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//
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// The problem being solved here is known as a Bundle Adjustment
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// problem in computer vision. Given a set of 3d points X_1, ..., X_n,
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// a set of cameras P_1, ..., P_m. If the point X_i is visible in
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// image j, then there is a 2D observation u_ij that is the expected
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// projection of X_i using P_j. The aim of this optimization is to
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// find values of X_i and P_j such that the reprojection error
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//
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// E(X,P) = sum_ij |u_ij - P_j X_i|^2
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//
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// is minimized.
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//
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// The problem used here comes from a collection of bundle adjustment
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// problems published at University of Washington.
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// http://grail.cs.washington.edu/projects/bal
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#include <algorithm>
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#include <cmath>
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#include <cstdio>
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#include <cstdlib>
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#include <string>
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#include <vector>
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#include "bal_problem.h"
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#include "ceres/ceres.h"
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#include "gflags/gflags.h"
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#include "glog/logging.h"
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#include "snavely_reprojection_error.h"
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DEFINE_string(input, "", "Input File name");
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DEFINE_string(trust_region_strategy, "levenberg_marquardt",
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"Options are: levenberg_marquardt, dogleg.");
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DEFINE_string(dogleg, "traditional_dogleg", "Options are: traditional_dogleg,"
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"subspace_dogleg.");
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DEFINE_bool(inner_iterations, false, "Use inner iterations to non-linearly "
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"refine each successful trust region step.");
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DEFINE_string(blocks_for_inner_iterations, "automatic", "Options are: "
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"automatic, cameras, points, cameras,points, points,cameras");
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DEFINE_string(linear_solver, "sparse_schur", "Options are: "
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"sparse_schur, dense_schur, iterative_schur, sparse_normal_cholesky, "
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"dense_qr, dense_normal_cholesky and cgnr.");
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DEFINE_string(preconditioner, "jacobi", "Options are: "
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"identity, jacobi, schur_jacobi, cluster_jacobi, "
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"cluster_tridiagonal.");
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DEFINE_string(sparse_linear_algebra_library, "suite_sparse",
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"Options are: suite_sparse and cx_sparse.");
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DEFINE_string(ordering, "automatic", "Options are: automatic, user.");
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DEFINE_bool(use_quaternions, false, "If true, uses quaternions to represent "
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"rotations. If false, angle axis is used.");
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DEFINE_bool(use_local_parameterization, false, "For quaternions, use a local "
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"parameterization.");
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DEFINE_bool(robustify, false, "Use a robust loss function.");
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DEFINE_double(eta, 1e-2, "Default value for eta. Eta determines the "
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"accuracy of each linear solve of the truncated newton step. "
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"Changing this parameter can affect solve performance.");
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DEFINE_int32(num_threads, 1, "Number of threads.");
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DEFINE_int32(num_iterations, 5, "Number of iterations.");
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DEFINE_double(max_solver_time, 1e32, "Maximum solve time in seconds.");
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DEFINE_bool(nonmonotonic_steps, false, "Trust region algorithm can use"
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" nonmonotic steps.");
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DEFINE_double(rotation_sigma, 0.0, "Standard deviation of camera rotation "
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"perturbation.");
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DEFINE_double(translation_sigma, 0.0, "Standard deviation of the camera "
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"translation perturbation.");
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DEFINE_double(point_sigma, 0.0, "Standard deviation of the point "
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"perturbation.");
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DEFINE_int32(random_seed, 38401, "Random seed used to set the state "
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"of the pseudo random number generator used to generate "
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"the pertubations.");
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DEFINE_string(solver_log, "", "File to record the solver execution to.");
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namespace ceres {
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namespace examples {
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void SetLinearSolver(Solver::Options* options) {
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CHECK(StringToLinearSolverType(FLAGS_linear_solver,
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&options->linear_solver_type));
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CHECK(StringToPreconditionerType(FLAGS_preconditioner,
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&options->preconditioner_type));
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CHECK(StringToSparseLinearAlgebraLibraryType(
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FLAGS_sparse_linear_algebra_library,
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&options->sparse_linear_algebra_library));
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options->num_linear_solver_threads = FLAGS_num_threads;
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}
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void SetOrdering(BALProblem* bal_problem, Solver::Options* options) {
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const int num_points = bal_problem->num_points();
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const int point_block_size = bal_problem->point_block_size();
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double* points = bal_problem->mutable_points();
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const int num_cameras = bal_problem->num_cameras();
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const int camera_block_size = bal_problem->camera_block_size();
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double* cameras = bal_problem->mutable_cameras();
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if (options->use_inner_iterations) {
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if (FLAGS_blocks_for_inner_iterations == "cameras") {
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LOG(INFO) << "Camera blocks for inner iterations";
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options->inner_iteration_ordering = new ParameterBlockOrdering;
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for (int i = 0; i < num_cameras; ++i) {
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options->inner_iteration_ordering->AddElementToGroup(cameras + camera_block_size * i, 0);
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}
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} else if (FLAGS_blocks_for_inner_iterations == "points") {
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LOG(INFO) << "Point blocks for inner iterations";
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options->inner_iteration_ordering = new ParameterBlockOrdering;
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for (int i = 0; i < num_points; ++i) {
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options->inner_iteration_ordering->AddElementToGroup(points + point_block_size * i, 0);
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}
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} else if (FLAGS_blocks_for_inner_iterations == "cameras,points") {
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LOG(INFO) << "Camera followed by point blocks for inner iterations";
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options->inner_iteration_ordering = new ParameterBlockOrdering;
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for (int i = 0; i < num_cameras; ++i) {
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options->inner_iteration_ordering->AddElementToGroup(cameras + camera_block_size * i, 0);
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}
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for (int i = 0; i < num_points; ++i) {
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options->inner_iteration_ordering->AddElementToGroup(points + point_block_size * i, 1);
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}
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} else if (FLAGS_blocks_for_inner_iterations == "points,cameras") {
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LOG(INFO) << "Point followed by camera blocks for inner iterations";
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options->inner_iteration_ordering = new ParameterBlockOrdering;
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for (int i = 0; i < num_cameras; ++i) {
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options->inner_iteration_ordering->AddElementToGroup(cameras + camera_block_size * i, 1);
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}
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for (int i = 0; i < num_points; ++i) {
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options->inner_iteration_ordering->AddElementToGroup(points + point_block_size * i, 0);
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}
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} else if (FLAGS_blocks_for_inner_iterations == "automatic") {
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LOG(INFO) << "Choosing automatic blocks for inner iterations";
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} else {
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LOG(FATAL) << "Unknown block type for inner iterations: "
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<< FLAGS_blocks_for_inner_iterations;
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}
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}
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// Bundle adjustment problems have a sparsity structure that makes
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// them amenable to more specialized and much more efficient
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// solution strategies. The SPARSE_SCHUR, DENSE_SCHUR and
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// ITERATIVE_SCHUR solvers make use of this specialized
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// structure.
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//
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// This can either be done by specifying Options::ordering_type =
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// ceres::SCHUR, in which case Ceres will automatically determine
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// the right ParameterBlock ordering, or by manually specifying a
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// suitable ordering vector and defining
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// Options::num_eliminate_blocks.
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if (FLAGS_ordering == "automatic") {
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return;
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}
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ceres::ParameterBlockOrdering* ordering =
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new ceres::ParameterBlockOrdering;
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// The points come before the cameras.
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for (int i = 0; i < num_points; ++i) {
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ordering->AddElementToGroup(points + point_block_size * i, 0);
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}
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for (int i = 0; i < num_cameras; ++i) {
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// When using axis-angle, there is a single parameter block for
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// the entire camera.
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ordering->AddElementToGroup(cameras + camera_block_size * i, 1);
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// If quaternions are used, there are two blocks, so add the
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// second block to the ordering.
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if (FLAGS_use_quaternions) {
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ordering->AddElementToGroup(cameras + camera_block_size * i + 4, 1);
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}
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}
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options->linear_solver_ordering = ordering;
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}
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void SetMinimizerOptions(Solver::Options* options) {
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options->max_num_iterations = FLAGS_num_iterations;
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options->minimizer_progress_to_stdout = true;
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options->num_threads = FLAGS_num_threads;
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options->eta = FLAGS_eta;
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options->max_solver_time_in_seconds = FLAGS_max_solver_time;
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options->use_nonmonotonic_steps = FLAGS_nonmonotonic_steps;
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CHECK(StringToTrustRegionStrategyType(FLAGS_trust_region_strategy,
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&options->trust_region_strategy_type));
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CHECK(StringToDoglegType(FLAGS_dogleg, &options->dogleg_type));
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options->use_inner_iterations = FLAGS_inner_iterations;
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}
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void SetSolverOptionsFromFlags(BALProblem* bal_problem,
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Solver::Options* options) {
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SetMinimizerOptions(options);
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SetLinearSolver(options);
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SetOrdering(bal_problem, options);
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}
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void BuildProblem(BALProblem* bal_problem, Problem* problem) {
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const int point_block_size = bal_problem->point_block_size();
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const int camera_block_size = bal_problem->camera_block_size();
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double* points = bal_problem->mutable_points();
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double* cameras = bal_problem->mutable_cameras();
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// Observations is 2*num_observations long array observations =
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// [u_1, u_2, ... , u_n], where each u_i is two dimensional, the x
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// and y positions of the observation.
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const double* observations = bal_problem->observations();
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for (int i = 0; i < bal_problem->num_observations(); ++i) {
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CostFunction* cost_function;
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// Each Residual block takes a point and a camera as input and
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// outputs a 2 dimensional residual.
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if (FLAGS_use_quaternions) {
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cost_function = new AutoDiffCostFunction<
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SnavelyReprojectionErrorWithQuaternions, 2, 4, 6, 3>(
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new SnavelyReprojectionErrorWithQuaternions(
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observations[2 * i + 0],
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observations[2 * i + 1]));
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} else {
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cost_function =
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new AutoDiffCostFunction<SnavelyReprojectionError, 2, 9, 3>(
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new SnavelyReprojectionError(observations[2 * i + 0],
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observations[2 * i + 1]));
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}
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// If enabled use Huber's loss function.
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LossFunction* loss_function = FLAGS_robustify ? new HuberLoss(1.0) : NULL;
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// Each observation correponds to a pair of a camera and a point
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// which are identified by camera_index()[i] and point_index()[i]
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// respectively.
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double* camera =
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cameras + camera_block_size * bal_problem->camera_index()[i];
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double* point = points + point_block_size * bal_problem->point_index()[i];
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if (FLAGS_use_quaternions) {
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// When using quaternions, we split the camera into two
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// parameter blocks. One of size 4 for the quaternion and the
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// other of size 6 containing the translation, focal length and
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// the radial distortion parameters.
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problem->AddResidualBlock(cost_function,
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loss_function,
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camera,
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camera + 4,
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point);
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} else {
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problem->AddResidualBlock(cost_function, loss_function, camera, point);
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}
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}
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if (FLAGS_use_quaternions && FLAGS_use_local_parameterization) {
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LocalParameterization* quaternion_parameterization =
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new QuaternionParameterization;
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for (int i = 0; i < bal_problem->num_cameras(); ++i) {
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problem->SetParameterization(cameras + camera_block_size * i,
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quaternion_parameterization);
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}
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}
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}
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void SolveProblem(const char* filename) {
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BALProblem bal_problem(filename, FLAGS_use_quaternions);
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Problem problem;
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srand(FLAGS_random_seed);
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bal_problem.Normalize();
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bal_problem.Perturb(FLAGS_rotation_sigma,
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FLAGS_translation_sigma,
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FLAGS_point_sigma);
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BuildProblem(&bal_problem, &problem);
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Solver::Options options;
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SetSolverOptionsFromFlags(&bal_problem, &options);
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options.solver_log = FLAGS_solver_log;
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options.gradient_tolerance = 1e-16;
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options.function_tolerance = 1e-16;
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Solver::Summary summary;
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Solve(options, &problem, &summary);
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std::cout << summary.FullReport() << "\n";
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}
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} // namespace examples
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} // namespace ceres
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int main(int argc, char** argv) {
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google::ParseCommandLineFlags(&argc, &argv, true);
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google::InitGoogleLogging(argv[0]);
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if (FLAGS_input.empty()) {
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LOG(ERROR) << "Usage: bundle_adjustment_example --input=bal_problem";
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return 1;
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}
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CHECK(FLAGS_use_quaternions || !FLAGS_use_local_parameterization)
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<< "--use_local_parameterization can only be used with "
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<< "--use_quaternions.";
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ceres::examples::SolveProblem(FLAGS_input.c_str());
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return 0;
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}
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