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https://github.com/ceres-solver/ceres-solver.git
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f44907f702
This extends the Evaluator interface to support evaluating the
gradient in addition to the residuals and jacobian, if requested.
bool Evaluate(const double* state,
double* cost,
double* residuals,
double* gradient, <----------- NEW
SparseMatrix* jacobian) = 0;
The ProgramEvaluator is extended to support the new gradient
evaluation. This required some gymnastics around the block
evaluate preparer, which now contains a scratch evaluate preparer
for the case that no jacobian is requested but the gradient is.
Gradient evaluation is a prerequisite for the planned suite of
first order methods, including nonlinear conjugate gradient,
CG_DESCENT, L-BFGS, trust region with line search, and more.
This also considerably refactors the evaluator_test to make it
shorter and check the results for all combinations of the optional
parameters [residuals, gradient, jacobian].
Change-Id: Ic7d0fec028dc5ffebc08ee079ad04eeaf6e02582
84 lines
3.6 KiB
C++
84 lines
3.6 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: keir@google.com (Keir Mierle)
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#include "ceres/block_evaluate_preparer.h"
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#include <vector>
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#include "ceres/block_sparse_matrix.h"
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#include "ceres/casts.h"
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#include "ceres/parameter_block.h"
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#include "ceres/residual_block.h"
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#include "ceres/sparse_matrix.h"
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namespace ceres {
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namespace internal {
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void BlockEvaluatePreparer::Init(int const* const* jacobian_layout,
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int max_derivatives_per_residual_block) {
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jacobian_layout_ = jacobian_layout;
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scratch_evaluate_preparer_.Init(max_derivatives_per_residual_block);
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}
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// Point the jacobian blocks directly into the block sparse matrix.
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void BlockEvaluatePreparer::Prepare(const ResidualBlock* residual_block,
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int residual_block_index,
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SparseMatrix* jacobian,
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double** jacobians) {
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// If the overall jacobian is not available, use the scratch space.
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if (jacobian == NULL) {
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scratch_evaluate_preparer_.Prepare(residual_block,
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residual_block_index,
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jacobian,
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jacobians);
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return;
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}
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double* jacobian_values =
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down_cast<BlockSparseMatrix*>(jacobian)->mutable_values();
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const int* jacobian_block_offset = jacobian_layout_[residual_block_index];
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const int num_parameter_blocks = residual_block->NumParameterBlocks();
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for (int j = 0; j < num_parameter_blocks; ++j) {
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if (!residual_block->parameter_blocks()[j]->IsConstant()) {
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jacobians[j] = jacobian_values + *jacobian_block_offset;
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// The jacobian_block_offset can't be indexed with 'j' since the code
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// that creates the layout strips out any blocks for inactive
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// parameters. Instead, bump the pointer for active parameters only.
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jacobian_block_offset++;
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} else {
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jacobians[j] = NULL;
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}
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}
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}
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} // namespace internal
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} // namespace ceres
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