Files
ceres-solver/internal/ceres/block_evaluate_preparer.cc
T
Keir Mierle f44907f702 Compute the gradient if requested in the evaluator
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
2012-07-11 09:44:45 -07:00

84 lines
3.6 KiB
C++

// 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/block_evaluate_preparer.h"
#include <vector>
#include "ceres/block_sparse_matrix.h"
#include "ceres/casts.h"
#include "ceres/parameter_block.h"
#include "ceres/residual_block.h"
#include "ceres/sparse_matrix.h"
namespace ceres {
namespace internal {
void BlockEvaluatePreparer::Init(int const* const* jacobian_layout,
int max_derivatives_per_residual_block) {
jacobian_layout_ = jacobian_layout;
scratch_evaluate_preparer_.Init(max_derivatives_per_residual_block);
}
// Point the jacobian blocks directly into the block sparse matrix.
void BlockEvaluatePreparer::Prepare(const ResidualBlock* residual_block,
int residual_block_index,
SparseMatrix* jacobian,
double** jacobians) {
// If the overall jacobian is not available, use the scratch space.
if (jacobian == NULL) {
scratch_evaluate_preparer_.Prepare(residual_block,
residual_block_index,
jacobian,
jacobians);
return;
}
double* jacobian_values =
down_cast<BlockSparseMatrix*>(jacobian)->mutable_values();
const int* jacobian_block_offset = jacobian_layout_[residual_block_index];
const int num_parameter_blocks = residual_block->NumParameterBlocks();
for (int j = 0; j < num_parameter_blocks; ++j) {
if (!residual_block->parameter_blocks()[j]->IsConstant()) {
jacobians[j] = jacobian_values + *jacobian_block_offset;
// The jacobian_block_offset can't be indexed with 'j' since the code
// that creates the layout strips out any blocks for inactive
// parameters. Instead, bump the pointer for active parameters only.
jacobian_block_offset++;
} else {
jacobians[j] = NULL;
}
}
}
} // namespace internal
} // namespace ceres