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02706c1906
Add a Covariance object to the API. Given a Problem object and a set of parameter block pairs the Covariance object computes a sparse covariance matrix corresponding to those block pairs and provides random access to them. Constant parameter blocks and parameter blocks with local parameterizations are correctly handled. Sparse and dense implementations are provided. With the dense implementation rank deficient Jacobians can also be handled. Parts of the code are threaded using OpenMP if available. Change-Id: I5b49583b3d79579df3e0f334c22567acb23ed4ad
737 lines
28 KiB
C++
737 lines
28 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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// keir@google.com (Keir Mierle)
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#include "ceres/problem_impl.h"
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#include <algorithm>
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#include <cstddef>
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#include <iterator>
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#include <set>
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#include <string>
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#include <utility>
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#include <vector>
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#include "ceres/casts.h"
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#include "ceres/compressed_row_sparse_matrix.h"
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#include "ceres/cost_function.h"
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#include "ceres/crs_matrix.h"
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#include "ceres/evaluator.h"
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#include "ceres/loss_function.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 "ceres/stl_util.h"
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#include "ceres/stringprintf.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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typedef map<double*, internal::ParameterBlock*> ParameterMap;
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namespace {
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internal::ParameterBlock* FindParameterBlockOrDie(
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const ParameterMap& parameter_map,
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double* parameter_block) {
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ParameterMap::const_iterator it = parameter_map.find(parameter_block);
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CHECK(it != parameter_map.end())
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<< "Parameter block not found: " << parameter_block;
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return it->second;
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}
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// Returns true if two regions of memory, a and b, with sizes size_a and size_b
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// respectively, overlap.
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bool RegionsAlias(const double* a, int size_a,
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const double* b, int size_b) {
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return (a < b) ? b < (a + size_a)
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: a < (b + size_b);
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}
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void CheckForNoAliasing(double* existing_block,
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int existing_block_size,
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double* new_block,
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int new_block_size) {
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CHECK(!RegionsAlias(existing_block, existing_block_size,
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new_block, new_block_size))
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<< "Aliasing detected between existing parameter block at memory "
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<< "location " << existing_block
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<< " and has size " << existing_block_size << " with new parameter "
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<< "block that has memory address " << new_block << " and would have "
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<< "size " << new_block_size << ".";
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}
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} // namespace
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ParameterBlock* ProblemImpl::InternalAddParameterBlock(double* values,
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int size) {
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CHECK(values != NULL) << "Null pointer passed to AddParameterBlock "
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<< "for a parameter with size " << size;
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// Ignore the request if there is a block for the given pointer already.
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ParameterMap::iterator it = parameter_block_map_.find(values);
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if (it != parameter_block_map_.end()) {
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if (!options_.disable_all_safety_checks) {
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int existing_size = it->second->Size();
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CHECK(size == existing_size)
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<< "Tried adding a parameter block with the same double pointer, "
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<< values << ", twice, but with different block sizes. Original "
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<< "size was " << existing_size << " but new size is "
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<< size;
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}
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return it->second;
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}
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if (!options_.disable_all_safety_checks) {
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// Before adding the parameter block, also check that it doesn't alias any
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// other parameter blocks.
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if (!parameter_block_map_.empty()) {
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ParameterMap::iterator lb = parameter_block_map_.lower_bound(values);
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// If lb is not the first block, check the previous block for aliasing.
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if (lb != parameter_block_map_.begin()) {
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ParameterMap::iterator previous = lb;
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--previous;
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CheckForNoAliasing(previous->first,
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previous->second->Size(),
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values,
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size);
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}
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// If lb is not off the end, check lb for aliasing.
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if (lb != parameter_block_map_.end()) {
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CheckForNoAliasing(lb->first,
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lb->second->Size(),
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values,
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size);
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}
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}
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}
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// Pass the index of the new parameter block as well to keep the index in
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// sync with the position of the parameter in the program's parameter vector.
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ParameterBlock* new_parameter_block =
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new ParameterBlock(values, size, program_->parameter_blocks_.size());
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// For dynamic problems, add the list of dependent residual blocks, which is
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// empty to start.
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if (options_.enable_fast_parameter_block_removal) {
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new_parameter_block->EnableResidualBlockDependencies();
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}
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parameter_block_map_[values] = new_parameter_block;
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program_->parameter_blocks_.push_back(new_parameter_block);
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return new_parameter_block;
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}
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// Deletes the residual block in question, assuming there are no other
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// references to it inside the problem (e.g. by another parameter). Referenced
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// cost and loss functions are tucked away for future deletion, since it is not
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// possible to know whether other parts of the problem depend on them without
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// doing a full scan.
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void ProblemImpl::DeleteBlock(ResidualBlock* residual_block) {
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// The const casts here are legit, since ResidualBlock holds these
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// pointers as const pointers but we have ownership of them and
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// have the right to destroy them when the destructor is called.
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if (options_.cost_function_ownership == TAKE_OWNERSHIP &&
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residual_block->cost_function() != NULL) {
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cost_functions_to_delete_.push_back(
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const_cast<CostFunction*>(residual_block->cost_function()));
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}
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if (options_.loss_function_ownership == TAKE_OWNERSHIP &&
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residual_block->loss_function() != NULL) {
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loss_functions_to_delete_.push_back(
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const_cast<LossFunction*>(residual_block->loss_function()));
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}
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delete residual_block;
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}
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// Deletes the parameter block in question, assuming there are no other
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// references to it inside the problem (e.g. by any residual blocks).
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// Referenced parameterizations are tucked away for future deletion, since it
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// is not possible to know whether other parts of the problem depend on them
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// without doing a full scan.
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void ProblemImpl::DeleteBlock(ParameterBlock* parameter_block) {
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if (options_.local_parameterization_ownership == TAKE_OWNERSHIP &&
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parameter_block->local_parameterization() != NULL) {
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local_parameterizations_to_delete_.push_back(
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parameter_block->mutable_local_parameterization());
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}
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parameter_block_map_.erase(parameter_block->mutable_user_state());
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delete parameter_block;
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}
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ProblemImpl::ProblemImpl() : program_(new internal::Program) {}
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ProblemImpl::ProblemImpl(const Problem::Options& options)
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: options_(options),
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program_(new internal::Program) {}
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ProblemImpl::~ProblemImpl() {
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// Collect the unique cost/loss functions and delete the residuals.
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const int num_residual_blocks = program_->residual_blocks_.size();
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cost_functions_to_delete_.reserve(num_residual_blocks);
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loss_functions_to_delete_.reserve(num_residual_blocks);
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for (int i = 0; i < program_->residual_blocks_.size(); ++i) {
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DeleteBlock(program_->residual_blocks_[i]);
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}
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// Collect the unique parameterizations and delete the parameters.
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for (int i = 0; i < program_->parameter_blocks_.size(); ++i) {
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DeleteBlock(program_->parameter_blocks_[i]);
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}
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// Delete the owned cost/loss functions and parameterizations.
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STLDeleteUniqueContainerPointers(local_parameterizations_to_delete_.begin(),
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local_parameterizations_to_delete_.end());
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STLDeleteUniqueContainerPointers(cost_functions_to_delete_.begin(),
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cost_functions_to_delete_.end());
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STLDeleteUniqueContainerPointers(loss_functions_to_delete_.begin(),
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loss_functions_to_delete_.end());
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}
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ResidualBlock* ProblemImpl::AddResidualBlock(
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CostFunction* cost_function,
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LossFunction* loss_function,
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const vector<double*>& parameter_blocks) {
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CHECK_NOTNULL(cost_function);
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CHECK_EQ(parameter_blocks.size(),
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cost_function->parameter_block_sizes().size());
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// Check the sizes match.
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const vector<int16>& parameter_block_sizes =
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cost_function->parameter_block_sizes();
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if (!options_.disable_all_safety_checks) {
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CHECK_EQ(parameter_block_sizes.size(), parameter_blocks.size())
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<< "Number of blocks input is different than the number of blocks "
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<< "that the cost function expects.";
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// Check for duplicate parameter blocks.
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vector<double*> sorted_parameter_blocks(parameter_blocks);
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sort(sorted_parameter_blocks.begin(), sorted_parameter_blocks.end());
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vector<double*>::const_iterator duplicate_items =
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unique(sorted_parameter_blocks.begin(),
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sorted_parameter_blocks.end());
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if (duplicate_items != sorted_parameter_blocks.end()) {
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string blocks;
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for (int i = 0; i < parameter_blocks.size(); ++i) {
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blocks += StringPrintf(" %p ", parameter_blocks[i]);
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}
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LOG(FATAL) << "Duplicate parameter blocks in a residual parameter "
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<< "are not allowed. Parameter block pointers: ["
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<< blocks << "]";
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}
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}
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// Add parameter blocks and convert the double*'s to parameter blocks.
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vector<ParameterBlock*> parameter_block_ptrs(parameter_blocks.size());
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for (int i = 0; i < parameter_blocks.size(); ++i) {
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parameter_block_ptrs[i] =
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InternalAddParameterBlock(parameter_blocks[i],
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parameter_block_sizes[i]);
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}
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if (!options_.disable_all_safety_checks) {
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// Check that the block sizes match the block sizes expected by the
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// cost_function.
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for (int i = 0; i < parameter_block_ptrs.size(); ++i) {
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CHECK_EQ(cost_function->parameter_block_sizes()[i],
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parameter_block_ptrs[i]->Size())
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<< "The cost function expects parameter block " << i
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<< " of size " << cost_function->parameter_block_sizes()[i]
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<< " but was given a block of size "
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<< parameter_block_ptrs[i]->Size();
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}
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}
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ResidualBlock* new_residual_block =
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new ResidualBlock(cost_function,
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loss_function,
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parameter_block_ptrs,
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program_->residual_blocks_.size());
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// Add dependencies on the residual to the parameter blocks.
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if (options_.enable_fast_parameter_block_removal) {
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for (int i = 0; i < parameter_blocks.size(); ++i) {
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parameter_block_ptrs[i]->AddResidualBlock(new_residual_block);
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}
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}
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program_->residual_blocks_.push_back(new_residual_block);
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return new_residual_block;
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}
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// Unfortunately, macros don't help much to reduce this code, and var args don't
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// work because of the ambiguous case that there is no loss function.
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ResidualBlock* ProblemImpl::AddResidualBlock(
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CostFunction* cost_function,
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LossFunction* loss_function,
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double* x0) {
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vector<double*> residual_parameters;
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residual_parameters.push_back(x0);
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return AddResidualBlock(cost_function, loss_function, residual_parameters);
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}
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ResidualBlock* ProblemImpl::AddResidualBlock(
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CostFunction* cost_function,
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LossFunction* loss_function,
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double* x0, double* x1) {
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vector<double*> residual_parameters;
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residual_parameters.push_back(x0);
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residual_parameters.push_back(x1);
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return AddResidualBlock(cost_function, loss_function, residual_parameters);
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}
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ResidualBlock* ProblemImpl::AddResidualBlock(
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CostFunction* cost_function,
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LossFunction* loss_function,
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double* x0, double* x1, double* x2) {
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vector<double*> residual_parameters;
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residual_parameters.push_back(x0);
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residual_parameters.push_back(x1);
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residual_parameters.push_back(x2);
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return AddResidualBlock(cost_function, loss_function, residual_parameters);
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}
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ResidualBlock* ProblemImpl::AddResidualBlock(
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CostFunction* cost_function,
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LossFunction* loss_function,
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double* x0, double* x1, double* x2, double* x3) {
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vector<double*> residual_parameters;
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residual_parameters.push_back(x0);
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residual_parameters.push_back(x1);
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residual_parameters.push_back(x2);
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residual_parameters.push_back(x3);
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return AddResidualBlock(cost_function, loss_function, residual_parameters);
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}
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ResidualBlock* ProblemImpl::AddResidualBlock(
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CostFunction* cost_function,
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LossFunction* loss_function,
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double* x0, double* x1, double* x2, double* x3, double* x4) {
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vector<double*> residual_parameters;
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residual_parameters.push_back(x0);
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residual_parameters.push_back(x1);
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residual_parameters.push_back(x2);
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residual_parameters.push_back(x3);
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residual_parameters.push_back(x4);
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return AddResidualBlock(cost_function, loss_function, residual_parameters);
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}
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ResidualBlock* ProblemImpl::AddResidualBlock(
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CostFunction* cost_function,
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LossFunction* loss_function,
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double* x0, double* x1, double* x2, double* x3, double* x4, double* x5) {
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vector<double*> residual_parameters;
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residual_parameters.push_back(x0);
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residual_parameters.push_back(x1);
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residual_parameters.push_back(x2);
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residual_parameters.push_back(x3);
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residual_parameters.push_back(x4);
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residual_parameters.push_back(x5);
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return AddResidualBlock(cost_function, loss_function, residual_parameters);
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}
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ResidualBlock* ProblemImpl::AddResidualBlock(
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CostFunction* cost_function,
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LossFunction* loss_function,
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double* x0, double* x1, double* x2, double* x3, double* x4, double* x5,
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double* x6) {
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vector<double*> residual_parameters;
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residual_parameters.push_back(x0);
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residual_parameters.push_back(x1);
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residual_parameters.push_back(x2);
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residual_parameters.push_back(x3);
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residual_parameters.push_back(x4);
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residual_parameters.push_back(x5);
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residual_parameters.push_back(x6);
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return AddResidualBlock(cost_function, loss_function, residual_parameters);
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}
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ResidualBlock* ProblemImpl::AddResidualBlock(
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CostFunction* cost_function,
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LossFunction* loss_function,
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double* x0, double* x1, double* x2, double* x3, double* x4, double* x5,
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double* x6, double* x7) {
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vector<double*> residual_parameters;
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residual_parameters.push_back(x0);
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residual_parameters.push_back(x1);
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residual_parameters.push_back(x2);
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residual_parameters.push_back(x3);
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residual_parameters.push_back(x4);
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residual_parameters.push_back(x5);
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residual_parameters.push_back(x6);
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residual_parameters.push_back(x7);
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return AddResidualBlock(cost_function, loss_function, residual_parameters);
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}
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ResidualBlock* ProblemImpl::AddResidualBlock(
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CostFunction* cost_function,
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LossFunction* loss_function,
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double* x0, double* x1, double* x2, double* x3, double* x4, double* x5,
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double* x6, double* x7, double* x8) {
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vector<double*> residual_parameters;
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residual_parameters.push_back(x0);
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residual_parameters.push_back(x1);
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residual_parameters.push_back(x2);
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residual_parameters.push_back(x3);
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residual_parameters.push_back(x4);
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residual_parameters.push_back(x5);
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residual_parameters.push_back(x6);
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residual_parameters.push_back(x7);
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residual_parameters.push_back(x8);
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return AddResidualBlock(cost_function, loss_function, residual_parameters);
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}
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ResidualBlock* ProblemImpl::AddResidualBlock(
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CostFunction* cost_function,
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LossFunction* loss_function,
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double* x0, double* x1, double* x2, double* x3, double* x4, double* x5,
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double* x6, double* x7, double* x8, double* x9) {
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vector<double*> residual_parameters;
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residual_parameters.push_back(x0);
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residual_parameters.push_back(x1);
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residual_parameters.push_back(x2);
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residual_parameters.push_back(x3);
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residual_parameters.push_back(x4);
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residual_parameters.push_back(x5);
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residual_parameters.push_back(x6);
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residual_parameters.push_back(x7);
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residual_parameters.push_back(x8);
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residual_parameters.push_back(x9);
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return AddResidualBlock(cost_function, loss_function, residual_parameters);
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}
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void ProblemImpl::AddParameterBlock(double* values, int size) {
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InternalAddParameterBlock(values, size);
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}
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void ProblemImpl::AddParameterBlock(
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double* values,
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int size,
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LocalParameterization* local_parameterization) {
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ParameterBlock* parameter_block =
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InternalAddParameterBlock(values, size);
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if (local_parameterization != NULL) {
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parameter_block->SetParameterization(local_parameterization);
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}
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}
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// Delete a block from a vector of blocks, maintaining the indexing invariant.
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// This is done in constant time by moving an element from the end of the
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// vector over the element to remove, then popping the last element. It
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// destroys the ordering in the interest of speed.
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template<typename Block>
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void ProblemImpl::DeleteBlockInVector(vector<Block*>* mutable_blocks,
|
|
Block* block_to_remove) {
|
|
CHECK_EQ((*mutable_blocks)[block_to_remove->index()], block_to_remove)
|
|
<< "You found a Ceres bug! Block: " << block_to_remove->ToString();
|
|
|
|
// Prepare the to-be-moved block for the new, lower-in-index position by
|
|
// setting the index to the blocks final location.
|
|
Block* tmp = mutable_blocks->back();
|
|
tmp->set_index(block_to_remove->index());
|
|
|
|
// Overwrite the to-be-deleted residual block with the one at the end.
|
|
(*mutable_blocks)[block_to_remove->index()] = tmp;
|
|
|
|
DeleteBlock(block_to_remove);
|
|
|
|
// The block is gone so shrink the vector of blocks accordingly.
|
|
mutable_blocks->pop_back();
|
|
}
|
|
|
|
void ProblemImpl::RemoveResidualBlock(ResidualBlock* residual_block) {
|
|
CHECK_NOTNULL(residual_block);
|
|
|
|
// If needed, remove the parameter dependencies on this residual block.
|
|
if (options_.enable_fast_parameter_block_removal) {
|
|
const int num_parameter_blocks_for_residual =
|
|
residual_block->NumParameterBlocks();
|
|
for (int i = 0; i < num_parameter_blocks_for_residual; ++i) {
|
|
residual_block->parameter_blocks()[i]
|
|
->RemoveResidualBlock(residual_block);
|
|
}
|
|
}
|
|
DeleteBlockInVector(program_->mutable_residual_blocks(), residual_block);
|
|
}
|
|
|
|
void ProblemImpl::RemoveParameterBlock(double* values) {
|
|
ParameterBlock* parameter_block =
|
|
FindParameterBlockOrDie(parameter_block_map_, values);
|
|
|
|
if (options_.enable_fast_parameter_block_removal) {
|
|
// Copy the dependent residuals from the parameter block because the set of
|
|
// dependents will change after each call to RemoveResidualBlock().
|
|
vector<ResidualBlock*> residual_blocks_to_remove(
|
|
parameter_block->mutable_residual_blocks()->begin(),
|
|
parameter_block->mutable_residual_blocks()->end());
|
|
for (int i = 0; i < residual_blocks_to_remove.size(); ++i) {
|
|
RemoveResidualBlock(residual_blocks_to_remove[i]);
|
|
}
|
|
} else {
|
|
// Scan all the residual blocks to remove ones that depend on the parameter
|
|
// block. Do the scan backwards since the vector changes while iterating.
|
|
const int num_residual_blocks = NumResidualBlocks();
|
|
for (int i = num_residual_blocks - 1; i >= 0; --i) {
|
|
ResidualBlock* residual_block =
|
|
(*(program_->mutable_residual_blocks()))[i];
|
|
const int num_parameter_blocks = residual_block->NumParameterBlocks();
|
|
for (int j = 0; j < num_parameter_blocks; ++j) {
|
|
if (residual_block->parameter_blocks()[j] == parameter_block) {
|
|
RemoveResidualBlock(residual_block);
|
|
// The parameter blocks are guaranteed unique.
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
DeleteBlockInVector(program_->mutable_parameter_blocks(), parameter_block);
|
|
}
|
|
|
|
void ProblemImpl::SetParameterBlockConstant(double* values) {
|
|
FindParameterBlockOrDie(parameter_block_map_, values)->SetConstant();
|
|
}
|
|
|
|
void ProblemImpl::SetParameterBlockVariable(double* values) {
|
|
FindParameterBlockOrDie(parameter_block_map_, values)->SetVarying();
|
|
}
|
|
|
|
void ProblemImpl::SetParameterization(
|
|
double* values,
|
|
LocalParameterization* local_parameterization) {
|
|
FindParameterBlockOrDie(parameter_block_map_, values)
|
|
->SetParameterization(local_parameterization);
|
|
}
|
|
|
|
bool ProblemImpl::Evaluate(const Problem::EvaluateOptions& evaluate_options,
|
|
double* cost,
|
|
vector<double>* residuals,
|
|
vector<double>* gradient,
|
|
CRSMatrix* jacobian) {
|
|
if (cost == NULL &&
|
|
residuals == NULL &&
|
|
gradient == NULL &&
|
|
jacobian == NULL) {
|
|
LOG(INFO) << "Nothing to do.";
|
|
return true;
|
|
}
|
|
|
|
// If the user supplied residual blocks, then use them, otherwise
|
|
// take the residual blocks from the underlying program.
|
|
Program program;
|
|
*program.mutable_residual_blocks() =
|
|
((evaluate_options.residual_blocks.size() > 0)
|
|
? evaluate_options.residual_blocks : program_->residual_blocks());
|
|
|
|
const vector<double*>& parameter_block_ptrs =
|
|
evaluate_options.parameter_blocks;
|
|
|
|
vector<ParameterBlock*> variable_parameter_blocks;
|
|
vector<ParameterBlock*>& parameter_blocks =
|
|
*program.mutable_parameter_blocks();
|
|
|
|
if (parameter_block_ptrs.size() == 0) {
|
|
// The user did not provide any parameter blocks, so default to
|
|
// using all the parameter blocks in the order that they are in
|
|
// the underlying program object.
|
|
parameter_blocks = program_->parameter_blocks();
|
|
} else {
|
|
// The user supplied a vector of parameter blocks. Using this list
|
|
// requires a number of steps.
|
|
|
|
// 1. Convert double* into ParameterBlock*
|
|
parameter_blocks.resize(parameter_block_ptrs.size());
|
|
for (int i = 0; i < parameter_block_ptrs.size(); ++i) {
|
|
parameter_blocks[i] =
|
|
FindParameterBlockOrDie(parameter_block_map_,
|
|
parameter_block_ptrs[i]);
|
|
}
|
|
|
|
// 2. The user may have only supplied a subset of parameter
|
|
// blocks, so identify the ones that are not supplied by the user
|
|
// and are NOT constant. These parameter blocks are stored in
|
|
// variable_parameter_blocks.
|
|
//
|
|
// To ensure that the parameter blocks are not included in the
|
|
// columns of the jacobian, we need to make sure that they are
|
|
// constant during evaluation and then make them variable again
|
|
// after we are done.
|
|
vector<ParameterBlock*> all_parameter_blocks(program_->parameter_blocks());
|
|
vector<ParameterBlock*> included_parameter_blocks(
|
|
program.parameter_blocks());
|
|
|
|
vector<ParameterBlock*> excluded_parameter_blocks;
|
|
sort(all_parameter_blocks.begin(), all_parameter_blocks.end());
|
|
sort(included_parameter_blocks.begin(), included_parameter_blocks.end());
|
|
set_difference(all_parameter_blocks.begin(),
|
|
all_parameter_blocks.end(),
|
|
included_parameter_blocks.begin(),
|
|
included_parameter_blocks.end(),
|
|
back_inserter(excluded_parameter_blocks));
|
|
|
|
variable_parameter_blocks.reserve(excluded_parameter_blocks.size());
|
|
for (int i = 0; i < excluded_parameter_blocks.size(); ++i) {
|
|
ParameterBlock* parameter_block = excluded_parameter_blocks[i];
|
|
if (!parameter_block->IsConstant()) {
|
|
variable_parameter_blocks.push_back(parameter_block);
|
|
parameter_block->SetConstant();
|
|
}
|
|
}
|
|
}
|
|
|
|
// Setup the Parameter indices and offsets before an evaluator can
|
|
// be constructed and used.
|
|
program.SetParameterOffsetsAndIndex();
|
|
|
|
Evaluator::Options evaluator_options;
|
|
|
|
// Even though using SPARSE_NORMAL_CHOLESKY requires SuiteSparse or
|
|
// CXSparse, here it just being used for telling the evaluator to
|
|
// use a SparseRowCompressedMatrix for the jacobian. This is because
|
|
// the Evaluator decides the storage for the Jacobian based on the
|
|
// type of linear solver being used.
|
|
evaluator_options.linear_solver_type = SPARSE_NORMAL_CHOLESKY;
|
|
evaluator_options.num_threads = evaluate_options.num_threads;
|
|
|
|
string error;
|
|
scoped_ptr<Evaluator> evaluator(
|
|
Evaluator::Create(evaluator_options, &program, &error));
|
|
if (evaluator.get() == NULL) {
|
|
LOG(ERROR) << "Unable to create an Evaluator object. "
|
|
<< "Error: " << error
|
|
<< "This is a Ceres bug; please contact the developers!";
|
|
|
|
// Make the parameter blocks that were temporarily marked
|
|
// constant, variable again.
|
|
for (int i = 0; i < variable_parameter_blocks.size(); ++i) {
|
|
variable_parameter_blocks[i]->SetVarying();
|
|
}
|
|
return false;
|
|
}
|
|
|
|
if (residuals !=NULL) {
|
|
residuals->resize(evaluator->NumResiduals());
|
|
}
|
|
|
|
if (gradient != NULL) {
|
|
gradient->resize(evaluator->NumEffectiveParameters());
|
|
}
|
|
|
|
scoped_ptr<CompressedRowSparseMatrix> tmp_jacobian;
|
|
if (jacobian != NULL) {
|
|
tmp_jacobian.reset(
|
|
down_cast<CompressedRowSparseMatrix*>(evaluator->CreateJacobian()));
|
|
}
|
|
|
|
// Point the state pointers to the user state pointers. This is
|
|
// needed so that we can extract a parameter vector which is then
|
|
// passed to Evaluator::Evaluate.
|
|
program.SetParameterBlockStatePtrsToUserStatePtrs();
|
|
|
|
// Copy the value of the parameter blocks into a vector, since the
|
|
// Evaluate::Evaluate method needs its input as such. The previous
|
|
// call to SetParameterBlockStatePtrsToUserStatePtrs ensures that
|
|
// these values are the ones corresponding to the actual state of
|
|
// the parameter blocks, rather than the temporary state pointer
|
|
// used for evaluation.
|
|
Vector parameters(program.NumParameters());
|
|
program.ParameterBlocksToStateVector(parameters.data());
|
|
|
|
double tmp_cost = 0;
|
|
|
|
Evaluator::EvaluateOptions evaluator_evaluate_options;
|
|
evaluator_evaluate_options.apply_loss_function =
|
|
evaluate_options.apply_loss_function;
|
|
bool status = evaluator->Evaluate(evaluator_evaluate_options,
|
|
parameters.data(),
|
|
&tmp_cost,
|
|
residuals != NULL ? &(*residuals)[0] : NULL,
|
|
gradient != NULL ? &(*gradient)[0] : NULL,
|
|
tmp_jacobian.get());
|
|
|
|
// Make the parameter blocks that were temporarily marked constant,
|
|
// variable again.
|
|
for (int i = 0; i < variable_parameter_blocks.size(); ++i) {
|
|
variable_parameter_blocks[i]->SetVarying();
|
|
}
|
|
|
|
if (status) {
|
|
if (cost != NULL) {
|
|
*cost = tmp_cost;
|
|
}
|
|
if (jacobian != NULL) {
|
|
tmp_jacobian->ToCRSMatrix(jacobian);
|
|
}
|
|
}
|
|
|
|
return status;
|
|
}
|
|
|
|
int ProblemImpl::NumParameterBlocks() const {
|
|
return program_->NumParameterBlocks();
|
|
}
|
|
|
|
int ProblemImpl::NumParameters() const {
|
|
return program_->NumParameters();
|
|
}
|
|
|
|
int ProblemImpl::NumResidualBlocks() const {
|
|
return program_->NumResidualBlocks();
|
|
}
|
|
|
|
int ProblemImpl::NumResiduals() const {
|
|
return program_->NumResiduals();
|
|
}
|
|
|
|
int ProblemImpl::ParameterBlockSize(const double* parameter_block) const {
|
|
return FindParameterBlockOrDie(parameter_block_map_,
|
|
const_cast<double*>(parameter_block))->Size();
|
|
};
|
|
|
|
int ProblemImpl::ParameterBlockLocalSize(const double* parameter_block) const {
|
|
return FindParameterBlockOrDie(parameter_block_map_,
|
|
const_cast<double*>(parameter_block))->LocalSize();
|
|
};
|
|
|
|
void ProblemImpl::GetParameterBlocks(vector<double*>* parameter_blocks) const {
|
|
CHECK_NOTNULL(parameter_blocks);
|
|
parameter_blocks->resize(0);
|
|
for (ParameterMap::const_iterator it = parameter_block_map_.begin();
|
|
it != parameter_block_map_.end();
|
|
++it) {
|
|
parameter_blocks->push_back(it->first);
|
|
}
|
|
}
|
|
|
|
|
|
} // namespace internal
|
|
} // namespace ceres
|