Squashed 'third_party/ceres/' content from commit e51e9b4
Change-Id: I763587619d57e594d3fa158dc3a7fe0b89a1743b
git-subtree-dir: third_party/ceres
git-subtree-split: e51e9b46f6ca88ab8b2266d0e362771db6d98067
diff --git a/internal/ceres/compressed_row_jacobian_writer.cc b/internal/ceres/compressed_row_jacobian_writer.cc
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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2015 Google Inc. All rights reserved.
+// http://ceres-solver.org/
+//
+// 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/compressed_row_jacobian_writer.h"
+
+#include <iterator>
+#include <utility>
+#include <vector>
+
+#include "ceres/casts.h"
+#include "ceres/compressed_row_sparse_matrix.h"
+#include "ceres/parameter_block.h"
+#include "ceres/program.h"
+#include "ceres/residual_block.h"
+#include "ceres/scratch_evaluate_preparer.h"
+
+namespace ceres {
+namespace internal {
+
+using std::make_pair;
+using std::pair;
+using std::vector;
+using std::adjacent_find;
+
+void CompressedRowJacobianWriter::PopulateJacobianRowAndColumnBlockVectors(
+ const Program* program, CompressedRowSparseMatrix* jacobian) {
+ const vector<ParameterBlock*>& parameter_blocks =
+ program->parameter_blocks();
+ vector<int>& col_blocks = *(jacobian->mutable_col_blocks());
+ col_blocks.resize(parameter_blocks.size());
+ for (int i = 0; i < parameter_blocks.size(); ++i) {
+ col_blocks[i] = parameter_blocks[i]->LocalSize();
+ }
+
+ const vector<ResidualBlock*>& residual_blocks =
+ program->residual_blocks();
+ vector<int>& row_blocks = *(jacobian->mutable_row_blocks());
+ row_blocks.resize(residual_blocks.size());
+ for (int i = 0; i < residual_blocks.size(); ++i) {
+ row_blocks[i] = residual_blocks[i]->NumResiduals();
+ }
+}
+
+void CompressedRowJacobianWriter::GetOrderedParameterBlocks(
+ const Program* program,
+ int residual_id,
+ vector<pair<int, int>>* evaluated_jacobian_blocks) {
+ const ResidualBlock* residual_block =
+ program->residual_blocks()[residual_id];
+ const int num_parameter_blocks = residual_block->NumParameterBlocks();
+
+ for (int j = 0; j < num_parameter_blocks; ++j) {
+ const ParameterBlock* parameter_block =
+ residual_block->parameter_blocks()[j];
+ if (!parameter_block->IsConstant()) {
+ evaluated_jacobian_blocks->push_back(
+ make_pair(parameter_block->index(), j));
+ }
+ }
+ sort(evaluated_jacobian_blocks->begin(), evaluated_jacobian_blocks->end());
+}
+
+SparseMatrix* CompressedRowJacobianWriter::CreateJacobian() const {
+ const vector<ResidualBlock*>& residual_blocks =
+ program_->residual_blocks();
+
+ int total_num_residuals = program_->NumResiduals();
+ int total_num_effective_parameters = program_->NumEffectiveParameters();
+
+ // Count the number of jacobian nonzeros.
+ int num_jacobian_nonzeros = 0;
+ for (int i = 0; i < residual_blocks.size(); ++i) {
+ ResidualBlock* residual_block = residual_blocks[i];
+ const int num_residuals = residual_block->NumResiduals();
+ const int num_parameter_blocks = residual_block->NumParameterBlocks();
+ for (int j = 0; j < num_parameter_blocks; ++j) {
+ ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
+ if (!parameter_block->IsConstant()) {
+ num_jacobian_nonzeros += num_residuals * parameter_block->LocalSize();
+ }
+ }
+ }
+
+ // Allocate storage for the jacobian with some extra space at the end.
+ // Allocate more space than needed to store the jacobian so that when the LM
+ // algorithm adds the diagonal, no reallocation is necessary. This reduces
+ // peak memory usage significantly.
+ CompressedRowSparseMatrix* jacobian =
+ new CompressedRowSparseMatrix(
+ total_num_residuals,
+ total_num_effective_parameters,
+ num_jacobian_nonzeros + total_num_effective_parameters);
+
+ // At this stage, the CompressedRowSparseMatrix is an invalid state. But this
+ // seems to be the only way to construct it without doing a memory copy.
+ int* rows = jacobian->mutable_rows();
+ int* cols = jacobian->mutable_cols();
+
+ int row_pos = 0;
+ rows[0] = 0;
+ for (int i = 0; i < residual_blocks.size(); ++i) {
+ const ResidualBlock* residual_block = residual_blocks[i];
+ const int num_parameter_blocks = residual_block->NumParameterBlocks();
+
+ // Count the number of derivatives for a row of this residual block and
+ // build a list of active parameter block indices.
+ int num_derivatives = 0;
+ vector<int> parameter_indices;
+ for (int j = 0; j < num_parameter_blocks; ++j) {
+ ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
+ if (!parameter_block->IsConstant()) {
+ parameter_indices.push_back(parameter_block->index());
+ num_derivatives += parameter_block->LocalSize();
+ }
+ }
+
+ // Sort the parameters by their position in the state vector.
+ sort(parameter_indices.begin(), parameter_indices.end());
+ if (adjacent_find(parameter_indices.begin(), parameter_indices.end()) !=
+ parameter_indices.end()) {
+ std::string parameter_block_description;
+ for (int j = 0; j < num_parameter_blocks; ++j) {
+ ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
+ parameter_block_description +=
+ parameter_block->ToString() + "\n";
+ }
+ LOG(FATAL) << "Ceres internal error: "
+ << "Duplicate parameter blocks detected in a cost function. "
+ << "This should never happen. Please report this to "
+ << "the Ceres developers.\n"
+ << "Residual Block: " << residual_block->ToString() << "\n"
+ << "Parameter Blocks: " << parameter_block_description;
+ }
+
+ // Update the row indices.
+ const int num_residuals = residual_block->NumResiduals();
+ for (int j = 0; j < num_residuals; ++j) {
+ rows[row_pos + j + 1] = rows[row_pos + j] + num_derivatives;
+ }
+
+ // Iterate over parameter blocks in the order which they occur in the
+ // parameter vector. This code mirrors that in Write(), where jacobian
+ // values are updated.
+ int col_pos = 0;
+ for (int j = 0; j < parameter_indices.size(); ++j) {
+ ParameterBlock* parameter_block =
+ program_->parameter_blocks()[parameter_indices[j]];
+ const int parameter_block_size = parameter_block->LocalSize();
+
+ for (int r = 0; r < num_residuals; ++r) {
+ // This is the position in the values array of the jacobian where this
+ // row of the jacobian block should go.
+ const int column_block_begin = rows[row_pos + r] + col_pos;
+
+ for (int c = 0; c < parameter_block_size; ++c) {
+ cols[column_block_begin + c] = parameter_block->delta_offset() + c;
+ }
+ }
+ col_pos += parameter_block_size;
+ }
+ row_pos += num_residuals;
+ }
+ CHECK_EQ(num_jacobian_nonzeros, rows[total_num_residuals]);
+
+ PopulateJacobianRowAndColumnBlockVectors(program_, jacobian);
+
+ return jacobian;
+}
+
+void CompressedRowJacobianWriter::Write(int residual_id,
+ int residual_offset,
+ double **jacobians,
+ SparseMatrix* base_jacobian) {
+ CompressedRowSparseMatrix* jacobian =
+ down_cast<CompressedRowSparseMatrix*>(base_jacobian);
+
+ double* jacobian_values = jacobian->mutable_values();
+ const int* jacobian_rows = jacobian->rows();
+
+ const ResidualBlock* residual_block =
+ program_->residual_blocks()[residual_id];
+ const int num_residuals = residual_block->NumResiduals();
+
+ vector<pair<int, int>> evaluated_jacobian_blocks;
+ GetOrderedParameterBlocks(program_, residual_id, &evaluated_jacobian_blocks);
+
+ // Where in the current row does the jacobian for a parameter block begin.
+ int col_pos = 0;
+
+ // Iterate over the jacobian blocks in increasing order of their
+ // positions in the reduced parameter vector.
+ for (int i = 0; i < evaluated_jacobian_blocks.size(); ++i) {
+ const ParameterBlock* parameter_block =
+ program_->parameter_blocks()[evaluated_jacobian_blocks[i].first];
+ const int argument = evaluated_jacobian_blocks[i].second;
+ const int parameter_block_size = parameter_block->LocalSize();
+
+ // Copy one row of the jacobian block at a time.
+ for (int r = 0; r < num_residuals; ++r) {
+ // Position of the r^th row of the current jacobian block.
+ const double* block_row_begin =
+ jacobians[argument] + r * parameter_block_size;
+
+ // Position in the values array of the jacobian where this
+ // row of the jacobian block should go.
+ double* column_block_begin =
+ jacobian_values + jacobian_rows[residual_offset + r] + col_pos;
+
+ std::copy(block_row_begin,
+ block_row_begin + parameter_block_size,
+ column_block_begin);
+ }
+ col_pos += parameter_block_size;
+ }
+}
+
+} // namespace internal
+} // namespace ceres