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/problem_impl.cc b/internal/ceres/problem_impl.cc
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+++ b/internal/ceres/problem_impl.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: sameeragarwal@google.com (Sameer Agarwal)
+//         mierle@gmail.com (Keir Mierle)
+
+#include "ceres/problem_impl.h"
+
+#include <algorithm>
+#include <cstddef>
+#include <cstdint>
+#include <iterator>
+#include <memory>
+#include <set>
+#include <string>
+#include <utility>
+#include <vector>
+
+#include "ceres/casts.h"
+#include "ceres/compressed_row_jacobian_writer.h"
+#include "ceres/compressed_row_sparse_matrix.h"
+#include "ceres/context_impl.h"
+#include "ceres/cost_function.h"
+#include "ceres/crs_matrix.h"
+#include "ceres/evaluator.h"
+#include "ceres/internal/port.h"
+#include "ceres/loss_function.h"
+#include "ceres/map_util.h"
+#include "ceres/parameter_block.h"
+#include "ceres/program.h"
+#include "ceres/program_evaluator.h"
+#include "ceres/residual_block.h"
+#include "ceres/scratch_evaluate_preparer.h"
+#include "ceres/stl_util.h"
+#include "ceres/stringprintf.h"
+#include "glog/logging.h"
+
+namespace ceres {
+namespace internal {
+
+using std::map;
+using std::string;
+using std::vector;
+
+namespace {
+// Returns true if two regions of memory, a and b, with sizes size_a and size_b
+// respectively, overlap.
+bool RegionsAlias(const double* a, int size_a,
+                  const double* b, int size_b) {
+  return (a < b) ? b < (a + size_a)
+                 : a < (b + size_b);
+}
+
+void CheckForNoAliasing(double* existing_block,
+                        int existing_block_size,
+                        double* new_block,
+                        int new_block_size) {
+  CHECK(!RegionsAlias(existing_block, existing_block_size,
+                      new_block, new_block_size))
+      << "Aliasing detected between existing parameter block at memory "
+      << "location " << existing_block
+      << " and has size " << existing_block_size << " with new parameter "
+      << "block that has memory address " << new_block << " and would have "
+      << "size " << new_block_size << ".";
+}
+
+template <typename KeyType>
+void DecrementValueOrDeleteKey(const KeyType key,
+                               std::map<KeyType, int>* container) {
+  auto it = container->find(key);
+  if (it->second == 1) {
+    delete key;
+    container->erase(it);
+  } else {
+    --it->second;
+  }
+}
+
+template <typename ForwardIterator>
+void STLDeleteContainerPairFirstPointers(ForwardIterator begin,
+                                         ForwardIterator end) {
+  while (begin != end) {
+    delete begin->first;
+    ++begin;
+  }
+}
+
+void InitializeContext(Context* context,
+                       ContextImpl** context_impl,
+                       bool* context_impl_owned) {
+  if (context == NULL) {
+    *context_impl_owned = true;
+    *context_impl = new ContextImpl;
+  } else {
+    *context_impl_owned = false;
+    *context_impl = down_cast<ContextImpl*>(context);
+  }
+}
+
+}  // namespace
+
+ParameterBlock* ProblemImpl::InternalAddParameterBlock(double* values,
+                                                       int size) {
+  CHECK(values != NULL) << "Null pointer passed to AddParameterBlock "
+                        << "for a parameter with size " << size;
+
+  // Ignore the request if there is a block for the given pointer already.
+  ParameterMap::iterator it = parameter_block_map_.find(values);
+  if (it != parameter_block_map_.end()) {
+    if (!options_.disable_all_safety_checks) {
+      int existing_size = it->second->Size();
+      CHECK(size == existing_size)
+          << "Tried adding a parameter block with the same double pointer, "
+          << values << ", twice, but with different block sizes. Original "
+          << "size was " << existing_size << " but new size is "
+          << size;
+    }
+    return it->second;
+  }
+
+  if (!options_.disable_all_safety_checks) {
+    // Before adding the parameter block, also check that it doesn't alias any
+    // other parameter blocks.
+    if (!parameter_block_map_.empty()) {
+      ParameterMap::iterator lb = parameter_block_map_.lower_bound(values);
+
+      // If lb is not the first block, check the previous block for aliasing.
+      if (lb != parameter_block_map_.begin()) {
+        ParameterMap::iterator previous = lb;
+        --previous;
+        CheckForNoAliasing(previous->first,
+                           previous->second->Size(),
+                           values,
+                           size);
+      }
+
+      // If lb is not off the end, check lb for aliasing.
+      if (lb != parameter_block_map_.end()) {
+        CheckForNoAliasing(lb->first,
+                           lb->second->Size(),
+                           values,
+                           size);
+      }
+    }
+  }
+
+  // Pass the index of the new parameter block as well to keep the index in
+  // sync with the position of the parameter in the program's parameter vector.
+  ParameterBlock* new_parameter_block =
+      new ParameterBlock(values, size, program_->parameter_blocks_.size());
+
+  // For dynamic problems, add the list of dependent residual blocks, which is
+  // empty to start.
+  if (options_.enable_fast_removal) {
+    new_parameter_block->EnableResidualBlockDependencies();
+  }
+  parameter_block_map_[values] = new_parameter_block;
+  program_->parameter_blocks_.push_back(new_parameter_block);
+  return new_parameter_block;
+}
+
+void ProblemImpl::InternalRemoveResidualBlock(ResidualBlock* residual_block) {
+  CHECK(residual_block != nullptr);
+  // Perform no check on the validity of residual_block, that is handled in
+  // the public method: RemoveResidualBlock().
+
+  // If needed, remove the parameter dependencies on this residual block.
+  if (options_.enable_fast_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);
+    }
+
+    ResidualBlockSet::iterator it = residual_block_set_.find(residual_block);
+    residual_block_set_.erase(it);
+  }
+  DeleteBlockInVector(program_->mutable_residual_blocks(), residual_block);
+}
+
+// Deletes the residual block in question, assuming there are no other
+// references to it inside the problem (e.g. by another parameter). Referenced
+// cost and loss functions are tucked away for future deletion, since it is not
+// possible to know whether other parts of the problem depend on them without
+// doing a full scan.
+void ProblemImpl::DeleteBlock(ResidualBlock* residual_block) {
+  // The const casts here are legit, since ResidualBlock holds these
+  // pointers as const pointers but we have ownership of them and
+  // have the right to destroy them when the destructor is called.
+  CostFunction* cost_function =
+      const_cast<CostFunction*>(residual_block->cost_function());
+  if (options_.cost_function_ownership == TAKE_OWNERSHIP) {
+    DecrementValueOrDeleteKey(cost_function, &cost_function_ref_count_);
+  }
+
+  LossFunction* loss_function =
+      const_cast<LossFunction*>(residual_block->loss_function());
+  if (options_.loss_function_ownership == TAKE_OWNERSHIP &&
+      loss_function != NULL) {
+    DecrementValueOrDeleteKey(loss_function, &loss_function_ref_count_);
+  }
+
+  delete residual_block;
+}
+
+// Deletes the parameter block in question, assuming there are no other
+// references to it inside the problem (e.g. by any residual blocks).
+// Referenced parameterizations are tucked away for future deletion, since it
+// is not possible to know whether other parts of the problem depend on them
+// without doing a full scan.
+void ProblemImpl::DeleteBlock(ParameterBlock* parameter_block) {
+  if (options_.local_parameterization_ownership == TAKE_OWNERSHIP &&
+      parameter_block->local_parameterization() != NULL) {
+    local_parameterizations_to_delete_.push_back(
+        parameter_block->mutable_local_parameterization());
+  }
+  parameter_block_map_.erase(parameter_block->mutable_user_state());
+  delete parameter_block;
+}
+
+ProblemImpl::ProblemImpl()
+    : options_(Problem::Options()),
+      program_(new internal::Program) {
+  InitializeContext(options_.context, &context_impl_, &context_impl_owned_);
+}
+
+ProblemImpl::ProblemImpl(const Problem::Options& options)
+    : options_(options),
+      program_(new internal::Program) {
+  InitializeContext(options_.context, &context_impl_, &context_impl_owned_);
+}
+
+ProblemImpl::~ProblemImpl() {
+  STLDeleteContainerPointers(program_->residual_blocks_.begin(),
+                             program_->residual_blocks_.end());
+
+  if (options_.cost_function_ownership == TAKE_OWNERSHIP) {
+    STLDeleteContainerPairFirstPointers(cost_function_ref_count_.begin(),
+                                        cost_function_ref_count_.end());
+  }
+
+  if (options_.loss_function_ownership == TAKE_OWNERSHIP) {
+    STLDeleteContainerPairFirstPointers(loss_function_ref_count_.begin(),
+                                        loss_function_ref_count_.end());
+  }
+
+  // Collect the unique parameterizations and delete the parameters.
+  for (int i = 0; i < program_->parameter_blocks_.size(); ++i) {
+    DeleteBlock(program_->parameter_blocks_[i]);
+  }
+
+  // Delete the owned parameterizations.
+  STLDeleteUniqueContainerPointers(local_parameterizations_to_delete_.begin(),
+                                   local_parameterizations_to_delete_.end());
+
+  if (context_impl_owned_) {
+    delete context_impl_;
+  }
+}
+
+ResidualBlockId ProblemImpl::AddResidualBlock(
+      CostFunction* cost_function,
+      LossFunction* loss_function,
+      double* const* const parameter_blocks,
+      int num_parameter_blocks) {
+  CHECK(cost_function != nullptr);
+  CHECK_EQ(num_parameter_blocks,
+           cost_function->parameter_block_sizes().size());
+
+  // Check the sizes match.
+  const vector<int32_t>& parameter_block_sizes =
+      cost_function->parameter_block_sizes();
+
+  if (!options_.disable_all_safety_checks) {
+    CHECK_EQ(parameter_block_sizes.size(), num_parameter_blocks)
+        << "Number of blocks input is different than the number of blocks "
+        << "that the cost function expects.";
+
+    // Check for duplicate parameter blocks.
+    vector<double*> sorted_parameter_blocks(
+        parameter_blocks, parameter_blocks + num_parameter_blocks);
+    sort(sorted_parameter_blocks.begin(), sorted_parameter_blocks.end());
+    const bool has_duplicate_items =
+        (std::adjacent_find(sorted_parameter_blocks.begin(),
+                            sorted_parameter_blocks.end())
+         != sorted_parameter_blocks.end());
+    if (has_duplicate_items) {
+      string blocks;
+      for (int i = 0; i < num_parameter_blocks; ++i) {
+        blocks += StringPrintf(" %p ", parameter_blocks[i]);
+      }
+
+      LOG(FATAL) << "Duplicate parameter blocks in a residual parameter "
+                 << "are not allowed. Parameter block pointers: ["
+                 << blocks << "]";
+    }
+  }
+
+  // Add parameter blocks and convert the double*'s to parameter blocks.
+  vector<ParameterBlock*> parameter_block_ptrs(num_parameter_blocks);
+  for (int i = 0; i < num_parameter_blocks; ++i) {
+    parameter_block_ptrs[i] =
+        InternalAddParameterBlock(parameter_blocks[i],
+                                  parameter_block_sizes[i]);
+  }
+
+  if (!options_.disable_all_safety_checks) {
+    // Check that the block sizes match the block sizes expected by the
+    // cost_function.
+    for (int i = 0; i < parameter_block_ptrs.size(); ++i) {
+      CHECK_EQ(cost_function->parameter_block_sizes()[i],
+               parameter_block_ptrs[i]->Size())
+          << "The cost function expects parameter block " << i
+          << " of size " << cost_function->parameter_block_sizes()[i]
+          << " but was given a block of size "
+          << parameter_block_ptrs[i]->Size();
+    }
+  }
+
+  ResidualBlock* new_residual_block =
+      new ResidualBlock(cost_function,
+                        loss_function,
+                        parameter_block_ptrs,
+                        program_->residual_blocks_.size());
+
+  // Add dependencies on the residual to the parameter blocks.
+  if (options_.enable_fast_removal) {
+    for (int i = 0; i < num_parameter_blocks; ++i) {
+      parameter_block_ptrs[i]->AddResidualBlock(new_residual_block);
+    }
+  }
+
+  program_->residual_blocks_.push_back(new_residual_block);
+
+  if (options_.enable_fast_removal) {
+    residual_block_set_.insert(new_residual_block);
+  }
+
+  if (options_.cost_function_ownership == TAKE_OWNERSHIP) {
+    // Increment the reference count, creating an entry in the table if
+    // needed. Note: C++ maps guarantee that new entries have default
+    // constructed values; this implies integers are zero initialized.
+    ++cost_function_ref_count_[cost_function];
+  }
+
+  if (options_.loss_function_ownership == TAKE_OWNERSHIP &&
+      loss_function != NULL) {
+    ++loss_function_ref_count_[loss_function];
+  }
+
+  return new_residual_block;
+}
+
+void ProblemImpl::AddParameterBlock(double* values, int size) {
+  InternalAddParameterBlock(values, size);
+}
+
+void ProblemImpl::AddParameterBlock(
+    double* values,
+    int size,
+    LocalParameterization* local_parameterization) {
+  ParameterBlock* parameter_block =
+      InternalAddParameterBlock(values, size);
+  if (local_parameterization != NULL) {
+    parameter_block->SetParameterization(local_parameterization);
+  }
+}
+
+// Delete a block from a vector of blocks, maintaining the indexing invariant.
+// This is done in constant time by moving an element from the end of the
+// vector over the element to remove, then popping the last element. It
+// destroys the ordering in the interest of speed.
+template<typename Block>
+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! \n"
+      << "Block requested: "
+      << block_to_remove->ToString() << "\n"
+      << "Block present: "
+      << (*mutable_blocks)[block_to_remove->index()]->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(residual_block != nullptr);
+
+  // Verify that residual_block identifies a residual in the current problem.
+  const string residual_not_found_message =
+      StringPrintf("Residual block to remove: %p not found. This usually means "
+                   "one of three things have happened:\n"
+                   " 1) residual_block is uninitialised and points to a random "
+                   "area in memory.\n"
+                   " 2) residual_block represented a residual that was added to"
+                   " the problem, but referred to a parameter block which has "
+                   "since been removed, which removes all residuals which "
+                   "depend on that parameter block, and was thus removed.\n"
+                   " 3) residual_block referred to a residual that has already "
+                   "been removed from the problem (by the user).",
+                   residual_block);
+  if (options_.enable_fast_removal) {
+    CHECK(residual_block_set_.find(residual_block) !=
+          residual_block_set_.end())
+        << residual_not_found_message;
+  } else {
+    // Perform a full search over all current residuals.
+    CHECK(std::find(program_->residual_blocks().begin(),
+                    program_->residual_blocks().end(),
+                    residual_block) != program_->residual_blocks().end())
+        << residual_not_found_message;
+  }
+
+  InternalRemoveResidualBlock(residual_block);
+}
+
+void ProblemImpl::RemoveParameterBlock(double* values) {
+  ParameterBlock* parameter_block =
+      FindWithDefault(parameter_block_map_, values, NULL);
+  if (parameter_block == NULL) {
+    LOG(FATAL) << "Parameter block not found: " << values
+               << ". You must add the parameter block to the problem before "
+               << "it can be removed.";
+  }
+
+  if (options_.enable_fast_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) {
+      InternalRemoveResidualBlock(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) {
+          InternalRemoveResidualBlock(residual_block);
+          // The parameter blocks are guaranteed unique.
+          break;
+        }
+      }
+    }
+  }
+  DeleteBlockInVector(program_->mutable_parameter_blocks(), parameter_block);
+}
+
+void ProblemImpl::SetParameterBlockConstant(double* values) {
+  ParameterBlock* parameter_block =
+      FindWithDefault(parameter_block_map_, values, NULL);
+  if (parameter_block == NULL) {
+    LOG(FATAL) << "Parameter block not found: " << values
+               << ". You must add the parameter block to the problem before "
+               << "it can be set constant.";
+  }
+
+  parameter_block->SetConstant();
+}
+
+bool ProblemImpl::IsParameterBlockConstant(double* values) const {
+  const ParameterBlock* parameter_block =
+      FindWithDefault(parameter_block_map_, values, NULL);
+  CHECK(parameter_block != NULL)
+    << "Parameter block not found: " << values << ". You must add the "
+    << "parameter block to the problem before it can be queried.";
+
+  return parameter_block->IsSetConstantByUser();
+}
+
+void ProblemImpl::SetParameterBlockVariable(double* values) {
+  ParameterBlock* parameter_block =
+      FindWithDefault(parameter_block_map_, values, NULL);
+  if (parameter_block == NULL) {
+    LOG(FATAL) << "Parameter block not found: " << values
+               << ". You must add the parameter block to the problem before "
+               << "it can be set varying.";
+  }
+
+  parameter_block->SetVarying();
+}
+
+void ProblemImpl::SetParameterization(
+    double* values,
+    LocalParameterization* local_parameterization) {
+  ParameterBlock* parameter_block =
+      FindWithDefault(parameter_block_map_, values, NULL);
+  if (parameter_block == NULL) {
+    LOG(FATAL) << "Parameter block not found: " << values
+               << ". You must add the parameter block to the problem before "
+               << "you can set its local parameterization.";
+  }
+
+  parameter_block->SetParameterization(local_parameterization);
+}
+
+const LocalParameterization* ProblemImpl::GetParameterization(
+    double* values) const {
+  ParameterBlock* parameter_block =
+      FindWithDefault(parameter_block_map_, values, NULL);
+  if (parameter_block == NULL) {
+    LOG(FATAL) << "Parameter block not found: " << values
+               << ". You must add the parameter block to the problem before "
+               << "you can get its local parameterization.";
+  }
+
+  return parameter_block->local_parameterization();
+}
+
+void ProblemImpl::SetParameterLowerBound(double* values,
+                                         int index,
+                                         double lower_bound) {
+  ParameterBlock* parameter_block =
+      FindWithDefault(parameter_block_map_, values, NULL);
+  if (parameter_block == NULL) {
+    LOG(FATAL) << "Parameter block not found: " << values
+               << ". You must add the parameter block to the problem before "
+               << "you can set a lower bound on one of its components.";
+  }
+
+  parameter_block->SetLowerBound(index, lower_bound);
+}
+
+void ProblemImpl::SetParameterUpperBound(double* values,
+                                         int index,
+                                         double upper_bound) {
+  ParameterBlock* parameter_block =
+      FindWithDefault(parameter_block_map_, values, NULL);
+  if (parameter_block == NULL) {
+    LOG(FATAL) << "Parameter block not found: " << values
+               << ". You must add the parameter block to the problem before "
+               << "you can set an upper bound on one of its components.";
+  }
+  parameter_block->SetUpperBound(index, upper_bound);
+}
+
+double ProblemImpl::GetParameterLowerBound(double* values, int index) const {
+  ParameterBlock* parameter_block =
+      FindWithDefault(parameter_block_map_, values, NULL);
+  if (parameter_block == NULL) {
+    LOG(FATAL) << "Parameter block not found: " << values
+               << ". You must add the parameter block to the problem before "
+               << "you can get the lower bound on one of its components.";
+  }
+  return parameter_block->LowerBound(index);
+}
+
+double ProblemImpl::GetParameterUpperBound(double* values, int index) const {
+  ParameterBlock* parameter_block =
+      FindWithDefault(parameter_block_map_, values, NULL);
+  if (parameter_block == NULL) {
+    LOG(FATAL) << "Parameter block not found: " << values
+               << ". You must add the parameter block to the problem before "
+               << "you can set an upper bound on one of its components.";
+  }
+  return parameter_block->UpperBound(index);
+}
+
+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] = FindWithDefault(parameter_block_map_,
+                                            parameter_block_ptrs[i],
+                                            NULL);
+      if (parameter_blocks[i] == NULL) {
+        LOG(FATAL) << "No known parameter block for "
+                   << "Problem::Evaluate::Options.parameter_blocks[" << i << "]"
+                   << " = " << 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;
+#ifdef CERES_NO_THREADS
+  LOG_IF(WARNING, evaluate_options.num_threads > 1)
+      << "No threading support is compiled into this binary; "
+      << "only evaluate_options.num_threads = 1 is supported. Switching "
+      << "to single threaded mode.";
+  evaluator_options.num_threads = 1;
+#else
+  evaluator_options.num_threads = evaluate_options.num_threads;
+#endif  // CERES_NO_THREADS
+
+  // The main thread also does work so we only need to launch num_threads - 1.
+  context_impl_->EnsureMinimumThreads(evaluator_options.num_threads - 1);
+  evaluator_options.context = context_impl_;
+
+  std::unique_ptr<Evaluator> evaluator(
+      new ProgramEvaluator<ScratchEvaluatePreparer,
+                           CompressedRowJacobianWriter>(evaluator_options,
+                                                        &program));
+
+  if (residuals !=NULL) {
+    residuals->resize(evaluator->NumResiduals());
+  }
+
+  if (gradient != NULL) {
+    gradient->resize(evaluator->NumEffectiveParameters());
+  }
+
+  std::unique_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);
+    }
+  }
+
+  program_->SetParameterBlockStatePtrsToUserStatePtrs();
+  program_->SetParameterOffsetsAndIndex();
+  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* values) const {
+  ParameterBlock* parameter_block =
+      FindWithDefault(parameter_block_map_, const_cast<double*>(values), NULL);
+  if (parameter_block == NULL) {
+    LOG(FATAL) << "Parameter block not found: " << values
+               << ". You must add the parameter block to the problem before "
+               << "you can get its size.";
+  }
+
+  return parameter_block->Size();
+}
+
+int ProblemImpl::ParameterBlockLocalSize(const double* values) const {
+  ParameterBlock* parameter_block =
+      FindWithDefault(parameter_block_map_, const_cast<double*>(values), NULL);
+  if (parameter_block == NULL) {
+    LOG(FATAL) << "Parameter block not found: " << values
+               << ". You must add the parameter block to the problem before "
+               << "you can get its local size.";
+  }
+
+  return parameter_block->LocalSize();
+}
+
+bool ProblemImpl::HasParameterBlock(const double* parameter_block) const {
+  return (parameter_block_map_.find(const_cast<double*>(parameter_block)) !=
+          parameter_block_map_.end());
+}
+
+void ProblemImpl::GetParameterBlocks(vector<double*>* parameter_blocks) const {
+  CHECK(parameter_blocks != nullptr);
+  parameter_blocks->resize(0);
+  parameter_blocks->reserve(parameter_block_map_.size());
+  for (const auto& entry : parameter_block_map_) {
+    parameter_blocks->push_back(entry.first);
+  }
+}
+
+void ProblemImpl::GetResidualBlocks(
+    vector<ResidualBlockId>* residual_blocks) const {
+  CHECK(residual_blocks != nullptr);
+  *residual_blocks = program().residual_blocks();
+}
+
+void ProblemImpl::GetParameterBlocksForResidualBlock(
+    const ResidualBlockId residual_block,
+    vector<double*>* parameter_blocks) const {
+  int num_parameter_blocks = residual_block->NumParameterBlocks();
+  CHECK(parameter_blocks != nullptr);
+  parameter_blocks->resize(num_parameter_blocks);
+  for (int i = 0; i < num_parameter_blocks; ++i) {
+    (*parameter_blocks)[i] =
+        residual_block->parameter_blocks()[i]->mutable_user_state();
+  }
+}
+
+const CostFunction* ProblemImpl::GetCostFunctionForResidualBlock(
+    const ResidualBlockId residual_block) const {
+  return residual_block->cost_function();
+}
+
+const LossFunction* ProblemImpl::GetLossFunctionForResidualBlock(
+    const ResidualBlockId residual_block) const {
+  return residual_block->loss_function();
+}
+
+void ProblemImpl::GetResidualBlocksForParameterBlock(
+    const double* values,
+    vector<ResidualBlockId>* residual_blocks) const {
+  ParameterBlock* parameter_block =
+      FindWithDefault(parameter_block_map_, const_cast<double*>(values), NULL);
+  if (parameter_block == NULL) {
+    LOG(FATAL) << "Parameter block not found: " << values
+               << ". You must add the parameter block to the problem before "
+               << "you can get the residual blocks that depend on it.";
+  }
+
+  if (options_.enable_fast_removal) {
+    // In this case the residual blocks that depend on the parameter block are
+    // stored in the parameter block already, so just copy them out.
+    CHECK(residual_blocks != nullptr);
+    residual_blocks->resize(parameter_block->mutable_residual_blocks()->size());
+    std::copy(parameter_block->mutable_residual_blocks()->begin(),
+              parameter_block->mutable_residual_blocks()->end(),
+              residual_blocks->begin());
+    return;
+  }
+
+  // Find residual blocks that depend on the parameter block.
+  CHECK(residual_blocks != nullptr);
+  residual_blocks->clear();
+  const int num_residual_blocks = NumResidualBlocks();
+  for (int i = 0; i < num_residual_blocks; ++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) {
+        residual_blocks->push_back(residual_block);
+        // The parameter blocks are guaranteed unique.
+        break;
+      }
+    }
+  }
+}
+
+}  // namespace internal
+}  // namespace ceres