1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved. 3 // http://code.google.com/p/ceres-solver/ 4 // 5 // Redistribution and use in source and binary forms, with or without 6 // modification, are permitted provided that the following conditions are met: 7 // 8 // * Redistributions of source code must retain the above copyright notice, 9 // this list of conditions and the following disclaimer. 10 // * Redistributions in binary form must reproduce the above copyright notice, 11 // this list of conditions and the following disclaimer in the documentation 12 // and/or other materials provided with the distribution. 13 // * Neither the name of Google Inc. nor the names of its contributors may be 14 // used to endorse or promote products derived from this software without 15 // specific prior written permission. 16 // 17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 27 // POSSIBILITY OF SUCH DAMAGE. 28 // 29 // Author: keir (at) google.com (Keir Mierle) 30 31 #include "ceres/compressed_row_jacobian_writer.h" 32 33 #include "ceres/casts.h" 34 #include "ceres/compressed_row_sparse_matrix.h" 35 #include "ceres/parameter_block.h" 36 #include "ceres/program.h" 37 #include "ceres/residual_block.h" 38 #include "ceres/scratch_evaluate_preparer.h" 39 40 namespace ceres { 41 namespace internal { 42 43 void CompressedRowJacobianWriter::PopulateJacobianRowAndColumnBlockVectors( 44 const Program* program, CompressedRowSparseMatrix* jacobian) { 45 const vector<ParameterBlock*>& parameter_blocks = 46 program->parameter_blocks(); 47 vector<int>& col_blocks = *(jacobian->mutable_col_blocks()); 48 col_blocks.resize(parameter_blocks.size()); 49 for (int i = 0; i < parameter_blocks.size(); ++i) { 50 col_blocks[i] = parameter_blocks[i]->LocalSize(); 51 } 52 53 const vector<ResidualBlock*>& residual_blocks = 54 program->residual_blocks(); 55 vector<int>& row_blocks = *(jacobian->mutable_row_blocks()); 56 row_blocks.resize(residual_blocks.size()); 57 for (int i = 0; i < residual_blocks.size(); ++i) { 58 row_blocks[i] = residual_blocks[i]->NumResiduals(); 59 } 60 } 61 62 void CompressedRowJacobianWriter::GetOrderedParameterBlocks( 63 const Program* program, 64 int residual_id, 65 vector<pair<int, int> >* evaluated_jacobian_blocks) { 66 const ResidualBlock* residual_block = 67 program->residual_blocks()[residual_id]; 68 const int num_parameter_blocks = residual_block->NumParameterBlocks(); 69 70 for (int j = 0; j < num_parameter_blocks; ++j) { 71 const ParameterBlock* parameter_block = 72 residual_block->parameter_blocks()[j]; 73 if (!parameter_block->IsConstant()) { 74 evaluated_jacobian_blocks->push_back( 75 make_pair(parameter_block->index(), j)); 76 } 77 } 78 sort(evaluated_jacobian_blocks->begin(), evaluated_jacobian_blocks->end()); 79 } 80 81 SparseMatrix* CompressedRowJacobianWriter::CreateJacobian() const { 82 const vector<ResidualBlock*>& residual_blocks = 83 program_->residual_blocks(); 84 85 int total_num_residuals = program_->NumResiduals(); 86 int total_num_effective_parameters = program_->NumEffectiveParameters(); 87 88 // Count the number of jacobian nonzeros. 89 int num_jacobian_nonzeros = 0; 90 for (int i = 0; i < residual_blocks.size(); ++i) { 91 ResidualBlock* residual_block = residual_blocks[i]; 92 const int num_residuals = residual_block->NumResiduals(); 93 const int num_parameter_blocks = residual_block->NumParameterBlocks(); 94 for (int j = 0; j < num_parameter_blocks; ++j) { 95 ParameterBlock* parameter_block = residual_block->parameter_blocks()[j]; 96 if (!parameter_block->IsConstant()) { 97 num_jacobian_nonzeros += num_residuals * parameter_block->LocalSize(); 98 } 99 } 100 } 101 102 // Allocate storage for the jacobian with some extra space at the end. 103 // Allocate more space than needed to store the jacobian so that when the LM 104 // algorithm adds the diagonal, no reallocation is necessary. This reduces 105 // peak memory usage significantly. 106 CompressedRowSparseMatrix* jacobian = 107 new CompressedRowSparseMatrix( 108 total_num_residuals, 109 total_num_effective_parameters, 110 num_jacobian_nonzeros + total_num_effective_parameters); 111 112 // At this stage, the CompressedRowSparseMatrix is an invalid state. But this 113 // seems to be the only way to construct it without doing a memory copy. 114 int* rows = jacobian->mutable_rows(); 115 int* cols = jacobian->mutable_cols(); 116 int row_pos = 0; 117 rows[0] = 0; 118 for (int i = 0; i < residual_blocks.size(); ++i) { 119 const ResidualBlock* residual_block = residual_blocks[i]; 120 const int num_parameter_blocks = residual_block->NumParameterBlocks(); 121 122 // Count the number of derivatives for a row of this residual block and 123 // build a list of active parameter block indices. 124 int num_derivatives = 0; 125 vector<int> parameter_indices; 126 for (int j = 0; j < num_parameter_blocks; ++j) { 127 ParameterBlock* parameter_block = residual_block->parameter_blocks()[j]; 128 if (!parameter_block->IsConstant()) { 129 parameter_indices.push_back(parameter_block->index()); 130 num_derivatives += parameter_block->LocalSize(); 131 } 132 } 133 134 // Sort the parameters by their position in the state vector. 135 sort(parameter_indices.begin(), parameter_indices.end()); 136 CHECK(unique(parameter_indices.begin(), parameter_indices.end()) == 137 parameter_indices.end()) 138 << "Ceres internal error: " 139 << "Duplicate parameter blocks detected in a cost function. " 140 << "This should never happen. Please report this to " 141 << "the Ceres developers."; 142 143 // Update the row indices. 144 const int num_residuals = residual_block->NumResiduals(); 145 for (int j = 0; j < num_residuals; ++j) { 146 rows[row_pos + j + 1] = rows[row_pos + j] + num_derivatives; 147 } 148 149 // Iterate over parameter blocks in the order which they occur in the 150 // parameter vector. This code mirrors that in Write(), where jacobian 151 // values are updated. 152 int col_pos = 0; 153 for (int j = 0; j < parameter_indices.size(); ++j) { 154 ParameterBlock* parameter_block = 155 program_->parameter_blocks()[parameter_indices[j]]; 156 const int parameter_block_size = parameter_block->LocalSize(); 157 158 for (int r = 0; r < num_residuals; ++r) { 159 // This is the position in the values array of the jacobian where this 160 // row of the jacobian block should go. 161 const int column_block_begin = rows[row_pos + r] + col_pos; 162 163 for (int c = 0; c < parameter_block_size; ++c) { 164 cols[column_block_begin + c] = parameter_block->delta_offset() + c; 165 } 166 } 167 col_pos += parameter_block_size; 168 } 169 row_pos += num_residuals; 170 } 171 CHECK_EQ(num_jacobian_nonzeros, rows[total_num_residuals]); 172 173 PopulateJacobianRowAndColumnBlockVectors(program_, jacobian); 174 175 return jacobian; 176 } 177 178 void CompressedRowJacobianWriter::Write(int residual_id, 179 int residual_offset, 180 double **jacobians, 181 SparseMatrix* base_jacobian) { 182 CompressedRowSparseMatrix* jacobian = 183 down_cast<CompressedRowSparseMatrix*>(base_jacobian); 184 185 double* jacobian_values = jacobian->mutable_values(); 186 const int* jacobian_rows = jacobian->rows(); 187 188 const ResidualBlock* residual_block = 189 program_->residual_blocks()[residual_id]; 190 const int num_residuals = residual_block->NumResiduals(); 191 192 vector<pair<int, int> > evaluated_jacobian_blocks; 193 GetOrderedParameterBlocks(program_, residual_id, &evaluated_jacobian_blocks); 194 195 // Where in the current row does the jacobian for a parameter block begin. 196 int col_pos = 0; 197 198 // Iterate over the jacobian blocks in increasing order of their 199 // positions in the reduced parameter vector. 200 for (int i = 0; i < evaluated_jacobian_blocks.size(); ++i) { 201 const ParameterBlock* parameter_block = 202 program_->parameter_blocks()[evaluated_jacobian_blocks[i].first]; 203 const int argument = evaluated_jacobian_blocks[i].second; 204 const int parameter_block_size = parameter_block->LocalSize(); 205 206 // Copy one row of the jacobian block at a time. 207 for (int r = 0; r < num_residuals; ++r) { 208 // Position of the r^th row of the current jacobian block. 209 const double* block_row_begin = 210 jacobians[argument] + r * parameter_block_size; 211 212 // Position in the values array of the jacobian where this 213 // row of the jacobian block should go. 214 double* column_block_begin = 215 jacobian_values + jacobian_rows[residual_offset + r] + col_pos; 216 217 copy(block_row_begin, 218 block_row_begin + parameter_block_size, 219 column_block_begin); 220 } 221 col_pos += parameter_block_size; 222 } 223 } 224 225 } // namespace internal 226 } // namespace ceres 227