1 // Ceres Solver - A fast non-linear least squares minimizer
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29 // Author: keir@google.com (Keir Mierle)
30 
31 #include "ceres/block_jacobian_writer.h"
32 
33 #include "ceres/block_evaluate_preparer.h"
34 #include "ceres/block_sparse_matrix.h"
35 #include "ceres/parameter_block.h"
36 #include "ceres/program.h"
37 #include "ceres/residual_block.h"
38 #include "ceres/internal/eigen.h"
39 #include "ceres/internal/port.h"
40 #include "ceres/internal/scoped_ptr.h"
41 
42 namespace ceres {
43 namespace internal {
44 namespace {
45 
46 // Given the residual block ordering, build a lookup table to determine which
47 // per-parameter jacobian goes where in the overall program jacobian.
48 //
49 // Since we expect to use a Schur type linear solver to solve the LM step, take
50 // extra care to place the E blocks and the F blocks contiguously. E blocks are
51 // the first num_eliminate_blocks parameter blocks as indicated by the parameter
52 // block ordering. The remaining parameter blocks are the F blocks.
53 //
54 // TODO(keir): Consider if we should use a boolean for each parameter block
55 // instead of num_eliminate_blocks.
BuildJacobianLayout(const Program & program,int num_eliminate_blocks,vector<int * > * jacobian_layout,vector<int> * jacobian_layout_storage)56 void BuildJacobianLayout(const Program& program,
57                          int num_eliminate_blocks,
58                          vector<int*>* jacobian_layout,
59                          vector<int>* jacobian_layout_storage) {
60   const vector<ResidualBlock*>& residual_blocks = program.residual_blocks();
61 
62   // Iterate over all the active residual blocks and determine how many E blocks
63   // are there. This will determine where the F blocks start in the jacobian
64   // matrix. Also compute the number of jacobian blocks.
65   int f_block_pos = 0;
66   int num_jacobian_blocks = 0;
67   for (int i = 0; i < residual_blocks.size(); ++i) {
68     ResidualBlock* residual_block = residual_blocks[i];
69     const int num_residuals = residual_block->NumResiduals();
70     const int num_parameter_blocks = residual_block->NumParameterBlocks();
71 
72     // Advance f_block_pos over each E block for this residual.
73     for (int j = 0; j < num_parameter_blocks; ++j) {
74       ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
75       if (!parameter_block->IsConstant()) {
76         // Only count blocks for active parameters.
77         num_jacobian_blocks++;
78         if (parameter_block->index() < num_eliminate_blocks) {
79           f_block_pos += num_residuals * parameter_block->LocalSize();
80         }
81       }
82     }
83   }
84 
85   // We now know that the E blocks are laid out starting at zero, and the F
86   // blocks are laid out starting at f_block_pos. Iterate over the residual
87   // blocks again, and this time fill the jacobian_layout array with the
88   // position information.
89 
90   jacobian_layout->resize(program.NumResidualBlocks());
91   jacobian_layout_storage->resize(num_jacobian_blocks);
92 
93   int e_block_pos = 0;
94   int* jacobian_pos = &(*jacobian_layout_storage)[0];
95   for (int i = 0; i < residual_blocks.size(); ++i) {
96     const ResidualBlock* residual_block = residual_blocks[i];
97     const int num_residuals = residual_block->NumResiduals();
98     const int num_parameter_blocks = residual_block->NumParameterBlocks();
99 
100     (*jacobian_layout)[i] = jacobian_pos;
101     for (int j = 0; j < num_parameter_blocks; ++j) {
102       ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
103       const int parameter_block_index = parameter_block->index();
104       if (parameter_block->IsConstant()) {
105         continue;
106       }
107       const int jacobian_block_size =
108           num_residuals * parameter_block->LocalSize();
109       if (parameter_block_index < num_eliminate_blocks) {
110         *jacobian_pos = e_block_pos;
111         e_block_pos += jacobian_block_size;
112       } else {
113         *jacobian_pos = f_block_pos;
114         f_block_pos += jacobian_block_size;
115       }
116       jacobian_pos++;
117     }
118   }
119 }
120 
121 }  // namespace
122 
BlockJacobianWriter(const Evaluator::Options & options,Program * program)123 BlockJacobianWriter::BlockJacobianWriter(const Evaluator::Options& options,
124                                          Program* program)
125     : program_(program) {
126   CHECK_GE(options.num_eliminate_blocks, 0)
127       << "num_eliminate_blocks must be greater than 0.";
128 
129   BuildJacobianLayout(*program,
130                       options.num_eliminate_blocks,
131                       &jacobian_layout_,
132                       &jacobian_layout_storage_);
133 }
134 
135 // Create evaluate prepareres that point directly into the final jacobian. This
136 // makes the final Write() a nop.
CreateEvaluatePreparers(int num_threads)137 BlockEvaluatePreparer* BlockJacobianWriter::CreateEvaluatePreparers(
138     int num_threads) {
139   int max_derivatives_per_residual_block =
140       program_->MaxDerivativesPerResidualBlock();
141 
142   BlockEvaluatePreparer* preparers = new BlockEvaluatePreparer[num_threads];
143   for (int i = 0; i < num_threads; i++) {
144     preparers[i].Init(&jacobian_layout_[0], max_derivatives_per_residual_block);
145   }
146   return preparers;
147 }
148 
CreateJacobian() const149 SparseMatrix* BlockJacobianWriter::CreateJacobian() const {
150   CompressedRowBlockStructure* bs = new CompressedRowBlockStructure;
151 
152   const vector<ParameterBlock*>& parameter_blocks =
153       program_->parameter_blocks();
154 
155   // Construct the column blocks.
156   bs->cols.resize(parameter_blocks.size());
157   for (int i = 0, cursor = 0; i < parameter_blocks.size(); ++i) {
158     CHECK_NE(parameter_blocks[i]->index(), -1);
159     CHECK(!parameter_blocks[i]->IsConstant());
160     bs->cols[i].size = parameter_blocks[i]->LocalSize();
161     bs->cols[i].position = cursor;
162     cursor += bs->cols[i].size;
163   }
164 
165   // Construct the cells in each row.
166   const vector<ResidualBlock*>& residual_blocks =
167       program_->residual_blocks();
168   int row_block_position = 0;
169   bs->rows.resize(residual_blocks.size());
170   for (int i = 0; i < residual_blocks.size(); ++i) {
171     const ResidualBlock* residual_block = residual_blocks[i];
172     CompressedRow* row = &bs->rows[i];
173 
174     row->block.size = residual_block->NumResiduals();
175     row->block.position = row_block_position;
176     row_block_position += row->block.size;
177 
178     // Size the row by the number of active parameters in this residual.
179     const int num_parameter_blocks = residual_block->NumParameterBlocks();
180     int num_active_parameter_blocks = 0;
181     for (int j = 0; j < num_parameter_blocks; ++j) {
182       if (residual_block->parameter_blocks()[j]->index() != -1) {
183         num_active_parameter_blocks++;
184       }
185     }
186     row->cells.resize(num_active_parameter_blocks);
187 
188     // Add layout information for the active parameters in this row.
189     for (int j = 0, k = 0; j < num_parameter_blocks; ++j) {
190       const ParameterBlock* parameter_block =
191           residual_block->parameter_blocks()[j];
192       if (!parameter_block->IsConstant()) {
193         Cell& cell = row->cells[k];
194         cell.block_id = parameter_block->index();
195         cell.position = jacobian_layout_[i][k];
196 
197         // Only increment k for active parameters, since there is only layout
198         // information for active parameters.
199         k++;
200       }
201     }
202 
203     sort(row->cells.begin(), row->cells.end(), CellLessThan);
204   }
205 
206   BlockSparseMatrix* jacobian = new BlockSparseMatrix(bs);
207   CHECK_NOTNULL(jacobian);
208   return jacobian;
209 }
210 
211 }  // namespace internal
212 }  // namespace ceres
213