// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2014 Google Inc. All rights reserved. // http://code.google.com/p/ceres-solver/ // // 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/solver_impl.h" #include #include // NOLINT #include #include #include "ceres/array_utils.h" #include "ceres/callbacks.h" #include "ceres/coordinate_descent_minimizer.h" #include "ceres/cxsparse.h" #include "ceres/evaluator.h" #include "ceres/gradient_checking_cost_function.h" #include "ceres/iteration_callback.h" #include "ceres/levenberg_marquardt_strategy.h" #include "ceres/line_search_minimizer.h" #include "ceres/linear_solver.h" #include "ceres/map_util.h" #include "ceres/minimizer.h" #include "ceres/ordered_groups.h" #include "ceres/parameter_block.h" #include "ceres/parameter_block_ordering.h" #include "ceres/preconditioner.h" #include "ceres/problem.h" #include "ceres/problem_impl.h" #include "ceres/program.h" #include "ceres/reorder_program.h" #include "ceres/residual_block.h" #include "ceres/stringprintf.h" #include "ceres/suitesparse.h" #include "ceres/summary_utils.h" #include "ceres/trust_region_minimizer.h" #include "ceres/wall_time.h" namespace ceres { namespace internal { void SolverImpl::TrustRegionMinimize( const Solver::Options& options, Program* program, CoordinateDescentMinimizer* inner_iteration_minimizer, Evaluator* evaluator, LinearSolver* linear_solver, Solver::Summary* summary) { Minimizer::Options minimizer_options(options); minimizer_options.is_constrained = program->IsBoundsConstrained(); // The optimizer works on contiguous parameter vectors; allocate // some. Vector parameters(program->NumParameters()); // Collect the discontiguous parameters into a contiguous state // vector. program->ParameterBlocksToStateVector(parameters.data()); LoggingCallback logging_callback(TRUST_REGION, options.minimizer_progress_to_stdout); if (options.logging_type != SILENT) { minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), &logging_callback); } StateUpdatingCallback updating_callback(program, parameters.data()); if (options.update_state_every_iteration) { // This must get pushed to the front of the callbacks so that it is run // before any of the user callbacks. minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), &updating_callback); } minimizer_options.evaluator = evaluator; scoped_ptr jacobian(evaluator->CreateJacobian()); minimizer_options.jacobian = jacobian.get(); minimizer_options.inner_iteration_minimizer = inner_iteration_minimizer; TrustRegionStrategy::Options trust_region_strategy_options; trust_region_strategy_options.linear_solver = linear_solver; trust_region_strategy_options.initial_radius = options.initial_trust_region_radius; trust_region_strategy_options.max_radius = options.max_trust_region_radius; trust_region_strategy_options.min_lm_diagonal = options.min_lm_diagonal; trust_region_strategy_options.max_lm_diagonal = options.max_lm_diagonal; trust_region_strategy_options.trust_region_strategy_type = options.trust_region_strategy_type; trust_region_strategy_options.dogleg_type = options.dogleg_type; scoped_ptr strategy( TrustRegionStrategy::Create(trust_region_strategy_options)); minimizer_options.trust_region_strategy = strategy.get(); TrustRegionMinimizer minimizer; double minimizer_start_time = WallTimeInSeconds(); minimizer.Minimize(minimizer_options, parameters.data(), summary); // If the user aborted mid-optimization or the optimization // terminated because of a numerical failure, then do not update // user state. if (summary->termination_type != USER_FAILURE && summary->termination_type != FAILURE) { program->StateVectorToParameterBlocks(parameters.data()); program->CopyParameterBlockStateToUserState(); } summary->minimizer_time_in_seconds = WallTimeInSeconds() - minimizer_start_time; } void SolverImpl::LineSearchMinimize( const Solver::Options& options, Program* program, Evaluator* evaluator, Solver::Summary* summary) { Minimizer::Options minimizer_options(options); // The optimizer works on contiguous parameter vectors; allocate some. Vector parameters(program->NumParameters()); // Collect the discontiguous parameters into a contiguous state vector. program->ParameterBlocksToStateVector(parameters.data()); LoggingCallback logging_callback(LINE_SEARCH, options.minimizer_progress_to_stdout); if (options.logging_type != SILENT) { minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), &logging_callback); } StateUpdatingCallback updating_callback(program, parameters.data()); if (options.update_state_every_iteration) { // This must get pushed to the front of the callbacks so that it is run // before any of the user callbacks. minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), &updating_callback); } minimizer_options.evaluator = evaluator; LineSearchMinimizer minimizer; double minimizer_start_time = WallTimeInSeconds(); minimizer.Minimize(minimizer_options, parameters.data(), summary); // If the user aborted mid-optimization or the optimization // terminated because of a numerical failure, then do not update // user state. if (summary->termination_type != USER_FAILURE && summary->termination_type != FAILURE) { program->StateVectorToParameterBlocks(parameters.data()); program->CopyParameterBlockStateToUserState(); } summary->minimizer_time_in_seconds = WallTimeInSeconds() - minimizer_start_time; } void SolverImpl::Solve(const Solver::Options& options, ProblemImpl* problem_impl, Solver::Summary* summary) { VLOG(2) << "Initial problem: " << problem_impl->NumParameterBlocks() << " parameter blocks, " << problem_impl->NumParameters() << " parameters, " << problem_impl->NumResidualBlocks() << " residual blocks, " << problem_impl->NumResiduals() << " residuals."; if (options.minimizer_type == TRUST_REGION) { TrustRegionSolve(options, problem_impl, summary); } else { LineSearchSolve(options, problem_impl, summary); } } void SolverImpl::TrustRegionSolve(const Solver::Options& original_options, ProblemImpl* original_problem_impl, Solver::Summary* summary) { EventLogger event_logger("TrustRegionSolve"); double solver_start_time = WallTimeInSeconds(); Program* original_program = original_problem_impl->mutable_program(); ProblemImpl* problem_impl = original_problem_impl; summary->minimizer_type = TRUST_REGION; SummarizeGivenProgram(*original_program, summary); OrderingToGroupSizes(original_options.linear_solver_ordering.get(), &(summary->linear_solver_ordering_given)); OrderingToGroupSizes(original_options.inner_iteration_ordering.get(), &(summary->inner_iteration_ordering_given)); Solver::Options options(original_options); #ifndef CERES_USE_OPENMP if (options.num_threads > 1) { LOG(WARNING) << "OpenMP support is not compiled into this binary; " << "only options.num_threads=1 is supported. Switching " << "to single threaded mode."; options.num_threads = 1; } if (options.num_linear_solver_threads > 1) { LOG(WARNING) << "OpenMP support is not compiled into this binary; " << "only options.num_linear_solver_threads=1 is supported. Switching " << "to single threaded mode."; options.num_linear_solver_threads = 1; } #endif summary->num_threads_given = original_options.num_threads; summary->num_threads_used = options.num_threads; if (options.trust_region_minimizer_iterations_to_dump.size() > 0 && options.trust_region_problem_dump_format_type != CONSOLE && options.trust_region_problem_dump_directory.empty()) { summary->message = "Solver::Options::trust_region_problem_dump_directory is empty."; LOG(ERROR) << summary->message; return; } if (!original_program->ParameterBlocksAreFinite(&summary->message)) { LOG(ERROR) << "Terminating: " << summary->message; return; } if (!original_program->IsFeasible(&summary->message)) { LOG(ERROR) << "Terminating: " << summary->message; return; } event_logger.AddEvent("Init"); original_program->SetParameterBlockStatePtrsToUserStatePtrs(); event_logger.AddEvent("SetParameterBlockPtrs"); // If the user requests gradient checking, construct a new // ProblemImpl by wrapping the CostFunctions of problem_impl inside // GradientCheckingCostFunction and replacing problem_impl with // gradient_checking_problem_impl. scoped_ptr gradient_checking_problem_impl; if (options.check_gradients) { VLOG(1) << "Checking Gradients"; gradient_checking_problem_impl.reset( CreateGradientCheckingProblemImpl( problem_impl, options.numeric_derivative_relative_step_size, options.gradient_check_relative_precision)); // From here on, problem_impl will point to the gradient checking // version. problem_impl = gradient_checking_problem_impl.get(); } if (options.linear_solver_ordering.get() != NULL) { if (!IsOrderingValid(options, problem_impl, &summary->message)) { LOG(ERROR) << summary->message; return; } event_logger.AddEvent("CheckOrdering"); } else { options.linear_solver_ordering.reset(new ParameterBlockOrdering); const ProblemImpl::ParameterMap& parameter_map = problem_impl->parameter_map(); for (ProblemImpl::ParameterMap::const_iterator it = parameter_map.begin(); it != parameter_map.end(); ++it) { options.linear_solver_ordering->AddElementToGroup(it->first, 0); } event_logger.AddEvent("ConstructOrdering"); } // Create the three objects needed to minimize: the transformed program, the // evaluator, and the linear solver. scoped_ptr reduced_program(CreateReducedProgram(&options, problem_impl, &summary->fixed_cost, &summary->message)); event_logger.AddEvent("CreateReducedProgram"); if (reduced_program == NULL) { return; } OrderingToGroupSizes(options.linear_solver_ordering.get(), &(summary->linear_solver_ordering_used)); SummarizeReducedProgram(*reduced_program, summary); if (summary->num_parameter_blocks_reduced == 0) { summary->preprocessor_time_in_seconds = WallTimeInSeconds() - solver_start_time; double post_process_start_time = WallTimeInSeconds(); summary->message = "Function tolerance reached. " "No non-constant parameter blocks found."; summary->termination_type = CONVERGENCE; VLOG_IF(1, options.logging_type != SILENT) << summary->message; summary->initial_cost = summary->fixed_cost; summary->final_cost = summary->fixed_cost; // Ensure the program state is set to the user parameters on the way out. original_program->SetParameterBlockStatePtrsToUserStatePtrs(); original_program->SetParameterOffsetsAndIndex(); summary->postprocessor_time_in_seconds = WallTimeInSeconds() - post_process_start_time; return; } scoped_ptr linear_solver(CreateLinearSolver(&options, &summary->message)); event_logger.AddEvent("CreateLinearSolver"); if (linear_solver == NULL) { return; } summary->linear_solver_type_given = original_options.linear_solver_type; summary->linear_solver_type_used = options.linear_solver_type; summary->preconditioner_type = options.preconditioner_type; summary->visibility_clustering_type = options.visibility_clustering_type; summary->num_linear_solver_threads_given = original_options.num_linear_solver_threads; summary->num_linear_solver_threads_used = options.num_linear_solver_threads; summary->dense_linear_algebra_library_type = options.dense_linear_algebra_library_type; summary->sparse_linear_algebra_library_type = options.sparse_linear_algebra_library_type; summary->trust_region_strategy_type = options.trust_region_strategy_type; summary->dogleg_type = options.dogleg_type; scoped_ptr evaluator(CreateEvaluator(options, problem_impl->parameter_map(), reduced_program.get(), &summary->message)); event_logger.AddEvent("CreateEvaluator"); if (evaluator == NULL) { return; } scoped_ptr inner_iteration_minimizer; if (options.use_inner_iterations) { if (reduced_program->parameter_blocks().size() < 2) { LOG(WARNING) << "Reduced problem only contains one parameter block." << "Disabling inner iterations."; } else { inner_iteration_minimizer.reset( CreateInnerIterationMinimizer(options, *reduced_program, problem_impl->parameter_map(), summary)); if (inner_iteration_minimizer == NULL) { LOG(ERROR) << summary->message; return; } } } event_logger.AddEvent("CreateInnerIterationMinimizer"); double minimizer_start_time = WallTimeInSeconds(); summary->preprocessor_time_in_seconds = minimizer_start_time - solver_start_time; // Run the optimization. TrustRegionMinimize(options, reduced_program.get(), inner_iteration_minimizer.get(), evaluator.get(), linear_solver.get(), summary); event_logger.AddEvent("Minimize"); double post_process_start_time = WallTimeInSeconds(); SetSummaryFinalCost(summary); // Ensure the program state is set to the user parameters on the way // out. original_program->SetParameterBlockStatePtrsToUserStatePtrs(); original_program->SetParameterOffsetsAndIndex(); const map& linear_solver_time_statistics = linear_solver->TimeStatistics(); summary->linear_solver_time_in_seconds = FindWithDefault(linear_solver_time_statistics, "LinearSolver::Solve", 0.0); const map& evaluator_time_statistics = evaluator->TimeStatistics(); summary->residual_evaluation_time_in_seconds = FindWithDefault(evaluator_time_statistics, "Evaluator::Residual", 0.0); summary->jacobian_evaluation_time_in_seconds = FindWithDefault(evaluator_time_statistics, "Evaluator::Jacobian", 0.0); // Stick a fork in it, we're done. summary->postprocessor_time_in_seconds = WallTimeInSeconds() - post_process_start_time; event_logger.AddEvent("PostProcess"); } void SolverImpl::LineSearchSolve(const Solver::Options& original_options, ProblemImpl* original_problem_impl, Solver::Summary* summary) { double solver_start_time = WallTimeInSeconds(); Program* original_program = original_problem_impl->mutable_program(); ProblemImpl* problem_impl = original_problem_impl; SummarizeGivenProgram(*original_program, summary); summary->minimizer_type = LINE_SEARCH; summary->line_search_direction_type = original_options.line_search_direction_type; summary->max_lbfgs_rank = original_options.max_lbfgs_rank; summary->line_search_type = original_options.line_search_type; summary->line_search_interpolation_type = original_options.line_search_interpolation_type; summary->nonlinear_conjugate_gradient_type = original_options.nonlinear_conjugate_gradient_type; if (original_program->IsBoundsConstrained()) { summary->message = "LINE_SEARCH Minimizer does not support bounds."; LOG(ERROR) << "Terminating: " << summary->message; return; } Solver::Options options(original_options); // This ensures that we get a Block Jacobian Evaluator along with // none of the Schur nonsense. This file will have to be extensively // refactored to deal with the various bits of cleanups related to // line search. options.linear_solver_type = CGNR; #ifndef CERES_USE_OPENMP if (options.num_threads > 1) { LOG(WARNING) << "OpenMP support is not compiled into this binary; " << "only options.num_threads=1 is supported. Switching " << "to single threaded mode."; options.num_threads = 1; } #endif // CERES_USE_OPENMP summary->num_threads_given = original_options.num_threads; summary->num_threads_used = options.num_threads; if (!original_program->ParameterBlocksAreFinite(&summary->message)) { LOG(ERROR) << "Terminating: " << summary->message; return; } if (options.linear_solver_ordering.get() != NULL) { if (!IsOrderingValid(options, problem_impl, &summary->message)) { LOG(ERROR) << summary->message; return; } } else { options.linear_solver_ordering.reset(new ParameterBlockOrdering); const ProblemImpl::ParameterMap& parameter_map = problem_impl->parameter_map(); for (ProblemImpl::ParameterMap::const_iterator it = parameter_map.begin(); it != parameter_map.end(); ++it) { options.linear_solver_ordering->AddElementToGroup(it->first, 0); } } original_program->SetParameterBlockStatePtrsToUserStatePtrs(); // If the user requests gradient checking, construct a new // ProblemImpl by wrapping the CostFunctions of problem_impl inside // GradientCheckingCostFunction and replacing problem_impl with // gradient_checking_problem_impl. scoped_ptr gradient_checking_problem_impl; if (options.check_gradients) { VLOG(1) << "Checking Gradients"; gradient_checking_problem_impl.reset( CreateGradientCheckingProblemImpl( problem_impl, options.numeric_derivative_relative_step_size, options.gradient_check_relative_precision)); // From here on, problem_impl will point to the gradient checking // version. problem_impl = gradient_checking_problem_impl.get(); } // Create the three objects needed to minimize: the transformed program, the // evaluator, and the linear solver. scoped_ptr reduced_program(CreateReducedProgram(&options, problem_impl, &summary->fixed_cost, &summary->message)); if (reduced_program == NULL) { return; } SummarizeReducedProgram(*reduced_program, summary); if (summary->num_parameter_blocks_reduced == 0) { summary->preprocessor_time_in_seconds = WallTimeInSeconds() - solver_start_time; summary->message = "Function tolerance reached. " "No non-constant parameter blocks found."; summary->termination_type = CONVERGENCE; VLOG_IF(1, options.logging_type != SILENT) << summary->message; summary->initial_cost = summary->fixed_cost; summary->final_cost = summary->fixed_cost; const double post_process_start_time = WallTimeInSeconds(); SetSummaryFinalCost(summary); // Ensure the program state is set to the user parameters on the way out. original_program->SetParameterBlockStatePtrsToUserStatePtrs(); original_program->SetParameterOffsetsAndIndex(); summary->postprocessor_time_in_seconds = WallTimeInSeconds() - post_process_start_time; return; } scoped_ptr evaluator(CreateEvaluator(options, problem_impl->parameter_map(), reduced_program.get(), &summary->message)); if (evaluator == NULL) { return; } const double minimizer_start_time = WallTimeInSeconds(); summary->preprocessor_time_in_seconds = minimizer_start_time - solver_start_time; // Run the optimization. LineSearchMinimize(options, reduced_program.get(), evaluator.get(), summary); const double post_process_start_time = WallTimeInSeconds(); SetSummaryFinalCost(summary); // Ensure the program state is set to the user parameters on the way out. original_program->SetParameterBlockStatePtrsToUserStatePtrs(); original_program->SetParameterOffsetsAndIndex(); const map& evaluator_time_statistics = evaluator->TimeStatistics(); summary->residual_evaluation_time_in_seconds = FindWithDefault(evaluator_time_statistics, "Evaluator::Residual", 0.0); summary->jacobian_evaluation_time_in_seconds = FindWithDefault(evaluator_time_statistics, "Evaluator::Jacobian", 0.0); // Stick a fork in it, we're done. summary->postprocessor_time_in_seconds = WallTimeInSeconds() - post_process_start_time; } bool SolverImpl::IsOrderingValid(const Solver::Options& options, const ProblemImpl* problem_impl, string* error) { if (options.linear_solver_ordering->NumElements() != problem_impl->NumParameterBlocks()) { *error = "Number of parameter blocks in user supplied ordering " "does not match the number of parameter blocks in the problem"; return false; } const Program& program = problem_impl->program(); const vector& parameter_blocks = program.parameter_blocks(); for (vector::const_iterator it = parameter_blocks.begin(); it != parameter_blocks.end(); ++it) { if (!options.linear_solver_ordering ->IsMember(const_cast((*it)->user_state()))) { *error = "Problem contains a parameter block that is not in " "the user specified ordering."; return false; } } if (IsSchurType(options.linear_solver_type) && options.linear_solver_ordering->NumGroups() > 1) { const vector& residual_blocks = program.residual_blocks(); const set& e_blocks = options.linear_solver_ordering->group_to_elements().begin()->second; if (!IsParameterBlockSetIndependent(e_blocks, residual_blocks)) { *error = "The user requested the use of a Schur type solver. " "But the first elimination group in the ordering is not an " "independent set."; return false; } } return true; } bool SolverImpl::IsParameterBlockSetIndependent( const set& parameter_block_ptrs, const vector& residual_blocks) { // Loop over each residual block and ensure that no two parameter // blocks in the same residual block are part of // parameter_block_ptrs as that would violate the assumption that it // is an independent set in the Hessian matrix. for (vector::const_iterator it = residual_blocks.begin(); it != residual_blocks.end(); ++it) { ParameterBlock* const* parameter_blocks = (*it)->parameter_blocks(); const int num_parameter_blocks = (*it)->NumParameterBlocks(); int count = 0; for (int i = 0; i < num_parameter_blocks; ++i) { count += parameter_block_ptrs.count( parameter_blocks[i]->mutable_user_state()); } if (count > 1) { return false; } } return true; } Program* SolverImpl::CreateReducedProgram(Solver::Options* options, ProblemImpl* problem_impl, double* fixed_cost, string* error) { CHECK_NOTNULL(options->linear_solver_ordering.get()); Program* original_program = problem_impl->mutable_program(); vector removed_parameter_blocks; scoped_ptr reduced_program( original_program->CreateReducedProgram(&removed_parameter_blocks, fixed_cost, error)); if (reduced_program.get() == NULL) { return NULL; } VLOG(2) << "Reduced problem: " << reduced_program->NumParameterBlocks() << " parameter blocks, " << reduced_program->NumParameters() << " parameters, " << reduced_program->NumResidualBlocks() << " residual blocks, " << reduced_program->NumResiduals() << " residuals."; if (reduced_program->NumParameterBlocks() == 0) { LOG(WARNING) << "No varying parameter blocks to optimize; " << "bailing early."; return reduced_program.release(); } ParameterBlockOrdering* linear_solver_ordering = options->linear_solver_ordering.get(); const int min_group_id = linear_solver_ordering->MinNonZeroGroup(); linear_solver_ordering->Remove(removed_parameter_blocks); ParameterBlockOrdering* inner_iteration_ordering = options->inner_iteration_ordering.get(); if (inner_iteration_ordering != NULL) { inner_iteration_ordering->Remove(removed_parameter_blocks); } if (IsSchurType(options->linear_solver_type) && linear_solver_ordering->GroupSize(min_group_id) == 0) { // If the user requested the use of a Schur type solver, and // supplied a non-NULL linear_solver_ordering object with more than // one elimination group, then it can happen that after all the // parameter blocks which are fixed or unused have been removed from // the program and the ordering, there are no more parameter blocks // in the first elimination group. // // In such a case, the use of a Schur type solver is not possible, // as they assume there is at least one e_block. Thus, we // automatically switch to the closest solver to the one indicated // by the user. if (options->linear_solver_type == ITERATIVE_SCHUR) { options->preconditioner_type = Preconditioner::PreconditionerForZeroEBlocks( options->preconditioner_type); } options->linear_solver_type = LinearSolver::LinearSolverForZeroEBlocks( options->linear_solver_type); } if (IsSchurType(options->linear_solver_type)) { if (!ReorderProgramForSchurTypeLinearSolver( options->linear_solver_type, options->sparse_linear_algebra_library_type, problem_impl->parameter_map(), linear_solver_ordering, reduced_program.get(), error)) { return NULL; } return reduced_program.release(); } if (options->linear_solver_type == SPARSE_NORMAL_CHOLESKY && !options->dynamic_sparsity) { if (!ReorderProgramForSparseNormalCholesky( options->sparse_linear_algebra_library_type, *linear_solver_ordering, reduced_program.get(), error)) { return NULL; } return reduced_program.release(); } reduced_program->SetParameterOffsetsAndIndex(); return reduced_program.release(); } LinearSolver* SolverImpl::CreateLinearSolver(Solver::Options* options, string* error) { CHECK_NOTNULL(options); CHECK_NOTNULL(options->linear_solver_ordering.get()); CHECK_NOTNULL(error); if (options->trust_region_strategy_type == DOGLEG) { if (options->linear_solver_type == ITERATIVE_SCHUR || options->linear_solver_type == CGNR) { *error = "DOGLEG only supports exact factorization based linear " "solvers. If you want to use an iterative solver please " "use LEVENBERG_MARQUARDT as the trust_region_strategy_type"; return NULL; } } #ifdef CERES_NO_LAPACK if (options->linear_solver_type == DENSE_NORMAL_CHOLESKY && options->dense_linear_algebra_library_type == LAPACK) { *error = "Can't use DENSE_NORMAL_CHOLESKY with LAPACK because " "LAPACK was not enabled when Ceres was built."; return NULL; } if (options->linear_solver_type == DENSE_QR && options->dense_linear_algebra_library_type == LAPACK) { *error = "Can't use DENSE_QR with LAPACK because " "LAPACK was not enabled when Ceres was built."; return NULL; } if (options->linear_solver_type == DENSE_SCHUR && options->dense_linear_algebra_library_type == LAPACK) { *error = "Can't use DENSE_SCHUR with LAPACK because " "LAPACK was not enabled when Ceres was built."; return NULL; } #endif #ifdef CERES_NO_SUITESPARSE if (options->linear_solver_type == SPARSE_NORMAL_CHOLESKY && options->sparse_linear_algebra_library_type == SUITE_SPARSE) { *error = "Can't use SPARSE_NORMAL_CHOLESKY with SUITESPARSE because " "SuiteSparse was not enabled when Ceres was built."; return NULL; } if (options->preconditioner_type == CLUSTER_JACOBI) { *error = "CLUSTER_JACOBI preconditioner not suppored. Please build Ceres " "with SuiteSparse support."; return NULL; } if (options->preconditioner_type == CLUSTER_TRIDIAGONAL) { *error = "CLUSTER_TRIDIAGONAL preconditioner not suppored. Please build " "Ceres with SuiteSparse support."; return NULL; } #endif #ifdef CERES_NO_CXSPARSE if (options->linear_solver_type == SPARSE_NORMAL_CHOLESKY && options->sparse_linear_algebra_library_type == CX_SPARSE) { *error = "Can't use SPARSE_NORMAL_CHOLESKY with CXSPARSE because " "CXSparse was not enabled when Ceres was built."; return NULL; } #endif if (options->max_linear_solver_iterations <= 0) { *error = "Solver::Options::max_linear_solver_iterations is not positive."; return NULL; } if (options->min_linear_solver_iterations <= 0) { *error = "Solver::Options::min_linear_solver_iterations is not positive."; return NULL; } if (options->min_linear_solver_iterations > options->max_linear_solver_iterations) { *error = "Solver::Options::min_linear_solver_iterations > " "Solver::Options::max_linear_solver_iterations."; return NULL; } LinearSolver::Options linear_solver_options; linear_solver_options.min_num_iterations = options->min_linear_solver_iterations; linear_solver_options.max_num_iterations = options->max_linear_solver_iterations; linear_solver_options.type = options->linear_solver_type; linear_solver_options.preconditioner_type = options->preconditioner_type; linear_solver_options.visibility_clustering_type = options->visibility_clustering_type; linear_solver_options.sparse_linear_algebra_library_type = options->sparse_linear_algebra_library_type; linear_solver_options.dense_linear_algebra_library_type = options->dense_linear_algebra_library_type; linear_solver_options.use_postordering = options->use_postordering; linear_solver_options.dynamic_sparsity = options->dynamic_sparsity; // Ignore user's postordering preferences and force it to be true if // cholmod_camd is not available. This ensures that the linear // solver does not assume that a fill-reducing pre-ordering has been // done. #if !defined(CERES_NO_SUITESPARSE) && defined(CERES_NO_CAMD) if (IsSchurType(linear_solver_options.type) && options->sparse_linear_algebra_library_type == SUITE_SPARSE) { linear_solver_options.use_postordering = true; } #endif linear_solver_options.num_threads = options->num_linear_solver_threads; options->num_linear_solver_threads = linear_solver_options.num_threads; OrderingToGroupSizes(options->linear_solver_ordering.get(), &linear_solver_options.elimination_groups); // Schur type solvers, expect at least two elimination groups. If // there is only one elimination group, then CreateReducedProgram // guarantees that this group only contains e_blocks. Thus we add a // dummy elimination group with zero blocks in it. if (IsSchurType(linear_solver_options.type) && linear_solver_options.elimination_groups.size() == 1) { linear_solver_options.elimination_groups.push_back(0); } return LinearSolver::Create(linear_solver_options); } Evaluator* SolverImpl::CreateEvaluator( const Solver::Options& options, const ProblemImpl::ParameterMap& parameter_map, Program* program, string* error) { Evaluator::Options evaluator_options; evaluator_options.linear_solver_type = options.linear_solver_type; evaluator_options.num_eliminate_blocks = (options.linear_solver_ordering->NumGroups() > 0 && IsSchurType(options.linear_solver_type)) ? (options.linear_solver_ordering ->group_to_elements().begin() ->second.size()) : 0; evaluator_options.num_threads = options.num_threads; evaluator_options.dynamic_sparsity = options.dynamic_sparsity; return Evaluator::Create(evaluator_options, program, error); } CoordinateDescentMinimizer* SolverImpl::CreateInnerIterationMinimizer( const Solver::Options& options, const Program& program, const ProblemImpl::ParameterMap& parameter_map, Solver::Summary* summary) { summary->inner_iterations_given = true; scoped_ptr inner_iteration_minimizer( new CoordinateDescentMinimizer); scoped_ptr inner_iteration_ordering; ParameterBlockOrdering* ordering_ptr = NULL; if (options.inner_iteration_ordering.get() == NULL) { inner_iteration_ordering.reset( CoordinateDescentMinimizer::CreateOrdering(program)); ordering_ptr = inner_iteration_ordering.get(); } else { ordering_ptr = options.inner_iteration_ordering.get(); if (!CoordinateDescentMinimizer::IsOrderingValid(program, *ordering_ptr, &summary->message)) { return NULL; } } if (!inner_iteration_minimizer->Init(program, parameter_map, *ordering_ptr, &summary->message)) { return NULL; } summary->inner_iterations_used = true; summary->inner_iteration_time_in_seconds = 0.0; OrderingToGroupSizes(ordering_ptr, &(summary->inner_iteration_ordering_used)); return inner_iteration_minimizer.release(); } } // namespace internal } // namespace ceres