1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2013 Google Inc. All rights reserved.
3 // http://code.google.com/p/ceres-solver/
4 //
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16 //
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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
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28 //
29 // Author: sameeragarwal@google.com (Sameer Agarwal)
30 //         mierle@gmail.com (Keir Mierle)
31 
32 #include "ceres/problem_impl.h"
33 
34 #include <algorithm>
35 #include <cstddef>
36 #include <iterator>
37 #include <set>
38 #include <string>
39 #include <utility>
40 #include <vector>
41 #include "ceres/casts.h"
42 #include "ceres/compressed_row_sparse_matrix.h"
43 #include "ceres/cost_function.h"
44 #include "ceres/crs_matrix.h"
45 #include "ceres/evaluator.h"
46 #include "ceres/loss_function.h"
47 #include "ceres/map_util.h"
48 #include "ceres/parameter_block.h"
49 #include "ceres/program.h"
50 #include "ceres/residual_block.h"
51 #include "ceres/stl_util.h"
52 #include "ceres/stringprintf.h"
53 #include "glog/logging.h"
54 
55 namespace ceres {
56 namespace internal {
57 
58 typedef map<double*, internal::ParameterBlock*> ParameterMap;
59 
60 namespace {
FindParameterBlockOrDie(const ParameterMap & parameter_map,double * parameter_block)61 internal::ParameterBlock* FindParameterBlockOrDie(
62     const ParameterMap& parameter_map,
63     double* parameter_block) {
64   ParameterMap::const_iterator it = parameter_map.find(parameter_block);
65   CHECK(it != parameter_map.end())
66       << "Parameter block not found: " << parameter_block;
67   return it->second;
68 }
69 
70 // Returns true if two regions of memory, a and b, with sizes size_a and size_b
71 // respectively, overlap.
RegionsAlias(const double * a,int size_a,const double * b,int size_b)72 bool RegionsAlias(const double* a, int size_a,
73                   const double* b, int size_b) {
74   return (a < b) ? b < (a + size_a)
75                  : a < (b + size_b);
76 }
77 
CheckForNoAliasing(double * existing_block,int existing_block_size,double * new_block,int new_block_size)78 void CheckForNoAliasing(double* existing_block,
79                         int existing_block_size,
80                         double* new_block,
81                         int new_block_size) {
82   CHECK(!RegionsAlias(existing_block, existing_block_size,
83                       new_block, new_block_size))
84       << "Aliasing detected between existing parameter block at memory "
85       << "location " << existing_block
86       << " and has size " << existing_block_size << " with new parameter "
87       << "block that has memory address " << new_block << " and would have "
88       << "size " << new_block_size << ".";
89 }
90 
91 }  // namespace
92 
InternalAddParameterBlock(double * values,int size)93 ParameterBlock* ProblemImpl::InternalAddParameterBlock(double* values,
94                                                        int size) {
95   CHECK(values != NULL) << "Null pointer passed to AddParameterBlock "
96                         << "for a parameter with size " << size;
97 
98   // Ignore the request if there is a block for the given pointer already.
99   ParameterMap::iterator it = parameter_block_map_.find(values);
100   if (it != parameter_block_map_.end()) {
101     if (!options_.disable_all_safety_checks) {
102       int existing_size = it->second->Size();
103       CHECK(size == existing_size)
104           << "Tried adding a parameter block with the same double pointer, "
105           << values << ", twice, but with different block sizes. Original "
106           << "size was " << existing_size << " but new size is "
107           << size;
108     }
109     return it->second;
110   }
111 
112   if (!options_.disable_all_safety_checks) {
113     // Before adding the parameter block, also check that it doesn't alias any
114     // other parameter blocks.
115     if (!parameter_block_map_.empty()) {
116       ParameterMap::iterator lb = parameter_block_map_.lower_bound(values);
117 
118       // If lb is not the first block, check the previous block for aliasing.
119       if (lb != parameter_block_map_.begin()) {
120         ParameterMap::iterator previous = lb;
121         --previous;
122         CheckForNoAliasing(previous->first,
123                            previous->second->Size(),
124                            values,
125                            size);
126       }
127 
128       // If lb is not off the end, check lb for aliasing.
129       if (lb != parameter_block_map_.end()) {
130         CheckForNoAliasing(lb->first,
131                            lb->second->Size(),
132                            values,
133                            size);
134       }
135     }
136   }
137 
138   // Pass the index of the new parameter block as well to keep the index in
139   // sync with the position of the parameter in the program's parameter vector.
140   ParameterBlock* new_parameter_block =
141       new ParameterBlock(values, size, program_->parameter_blocks_.size());
142 
143   // For dynamic problems, add the list of dependent residual blocks, which is
144   // empty to start.
145   if (options_.enable_fast_removal) {
146     new_parameter_block->EnableResidualBlockDependencies();
147   }
148   parameter_block_map_[values] = new_parameter_block;
149   program_->parameter_blocks_.push_back(new_parameter_block);
150   return new_parameter_block;
151 }
152 
InternalRemoveResidualBlock(ResidualBlock * residual_block)153 void ProblemImpl::InternalRemoveResidualBlock(ResidualBlock* residual_block) {
154   CHECK_NOTNULL(residual_block);
155   // Perform no check on the validity of residual_block, that is handled in
156   // the public method: RemoveResidualBlock().
157 
158   // If needed, remove the parameter dependencies on this residual block.
159   if (options_.enable_fast_removal) {
160     const int num_parameter_blocks_for_residual =
161         residual_block->NumParameterBlocks();
162     for (int i = 0; i < num_parameter_blocks_for_residual; ++i) {
163       residual_block->parameter_blocks()[i]
164           ->RemoveResidualBlock(residual_block);
165     }
166 
167     ResidualBlockSet::iterator it = residual_block_set_.find(residual_block);
168     residual_block_set_.erase(it);
169   }
170   DeleteBlockInVector(program_->mutable_residual_blocks(), residual_block);
171 }
172 
173 // Deletes the residual block in question, assuming there are no other
174 // references to it inside the problem (e.g. by another parameter). Referenced
175 // cost and loss functions are tucked away for future deletion, since it is not
176 // possible to know whether other parts of the problem depend on them without
177 // doing a full scan.
DeleteBlock(ResidualBlock * residual_block)178 void ProblemImpl::DeleteBlock(ResidualBlock* residual_block) {
179   // The const casts here are legit, since ResidualBlock holds these
180   // pointers as const pointers but we have ownership of them and
181   // have the right to destroy them when the destructor is called.
182   if (options_.cost_function_ownership == TAKE_OWNERSHIP &&
183       residual_block->cost_function() != NULL) {
184     cost_functions_to_delete_.push_back(
185         const_cast<CostFunction*>(residual_block->cost_function()));
186   }
187   if (options_.loss_function_ownership == TAKE_OWNERSHIP &&
188       residual_block->loss_function() != NULL) {
189     loss_functions_to_delete_.push_back(
190         const_cast<LossFunction*>(residual_block->loss_function()));
191   }
192   delete residual_block;
193 }
194 
195 // Deletes the parameter block in question, assuming there are no other
196 // references to it inside the problem (e.g. by any residual blocks).
197 // Referenced parameterizations are tucked away for future deletion, since it
198 // is not possible to know whether other parts of the problem depend on them
199 // without doing a full scan.
DeleteBlock(ParameterBlock * parameter_block)200 void ProblemImpl::DeleteBlock(ParameterBlock* parameter_block) {
201   if (options_.local_parameterization_ownership == TAKE_OWNERSHIP &&
202       parameter_block->local_parameterization() != NULL) {
203     local_parameterizations_to_delete_.push_back(
204         parameter_block->mutable_local_parameterization());
205   }
206   parameter_block_map_.erase(parameter_block->mutable_user_state());
207   delete parameter_block;
208 }
209 
ProblemImpl()210 ProblemImpl::ProblemImpl() : program_(new internal::Program) {}
ProblemImpl(const Problem::Options & options)211 ProblemImpl::ProblemImpl(const Problem::Options& options)
212     : options_(options),
213       program_(new internal::Program) {}
214 
~ProblemImpl()215 ProblemImpl::~ProblemImpl() {
216   // Collect the unique cost/loss functions and delete the residuals.
217   const int num_residual_blocks = program_->residual_blocks_.size();
218   cost_functions_to_delete_.reserve(num_residual_blocks);
219   loss_functions_to_delete_.reserve(num_residual_blocks);
220   for (int i = 0; i < program_->residual_blocks_.size(); ++i) {
221     DeleteBlock(program_->residual_blocks_[i]);
222   }
223 
224   // Collect the unique parameterizations and delete the parameters.
225   for (int i = 0; i < program_->parameter_blocks_.size(); ++i) {
226     DeleteBlock(program_->parameter_blocks_[i]);
227   }
228 
229   // Delete the owned cost/loss functions and parameterizations.
230   STLDeleteUniqueContainerPointers(local_parameterizations_to_delete_.begin(),
231                                    local_parameterizations_to_delete_.end());
232   STLDeleteUniqueContainerPointers(cost_functions_to_delete_.begin(),
233                                    cost_functions_to_delete_.end());
234   STLDeleteUniqueContainerPointers(loss_functions_to_delete_.begin(),
235                                    loss_functions_to_delete_.end());
236 }
237 
AddResidualBlock(CostFunction * cost_function,LossFunction * loss_function,const vector<double * > & parameter_blocks)238 ResidualBlock* ProblemImpl::AddResidualBlock(
239     CostFunction* cost_function,
240     LossFunction* loss_function,
241     const vector<double*>& parameter_blocks) {
242   CHECK_NOTNULL(cost_function);
243   CHECK_EQ(parameter_blocks.size(),
244            cost_function->parameter_block_sizes().size());
245 
246   // Check the sizes match.
247   const vector<int32>& parameter_block_sizes =
248       cost_function->parameter_block_sizes();
249 
250   if (!options_.disable_all_safety_checks) {
251     CHECK_EQ(parameter_block_sizes.size(), parameter_blocks.size())
252         << "Number of blocks input is different than the number of blocks "
253         << "that the cost function expects.";
254 
255     // Check for duplicate parameter blocks.
256     vector<double*> sorted_parameter_blocks(parameter_blocks);
257     sort(sorted_parameter_blocks.begin(), sorted_parameter_blocks.end());
258     vector<double*>::const_iterator duplicate_items =
259         unique(sorted_parameter_blocks.begin(),
260                sorted_parameter_blocks.end());
261     if (duplicate_items != sorted_parameter_blocks.end()) {
262       string blocks;
263       for (int i = 0; i < parameter_blocks.size(); ++i) {
264         blocks += StringPrintf(" %p ", parameter_blocks[i]);
265       }
266 
267       LOG(FATAL) << "Duplicate parameter blocks in a residual parameter "
268                  << "are not allowed. Parameter block pointers: ["
269                  << blocks << "]";
270     }
271   }
272 
273   // Add parameter blocks and convert the double*'s to parameter blocks.
274   vector<ParameterBlock*> parameter_block_ptrs(parameter_blocks.size());
275   for (int i = 0; i < parameter_blocks.size(); ++i) {
276     parameter_block_ptrs[i] =
277         InternalAddParameterBlock(parameter_blocks[i],
278                                   parameter_block_sizes[i]);
279   }
280 
281   if (!options_.disable_all_safety_checks) {
282     // Check that the block sizes match the block sizes expected by the
283     // cost_function.
284     for (int i = 0; i < parameter_block_ptrs.size(); ++i) {
285       CHECK_EQ(cost_function->parameter_block_sizes()[i],
286                parameter_block_ptrs[i]->Size())
287           << "The cost function expects parameter block " << i
288           << " of size " << cost_function->parameter_block_sizes()[i]
289           << " but was given a block of size "
290           << parameter_block_ptrs[i]->Size();
291     }
292   }
293 
294   ResidualBlock* new_residual_block =
295       new ResidualBlock(cost_function,
296                         loss_function,
297                         parameter_block_ptrs,
298                         program_->residual_blocks_.size());
299 
300   // Add dependencies on the residual to the parameter blocks.
301   if (options_.enable_fast_removal) {
302     for (int i = 0; i < parameter_blocks.size(); ++i) {
303       parameter_block_ptrs[i]->AddResidualBlock(new_residual_block);
304     }
305   }
306 
307   program_->residual_blocks_.push_back(new_residual_block);
308 
309   if (options_.enable_fast_removal) {
310     residual_block_set_.insert(new_residual_block);
311   }
312 
313   return new_residual_block;
314 }
315 
316 // Unfortunately, macros don't help much to reduce this code, and var args don't
317 // work because of the ambiguous case that there is no loss function.
AddResidualBlock(CostFunction * cost_function,LossFunction * loss_function,double * x0)318 ResidualBlock* ProblemImpl::AddResidualBlock(
319     CostFunction* cost_function,
320     LossFunction* loss_function,
321     double* x0) {
322   vector<double*> residual_parameters;
323   residual_parameters.push_back(x0);
324   return AddResidualBlock(cost_function, loss_function, residual_parameters);
325 }
326 
AddResidualBlock(CostFunction * cost_function,LossFunction * loss_function,double * x0,double * x1)327 ResidualBlock* ProblemImpl::AddResidualBlock(
328     CostFunction* cost_function,
329     LossFunction* loss_function,
330     double* x0, double* x1) {
331   vector<double*> residual_parameters;
332   residual_parameters.push_back(x0);
333   residual_parameters.push_back(x1);
334   return AddResidualBlock(cost_function, loss_function, residual_parameters);
335 }
336 
AddResidualBlock(CostFunction * cost_function,LossFunction * loss_function,double * x0,double * x1,double * x2)337 ResidualBlock* ProblemImpl::AddResidualBlock(
338     CostFunction* cost_function,
339     LossFunction* loss_function,
340     double* x0, double* x1, double* x2) {
341   vector<double*> residual_parameters;
342   residual_parameters.push_back(x0);
343   residual_parameters.push_back(x1);
344   residual_parameters.push_back(x2);
345   return AddResidualBlock(cost_function, loss_function, residual_parameters);
346 }
347 
AddResidualBlock(CostFunction * cost_function,LossFunction * loss_function,double * x0,double * x1,double * x2,double * x3)348 ResidualBlock* ProblemImpl::AddResidualBlock(
349     CostFunction* cost_function,
350     LossFunction* loss_function,
351     double* x0, double* x1, double* x2, double* x3) {
352   vector<double*> residual_parameters;
353   residual_parameters.push_back(x0);
354   residual_parameters.push_back(x1);
355   residual_parameters.push_back(x2);
356   residual_parameters.push_back(x3);
357   return AddResidualBlock(cost_function, loss_function, residual_parameters);
358 }
359 
AddResidualBlock(CostFunction * cost_function,LossFunction * loss_function,double * x0,double * x1,double * x2,double * x3,double * x4)360 ResidualBlock* ProblemImpl::AddResidualBlock(
361     CostFunction* cost_function,
362     LossFunction* loss_function,
363     double* x0, double* x1, double* x2, double* x3, double* x4) {
364   vector<double*> residual_parameters;
365   residual_parameters.push_back(x0);
366   residual_parameters.push_back(x1);
367   residual_parameters.push_back(x2);
368   residual_parameters.push_back(x3);
369   residual_parameters.push_back(x4);
370   return AddResidualBlock(cost_function, loss_function, residual_parameters);
371 }
372 
AddResidualBlock(CostFunction * cost_function,LossFunction * loss_function,double * x0,double * x1,double * x2,double * x3,double * x4,double * x5)373 ResidualBlock* ProblemImpl::AddResidualBlock(
374     CostFunction* cost_function,
375     LossFunction* loss_function,
376     double* x0, double* x1, double* x2, double* x3, double* x4, double* x5) {
377   vector<double*> residual_parameters;
378   residual_parameters.push_back(x0);
379   residual_parameters.push_back(x1);
380   residual_parameters.push_back(x2);
381   residual_parameters.push_back(x3);
382   residual_parameters.push_back(x4);
383   residual_parameters.push_back(x5);
384   return AddResidualBlock(cost_function, loss_function, residual_parameters);
385 }
386 
AddResidualBlock(CostFunction * cost_function,LossFunction * loss_function,double * x0,double * x1,double * x2,double * x3,double * x4,double * x5,double * x6)387 ResidualBlock* ProblemImpl::AddResidualBlock(
388     CostFunction* cost_function,
389     LossFunction* loss_function,
390     double* x0, double* x1, double* x2, double* x3, double* x4, double* x5,
391     double* x6) {
392   vector<double*> residual_parameters;
393   residual_parameters.push_back(x0);
394   residual_parameters.push_back(x1);
395   residual_parameters.push_back(x2);
396   residual_parameters.push_back(x3);
397   residual_parameters.push_back(x4);
398   residual_parameters.push_back(x5);
399   residual_parameters.push_back(x6);
400   return AddResidualBlock(cost_function, loss_function, residual_parameters);
401 }
402 
AddResidualBlock(CostFunction * cost_function,LossFunction * loss_function,double * x0,double * x1,double * x2,double * x3,double * x4,double * x5,double * x6,double * x7)403 ResidualBlock* ProblemImpl::AddResidualBlock(
404     CostFunction* cost_function,
405     LossFunction* loss_function,
406     double* x0, double* x1, double* x2, double* x3, double* x4, double* x5,
407     double* x6, double* x7) {
408   vector<double*> residual_parameters;
409   residual_parameters.push_back(x0);
410   residual_parameters.push_back(x1);
411   residual_parameters.push_back(x2);
412   residual_parameters.push_back(x3);
413   residual_parameters.push_back(x4);
414   residual_parameters.push_back(x5);
415   residual_parameters.push_back(x6);
416   residual_parameters.push_back(x7);
417   return AddResidualBlock(cost_function, loss_function, residual_parameters);
418 }
419 
AddResidualBlock(CostFunction * cost_function,LossFunction * loss_function,double * x0,double * x1,double * x2,double * x3,double * x4,double * x5,double * x6,double * x7,double * x8)420 ResidualBlock* ProblemImpl::AddResidualBlock(
421     CostFunction* cost_function,
422     LossFunction* loss_function,
423     double* x0, double* x1, double* x2, double* x3, double* x4, double* x5,
424     double* x6, double* x7, double* x8) {
425   vector<double*> residual_parameters;
426   residual_parameters.push_back(x0);
427   residual_parameters.push_back(x1);
428   residual_parameters.push_back(x2);
429   residual_parameters.push_back(x3);
430   residual_parameters.push_back(x4);
431   residual_parameters.push_back(x5);
432   residual_parameters.push_back(x6);
433   residual_parameters.push_back(x7);
434   residual_parameters.push_back(x8);
435   return AddResidualBlock(cost_function, loss_function, residual_parameters);
436 }
437 
AddResidualBlock(CostFunction * cost_function,LossFunction * loss_function,double * x0,double * x1,double * x2,double * x3,double * x4,double * x5,double * x6,double * x7,double * x8,double * x9)438 ResidualBlock* ProblemImpl::AddResidualBlock(
439     CostFunction* cost_function,
440     LossFunction* loss_function,
441     double* x0, double* x1, double* x2, double* x3, double* x4, double* x5,
442     double* x6, double* x7, double* x8, double* x9) {
443   vector<double*> residual_parameters;
444   residual_parameters.push_back(x0);
445   residual_parameters.push_back(x1);
446   residual_parameters.push_back(x2);
447   residual_parameters.push_back(x3);
448   residual_parameters.push_back(x4);
449   residual_parameters.push_back(x5);
450   residual_parameters.push_back(x6);
451   residual_parameters.push_back(x7);
452   residual_parameters.push_back(x8);
453   residual_parameters.push_back(x9);
454   return AddResidualBlock(cost_function, loss_function, residual_parameters);
455 }
456 
AddParameterBlock(double * values,int size)457 void ProblemImpl::AddParameterBlock(double* values, int size) {
458   InternalAddParameterBlock(values, size);
459 }
460 
AddParameterBlock(double * values,int size,LocalParameterization * local_parameterization)461 void ProblemImpl::AddParameterBlock(
462     double* values,
463     int size,
464     LocalParameterization* local_parameterization) {
465   ParameterBlock* parameter_block =
466       InternalAddParameterBlock(values, size);
467   if (local_parameterization != NULL) {
468     parameter_block->SetParameterization(local_parameterization);
469   }
470 }
471 
472 // Delete a block from a vector of blocks, maintaining the indexing invariant.
473 // This is done in constant time by moving an element from the end of the
474 // vector over the element to remove, then popping the last element. It
475 // destroys the ordering in the interest of speed.
476 template<typename Block>
DeleteBlockInVector(vector<Block * > * mutable_blocks,Block * block_to_remove)477 void ProblemImpl::DeleteBlockInVector(vector<Block*>* mutable_blocks,
478                                       Block* block_to_remove) {
479   CHECK_EQ((*mutable_blocks)[block_to_remove->index()], block_to_remove)
480       << "You found a Ceres bug! \n"
481       << "Block requested: "
482       << block_to_remove->ToString() << "\n"
483       << "Block present: "
484       << (*mutable_blocks)[block_to_remove->index()]->ToString();
485 
486   // Prepare the to-be-moved block for the new, lower-in-index position by
487   // setting the index to the blocks final location.
488   Block* tmp = mutable_blocks->back();
489   tmp->set_index(block_to_remove->index());
490 
491   // Overwrite the to-be-deleted residual block with the one at the end.
492   (*mutable_blocks)[block_to_remove->index()] = tmp;
493 
494   DeleteBlock(block_to_remove);
495 
496   // The block is gone so shrink the vector of blocks accordingly.
497   mutable_blocks->pop_back();
498 }
499 
RemoveResidualBlock(ResidualBlock * residual_block)500 void ProblemImpl::RemoveResidualBlock(ResidualBlock* residual_block) {
501   CHECK_NOTNULL(residual_block);
502 
503   // Verify that residual_block identifies a residual in the current problem.
504   const string residual_not_found_message =
505       StringPrintf("Residual block to remove: %p not found. This usually means "
506                    "one of three things have happened:\n"
507                    " 1) residual_block is uninitialised and points to a random "
508                    "area in memory.\n"
509                    " 2) residual_block represented a residual that was added to"
510                    " the problem, but referred to a parameter block which has "
511                    "since been removed, which removes all residuals which "
512                    "depend on that parameter block, and was thus removed.\n"
513                    " 3) residual_block referred to a residual that has already "
514                    "been removed from the problem (by the user).",
515                    residual_block);
516   if (options_.enable_fast_removal) {
517     CHECK(residual_block_set_.find(residual_block) !=
518           residual_block_set_.end())
519         << residual_not_found_message;
520   } else {
521     // Perform a full search over all current residuals.
522     CHECK(std::find(program_->residual_blocks().begin(),
523                     program_->residual_blocks().end(),
524                     residual_block) != program_->residual_blocks().end())
525         << residual_not_found_message;
526   }
527 
528   InternalRemoveResidualBlock(residual_block);
529 }
530 
RemoveParameterBlock(double * values)531 void ProblemImpl::RemoveParameterBlock(double* values) {
532   ParameterBlock* parameter_block =
533       FindParameterBlockOrDie(parameter_block_map_, values);
534 
535   if (options_.enable_fast_removal) {
536     // Copy the dependent residuals from the parameter block because the set of
537     // dependents will change after each call to RemoveResidualBlock().
538     vector<ResidualBlock*> residual_blocks_to_remove(
539         parameter_block->mutable_residual_blocks()->begin(),
540         parameter_block->mutable_residual_blocks()->end());
541     for (int i = 0; i < residual_blocks_to_remove.size(); ++i) {
542       InternalRemoveResidualBlock(residual_blocks_to_remove[i]);
543     }
544   } else {
545     // Scan all the residual blocks to remove ones that depend on the parameter
546     // block. Do the scan backwards since the vector changes while iterating.
547     const int num_residual_blocks = NumResidualBlocks();
548     for (int i = num_residual_blocks - 1; i >= 0; --i) {
549       ResidualBlock* residual_block =
550           (*(program_->mutable_residual_blocks()))[i];
551       const int num_parameter_blocks = residual_block->NumParameterBlocks();
552       for (int j = 0; j < num_parameter_blocks; ++j) {
553         if (residual_block->parameter_blocks()[j] == parameter_block) {
554           InternalRemoveResidualBlock(residual_block);
555           // The parameter blocks are guaranteed unique.
556           break;
557         }
558       }
559     }
560   }
561   DeleteBlockInVector(program_->mutable_parameter_blocks(), parameter_block);
562 }
563 
SetParameterBlockConstant(double * values)564 void ProblemImpl::SetParameterBlockConstant(double* values) {
565   FindParameterBlockOrDie(parameter_block_map_, values)->SetConstant();
566 }
567 
SetParameterBlockVariable(double * values)568 void ProblemImpl::SetParameterBlockVariable(double* values) {
569   FindParameterBlockOrDie(parameter_block_map_, values)->SetVarying();
570 }
571 
SetParameterization(double * values,LocalParameterization * local_parameterization)572 void ProblemImpl::SetParameterization(
573     double* values,
574     LocalParameterization* local_parameterization) {
575   FindParameterBlockOrDie(parameter_block_map_, values)
576       ->SetParameterization(local_parameterization);
577 }
578 
GetParameterization(double * values) const579 const LocalParameterization* ProblemImpl::GetParameterization(
580     double* values) const {
581   return FindParameterBlockOrDie(parameter_block_map_, values)
582       ->local_parameterization();
583 }
584 
SetParameterLowerBound(double * values,int index,double lower_bound)585 void ProblemImpl::SetParameterLowerBound(double* values,
586                                          int index,
587                                          double lower_bound) {
588   FindParameterBlockOrDie(parameter_block_map_, values)
589       ->SetLowerBound(index, lower_bound);
590 }
591 
SetParameterUpperBound(double * values,int index,double upper_bound)592 void ProblemImpl::SetParameterUpperBound(double* values,
593                                          int index,
594                                          double upper_bound) {
595   FindParameterBlockOrDie(parameter_block_map_, values)
596       ->SetUpperBound(index, upper_bound);
597 }
598 
Evaluate(const Problem::EvaluateOptions & evaluate_options,double * cost,vector<double> * residuals,vector<double> * gradient,CRSMatrix * jacobian)599 bool ProblemImpl::Evaluate(const Problem::EvaluateOptions& evaluate_options,
600                            double* cost,
601                            vector<double>* residuals,
602                            vector<double>* gradient,
603                            CRSMatrix* jacobian) {
604   if (cost == NULL &&
605       residuals == NULL &&
606       gradient == NULL &&
607       jacobian == NULL) {
608     LOG(INFO) << "Nothing to do.";
609     return true;
610   }
611 
612   // If the user supplied residual blocks, then use them, otherwise
613   // take the residual blocks from the underlying program.
614   Program program;
615   *program.mutable_residual_blocks() =
616       ((evaluate_options.residual_blocks.size() > 0)
617        ? evaluate_options.residual_blocks : program_->residual_blocks());
618 
619   const vector<double*>& parameter_block_ptrs =
620       evaluate_options.parameter_blocks;
621 
622   vector<ParameterBlock*> variable_parameter_blocks;
623   vector<ParameterBlock*>& parameter_blocks =
624       *program.mutable_parameter_blocks();
625 
626   if (parameter_block_ptrs.size() == 0) {
627     // The user did not provide any parameter blocks, so default to
628     // using all the parameter blocks in the order that they are in
629     // the underlying program object.
630     parameter_blocks = program_->parameter_blocks();
631   } else {
632     // The user supplied a vector of parameter blocks. Using this list
633     // requires a number of steps.
634 
635     // 1. Convert double* into ParameterBlock*
636     parameter_blocks.resize(parameter_block_ptrs.size());
637     for (int i = 0; i < parameter_block_ptrs.size(); ++i) {
638       parameter_blocks[i] =
639           FindParameterBlockOrDie(parameter_block_map_,
640                                   parameter_block_ptrs[i]);
641     }
642 
643     // 2. The user may have only supplied a subset of parameter
644     // blocks, so identify the ones that are not supplied by the user
645     // and are NOT constant. These parameter blocks are stored in
646     // variable_parameter_blocks.
647     //
648     // To ensure that the parameter blocks are not included in the
649     // columns of the jacobian, we need to make sure that they are
650     // constant during evaluation and then make them variable again
651     // after we are done.
652     vector<ParameterBlock*> all_parameter_blocks(program_->parameter_blocks());
653     vector<ParameterBlock*> included_parameter_blocks(
654         program.parameter_blocks());
655 
656     vector<ParameterBlock*> excluded_parameter_blocks;
657     sort(all_parameter_blocks.begin(), all_parameter_blocks.end());
658     sort(included_parameter_blocks.begin(), included_parameter_blocks.end());
659     set_difference(all_parameter_blocks.begin(),
660                    all_parameter_blocks.end(),
661                    included_parameter_blocks.begin(),
662                    included_parameter_blocks.end(),
663                    back_inserter(excluded_parameter_blocks));
664 
665     variable_parameter_blocks.reserve(excluded_parameter_blocks.size());
666     for (int i = 0; i < excluded_parameter_blocks.size(); ++i) {
667       ParameterBlock* parameter_block = excluded_parameter_blocks[i];
668       if (!parameter_block->IsConstant()) {
669         variable_parameter_blocks.push_back(parameter_block);
670         parameter_block->SetConstant();
671       }
672     }
673   }
674 
675   // Setup the Parameter indices and offsets before an evaluator can
676   // be constructed and used.
677   program.SetParameterOffsetsAndIndex();
678 
679   Evaluator::Options evaluator_options;
680 
681   // Even though using SPARSE_NORMAL_CHOLESKY requires SuiteSparse or
682   // CXSparse, here it just being used for telling the evaluator to
683   // use a SparseRowCompressedMatrix for the jacobian. This is because
684   // the Evaluator decides the storage for the Jacobian based on the
685   // type of linear solver being used.
686   evaluator_options.linear_solver_type = SPARSE_NORMAL_CHOLESKY;
687   evaluator_options.num_threads = evaluate_options.num_threads;
688 
689   string error;
690   scoped_ptr<Evaluator> evaluator(
691       Evaluator::Create(evaluator_options, &program, &error));
692   if (evaluator.get() == NULL) {
693     LOG(ERROR) << "Unable to create an Evaluator object. "
694                << "Error: " << error
695                << "This is a Ceres bug; please contact the developers!";
696 
697     // Make the parameter blocks that were temporarily marked
698     // constant, variable again.
699     for (int i = 0; i < variable_parameter_blocks.size(); ++i) {
700       variable_parameter_blocks[i]->SetVarying();
701     }
702 
703     program_->SetParameterBlockStatePtrsToUserStatePtrs();
704     program_->SetParameterOffsetsAndIndex();
705     return false;
706   }
707 
708   if (residuals !=NULL) {
709     residuals->resize(evaluator->NumResiduals());
710   }
711 
712   if (gradient != NULL) {
713     gradient->resize(evaluator->NumEffectiveParameters());
714   }
715 
716   scoped_ptr<CompressedRowSparseMatrix> tmp_jacobian;
717   if (jacobian != NULL) {
718     tmp_jacobian.reset(
719         down_cast<CompressedRowSparseMatrix*>(evaluator->CreateJacobian()));
720   }
721 
722   // Point the state pointers to the user state pointers. This is
723   // needed so that we can extract a parameter vector which is then
724   // passed to Evaluator::Evaluate.
725   program.SetParameterBlockStatePtrsToUserStatePtrs();
726 
727   // Copy the value of the parameter blocks into a vector, since the
728   // Evaluate::Evaluate method needs its input as such. The previous
729   // call to SetParameterBlockStatePtrsToUserStatePtrs ensures that
730   // these values are the ones corresponding to the actual state of
731   // the parameter blocks, rather than the temporary state pointer
732   // used for evaluation.
733   Vector parameters(program.NumParameters());
734   program.ParameterBlocksToStateVector(parameters.data());
735 
736   double tmp_cost = 0;
737 
738   Evaluator::EvaluateOptions evaluator_evaluate_options;
739   evaluator_evaluate_options.apply_loss_function =
740       evaluate_options.apply_loss_function;
741   bool status = evaluator->Evaluate(evaluator_evaluate_options,
742                                     parameters.data(),
743                                     &tmp_cost,
744                                     residuals != NULL ? &(*residuals)[0] : NULL,
745                                     gradient != NULL ? &(*gradient)[0] : NULL,
746                                     tmp_jacobian.get());
747 
748   // Make the parameter blocks that were temporarily marked constant,
749   // variable again.
750   for (int i = 0; i < variable_parameter_blocks.size(); ++i) {
751     variable_parameter_blocks[i]->SetVarying();
752   }
753 
754   if (status) {
755     if (cost != NULL) {
756       *cost = tmp_cost;
757     }
758     if (jacobian != NULL) {
759       tmp_jacobian->ToCRSMatrix(jacobian);
760     }
761   }
762 
763   program_->SetParameterBlockStatePtrsToUserStatePtrs();
764   program_->SetParameterOffsetsAndIndex();
765   return status;
766 }
767 
NumParameterBlocks() const768 int ProblemImpl::NumParameterBlocks() const {
769   return program_->NumParameterBlocks();
770 }
771 
NumParameters() const772 int ProblemImpl::NumParameters() const {
773   return program_->NumParameters();
774 }
775 
NumResidualBlocks() const776 int ProblemImpl::NumResidualBlocks() const {
777   return program_->NumResidualBlocks();
778 }
779 
NumResiduals() const780 int ProblemImpl::NumResiduals() const {
781   return program_->NumResiduals();
782 }
783 
ParameterBlockSize(const double * parameter_block) const784 int ProblemImpl::ParameterBlockSize(const double* parameter_block) const {
785   return FindParameterBlockOrDie(parameter_block_map_,
786                                  const_cast<double*>(parameter_block))->Size();
787 };
788 
ParameterBlockLocalSize(const double * parameter_block) const789 int ProblemImpl::ParameterBlockLocalSize(const double* parameter_block) const {
790   return FindParameterBlockOrDie(
791       parameter_block_map_, const_cast<double*>(parameter_block))->LocalSize();
792 };
793 
HasParameterBlock(const double * parameter_block) const794 bool ProblemImpl::HasParameterBlock(const double* parameter_block) const {
795   return (parameter_block_map_.find(const_cast<double*>(parameter_block)) !=
796           parameter_block_map_.end());
797 }
798 
GetParameterBlocks(vector<double * > * parameter_blocks) const799 void ProblemImpl::GetParameterBlocks(vector<double*>* parameter_blocks) const {
800   CHECK_NOTNULL(parameter_blocks);
801   parameter_blocks->resize(0);
802   for (ParameterMap::const_iterator it = parameter_block_map_.begin();
803        it != parameter_block_map_.end();
804        ++it) {
805     parameter_blocks->push_back(it->first);
806   }
807 }
808 
GetResidualBlocks(vector<ResidualBlockId> * residual_blocks) const809 void ProblemImpl::GetResidualBlocks(
810     vector<ResidualBlockId>* residual_blocks) const {
811   CHECK_NOTNULL(residual_blocks);
812   *residual_blocks = program().residual_blocks();
813 }
814 
GetParameterBlocksForResidualBlock(const ResidualBlockId residual_block,vector<double * > * parameter_blocks) const815 void ProblemImpl::GetParameterBlocksForResidualBlock(
816     const ResidualBlockId residual_block,
817     vector<double*>* parameter_blocks) const {
818   int num_parameter_blocks = residual_block->NumParameterBlocks();
819   CHECK_NOTNULL(parameter_blocks)->resize(num_parameter_blocks);
820   for (int i = 0; i < num_parameter_blocks; ++i) {
821     (*parameter_blocks)[i] =
822         residual_block->parameter_blocks()[i]->mutable_user_state();
823   }
824 }
825 
GetResidualBlocksForParameterBlock(const double * values,vector<ResidualBlockId> * residual_blocks) const826 void ProblemImpl::GetResidualBlocksForParameterBlock(
827     const double* values,
828     vector<ResidualBlockId>* residual_blocks) const {
829   ParameterBlock* parameter_block =
830       FindParameterBlockOrDie(parameter_block_map_,
831                               const_cast<double*>(values));
832 
833   if (options_.enable_fast_removal) {
834     // In this case the residual blocks that depend on the parameter block are
835     // stored in the parameter block already, so just copy them out.
836     CHECK_NOTNULL(residual_blocks)->resize(
837         parameter_block->mutable_residual_blocks()->size());
838     std::copy(parameter_block->mutable_residual_blocks()->begin(),
839               parameter_block->mutable_residual_blocks()->end(),
840               residual_blocks->begin());
841     return;
842   }
843 
844   // Find residual blocks that depend on the parameter block.
845   CHECK_NOTNULL(residual_blocks)->clear();
846   const int num_residual_blocks = NumResidualBlocks();
847   for (int i = 0; i < num_residual_blocks; ++i) {
848     ResidualBlock* residual_block =
849         (*(program_->mutable_residual_blocks()))[i];
850     const int num_parameter_blocks = residual_block->NumParameterBlocks();
851     for (int j = 0; j < num_parameter_blocks; ++j) {
852       if (residual_block->parameter_blocks()[j] == parameter_block) {
853         residual_blocks->push_back(residual_block);
854         // The parameter blocks are guaranteed unique.
855         break;
856       }
857     }
858   }
859 }
860 
861 }  // namespace internal
862 }  // namespace ceres
863