1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 2010, 2011, 2012, 2013 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@google.com (Keir Mierle) 30 31 #ifndef CERES_INTERNAL_PARAMETER_BLOCK_H_ 32 #define CERES_INTERNAL_PARAMETER_BLOCK_H_ 33 34 #include <algorithm> 35 #include <cstdlib> 36 #include <limits> 37 #include <string> 38 #include "ceres/array_utils.h" 39 #include "ceres/collections_port.h" 40 #include "ceres/integral_types.h" 41 #include "ceres/internal/eigen.h" 42 #include "ceres/internal/port.h" 43 #include "ceres/internal/scoped_ptr.h" 44 #include "ceres/local_parameterization.h" 45 #include "ceres/stringprintf.h" 46 #include "glog/logging.h" 47 48 namespace ceres { 49 namespace internal { 50 51 class ProblemImpl; 52 class ResidualBlock; 53 54 // The parameter block encodes the location of the user's original value, and 55 // also the "current state" of the parameter. The evaluator uses whatever is in 56 // the current state of the parameter when evaluating. This is inlined since the 57 // methods are performance sensitive. 58 // 59 // The class is not thread-safe, unless only const methods are called. The 60 // parameter block may also hold a pointer to a local parameterization; the 61 // parameter block does not take ownership of this pointer, so the user is 62 // responsible for the proper disposal of the local parameterization. 63 class ParameterBlock { 64 public: 65 // TODO(keir): Decide what data structure is best here. Should this be a set? 66 // Probably not, because sets are memory inefficient. However, if it's a 67 // vector, you can get into pathological linear performance when removing a 68 // residual block from a problem where all the residual blocks depend on one 69 // parameter; for example, shared focal length in a bundle adjustment 70 // problem. It might be worth making a custom structure that is just an array 71 // when it is small, but transitions to a hash set when it has more elements. 72 // 73 // For now, use a hash set. 74 typedef HashSet<ResidualBlock*> ResidualBlockSet; 75 76 // Create a parameter block with the user state, size, and index specified. 77 // The size is the size of the parameter block and the index is the position 78 // of the parameter block inside a Program (if any). ParameterBlock(double * user_state,int size,int index)79 ParameterBlock(double* user_state, int size, int index) { 80 Init(user_state, size, index, NULL); 81 } 82 ParameterBlock(double * user_state,int size,int index,LocalParameterization * local_parameterization)83 ParameterBlock(double* user_state, 84 int size, 85 int index, 86 LocalParameterization* local_parameterization) { 87 Init(user_state, size, index, local_parameterization); 88 } 89 90 // The size of the parameter block. Size()91 int Size() const { return size_; } 92 93 // Manipulate the parameter state. SetState(const double * x)94 bool SetState(const double* x) { 95 CHECK(x != NULL) 96 << "Tried to set the state of constant parameter " 97 << "with user location " << user_state_; 98 CHECK(!is_constant_) 99 << "Tried to set the state of constant parameter " 100 << "with user location " << user_state_; 101 102 state_ = x; 103 return UpdateLocalParameterizationJacobian(); 104 } 105 106 // Copy the current parameter state out to x. This is "GetState()" rather than 107 // simply "state()" since it is actively copying the data into the passed 108 // pointer. GetState(double * x)109 void GetState(double *x) const { 110 if (x != state_) { 111 memcpy(x, state_, sizeof(*state_) * size_); 112 } 113 } 114 115 // Direct pointers to the current state. state()116 const double* state() const { return state_; } user_state()117 const double* user_state() const { return user_state_; } mutable_user_state()118 double* mutable_user_state() { return user_state_; } local_parameterization()119 LocalParameterization* local_parameterization() const { 120 return local_parameterization_; 121 } mutable_local_parameterization()122 LocalParameterization* mutable_local_parameterization() { 123 return local_parameterization_; 124 } 125 126 // Set this parameter block to vary or not. SetConstant()127 void SetConstant() { is_constant_ = true; } SetVarying()128 void SetVarying() { is_constant_ = false; } IsConstant()129 bool IsConstant() const { return is_constant_; } 130 131 // This parameter block's index in an array. index()132 int index() const { return index_; } set_index(int index)133 void set_index(int index) { index_ = index; } 134 135 // This parameter offset inside a larger state vector. state_offset()136 int state_offset() const { return state_offset_; } set_state_offset(int state_offset)137 void set_state_offset(int state_offset) { state_offset_ = state_offset; } 138 139 // This parameter offset inside a larger delta vector. delta_offset()140 int delta_offset() const { return delta_offset_; } set_delta_offset(int delta_offset)141 void set_delta_offset(int delta_offset) { delta_offset_ = delta_offset; } 142 143 // Methods relating to the parameter block's parameterization. 144 145 // The local to global jacobian. Returns NULL if there is no local 146 // parameterization for this parameter block. The returned matrix is row-major 147 // and has Size() rows and LocalSize() columns. LocalParameterizationJacobian()148 const double* LocalParameterizationJacobian() const { 149 return local_parameterization_jacobian_.get(); 150 } 151 LocalSize()152 int LocalSize() const { 153 return (local_parameterization_ == NULL) 154 ? size_ 155 : local_parameterization_->LocalSize(); 156 } 157 158 // Set the parameterization. The parameterization can be set exactly once; 159 // multiple calls to set the parameterization to different values will crash. 160 // It is an error to pass NULL for the parameterization. The parameter block 161 // does not take ownership of the parameterization. SetParameterization(LocalParameterization * new_parameterization)162 void SetParameterization(LocalParameterization* new_parameterization) { 163 CHECK(new_parameterization != NULL) << "NULL parameterization invalid."; 164 CHECK(new_parameterization->GlobalSize() == size_) 165 << "Invalid parameterization for parameter block. The parameter block " 166 << "has size " << size_ << " while the parameterization has a global " 167 << "size of " << new_parameterization->GlobalSize() << ". Did you " 168 << "accidentally use the wrong parameter block or parameterization?"; 169 if (new_parameterization != local_parameterization_) { 170 CHECK(local_parameterization_ == NULL) 171 << "Can't re-set the local parameterization; it leads to " 172 << "ambiguous ownership."; 173 local_parameterization_ = new_parameterization; 174 local_parameterization_jacobian_.reset( 175 new double[local_parameterization_->GlobalSize() * 176 local_parameterization_->LocalSize()]); 177 CHECK(UpdateLocalParameterizationJacobian()) 178 << "Local parameterization Jacobian computation failed for x: " 179 << ConstVectorRef(state_, Size()).transpose(); 180 } else { 181 // Ignore the case that the parameterizations match. 182 } 183 } 184 SetUpperBound(int index,double upper_bound)185 void SetUpperBound(int index, double upper_bound) { 186 CHECK_LT(index, size_); 187 188 if (upper_bounds_.get() == NULL) { 189 upper_bounds_.reset(new double[size_]); 190 std::fill(upper_bounds_.get(), 191 upper_bounds_.get() + size_, 192 std::numeric_limits<double>::max()); 193 } 194 195 upper_bounds_[index] = upper_bound; 196 }; 197 SetLowerBound(int index,double lower_bound)198 void SetLowerBound(int index, double lower_bound) { 199 CHECK_LT(index, size_); 200 201 if (lower_bounds_.get() == NULL) { 202 lower_bounds_.reset(new double[size_]); 203 std::fill(lower_bounds_.get(), 204 lower_bounds_.get() + size_, 205 -std::numeric_limits<double>::max()); 206 } 207 208 lower_bounds_[index] = lower_bound; 209 } 210 211 // Generalization of the addition operation. This is the same as 212 // LocalParameterization::Plus() followed by projection onto the 213 // hyper cube implied by the bounds constraints. Plus(const double * x,const double * delta,double * x_plus_delta)214 bool Plus(const double *x, const double* delta, double* x_plus_delta) { 215 if (local_parameterization_ != NULL) { 216 if (!local_parameterization_->Plus(x, delta, x_plus_delta)) { 217 return false; 218 } 219 } else { 220 VectorRef(x_plus_delta, size_) = ConstVectorRef(x, size_) + 221 ConstVectorRef(delta, size_); 222 } 223 224 // Project onto the box constraints. 225 if (lower_bounds_.get() != NULL) { 226 for (int i = 0; i < size_; ++i) { 227 x_plus_delta[i] = std::max(x_plus_delta[i], lower_bounds_[i]); 228 } 229 } 230 231 if (upper_bounds_.get() != NULL) { 232 for (int i = 0; i < size_; ++i) { 233 x_plus_delta[i] = std::min(x_plus_delta[i], upper_bounds_[i]); 234 } 235 } 236 237 return true; 238 } 239 ToString()240 string ToString() const { 241 return StringPrintf("{ user_state=%p, state=%p, size=%d, " 242 "constant=%d, index=%d, state_offset=%d, " 243 "delta_offset=%d }", 244 user_state_, 245 state_, 246 size_, 247 is_constant_, 248 index_, 249 state_offset_, 250 delta_offset_); 251 } 252 EnableResidualBlockDependencies()253 void EnableResidualBlockDependencies() { 254 CHECK(residual_blocks_.get() == NULL) 255 << "Ceres bug: There is already a residual block collection " 256 << "for parameter block: " << ToString(); 257 residual_blocks_.reset(new ResidualBlockSet); 258 } 259 AddResidualBlock(ResidualBlock * residual_block)260 void AddResidualBlock(ResidualBlock* residual_block) { 261 CHECK(residual_blocks_.get() != NULL) 262 << "Ceres bug: The residual block collection is null for parameter " 263 << "block: " << ToString(); 264 residual_blocks_->insert(residual_block); 265 } 266 RemoveResidualBlock(ResidualBlock * residual_block)267 void RemoveResidualBlock(ResidualBlock* residual_block) { 268 CHECK(residual_blocks_.get() != NULL) 269 << "Ceres bug: The residual block collection is null for parameter " 270 << "block: " << ToString(); 271 CHECK(residual_blocks_->find(residual_block) != residual_blocks_->end()) 272 << "Ceres bug: Missing residual for parameter block: " << ToString(); 273 residual_blocks_->erase(residual_block); 274 } 275 276 // This is only intended for iterating; perhaps this should only expose 277 // .begin() and .end(). mutable_residual_blocks()278 ResidualBlockSet* mutable_residual_blocks() { 279 return residual_blocks_.get(); 280 } 281 LowerBoundForParameter(int index)282 double LowerBoundForParameter(int index) const { 283 if (lower_bounds_.get() == NULL) { 284 return -std::numeric_limits<double>::max(); 285 } else { 286 return lower_bounds_[index]; 287 } 288 } 289 UpperBoundForParameter(int index)290 double UpperBoundForParameter(int index) const { 291 if (upper_bounds_.get() == NULL) { 292 return std::numeric_limits<double>::max(); 293 } else { 294 return upper_bounds_[index]; 295 } 296 } 297 298 private: Init(double * user_state,int size,int index,LocalParameterization * local_parameterization)299 void Init(double* user_state, 300 int size, 301 int index, 302 LocalParameterization* local_parameterization) { 303 user_state_ = user_state; 304 size_ = size; 305 index_ = index; 306 is_constant_ = false; 307 state_ = user_state_; 308 309 local_parameterization_ = NULL; 310 if (local_parameterization != NULL) { 311 SetParameterization(local_parameterization); 312 } 313 314 state_offset_ = -1; 315 delta_offset_ = -1; 316 } 317 UpdateLocalParameterizationJacobian()318 bool UpdateLocalParameterizationJacobian() { 319 if (local_parameterization_ == NULL) { 320 return true; 321 } 322 323 // Update the local to global Jacobian. In some cases this is 324 // wasted effort; if this is a bottleneck, we will find a solution 325 // at that time. 326 327 const int jacobian_size = Size() * LocalSize(); 328 InvalidateArray(jacobian_size, 329 local_parameterization_jacobian_.get()); 330 if (!local_parameterization_->ComputeJacobian( 331 state_, 332 local_parameterization_jacobian_.get())) { 333 LOG(WARNING) << "Local parameterization Jacobian computation failed" 334 "for x: " << ConstVectorRef(state_, Size()).transpose(); 335 return false; 336 } 337 338 if (!IsArrayValid(jacobian_size, local_parameterization_jacobian_.get())) { 339 LOG(WARNING) << "Local parameterization Jacobian computation returned" 340 << "an invalid matrix for x: " 341 << ConstVectorRef(state_, Size()).transpose() 342 << "\n Jacobian matrix : " 343 << ConstMatrixRef(local_parameterization_jacobian_.get(), 344 Size(), 345 LocalSize()); 346 return false; 347 } 348 return true; 349 } 350 351 double* user_state_; 352 int size_; 353 bool is_constant_; 354 LocalParameterization* local_parameterization_; 355 356 // The "state" of the parameter. These fields are only needed while the 357 // solver is running. While at first glance using mutable is a bad idea, this 358 // ends up simplifying the internals of Ceres enough to justify the potential 359 // pitfalls of using "mutable." 360 mutable const double* state_; 361 mutable scoped_array<double> local_parameterization_jacobian_; 362 363 // The index of the parameter. This is used by various other parts of Ceres to 364 // permit switching from a ParameterBlock* to an index in another array. 365 int32 index_; 366 367 // The offset of this parameter block inside a larger state vector. 368 int32 state_offset_; 369 370 // The offset of this parameter block inside a larger delta vector. 371 int32 delta_offset_; 372 373 // If non-null, contains the residual blocks this parameter block is in. 374 scoped_ptr<ResidualBlockSet> residual_blocks_; 375 376 // Upper and lower bounds for the parameter block. SetUpperBound 377 // and SetLowerBound lazily initialize the upper_bounds_ and 378 // lower_bounds_ arrays. If they are never called, then memory for 379 // these arrays is never allocated. Thus for problems where there 380 // are no bounds, or only one sided bounds we do not pay the cost of 381 // allocating memory for the inactive bounds constraints. 382 // 383 // Upon initialization these arrays are initialized to 384 // std::numeric_limits<double>::max() and 385 // -std::numeric_limits<double>::max() respectively which correspond 386 // to the parameter block being unconstrained. 387 scoped_array<double> upper_bounds_; 388 scoped_array<double> lower_bounds_; 389 390 // Necessary so ProblemImpl can clean up the parameterizations. 391 friend class ProblemImpl; 392 }; 393 394 } // namespace internal 395 } // namespace ceres 396 397 #endif // CERES_INTERNAL_PARAMETER_BLOCK_H_ 398