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authorSergey Sharybin <sergey.vfx@gmail.com>2013-02-26 00:15:42 +0400
committerSergey Sharybin <sergey.vfx@gmail.com>2013-02-26 00:15:42 +0400
commitb7af3207cca5b28b5b901258412bdfab00b41fca (patch)
tree818286959b3d740052a98f000850b153201c5425 /extern/libmv/third_party/ssba/Math/v3d_optimization.cpp
parent2833994a71c548917341a51f9085149f122ddf53 (diff)
Bye-bye, SSBA!
With new bundle adjustment based on Ceres we don't need SSBA library anymore. This also means we don't need ldl library and libmv is no longer depends on colamd as well.
Diffstat (limited to 'extern/libmv/third_party/ssba/Math/v3d_optimization.cpp')
-rw-r--r--extern/libmv/third_party/ssba/Math/v3d_optimization.cpp955
1 files changed, 0 insertions, 955 deletions
diff --git a/extern/libmv/third_party/ssba/Math/v3d_optimization.cpp b/extern/libmv/third_party/ssba/Math/v3d_optimization.cpp
deleted file mode 100644
index 234815fcd1f..00000000000
--- a/extern/libmv/third_party/ssba/Math/v3d_optimization.cpp
+++ /dev/null
@@ -1,955 +0,0 @@
-/*
-Copyright (c) 2008 University of North Carolina at Chapel Hill
-
-This file is part of SSBA (Simple Sparse Bundle Adjustment).
-
-SSBA is free software: you can redistribute it and/or modify it under the
-terms of the GNU Lesser General Public License as published by the Free
-Software Foundation, either version 3 of the License, or (at your option) any
-later version.
-
-SSBA is distributed in the hope that it will be useful, but WITHOUT ANY
-WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR
-A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more
-details.
-
-You should have received a copy of the GNU Lesser General Public License along
-with SSBA. If not, see <http://www.gnu.org/licenses/>.
-*/
-
-#include "Math/v3d_optimization.h"
-
-#if defined(V3DLIB_ENABLE_SUITESPARSE)
-//# include "COLAMD/Include/colamd.h"
-# include "colamd.h"
-extern "C"
-{
-//# include "LDL/Include/ldl.h"
-# include "ldl.h"
-}
-#endif
-
-#include <iostream>
-#include <map>
-
-#define USE_BLOCK_REORDERING 1
-#define USE_MULTIPLICATIVE_UPDATE 1
-
-using namespace std;
-
-namespace
-{
-
- using namespace V3D;
-
- inline double
- squaredResidual(VectorArray<double> const& e)
- {
- int const N = e.count();
- int const M = e.size();
-
- double res = 0.0;
-
- for (int n = 0; n < N; ++n)
- for (int m = 0; m < M; ++m)
- res += e[n][m] * e[n][m];
-
- return res;
- } // end squaredResidual()
-
-} // end namespace <>
-
-namespace V3D
-{
-
- int optimizerVerbosenessLevel = 0;
-
-#if defined(V3DLIB_ENABLE_SUITESPARSE)
-
- void
- SparseLevenbergOptimizer::setupSparseJtJ()
- {
- int const nVaryingA = _nParametersA - _nNonvaryingA;
- int const nVaryingB = _nParametersB - _nNonvaryingB;
- int const nVaryingC = _paramDimensionC - _nNonvaryingC;
-
- int const bColumnStart = nVaryingA*_paramDimensionA;
- int const cColumnStart = bColumnStart + nVaryingB*_paramDimensionB;
- int const nColumns = cColumnStart + nVaryingC;
-
- _jointNonzerosW.clear();
- _jointIndexW.resize(_nMeasurements);
-#if 1
- {
- map<pair<int, int>, int> jointNonzeroMap;
- for (size_t k = 0; k < _nMeasurements; ++k)
- {
- int const i = _correspondingParamA[k] - _nNonvaryingA;
- int const j = _correspondingParamB[k] - _nNonvaryingB;
- if (i >= 0 && j >= 0)
- {
- map<pair<int, int>, int>::const_iterator p = jointNonzeroMap.find(make_pair(i, j));
- if (p == jointNonzeroMap.end())
- {
- jointNonzeroMap.insert(make_pair(make_pair(i, j), _jointNonzerosW.size()));
- _jointIndexW[k] = _jointNonzerosW.size();
- _jointNonzerosW.push_back(make_pair(i, j));
- }
- else
- {
- _jointIndexW[k] = (*p).second;
- } // end if
- } // end if
- } // end for (k)
- } // end scope
-#else
- for (size_t k = 0; k < _nMeasurements; ++k)
- {
- int const i = _correspondingParamA[k] - _nNonvaryingA;
- int const j = _correspondingParamB[k] - _nNonvaryingB;
- if (i >= 0 && j >= 0)
- {
- _jointIndexW[k] = _jointNonzerosW.size();
- _jointNonzerosW.push_back(make_pair(i, j));
- }
- } // end for (k)
-#endif
-
-#if defined(USE_BLOCK_REORDERING)
- int const bBlockColumnStart = nVaryingA;
- int const cBlockColumnStart = bBlockColumnStart + nVaryingB;
-
- int const nBlockColumns = cBlockColumnStart + ((nVaryingC > 0) ? 1 : 0);
-
- //cout << "nBlockColumns = " << nBlockColumns << endl;
-
- // For the column reordering we treat the columns belonging to one set
- // of parameters as one (logical) column.
-
- // Determine non-zeros of JtJ (we forget about the non-zero diagonal for now)
- // Only consider nonzeros of Ai^t * Bj induced by the measurements.
- vector<pair<int, int> > nz_blockJtJ(_jointNonzerosW.size());
- for (int k = 0; k < _jointNonzerosW.size(); ++k)
- {
- nz_blockJtJ[k].first = _jointNonzerosW[k].second + bBlockColumnStart;
- nz_blockJtJ[k].second = _jointNonzerosW[k].first;
- }
-
- if (nVaryingC > 0)
- {
- // We assume, that the global unknowns are linked to every other variable.
- for (int i = 0; i < nVaryingA; ++i)
- nz_blockJtJ.push_back(make_pair(cBlockColumnStart, i));
- for (int j = 0; j < nVaryingB; ++j)
- nz_blockJtJ.push_back(make_pair(cBlockColumnStart, j + bBlockColumnStart));
- } // end if
-
- int const nnzBlock = nz_blockJtJ.size();
-
- vector<int> permBlockJtJ(nBlockColumns + 1);
-
- if (nnzBlock > 0)
- {
-// cout << "nnzBlock = " << nnzBlock << endl;
-
- CCS_Matrix<int> blockJtJ(nBlockColumns, nBlockColumns, nz_blockJtJ);
-
-// cout << " nz_blockJtJ: " << endl;
-// for (size_t k = 0; k < nz_blockJtJ.size(); ++k)
-// cout << " " << nz_blockJtJ[k].first << ":" << nz_blockJtJ[k].second << endl;
-// cout << endl;
-
- int * colStarts = (int *)blockJtJ.getColumnStarts();
- int * rowIdxs = (int *)blockJtJ.getRowIndices();
-
-// cout << "blockJtJ_colStarts = ";
-// for (int k = 0; k <= nBlockColumns; ++k) cout << colStarts[k] << " ";
-// cout << endl;
-
-// cout << "blockJtJ_rowIdxs = ";
-// for (int k = 0; k < nnzBlock; ++k) cout << rowIdxs[k] << " ";
-// cout << endl;
-
- int stats[COLAMD_STATS];
- symamd(nBlockColumns, rowIdxs, colStarts, &permBlockJtJ[0], (double *) NULL, stats, &calloc, &free);
- if (optimizerVerbosenessLevel >= 2) symamd_report(stats);
- }
- else
- {
- for (int k = 0; k < permBlockJtJ.size(); ++k) permBlockJtJ[k] = k;
- } // end if
-
-// cout << "permBlockJtJ = ";
-// for (int k = 0; k < permBlockJtJ.size(); ++k)
-// cout << permBlockJtJ[k] << " ";
-// cout << endl;
-
- // From the determined symbolic permutation with logical variables, determine the actual ordering
- _perm_JtJ.resize(nVaryingA*_paramDimensionA + nVaryingB*_paramDimensionB + nVaryingC + 1);
-
- int curDstCol = 0;
- for (int k = 0; k < permBlockJtJ.size()-1; ++k)
- {
- int const srcCol = permBlockJtJ[k];
- if (srcCol < nVaryingA)
- {
- for (int n = 0; n < _paramDimensionA; ++n)
- _perm_JtJ[curDstCol + n] = srcCol*_paramDimensionA + n;
- curDstCol += _paramDimensionA;
- }
- else if (srcCol >= bBlockColumnStart && srcCol < cBlockColumnStart)
- {
- int const bStart = nVaryingA*_paramDimensionA;
- int const j = srcCol - bBlockColumnStart;
-
- for (int n = 0; n < _paramDimensionB; ++n)
- _perm_JtJ[curDstCol + n] = bStart + j*_paramDimensionB + n;
- curDstCol += _paramDimensionB;
- }
- else if (srcCol == cBlockColumnStart)
- {
- int const cStart = nVaryingA*_paramDimensionA + nVaryingB*_paramDimensionB;
-
- for (int n = 0; n < nVaryingC; ++n)
- _perm_JtJ[curDstCol + n] = cStart + n;
- curDstCol += nVaryingC;
- }
- else
- {
- cerr << "Should not reach " << __LINE__ << ":" << __LINE__ << "!" << endl;
- assert(false);
- }
- }
-#else
- vector<pair<int, int> > nz, nzL;
- this->serializeNonZerosJtJ(nz);
-
- for (int k = 0; k < nz.size(); ++k)
- {
- // Swap rows and columns, since serializeNonZerosJtJ() generates the
- // upper triangular part but symamd wants the lower triangle.
- nzL.push_back(make_pair(nz[k].second, nz[k].first));
- }
-
- _perm_JtJ.resize(nColumns+1);
-
- if (nzL.size() > 0)
- {
- CCS_Matrix<int> symbJtJ(nColumns, nColumns, nzL);
-
- int * colStarts = (int *)symbJtJ.getColumnStarts();
- int * rowIdxs = (int *)symbJtJ.getRowIndices();
-
-// cout << "symbJtJ_colStarts = ";
-// for (int k = 0; k <= nColumns; ++k) cout << colStarts[k] << " ";
-// cout << endl;
-
-// cout << "symbJtJ_rowIdxs = ";
-// for (int k = 0; k < nzL.size(); ++k) cout << rowIdxs[k] << " ";
-// cout << endl;
-
- int stats[COLAMD_STATS];
- symamd(nColumns, rowIdxs, colStarts, &_perm_JtJ[0], (double *) NULL, stats, &calloc, &free);
- if (optimizerVerbosenessLevel >= 2) symamd_report(stats);
- }
- else
- {
- for (int k = 0; k < _perm_JtJ.size(); ++k) _perm_JtJ[k] = k;
- } //// end if
-#endif
- _perm_JtJ.back() = _perm_JtJ.size() - 1;
-
-// cout << "_perm_JtJ = ";
-// for (int k = 0; k < _perm_JtJ.size(); ++k) cout << _perm_JtJ[k] << " ";
-// cout << endl;
-
- // Finally, compute the inverse of the full permutation.
- _invPerm_JtJ.resize(_perm_JtJ.size());
- for (size_t k = 0; k < _perm_JtJ.size(); ++k)
- _invPerm_JtJ[_perm_JtJ[k]] = k;
-
- vector<pair<int, int> > nz_JtJ;
- this->serializeNonZerosJtJ(nz_JtJ);
-
- for (int k = 0; k < nz_JtJ.size(); ++k)
- {
- int const i = nz_JtJ[k].first;
- int const j = nz_JtJ[k].second;
-
- int pi = _invPerm_JtJ[i];
- int pj = _invPerm_JtJ[j];
- // Swap values if in lower triangular part
- if (pi > pj) std::swap(pi, pj);
- nz_JtJ[k].first = pi;
- nz_JtJ[k].second = pj;
- }
-
- int const nnz = nz_JtJ.size();
-
-// cout << "nz_JtJ = ";
-// for (int k = 0; k < nnz; ++k) cout << nz_JtJ[k].first << ":" << nz_JtJ[k].second << " ";
-// cout << endl;
-
- _JtJ.create(nColumns, nColumns, nz_JtJ);
-
-// cout << "_colStart_JtJ = ";
-// for (int k = 0; k < _JtJ.num_cols(); ++k) cout << _JtJ.getColumnStarts()[k] << " ";
-// cout << endl;
-
-// cout << "_rowIdxs_JtJ = ";
-// for (int k = 0; k < nnz; ++k) cout << _JtJ.getRowIndices()[k] << " ";
-// cout << endl;
-
- vector<int> workFlags(nColumns);
-
- _JtJ_Lp.resize(nColumns+1);
- _JtJ_Parent.resize(nColumns);
- _JtJ_Lnz.resize(nColumns);
-
- ldl_symbolic(nColumns, (int *)_JtJ.getColumnStarts(), (int *)_JtJ.getRowIndices(),
- &_JtJ_Lp[0], &_JtJ_Parent[0], &_JtJ_Lnz[0],
- &workFlags[0], NULL, NULL);
-
- if (optimizerVerbosenessLevel >= 1)
- cout << "SparseLevenbergOptimizer: Nonzeros in LDL decomposition: " << _JtJ_Lp[nColumns] << endl;
-
- } // end SparseLevenbergOptimizer::setupSparseJtJ()
-
- void
- SparseLevenbergOptimizer::serializeNonZerosJtJ(vector<pair<int, int> >& dst) const
- {
- int const nVaryingA = _nParametersA - _nNonvaryingA;
- int const nVaryingB = _nParametersB - _nNonvaryingB;
- int const nVaryingC = _paramDimensionC - _nNonvaryingC;
-
- int const bColumnStart = nVaryingA*_paramDimensionA;
- int const cColumnStart = bColumnStart + nVaryingB*_paramDimensionB;
-
- dst.clear();
-
- // Add the diagonal block matrices (only the upper triangular part).
-
- // Ui submatrices of JtJ
- for (int i = 0; i < nVaryingA; ++i)
- {
- int const i0 = i * _paramDimensionA;
-
- for (int c = 0; c < _paramDimensionA; ++c)
- for (int r = 0; r <= c; ++r)
- dst.push_back(make_pair(i0 + r, i0 + c));
- }
-
- // Vj submatrices of JtJ
- for (int j = 0; j < nVaryingB; ++j)
- {
- int const j0 = j*_paramDimensionB + bColumnStart;
-
- for (int c = 0; c < _paramDimensionB; ++c)
- for (int r = 0; r <= c; ++r)
- dst.push_back(make_pair(j0 + r, j0 + c));
- }
-
- // Z submatrix of JtJ
- for (int c = 0; c < nVaryingC; ++c)
- for (int r = 0; r <= c; ++r)
- dst.push_back(make_pair(cColumnStart + r, cColumnStart + c));
-
- // Add the elements i and j linked by an observation k
- // W submatrix of JtJ
- for (size_t n = 0; n < _jointNonzerosW.size(); ++n)
- {
- int const i0 = _jointNonzerosW[n].first;
- int const j0 = _jointNonzerosW[n].second;
- int const r0 = i0*_paramDimensionA;
- int const c0 = j0*_paramDimensionB + bColumnStart;
-
- for (int r = 0; r < _paramDimensionA; ++r)
- for (int c = 0; c < _paramDimensionB; ++c)
- dst.push_back(make_pair(r0 + r, c0 + c));
- } // end for (n)
-
- if (nVaryingC > 0)
- {
- // Finally, add the dense columns linking i (resp. j) with the global parameters.
- // X submatrix of JtJ
- for (int i = 0; i < nVaryingA; ++i)
- {
- int const i0 = i*_paramDimensionA;
-
- for (int r = 0; r < _paramDimensionA; ++r)
- for (int c = 0; c < nVaryingC; ++c)
- dst.push_back(make_pair(i0 + r, cColumnStart + c));
- }
-
- // Y submatrix of JtJ
- for (int j = 0; j < nVaryingB; ++j)
- {
- int const j0 = j*_paramDimensionB + bColumnStart;
-
- for (int r = 0; r < _paramDimensionB; ++r)
- for (int c = 0; c < nVaryingC; ++c)
- dst.push_back(make_pair(j0 + r, cColumnStart + c));
- }
- } // end if
- } // end SparseLevenbergOptimizer::serializeNonZerosJtJ()
-
- void
- SparseLevenbergOptimizer::fillSparseJtJ(MatrixArray<double> const& Ui,
- MatrixArray<double> const& Vj,
- MatrixArray<double> const& Wn,
- Matrix<double> const& Z,
- Matrix<double> const& X,
- Matrix<double> const& Y)
- {
- int const nVaryingA = _nParametersA - _nNonvaryingA;
- int const nVaryingB = _nParametersB - _nNonvaryingB;
- int const nVaryingC = _paramDimensionC - _nNonvaryingC;
-
- int const bColumnStart = nVaryingA*_paramDimensionA;
- int const cColumnStart = bColumnStart + nVaryingB*_paramDimensionB;
-
- int const nCols = _JtJ.num_cols();
- int const nnz = _JtJ.getNonzeroCount();
-
- // The following has to replicate the procedure as in serializeNonZerosJtJ()
-
- int serial = 0;
-
- double * values = _JtJ.getValues();
- int const * destIdxs = _JtJ.getDestIndices();
-
- // Add the diagonal block matrices (only the upper triangular part).
-
- // Ui submatrices of JtJ
- for (int i = 0; i < nVaryingA; ++i)
- {
- int const i0 = i * _paramDimensionA;
-
- for (int c = 0; c < _paramDimensionA; ++c)
- for (int r = 0; r <= c; ++r, ++serial)
- values[destIdxs[serial]] = Ui[i][r][c];
- }
-
- // Vj submatrices of JtJ
- for (int j = 0; j < nVaryingB; ++j)
- {
- int const j0 = j*_paramDimensionB + bColumnStart;
-
- for (int c = 0; c < _paramDimensionB; ++c)
- for (int r = 0; r <= c; ++r, ++serial)
- values[destIdxs[serial]] = Vj[j][r][c];
- }
-
- // Z submatrix of JtJ
- for (int c = 0; c < nVaryingC; ++c)
- for (int r = 0; r <= c; ++r, ++serial)
- values[destIdxs[serial]] = Z[r][c];
-
- // Add the elements i and j linked by an observation k
- // W submatrix of JtJ
- for (size_t n = 0; n < _jointNonzerosW.size(); ++n)
- {
- for (int r = 0; r < _paramDimensionA; ++r)
- for (int c = 0; c < _paramDimensionB; ++c, ++serial)
- values[destIdxs[serial]] = Wn[n][r][c];
- } // end for (k)
-
- if (nVaryingC > 0)
- {
- // Finally, add the dense columns linking i (resp. j) with the global parameters.
- // X submatrix of JtJ
- for (int i = 0; i < nVaryingA; ++i)
- {
- int const r0 = i * _paramDimensionA;
- for (int r = 0; r < _paramDimensionA; ++r)
- for (int c = 0; c < nVaryingC; ++c, ++serial)
- values[destIdxs[serial]] = X[r0+r][c];
- }
-
- // Y submatrix of JtJ
- for (int j = 0; j < nVaryingB; ++j)
- {
- int const r0 = j * _paramDimensionB;
- for (int r = 0; r < _paramDimensionB; ++r)
- for (int c = 0; c < nVaryingC; ++c, ++serial)
- values[destIdxs[serial]] = Y[r0+r][c];
- }
- } // end if
- } // end SparseLevenbergOptimizer::fillSparseJtJ()
-
- void
- SparseLevenbergOptimizer::minimize()
- {
- status = LEVENBERG_OPTIMIZER_TIMEOUT;
- bool computeDerivatives = true;
-
- int const nVaryingA = _nParametersA - _nNonvaryingA;
- int const nVaryingB = _nParametersB - _nNonvaryingB;
- int const nVaryingC = _paramDimensionC - _nNonvaryingC;
-
- if (nVaryingA == 0 && nVaryingB == 0 && nVaryingC == 0)
- {
- // No degrees of freedom, nothing to optimize.
- status = LEVENBERG_OPTIMIZER_CONVERGED;
- return;
- }
-
- this->setupSparseJtJ();
-
- Vector<double> weights(_nMeasurements);
-
- MatrixArray<double> Ak(_nMeasurements, _measurementDimension, _paramDimensionA);
- MatrixArray<double> Bk(_nMeasurements, _measurementDimension, _paramDimensionB);
- MatrixArray<double> Ck(_nMeasurements, _measurementDimension, _paramDimensionC);
-
- MatrixArray<double> Ui(nVaryingA, _paramDimensionA, _paramDimensionA);
- MatrixArray<double> Vj(nVaryingB, _paramDimensionB, _paramDimensionB);
-
- // Wn = Ak^t*Bk
- MatrixArray<double> Wn(_jointNonzerosW.size(), _paramDimensionA, _paramDimensionB);
-
- Matrix<double> Z(nVaryingC, nVaryingC);
-
- // X = A^t*C
- Matrix<double> X(nVaryingA*_paramDimensionA, nVaryingC);
- // Y = B^t*C
- Matrix<double> Y(nVaryingB*_paramDimensionB, nVaryingC);
-
- VectorArray<double> residuals(_nMeasurements, _measurementDimension);
- VectorArray<double> residuals2(_nMeasurements, _measurementDimension);
-
- VectorArray<double> diagUi(nVaryingA, _paramDimensionA);
- VectorArray<double> diagVj(nVaryingB, _paramDimensionB);
- Vector<double> diagZ(nVaryingC);
-
- VectorArray<double> At_e(nVaryingA, _paramDimensionA);
- VectorArray<double> Bt_e(nVaryingB, _paramDimensionB);
- Vector<double> Ct_e(nVaryingC);
-
- Vector<double> Jt_e(nVaryingA*_paramDimensionA + nVaryingB*_paramDimensionB + nVaryingC);
-
- Vector<double> delta(nVaryingA*_paramDimensionA + nVaryingB*_paramDimensionB + nVaryingC);
- Vector<double> deltaPerm(nVaryingA*_paramDimensionA + nVaryingB*_paramDimensionB + nVaryingC);
-
- VectorArray<double> deltaAi(_nParametersA, _paramDimensionA);
- VectorArray<double> deltaBj(_nParametersB, _paramDimensionB);
- Vector<double> deltaC(_paramDimensionC);
-
- double err = 0.0;
-
- for (currentIteration = 0; currentIteration < maxIterations; ++currentIteration)
- {
- if (optimizerVerbosenessLevel >= 2)
- cout << "SparseLevenbergOptimizer: currentIteration: " << currentIteration << endl;
- if (computeDerivatives)
- {
- this->evalResidual(residuals);
- this->fillWeights(residuals, weights);
- for (int k = 0; k < _nMeasurements; ++k)
- scaleVectorIP(weights[k], residuals[k]);
-
- err = squaredResidual(residuals);
-
- if (optimizerVerbosenessLevel >= 1) cout << "SparseLevenbergOptimizer: |residual|^2 = " << err << endl;
- if (optimizerVerbosenessLevel >= 2) cout << "SparseLevenbergOptimizer: lambda = " << lambda << endl;
-
- for (int k = 0; k < residuals.count(); ++k) scaleVectorIP(-1.0, residuals[k]);
-
- this->setupJacobianGathering();
- this->fillAllJacobians(weights, Ak, Bk, Ck);
-
- // Compute the different parts of J^t*e
- if (nVaryingA > 0)
- {
- for (int i = 0; i < nVaryingA; ++i) makeZeroVector(At_e[i]);
-
- Vector<double> tmp(_paramDimensionA);
-
- for (int k = 0; k < _nMeasurements; ++k)
- {
- int const i = _correspondingParamA[k] - _nNonvaryingA;
- if (i < 0) continue;
- multiply_At_v(Ak[k], residuals[k], tmp);
- addVectors(tmp, At_e[i], At_e[i]);
- } // end for (k)
- } // end if
-
- if (nVaryingB > 0)
- {
- for (int j = 0; j < nVaryingB; ++j) makeZeroVector(Bt_e[j]);
-
- Vector<double> tmp(_paramDimensionB);
-
- for (int k = 0; k < _nMeasurements; ++k)
- {
- int const j = _correspondingParamB[k] - _nNonvaryingB;
- if (j < 0) continue;
- multiply_At_v(Bk[k], residuals[k], tmp);
- addVectors(tmp, Bt_e[j], Bt_e[j]);
- } // end for (k)
- } // end if
-
- if (nVaryingC > 0)
- {
- makeZeroVector(Ct_e);
-
- Vector<double> tmp(_paramDimensionC);
-
- for (int k = 0; k < _nMeasurements; ++k)
- {
- multiply_At_v(Ck[k], residuals[k], tmp);
- for (int l = 0; l < nVaryingC; ++l) Ct_e[l] += tmp[_nNonvaryingC + l];
- }
- } // end if
-
- int pos = 0;
- for (int i = 0; i < nVaryingA; ++i)
- for (int l = 0; l < _paramDimensionA; ++l, ++pos)
- Jt_e[pos] = At_e[i][l];
- for (int j = 0; j < nVaryingB; ++j)
- for (int l = 0; l < _paramDimensionB; ++l, ++pos)
- Jt_e[pos] = Bt_e[j][l];
- for (int l = 0; l < nVaryingC; ++l, ++pos)
- Jt_e[pos] = Ct_e[l];
-
-// cout << "Jt_e = ";
-// for (int k = 0; k < Jt_e.size(); ++k) cout << Jt_e[k] << " ";
-// cout << endl;
-
- if (this->applyGradientStoppingCriteria(norm_Linf(Jt_e)))
- {
- status = LEVENBERG_OPTIMIZER_CONVERGED;
- goto end;
- }
-
- // The lhs J^t*J consists of several parts:
- // [ U W X ]
- // J^t*J = [ W^t V Y ]
- // [ X^t Y^t Z ],
- // where U, V and W are block-sparse matrices (due to the sparsity of A and B).
- // X, Y and Z contain only a few columns (the number of global parameters).
-
- if (nVaryingA > 0)
- {
- // Compute Ui
- Matrix<double> U(_paramDimensionA, _paramDimensionA);
-
- for (int i = 0; i < nVaryingA; ++i) makeZeroMatrix(Ui[i]);
-
- for (int k = 0; k < _nMeasurements; ++k)
- {
- int const i = _correspondingParamA[k] - _nNonvaryingA;
- if (i < 0) continue;
- multiply_At_A(Ak[k], U);
- addMatricesIP(U, Ui[i]);
- } // end for (k)
- } // end if
-
- if (nVaryingB > 0)
- {
- // Compute Vj
- Matrix<double> V(_paramDimensionB, _paramDimensionB);
-
- for (int j = 0; j < nVaryingB; ++j) makeZeroMatrix(Vj[j]);
-
- for (int k = 0; k < _nMeasurements; ++k)
- {
- int const j = _correspondingParamB[k] - _nNonvaryingB;
- if (j < 0) continue;
- multiply_At_A(Bk[k], V);
- addMatricesIP(V, Vj[j]);
- } // end for (k)
- } // end if
-
- if (nVaryingC > 0)
- {
- Matrix<double> ZZ(_paramDimensionC, _paramDimensionC);
- Matrix<double> Zsum(_paramDimensionC, _paramDimensionC);
-
- makeZeroMatrix(Zsum);
-
- for (int k = 0; k < _nMeasurements; ++k)
- {
- multiply_At_A(Ck[k], ZZ);
- addMatricesIP(ZZ, Zsum);
- } // end for (k)
-
- // Ignore the non-varying parameters
- for (int i = 0; i < nVaryingC; ++i)
- for (int j = 0; j < nVaryingC; ++j)
- Z[i][j] = Zsum[i+_nNonvaryingC][j+_nNonvaryingC];
- } // end if
-
- if (nVaryingA > 0 && nVaryingB > 0)
- {
- for (int n = 0; n < Wn.count(); ++n) makeZeroMatrix(Wn[n]);
-
- Matrix<double> W(_paramDimensionA, _paramDimensionB);
-
- for (int k = 0; k < _nMeasurements; ++k)
- {
- int const n = _jointIndexW[k];
- if (n >= 0)
- {
- int const i0 = _jointNonzerosW[n].first;
- int const j0 = _jointNonzerosW[n].second;
-
- multiply_At_B(Ak[k], Bk[k], W);
- addMatricesIP(W, Wn[n]);
- } // end if
- } // end for (k)
- } // end if
-
- if (nVaryingA > 0 && nVaryingC > 0)
- {
- Matrix<double> XX(_paramDimensionA, _paramDimensionC);
-
- makeZeroMatrix(X);
-
- for (int k = 0; k < _nMeasurements; ++k)
- {
- int const i = _correspondingParamA[k] - _nNonvaryingA;
- // Ignore the non-varying parameters
- if (i < 0) continue;
-
- multiply_At_B(Ak[k], Ck[k], XX);
-
- for (int r = 0; r < _paramDimensionA; ++r)
- for (int c = 0; c < nVaryingC; ++c)
- X[r+i*_paramDimensionA][c] += XX[r][c+_nNonvaryingC];
- } // end for (k)
- } // end if
-
- if (nVaryingB > 0 && nVaryingC > 0)
- {
- Matrix<double> YY(_paramDimensionB, _paramDimensionC);
-
- makeZeroMatrix(Y);
-
- for (int k = 0; k < _nMeasurements; ++k)
- {
- int const j = _correspondingParamB[k] - _nNonvaryingB;
- // Ignore the non-varying parameters
- if (j < 0) continue;
-
- multiply_At_B(Bk[k], Ck[k], YY);
-
- for (int r = 0; r < _paramDimensionB; ++r)
- for (int c = 0; c < nVaryingC; ++c)
- Y[r+j*_paramDimensionB][c] += YY[r][c+_nNonvaryingC];
- } // end for (k)
- } // end if
-
- if (currentIteration == 0)
- {
- // Initialize lambda as tau*max(JtJ[i][i])
- double maxEl = -1e30;
- if (nVaryingA > 0)
- {
- for (int i = 0; i < nVaryingA; ++i)
- for (int l = 0; l < _paramDimensionA; ++l)
- maxEl = std::max(maxEl, Ui[i][l][l]);
- }
- if (nVaryingB > 0)
- {
- for (int j = 0; j < nVaryingB; ++j)
- for (int l = 0; l < _paramDimensionB; ++l)
- maxEl = std::max(maxEl, Vj[j][l][l]);
- }
- if (nVaryingC > 0)
- {
- for (int l = 0; l < nVaryingC; ++l)
- maxEl = std::max(maxEl, Z[l][l]);
- }
-
- lambda = tau * maxEl;
- if (optimizerVerbosenessLevel >= 2)
- cout << "SparseLevenbergOptimizer: initial lambda = " << lambda << endl;
- } // end if (currentIteration == 0)
- } // end if (computeDerivatives)
-
- for (int i = 0; i < nVaryingA; ++i)
- {
- for (int l = 0; l < _paramDimensionA; ++l) diagUi[i][l] = Ui[i][l][l];
- } // end for (i)
-
- for (int j = 0; j < nVaryingB; ++j)
- {
- for (int l = 0; l < _paramDimensionB; ++l) diagVj[j][l] = Vj[j][l][l];
- } // end for (j)
-
- for (int l = 0; l < nVaryingC; ++l) diagZ[l] = Z[l][l];
-
- // Augment the diagonals with lambda (either by the standard additive update or by multiplication).
-#if !defined(USE_MULTIPLICATIVE_UPDATE)
- for (int i = 0; i < nVaryingA; ++i)
- for (unsigned l = 0; l < _paramDimensionA; ++l)
- Ui[i][l][l] += lambda;
-
- for (int j = 0; j < nVaryingB; ++j)
- for (unsigned l = 0; l < _paramDimensionB; ++l)
- Vj[j][l][l] += lambda;
-
- for (unsigned l = 0; l < nVaryingC; ++l)
- Z[l][l] += lambda;
-#else
- for (int i = 0; i < nVaryingA; ++i)
- for (unsigned l = 0; l < _paramDimensionA; ++l)
- Ui[i][l][l] = std::max(Ui[i][l][l] * (1.0 + lambda), 1e-15);
-
- for (int j = 0; j < nVaryingB; ++j)
- for (unsigned l = 0; l < _paramDimensionB; ++l)
- Vj[j][l][l] = std::max(Vj[j][l][l] * (1.0 + lambda), 1e-15);
-
- for (unsigned l = 0; l < nVaryingC; ++l)
- Z[l][l] = std::max(Z[l][l] * (1.0 + lambda), 1e-15);
-#endif
-
- this->fillSparseJtJ(Ui, Vj, Wn, Z, X, Y);
-
- bool success = true;
- double rho = 0.0;
- {
- int const nCols = _JtJ_Parent.size();
- int const nnz = _JtJ.getNonzeroCount();
- int const lnz = _JtJ_Lp.back();
-
- vector<int> Li(lnz);
- vector<double> Lx(lnz);
- vector<double> D(nCols), Y(nCols);
- vector<int> workPattern(nCols), workFlag(nCols);
-
- int * colStarts = (int *)_JtJ.getColumnStarts();
- int * rowIdxs = (int *)_JtJ.getRowIndices();
- double * values = _JtJ.getValues();
-
- int const d = ldl_numeric(nCols, colStarts, rowIdxs, values,
- &_JtJ_Lp[0], &_JtJ_Parent[0], &_JtJ_Lnz[0],
- &Li[0], &Lx[0], &D[0],
- &Y[0], &workPattern[0], &workFlag[0],
- NULL, NULL);
-
- if (d == nCols)
- {
- ldl_perm(nCols, &deltaPerm[0], &Jt_e[0], &_perm_JtJ[0]);
- ldl_lsolve(nCols, &deltaPerm[0], &_JtJ_Lp[0], &Li[0], &Lx[0]);
- ldl_dsolve(nCols, &deltaPerm[0], &D[0]);
- ldl_ltsolve(nCols, &deltaPerm[0], &_JtJ_Lp[0], &Li[0], &Lx[0]);
- ldl_permt(nCols, &delta[0], &deltaPerm[0], &_perm_JtJ[0]);
- }
- else
- {
- if (optimizerVerbosenessLevel >= 2)
- cout << "SparseLevenbergOptimizer: LDL decomposition failed. Increasing lambda." << endl;
- success = false;
- }
- }
-
- if (success)
- {
- double const deltaSqrLength = sqrNorm_L2(delta);
-
- if (optimizerVerbosenessLevel >= 2)
- cout << "SparseLevenbergOptimizer: ||delta||^2 = " << deltaSqrLength << endl;
-
- double const paramLength = this->getParameterLength();
- if (this->applyUpdateStoppingCriteria(paramLength, sqrt(deltaSqrLength)))
- {
- status = LEVENBERG_OPTIMIZER_SMALL_UPDATE;
- goto end;
- }
-
- // Copy the updates from delta to the respective arrays
- int pos = 0;
-
- for (int i = 0; i < _nNonvaryingA; ++i) makeZeroVector(deltaAi[i]);
- for (int i = _nNonvaryingA; i < _nParametersA; ++i)
- for (int l = 0; l < _paramDimensionA; ++l, ++pos)
- deltaAi[i][l] = delta[pos];
-
- for (int j = 0; j < _nNonvaryingB; ++j) makeZeroVector(deltaBj[j]);
- for (int j = _nNonvaryingB; j < _nParametersB; ++j)
- for (int l = 0; l < _paramDimensionB; ++l, ++pos)
- deltaBj[j][l] = delta[pos];
-
- makeZeroVector(deltaC);
- for (int l = _nNonvaryingC; l < _paramDimensionC; ++l, ++pos)
- deltaC[l] = delta[pos];
-
- saveAllParameters();
- if (nVaryingA > 0) updateParametersA(deltaAi);
- if (nVaryingB > 0) updateParametersB(deltaBj);
- if (nVaryingC > 0) updateParametersC(deltaC);
-
- this->evalResidual(residuals2);
- for (int k = 0; k < _nMeasurements; ++k)
- scaleVectorIP(weights[k], residuals2[k]);
-
- double const newErr = squaredResidual(residuals2);
- rho = err - newErr;
- if (optimizerVerbosenessLevel >= 2)
- cout << "SparseLevenbergOptimizer: |new residual|^2 = " << newErr << endl;
-
-#if !defined(USE_MULTIPLICATIVE_UPDATE)
- double const denom1 = lambda * deltaSqrLength;
-#else
- double denom1 = 0.0f;
- for (int i = _nNonvaryingA; i < _nParametersA; ++i)
- for (int l = 0; l < _paramDimensionA; ++l)
- denom1 += deltaAi[i][l] * deltaAi[i][l] * diagUi[i-_nNonvaryingA][l];
-
- for (int j = _nNonvaryingB; j < _nParametersB; ++j)
- for (int l = 0; l < _paramDimensionB; ++l)
- denom1 += deltaBj[j][l] * deltaBj[j][l] * diagVj[j-_nNonvaryingB][l];
-
- for (int l = _nNonvaryingC; l < _paramDimensionC; ++l)
- denom1 += deltaC[l] * deltaC[l] * diagZ[l-_nNonvaryingC];
-
- denom1 *= lambda;
-#endif
- double const denom2 = innerProduct(delta, Jt_e);
- rho = rho / (denom1 + denom2);
- if (optimizerVerbosenessLevel >= 2)
- cout << "SparseLevenbergOptimizer: rho = " << rho
- << " denom1 = " << denom1 << " denom2 = " << denom2 << endl;
- } // end if (success)
-
- if (success && rho > 0)
- {
- if (optimizerVerbosenessLevel >= 2)
- cout << "SparseLevenbergOptimizer: Improved solution - decreasing lambda." << endl;
- // Improvement in the new solution
- decreaseLambda(rho);
- computeDerivatives = true;
- }
- else
- {
- if (optimizerVerbosenessLevel >= 2)
- cout << "SparseLevenbergOptimizer: Inferior solution - increasing lambda." << endl;
- restoreAllParameters();
- increaseLambda();
- computeDerivatives = false;
-
- // Restore diagonal elements in Ui, Vj and Z.
- for (int i = 0; i < nVaryingA; ++i)
- {
- for (int l = 0; l < _paramDimensionA; ++l) Ui[i][l][l] = diagUi[i][l];
- } // end for (i)
-
- for (int j = 0; j < nVaryingB; ++j)
- {
- for (int l = 0; l < _paramDimensionB; ++l) Vj[j][l][l] = diagVj[j][l];
- } // end for (j)
-
- for (int l = 0; l < nVaryingC; ++l) Z[l][l] = diagZ[l];
- } // end if
- } // end for
-
- end:;
- if (optimizerVerbosenessLevel >= 2)
- cout << "Leaving SparseLevenbergOptimizer::minimize()." << endl;
- } // end SparseLevenbergOptimizer::minimize()
-
-#endif // defined(V3DLIB_ENABLE_SUITESPARSE)
-
-} // end namespace V3D