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Diffstat (limited to 'extern/libmv/third_party/ceres/internal/ceres/block_jacobian_writer.cc')
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-// Ceres Solver - A fast non-linear least squares minimizer
-// Copyright 2010, 2011, 2012 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/block_jacobian_writer.h"
-
-#include "ceres/block_evaluate_preparer.h"
-#include "ceres/block_sparse_matrix.h"
-#include "ceres/parameter_block.h"
-#include "ceres/program.h"
-#include "ceres/residual_block.h"
-#include "ceres/internal/eigen.h"
-#include "ceres/internal/port.h"
-#include "ceres/internal/scoped_ptr.h"
-
-namespace ceres {
-namespace internal {
-namespace {
-
-// Given the residual block ordering, build a lookup table to determine which
-// per-parameter jacobian goes where in the overall program jacobian.
-//
-// Since we expect to use a Schur type linear solver to solve the LM step, take
-// extra care to place the E blocks and the F blocks contiguously. E blocks are
-// the first num_eliminate_blocks parameter blocks as indicated by the parameter
-// block ordering. The remaining parameter blocks are the F blocks.
-//
-// TODO(keir): Consider if we should use a boolean for each parameter block
-// instead of num_eliminate_blocks.
-void BuildJacobianLayout(const Program& program,
- int num_eliminate_blocks,
- vector<int*>* jacobian_layout,
- vector<int>* jacobian_layout_storage) {
- const vector<ResidualBlock*>& residual_blocks = program.residual_blocks();
-
- // Iterate over all the active residual blocks and determine how many E blocks
- // are there. This will determine where the F blocks start in the jacobian
- // matrix. Also compute the number of jacobian blocks.
- int f_block_pos = 0;
- int num_jacobian_blocks = 0;
- for (int i = 0; i < residual_blocks.size(); ++i) {
- ResidualBlock* residual_block = residual_blocks[i];
- const int num_residuals = residual_block->NumResiduals();
- const int num_parameter_blocks = residual_block->NumParameterBlocks();
-
- // Advance f_block_pos over each E block for this residual.
- for (int j = 0; j < num_parameter_blocks; ++j) {
- ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
- if (!parameter_block->IsConstant()) {
- // Only count blocks for active parameters.
- num_jacobian_blocks++;
- if (parameter_block->index() < num_eliminate_blocks) {
- f_block_pos += num_residuals * parameter_block->LocalSize();
- }
- }
- }
- }
-
- // We now know that the E blocks are laid out starting at zero, and the F
- // blocks are laid out starting at f_block_pos. Iterate over the residual
- // blocks again, and this time fill the jacobian_layout array with the
- // position information.
-
- jacobian_layout->resize(program.NumResidualBlocks());
- jacobian_layout_storage->resize(num_jacobian_blocks);
-
- int e_block_pos = 0;
- int* jacobian_pos = &(*jacobian_layout_storage)[0];
- for (int i = 0; i < residual_blocks.size(); ++i) {
- const ResidualBlock* residual_block = residual_blocks[i];
- const int num_residuals = residual_block->NumResiduals();
- const int num_parameter_blocks = residual_block->NumParameterBlocks();
-
- (*jacobian_layout)[i] = jacobian_pos;
- for (int j = 0; j < num_parameter_blocks; ++j) {
- ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
- const int parameter_block_index = parameter_block->index();
- if (parameter_block->IsConstant()) {
- continue;
- }
- const int jacobian_block_size =
- num_residuals * parameter_block->LocalSize();
- if (parameter_block_index < num_eliminate_blocks) {
- *jacobian_pos = e_block_pos;
- e_block_pos += jacobian_block_size;
- } else {
- *jacobian_pos = f_block_pos;
- f_block_pos += jacobian_block_size;
- }
- jacobian_pos++;
- }
- }
-}
-
-} // namespace
-
-BlockJacobianWriter::BlockJacobianWriter(const Evaluator::Options& options,
- Program* program)
- : program_(program) {
- CHECK_GE(options.num_eliminate_blocks, 0)
- << "num_eliminate_blocks must be greater than 0.";
-
- BuildJacobianLayout(*program,
- options.num_eliminate_blocks,
- &jacobian_layout_,
- &jacobian_layout_storage_);
-}
-
-// Create evaluate prepareres that point directly into the final jacobian. This
-// makes the final Write() a nop.
-BlockEvaluatePreparer* BlockJacobianWriter::CreateEvaluatePreparers(
- int num_threads) {
- int max_derivatives_per_residual_block =
- program_->MaxDerivativesPerResidualBlock();
-
- BlockEvaluatePreparer* preparers = new BlockEvaluatePreparer[num_threads];
- for (int i = 0; i < num_threads; i++) {
- preparers[i].Init(&jacobian_layout_[0], max_derivatives_per_residual_block);
- }
- return preparers;
-}
-
-SparseMatrix* BlockJacobianWriter::CreateJacobian() const {
- CompressedRowBlockStructure* bs = new CompressedRowBlockStructure;
-
- const vector<ParameterBlock*>& parameter_blocks =
- program_->parameter_blocks();
-
- // Construct the column blocks.
- bs->cols.resize(parameter_blocks.size());
- for (int i = 0, cursor = 0; i < parameter_blocks.size(); ++i) {
- CHECK_NE(parameter_blocks[i]->index(), -1);
- CHECK(!parameter_blocks[i]->IsConstant());
- bs->cols[i].size = parameter_blocks[i]->LocalSize();
- bs->cols[i].position = cursor;
- cursor += bs->cols[i].size;
- }
-
- // Construct the cells in each row.
- const vector<ResidualBlock*>& residual_blocks =
- program_->residual_blocks();
- int row_block_position = 0;
- bs->rows.resize(residual_blocks.size());
- for (int i = 0; i < residual_blocks.size(); ++i) {
- const ResidualBlock* residual_block = residual_blocks[i];
- CompressedRow* row = &bs->rows[i];
-
- row->block.size = residual_block->NumResiduals();
- row->block.position = row_block_position;
- row_block_position += row->block.size;
-
- // Size the row by the number of active parameters in this residual.
- const int num_parameter_blocks = residual_block->NumParameterBlocks();
- int num_active_parameter_blocks = 0;
- for (int j = 0; j < num_parameter_blocks; ++j) {
- if (residual_block->parameter_blocks()[j]->index() != -1) {
- num_active_parameter_blocks++;
- }
- }
- row->cells.resize(num_active_parameter_blocks);
-
- // Add layout information for the active parameters in this row.
- for (int j = 0, k = 0; j < num_parameter_blocks; ++j) {
- const ParameterBlock* parameter_block =
- residual_block->parameter_blocks()[j];
- if (!parameter_block->IsConstant()) {
- Cell& cell = row->cells[k];
- cell.block_id = parameter_block->index();
- cell.position = jacobian_layout_[i][k];
-
- // Only increment k for active parameters, since there is only layout
- // information for active parameters.
- k++;
- }
- }
-
- sort(row->cells.begin(), row->cells.end(), CellLessThan);
- }
-
- BlockSparseMatrix* jacobian = new BlockSparseMatrix(bs);
- CHECK_NOTNULL(jacobian);
- return jacobian;
-}
-
-} // namespace internal
-} // namespace ceres