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Diffstat (limited to 'extern/libmv/third_party/ceres/internal/ceres/gradient_problem_solver.cc')
-rw-r--r--extern/libmv/third_party/ceres/internal/ceres/gradient_problem_solver.cc270
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diff --git a/extern/libmv/third_party/ceres/internal/ceres/gradient_problem_solver.cc b/extern/libmv/third_party/ceres/internal/ceres/gradient_problem_solver.cc
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--- a/extern/libmv/third_party/ceres/internal/ceres/gradient_problem_solver.cc
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-// Ceres Solver - A fast non-linear least squares minimizer
-// Copyright 2014 Google Inc. All rights reserved.
-// http://code.google.com/p/ceres-solver/
-//
-// Redistribution and use in source and binary forms, with or without
-// modification, are permitted provided that the following conditions are met:
-//
-// * Redistributions of source code must retain the above copyright notice,
-// this list of conditions and the following disclaimer.
-// * Redistributions in binary form must reproduce the above copyright notice,
-// this list of conditions and the following disclaimer in the documentation
-// and/or other materials provided with the distribution.
-// * Neither the name of Google Inc. nor the names of its contributors may be
-// used to endorse or promote products derived from this software without
-// specific prior written permission.
-//
-// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
-// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
-// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
-// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
-// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
-// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
-// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
-// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
-// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
-// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
-// POSSIBILITY OF SUCH DAMAGE.
-//
-// Author: sameeragarwal@google.com (Sameer Agarwal)
-
-#include "ceres/gradient_problem_solver.h"
-
-#include "ceres/callbacks.h"
-#include "ceres/gradient_problem.h"
-#include "ceres/gradient_problem_evaluator.h"
-#include "ceres/internal/eigen.h"
-#include "ceres/internal/port.h"
-#include "ceres/map_util.h"
-#include "ceres/minimizer.h"
-#include "ceres/solver.h"
-#include "ceres/solver_utils.h"
-#include "ceres/stringprintf.h"
-#include "ceres/types.h"
-#include "ceres/wall_time.h"
-
-namespace ceres {
-using internal::StringPrintf;
-using internal::StringAppendF;
-
-namespace {
-
-Solver::Options GradientProblemSolverOptionsToSolverOptions(
- const GradientProblemSolver::Options& options) {
-#define COPY_OPTION(x) solver_options.x = options.x
-
- Solver::Options solver_options;
- solver_options.minimizer_type = LINE_SEARCH;
- COPY_OPTION(line_search_direction_type);
- COPY_OPTION(line_search_type);
- COPY_OPTION(nonlinear_conjugate_gradient_type);
- COPY_OPTION(max_lbfgs_rank);
- COPY_OPTION(use_approximate_eigenvalue_bfgs_scaling);
- COPY_OPTION(line_search_interpolation_type);
- COPY_OPTION(min_line_search_step_size);
- COPY_OPTION(line_search_sufficient_function_decrease);
- COPY_OPTION(max_line_search_step_contraction);
- COPY_OPTION(min_line_search_step_contraction);
- COPY_OPTION(max_num_line_search_step_size_iterations);
- COPY_OPTION(max_num_line_search_direction_restarts);
- COPY_OPTION(line_search_sufficient_curvature_decrease);
- COPY_OPTION(max_line_search_step_expansion);
- COPY_OPTION(max_num_iterations);
- COPY_OPTION(max_solver_time_in_seconds);
- COPY_OPTION(function_tolerance);
- COPY_OPTION(gradient_tolerance);
- COPY_OPTION(logging_type);
- COPY_OPTION(minimizer_progress_to_stdout);
- COPY_OPTION(callbacks);
- return solver_options;
-#undef COPY_OPTION
-}
-
-
-} // namespace
-
-GradientProblemSolver::~GradientProblemSolver() {
-}
-
-void GradientProblemSolver::Solve(const GradientProblemSolver::Options& options,
- const GradientProblem& problem,
- double* parameters_ptr,
- GradientProblemSolver::Summary* summary) {
- using internal::scoped_ptr;
- using internal::WallTimeInSeconds;
- using internal::Minimizer;
- using internal::GradientProblemEvaluator;
- using internal::LoggingCallback;
- using internal::SetSummaryFinalCost;
-
- double start_time = WallTimeInSeconds();
- Solver::Options solver_options =
- GradientProblemSolverOptionsToSolverOptions(options);
-
- *CHECK_NOTNULL(summary) = Summary();
- summary->num_parameters = problem.NumParameters();
- summary->num_local_parameters = problem.NumLocalParameters();
- summary->line_search_direction_type = options.line_search_direction_type; // NOLINT
- summary->line_search_interpolation_type = options.line_search_interpolation_type; // NOLINT
- summary->line_search_type = options.line_search_type;
- summary->max_lbfgs_rank = options.max_lbfgs_rank;
- summary->nonlinear_conjugate_gradient_type = options.nonlinear_conjugate_gradient_type; // NOLINT
-
- // Check validity
- if (!solver_options.IsValid(&summary->message)) {
- LOG(ERROR) << "Terminating: " << summary->message;
- return;
- }
-
- // Assuming that the parameter blocks in the program have been
- Minimizer::Options minimizer_options;
- minimizer_options = Minimizer::Options(solver_options);
- minimizer_options.evaluator.reset(new GradientProblemEvaluator(problem));
-
- scoped_ptr<IterationCallback> logging_callback;
- if (options.logging_type != SILENT) {
- logging_callback.reset(
- new LoggingCallback(LINE_SEARCH, options.minimizer_progress_to_stdout));
- minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(),
- logging_callback.get());
- }
-
- scoped_ptr<Minimizer> minimizer(Minimizer::Create(LINE_SEARCH));
- Vector solution(problem.NumParameters());
- VectorRef parameters(parameters_ptr, problem.NumParameters());
- solution = parameters;
-
- Solver::Summary solver_summary;
- solver_summary.fixed_cost = 0.0;
- solver_summary.preprocessor_time_in_seconds = 0.0;
- solver_summary.postprocessor_time_in_seconds = 0.0;
-
- minimizer->Minimize(minimizer_options, solution.data(), &solver_summary);
-
- summary->termination_type = solver_summary.termination_type;
- summary->message = solver_summary.message;
- summary->initial_cost = solver_summary.initial_cost;
- summary->final_cost = solver_summary.final_cost;
- summary->iterations = solver_summary.iterations;
-
- if (summary->IsSolutionUsable()) {
- parameters = solution;
- SetSummaryFinalCost(summary);
- }
-
- const map<string, double>& evaluator_time_statistics =
- minimizer_options.evaluator->TimeStatistics();
- summary->cost_evaluation_time_in_seconds =
- FindWithDefault(evaluator_time_statistics, "Evaluator::Residual", 0.0);
- summary->gradient_evaluation_time_in_seconds =
- FindWithDefault(evaluator_time_statistics, "Evaluator::Jacobian", 0.0);
-
- summary->total_time_in_seconds = WallTimeInSeconds() - start_time;
-}
-
-// Invalid values for most fields, to ensure that we are not
-// accidentally reporting default values.
-GradientProblemSolver::Summary::Summary()
- : termination_type(FAILURE),
- message("ceres::GradientProblemSolve was not called."),
- initial_cost(-1.0),
- final_cost(-1.0),
- total_time_in_seconds(-1.0),
- cost_evaluation_time_in_seconds(-1.0),
- gradient_evaluation_time_in_seconds(-1.0),
- num_parameters(-1),
- num_local_parameters(-1),
- line_search_direction_type(LBFGS),
- line_search_type(ARMIJO),
- line_search_interpolation_type(BISECTION),
- nonlinear_conjugate_gradient_type(FLETCHER_REEVES),
- max_lbfgs_rank(-1) {
-}
-
-bool GradientProblemSolver::Summary::IsSolutionUsable() const {
- return internal::IsSolutionUsable(*this);
-}
-
-string GradientProblemSolver::Summary::BriefReport() const {
- return StringPrintf("Ceres GradientProblemSolver Report: "
- "Iterations: %d, "
- "Initial cost: %e, "
- "Final cost: %e, "
- "Termination: %s",
- static_cast<int>(iterations.size()),
- initial_cost,
- final_cost,
- TerminationTypeToString(termination_type));
-};
-
-string GradientProblemSolver::Summary::FullReport() const {
- using internal::VersionString;
-
- string report = string("\nSolver Summary (v " + VersionString() + ")\n\n");
-
- StringAppendF(&report, "Parameters % 25d\n", num_parameters);
- if (num_local_parameters != num_parameters) {
- StringAppendF(&report, "Local parameters % 25d\n",
- num_local_parameters);
- }
-
- string line_search_direction_string;
- if (line_search_direction_type == LBFGS) {
- line_search_direction_string = StringPrintf("LBFGS (%d)", max_lbfgs_rank);
- } else if (line_search_direction_type == NONLINEAR_CONJUGATE_GRADIENT) {
- line_search_direction_string =
- NonlinearConjugateGradientTypeToString(
- nonlinear_conjugate_gradient_type);
- } else {
- line_search_direction_string =
- LineSearchDirectionTypeToString(line_search_direction_type);
- }
-
- StringAppendF(&report, "Line search direction %19s\n",
- line_search_direction_string.c_str());
-
- const string line_search_type_string =
- StringPrintf("%s %s",
- LineSearchInterpolationTypeToString(
- line_search_interpolation_type),
- LineSearchTypeToString(line_search_type));
- StringAppendF(&report, "Line search type %19s\n",
- line_search_type_string.c_str());
- StringAppendF(&report, "\n");
-
- StringAppendF(&report, "\nCost:\n");
- StringAppendF(&report, "Initial % 30e\n", initial_cost);
- if (termination_type != FAILURE &&
- termination_type != USER_FAILURE) {
- StringAppendF(&report, "Final % 30e\n", final_cost);
- StringAppendF(&report, "Change % 30e\n",
- initial_cost - final_cost);
- }
-
- StringAppendF(&report, "\nMinimizer iterations % 16d\n",
- static_cast<int>(iterations.size()));
-
- StringAppendF(&report, "\nTime (in seconds):\n");
-
- StringAppendF(&report, "\n Cost evaluation %23.3f\n",
- cost_evaluation_time_in_seconds);
- StringAppendF(&report, " Gradient evaluation %23.3f\n",
- gradient_evaluation_time_in_seconds);
-
- StringAppendF(&report, "Total %25.3f\n\n",
- total_time_in_seconds);
-
- StringAppendF(&report, "Termination: %25s (%s)\n",
- TerminationTypeToString(termination_type), message.c_str());
- return report;
-};
-
-void Solve(const GradientProblemSolver::Options& options,
- const GradientProblem& problem,
- double* parameters,
- GradientProblemSolver::Summary* summary) {
- GradientProblemSolver solver;
- solver.Solve(options, problem, parameters, summary);
-}
-
-} // namespace ceres