// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2015 Google Inc. All rights reserved. // http://ceres-solver.org/ // // 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/program.h" #include #include #include #include #include #include "ceres/array_utils.h" #include "ceres/casts.h" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/cost_function.h" #include "ceres/evaluator.h" #include "ceres/internal/export.h" #include "ceres/loss_function.h" #include "ceres/manifold.h" #include "ceres/map_util.h" #include "ceres/parameter_block.h" #include "ceres/problem.h" #include "ceres/residual_block.h" #include "ceres/stl_util.h" #include "ceres/triplet_sparse_matrix.h" namespace ceres { namespace internal { const std::vector& Program::parameter_blocks() const { return parameter_blocks_; } const std::vector& Program::residual_blocks() const { return residual_blocks_; } std::vector* Program::mutable_parameter_blocks() { return ¶meter_blocks_; } std::vector* Program::mutable_residual_blocks() { return &residual_blocks_; } EvaluationCallback* Program::mutable_evaluation_callback() { return evaluation_callback_; } bool Program::StateVectorToParameterBlocks(const double* state) { for (auto* parameter_block : parameter_blocks_) { if (!parameter_block->IsConstant() && !parameter_block->SetState(state)) { return false; } state += parameter_block->Size(); } return true; } void Program::ParameterBlocksToStateVector(double* state) const { for (auto* parameter_block : parameter_blocks_) { parameter_block->GetState(state); state += parameter_block->Size(); } } void Program::CopyParameterBlockStateToUserState() { for (auto* parameter_block : parameter_blocks_) { parameter_block->GetState(parameter_block->mutable_user_state()); } } bool Program::SetParameterBlockStatePtrsToUserStatePtrs() { for (auto* parameter_block : parameter_blocks_) { if (!parameter_block->IsConstant() && !parameter_block->SetState(parameter_block->user_state())) { return false; } } return true; } bool Program::Plus(const double* state, const double* delta, double* state_plus_delta) const { for (auto* parameter_block : parameter_blocks_) { if (!parameter_block->Plus(state, delta, state_plus_delta)) { return false; } state += parameter_block->Size(); delta += parameter_block->TangentSize(); state_plus_delta += parameter_block->Size(); } return true; } void Program::SetParameterOffsetsAndIndex() { // Set positions for all parameters appearing as arguments to residuals to one // past the end of the parameter block array. for (auto* residual_block : residual_blocks_) { for (int j = 0; j < residual_block->NumParameterBlocks(); ++j) { residual_block->parameter_blocks()[j]->set_index(-1); } } // For parameters that appear in the program, set their position and offset. int state_offset = 0; int delta_offset = 0; for (int i = 0; i < parameter_blocks_.size(); ++i) { parameter_blocks_[i]->set_index(i); parameter_blocks_[i]->set_state_offset(state_offset); parameter_blocks_[i]->set_delta_offset(delta_offset); state_offset += parameter_blocks_[i]->Size(); delta_offset += parameter_blocks_[i]->TangentSize(); } } bool Program::IsValid() const { for (int i = 0; i < residual_blocks_.size(); ++i) { const ResidualBlock* residual_block = residual_blocks_[i]; if (residual_block->index() != i) { LOG(WARNING) << "Residual block: " << i << " has incorrect index: " << residual_block->index(); return false; } } int state_offset = 0; int delta_offset = 0; for (int i = 0; i < parameter_blocks_.size(); ++i) { const ParameterBlock* parameter_block = parameter_blocks_[i]; if (parameter_block->index() != i || parameter_block->state_offset() != state_offset || parameter_block->delta_offset() != delta_offset) { LOG(WARNING) << "Parameter block: " << i << "has incorrect indexing information: " << parameter_block->ToString(); return false; } state_offset += parameter_blocks_[i]->Size(); delta_offset += parameter_blocks_[i]->TangentSize(); } return true; } bool Program::ParameterBlocksAreFinite(std::string* message) const { CHECK(message != nullptr); for (auto* parameter_block : parameter_blocks_) { const double* array = parameter_block->user_state(); const int size = parameter_block->Size(); const int invalid_index = FindInvalidValue(size, array); if (invalid_index != size) { *message = StringPrintf( "ParameterBlock: %p with size %d has at least one invalid value.\n" "First invalid value is at index: %d.\n" "Parameter block values: ", array, size, invalid_index); AppendArrayToString(size, array, message); return false; } } return true; } bool Program::IsBoundsConstrained() const { for (auto* parameter_block : parameter_blocks_) { if (parameter_block->IsConstant()) { continue; } const int size = parameter_block->Size(); for (int j = 0; j < size; ++j) { const double lower_bound = parameter_block->LowerBoundForParameter(j); const double upper_bound = parameter_block->UpperBoundForParameter(j); if (lower_bound > -std::numeric_limits::max() || upper_bound < std::numeric_limits::max()) { return true; } } } return false; } bool Program::IsFeasible(std::string* message) const { CHECK(message != nullptr); for (auto* parameter_block : parameter_blocks_) { const double* parameters = parameter_block->user_state(); const int size = parameter_block->Size(); if (parameter_block->IsConstant()) { // Constant parameter blocks must start in the feasible region // to ultimately produce a feasible solution, since Ceres cannot // change them. for (int j = 0; j < size; ++j) { const double lower_bound = parameter_block->LowerBoundForParameter(j); const double upper_bound = parameter_block->UpperBoundForParameter(j); if (parameters[j] < lower_bound || parameters[j] > upper_bound) { *message = StringPrintf( "ParameterBlock: %p with size %d has at least one infeasible " "value." "\nFirst infeasible value is at index: %d." "\nLower bound: %e, value: %e, upper bound: %e" "\nParameter block values: ", parameters, size, j, lower_bound, parameters[j], upper_bound); AppendArrayToString(size, parameters, message); return false; } } } else { // Variable parameter blocks must have non-empty feasible // regions, otherwise there is no way to produce a feasible // solution. for (int j = 0; j < size; ++j) { const double lower_bound = parameter_block->LowerBoundForParameter(j); const double upper_bound = parameter_block->UpperBoundForParameter(j); if (lower_bound >= upper_bound) { *message = StringPrintf( "ParameterBlock: %p with size %d has at least one infeasible " "bound." "\nFirst infeasible bound is at index: %d." "\nLower bound: %e, upper bound: %e" "\nParameter block values: ", parameters, size, j, lower_bound, upper_bound); AppendArrayToString(size, parameters, message); return false; } } } } return true; } std::unique_ptr Program::CreateReducedProgram( std::vector* removed_parameter_blocks, double* fixed_cost, std::string* error) const { CHECK(removed_parameter_blocks != nullptr); CHECK(fixed_cost != nullptr); CHECK(error != nullptr); std::unique_ptr reduced_program = std::make_unique(*this); if (!reduced_program->RemoveFixedBlocks( removed_parameter_blocks, fixed_cost, error)) { return nullptr; } reduced_program->SetParameterOffsetsAndIndex(); return reduced_program; } bool Program::RemoveFixedBlocks(std::vector* removed_parameter_blocks, double* fixed_cost, std::string* error) { CHECK(removed_parameter_blocks != nullptr); CHECK(fixed_cost != nullptr); CHECK(error != nullptr); std::unique_ptr residual_block_evaluate_scratch; residual_block_evaluate_scratch = std::make_unique(MaxScratchDoublesNeededForEvaluate()); *fixed_cost = 0.0; bool need_to_call_prepare_for_evaluation = evaluation_callback_ != nullptr; // Mark all the parameters as unused. Abuse the index member of the // parameter blocks for the marking. for (auto* parameter_block : parameter_blocks_) { parameter_block->set_index(-1); } // Filter out residual that have all-constant parameters, and mark // all the parameter blocks that appear in residuals. int num_active_residual_blocks = 0; for (int i = 0; i < residual_blocks_.size(); ++i) { ResidualBlock* residual_block = residual_blocks_[i]; int num_parameter_blocks = residual_block->NumParameterBlocks(); // Determine if the residual block is fixed, and also mark varying // parameters that appear in the residual block. bool all_constant = true; for (int k = 0; k < num_parameter_blocks; k++) { ParameterBlock* parameter_block = residual_block->parameter_blocks()[k]; if (!parameter_block->IsConstant()) { all_constant = false; parameter_block->set_index(1); } } if (!all_constant) { residual_blocks_[num_active_residual_blocks++] = residual_block; continue; } // This is an exceedingly rare case, where the user has residual // blocks which are effectively constant but they are also // performance sensitive enough to add an EvaluationCallback. // // In this case before we evaluate the cost of the constant // residual blocks, we must call // EvaluationCallback::PrepareForEvaluation(). Because this call // can be costly, we only call this if we actually encounter a // residual block with all constant parameter blocks. // // It is worth nothing that there is a minor inefficiency here, // that the iteration 0 of TrustRegionMinimizer will also cause // PrepareForEvaluation to be called on the same point, but with // evaluate_jacobians = true. We could try and optimize this here, // but given the rarity of this case, the additional complexity // and long range dependency is not worth it. if (need_to_call_prepare_for_evaluation) { constexpr bool kNewPoint = true; constexpr bool kDoNotEvaluateJacobians = false; evaluation_callback_->PrepareForEvaluation(kDoNotEvaluateJacobians, kNewPoint); need_to_call_prepare_for_evaluation = false; } // The residual is constant and will be removed, so its cost is // added to the variable fixed_cost. double cost = 0.0; if (!residual_block->Evaluate(true, &cost, nullptr, nullptr, residual_block_evaluate_scratch.get())) { *error = StringPrintf( "Evaluation of the residual %d failed during " "removal of fixed residual blocks.", i); return false; } *fixed_cost += cost; } residual_blocks_.resize(num_active_residual_blocks); // Filter out unused or fixed parameter blocks. int num_active_parameter_blocks = 0; removed_parameter_blocks->clear(); for (auto* parameter_block : parameter_blocks_) { if (parameter_block->index() == -1) { removed_parameter_blocks->push_back( parameter_block->mutable_user_state()); } else { parameter_blocks_[num_active_parameter_blocks++] = parameter_block; } } parameter_blocks_.resize(num_active_parameter_blocks); if (!(((NumResidualBlocks() == 0) && (NumParameterBlocks() == 0)) || ((NumResidualBlocks() != 0) && (NumParameterBlocks() != 0)))) { *error = "Congratulations, you found a bug in Ceres. Please report it."; return false; } return true; } bool Program::IsParameterBlockSetIndependent( const std::set& independent_set) const { // Loop over each residual block and ensure that no two parameter // blocks in the same residual block are part of // parameter_block_ptrs as that would violate the assumption that it // is an independent set in the Hessian matrix. for (const ResidualBlock* residual_block : residual_blocks_) { ParameterBlock* const* parameter_blocks = residual_block->parameter_blocks(); const int num_parameter_blocks = residual_block->NumParameterBlocks(); int count = 0; for (int i = 0; i < num_parameter_blocks; ++i) { count += independent_set.count(parameter_blocks[i]->mutable_user_state()); } if (count > 1) { return false; } } return true; } std::unique_ptr Program::CreateJacobianBlockSparsityTranspose(int start_residual_block) const { // Matrix to store the block sparsity structure of the Jacobian. const int num_rows = NumParameterBlocks(); const int num_cols = NumResidualBlocks() - start_residual_block; std::unique_ptr tsm( new TripletSparseMatrix(num_rows, num_cols, 10 * num_cols)); int num_nonzeros = 0; int* rows = tsm->mutable_rows(); int* cols = tsm->mutable_cols(); double* values = tsm->mutable_values(); for (int c = start_residual_block; c < residual_blocks_.size(); ++c) { const ResidualBlock* residual_block = residual_blocks_[c]; const int num_parameter_blocks = residual_block->NumParameterBlocks(); ParameterBlock* const* parameter_blocks = residual_block->parameter_blocks(); for (int j = 0; j < num_parameter_blocks; ++j) { if (parameter_blocks[j]->IsConstant()) { continue; } // Re-size the matrix if needed. if (num_nonzeros >= tsm->max_num_nonzeros()) { tsm->set_num_nonzeros(num_nonzeros); tsm->Reserve(2 * num_nonzeros); rows = tsm->mutable_rows(); cols = tsm->mutable_cols(); values = tsm->mutable_values(); } const int r = parameter_blocks[j]->index(); rows[num_nonzeros] = r; cols[num_nonzeros] = c - start_residual_block; values[num_nonzeros] = 1.0; ++num_nonzeros; } } tsm->set_num_nonzeros(num_nonzeros); return tsm; } int Program::NumResidualBlocks() const { return residual_blocks_.size(); } int Program::NumParameterBlocks() const { return parameter_blocks_.size(); } int Program::NumResiduals() const { int num_residuals = 0; for (auto* residual_block : residual_blocks_) { num_residuals += residual_block->NumResiduals(); } return num_residuals; } int Program::NumParameters() const { int num_parameters = 0; for (auto* parameter_block : parameter_blocks_) { num_parameters += parameter_block->Size(); } return num_parameters; } int Program::NumEffectiveParameters() const { int num_parameters = 0; for (auto* parameter_block : parameter_blocks_) { num_parameters += parameter_block->TangentSize(); } return num_parameters; } // TODO(sameeragarwal): The following methods should just be updated // incrementally and the values cached, rather than the linear // complexity we have right now on every call. int Program::MaxScratchDoublesNeededForEvaluate() const { // Compute the scratch space needed for evaluate. int max_scratch_bytes_for_evaluate = 0; for (auto* residual_block : residual_blocks_) { max_scratch_bytes_for_evaluate = std::max(max_scratch_bytes_for_evaluate, residual_block->NumScratchDoublesForEvaluate()); } return max_scratch_bytes_for_evaluate; } int Program::MaxDerivativesPerResidualBlock() const { int max_derivatives = 0; for (auto* residual_block : residual_blocks_) { int derivatives = 0; int num_parameters = residual_block->NumParameterBlocks(); for (int j = 0; j < num_parameters; ++j) { derivatives += residual_block->NumResiduals() * residual_block->parameter_blocks()[j]->TangentSize(); } max_derivatives = std::max(max_derivatives, derivatives); } return max_derivatives; } int Program::MaxParametersPerResidualBlock() const { int max_parameters = 0; for (auto* residual_block : residual_blocks_) { max_parameters = std::max(max_parameters, residual_block->NumParameterBlocks()); } return max_parameters; } int Program::MaxResidualsPerResidualBlock() const { int max_residuals = 0; for (auto* residual_block : residual_blocks_) { max_residuals = std::max(max_residuals, residual_block->NumResiduals()); } return max_residuals; } std::string Program::ToString() const { std::string ret = "Program dump\n"; ret += StringPrintf("Number of parameter blocks: %d\n", NumParameterBlocks()); ret += StringPrintf("Number of parameters: %d\n", NumParameters()); ret += "Parameters:\n"; for (int i = 0; i < parameter_blocks_.size(); ++i) { ret += StringPrintf("%d: %s\n", i, parameter_blocks_[i]->ToString().c_str()); } return ret; } } // namespace internal } // namespace ceres