// 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) #ifndef CERES_INTERNAL_SOLVER_IMPL_H_ #define CERES_INTERNAL_SOLVER_IMPL_H_ #include #include #include #include "ceres/internal/port.h" #include "ceres/ordered_groups.h" #include "ceres/problem_impl.h" #include "ceres/solver.h" namespace ceres { namespace internal { class CoordinateDescentMinimizer; class Evaluator; class LinearSolver; class Program; class TripletSparseMatrix; class SolverImpl { public: // Mirrors the interface in solver.h, but exposes implementation // details for testing internally. static void Solve(const Solver::Options& options, ProblemImpl* problem_impl, Solver::Summary* summary); static void TrustRegionSolve(const Solver::Options& options, ProblemImpl* problem_impl, Solver::Summary* summary); // Run the TrustRegionMinimizer for the given evaluator and configuration. static void TrustRegionMinimize( const Solver::Options &options, Program* program, CoordinateDescentMinimizer* inner_iteration_minimizer, Evaluator* evaluator, LinearSolver* linear_solver, double* parameters, Solver::Summary* summary); #ifndef CERES_NO_LINE_SEARCH_MINIMIZER static void LineSearchSolve(const Solver::Options& options, ProblemImpl* problem_impl, Solver::Summary* summary); // Run the LineSearchMinimizer for the given evaluator and configuration. static void LineSearchMinimize(const Solver::Options &options, Program* program, Evaluator* evaluator, double* parameters, Solver::Summary* summary); #endif // CERES_NO_LINE_SEARCH_MINIMIZER // Create the transformed Program, which has all the fixed blocks // and residuals eliminated, and in the case of automatic schur // ordering, has the E blocks first in the resulting program, with // options.num_eliminate_blocks set appropriately. // // If fixed_cost is not NULL, the residual blocks that are removed // are evaluated and the sum of their cost is returned in fixed_cost. static Program* CreateReducedProgram(Solver::Options* options, ProblemImpl* problem_impl, double* fixed_cost, string* error); // Create the appropriate linear solver, taking into account any // config changes decided by CreateTransformedProgram(). The // selected linear solver, which may be different from what the user // selected; consider the case that the remaining elimininated // blocks is zero after removing fixed blocks. static LinearSolver* CreateLinearSolver(Solver::Options* options, string* error); // Reorder the residuals for program, if necessary, so that the // residuals involving e block (i.e., the first num_eliminate_block // parameter blocks) occur together. This is a necessary condition // for the Schur eliminator. static bool LexicographicallyOrderResidualBlocks( const int num_eliminate_blocks, Program* program, string* error); // Create the appropriate evaluator for the transformed program. static Evaluator* CreateEvaluator( const Solver::Options& options, const ProblemImpl::ParameterMap& parameter_map, Program* program, string* error); // Remove the fixed or unused parameter blocks and residuals // depending only on fixed parameters from the program. // // If either linear_solver_ordering or inner_iteration_ordering are // not NULL, the constant parameter blocks are removed from them // too. // // If fixed_cost is not NULL, the residual blocks that are removed // are evaluated and the sum of their cost is returned in // fixed_cost. // // If a failure is encountered, the function returns false with a // description of the failure in error. static bool RemoveFixedBlocksFromProgram( Program* program, ParameterBlockOrdering* linear_solver_ordering, ParameterBlockOrdering* inner_iteration_ordering, double* fixed_cost, string* error); static bool IsOrderingValid(const Solver::Options& options, const ProblemImpl* problem_impl, string* error); static bool IsParameterBlockSetIndependent( const set& parameter_block_ptrs, const vector& residual_blocks); static CoordinateDescentMinimizer* CreateInnerIterationMinimizer( const Solver::Options& options, const Program& program, const ProblemImpl::ParameterMap& parameter_map, Solver::Summary* summary); // If the linear solver is of Schur type, then replace it with the // closest equivalent linear solver. This is done when the user // requested a Schur type solver but the problem structure makes it // impossible to use one. // // If the linear solver is not of Schur type, the function is a // no-op. static void AlternateLinearSolverForSchurTypeLinearSolver( Solver::Options* options); // Create a TripletSparseMatrix which contains the zero-one // structure corresponding to the block sparsity of the transpose of // the Jacobian matrix. // // Caller owns the result. static TripletSparseMatrix* CreateJacobianBlockSparsityTranspose( const Program* program); // Reorder the parameter blocks in program using the ordering static bool ApplyUserOrdering( const ProblemImpl::ParameterMap& parameter_map, const ParameterBlockOrdering* parameter_block_ordering, Program* program, string* error); // Sparse cholesky factorization routines when doing the sparse // cholesky factorization of the Jacobian matrix, reorders its // columns to reduce the fill-in. Compute this permutation and // re-order the parameter blocks. // // If the parameter_block_ordering contains more than one // elimination group and support for constrained fill-reducing // ordering is available in the sparse linear algebra library // (SuiteSparse version >= 4.2.0) then the fill reducing // ordering will take it into account, otherwise it will be ignored. static bool ReorderProgramForSparseNormalCholesky( const SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type, const ParameterBlockOrdering* parameter_block_ordering, Program* program, string* error); // Schur type solvers require that all parameter blocks eliminated // by the Schur eliminator occur before others and the residuals be // sorted in lexicographic order of their parameter blocks. // // If the parameter_block_ordering only contains one elimination // group then a maximal independent set is computed and used as the // first elimination group, otherwise the user's ordering is used. // // If the linear solver type is SPARSE_SCHUR and support for // constrained fill-reducing ordering is available in the sparse // linear algebra library (SuiteSparse version >= 4.2.0) then // columns of the schur complement matrix are ordered to reduce the // fill-in the Cholesky factorization. // // Upon return, ordering contains the parameter block ordering that // was used to order the program. static bool ReorderProgramForSchurTypeLinearSolver( const LinearSolverType linear_solver_type, const SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type, const ProblemImpl::ParameterMap& parameter_map, ParameterBlockOrdering* parameter_block_ordering, Program* program, string* error); // array contains a list of (possibly repeating) non-negative // integers. Let us assume that we have constructed another array // `p` by sorting and uniqueing the entries of array. // CompactifyArray replaces each entry in "array" with its position // in `p`. static void CompactifyArray(vector* array); }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_SOLVER_IMPL_H_