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// 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/block_jacobian_writer.h"
#include "ceres/block_evaluate_preparer.h"
#include "ceres/block_sparse_matrix.h"
#include "ceres/internal/eigen.h"
#include "ceres/internal/port.h"
#include "ceres/parameter_block.h"
#include "ceres/program.h"
#include "ceres/residual_block.h"
namespace ceres {
namespace internal {
using std::vector;
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(jacobian != nullptr);
return jacobian;
}
} // namespace internal
} // namespace ceres
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