diff options
Diffstat (limited to 'include/ceres/problem.h')
-rw-r--r-- | include/ceres/problem.h | 159 |
1 files changed, 153 insertions, 6 deletions
diff --git a/include/ceres/problem.h b/include/ceres/problem.h index 201cc7f..663616d 100644 --- a/include/ceres/problem.h +++ b/include/ceres/problem.h @@ -39,11 +39,12 @@ #include <set> #include <vector> -#include <glog/logging.h> #include "ceres/internal/macros.h" #include "ceres/internal/port.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/types.h" +#include "glog/logging.h" + namespace ceres { @@ -51,6 +52,7 @@ class CostFunction; class LossFunction; class LocalParameterization; class Solver; +struct CRSMatrix; namespace internal { class Preprocessor; @@ -59,10 +61,9 @@ class ParameterBlock; class ResidualBlock; } // namespace internal -// A ResidualBlockId is a handle clients can use to delete residual -// blocks after creating them. They are opaque for any purposes other -// than that. -typedef const internal::ResidualBlock* ResidualBlockId; +// A ResidualBlockId is an opaque handle clients can use to remove residual +// blocks from a Problem after adding them. +typedef internal::ResidualBlock* ResidualBlockId; // A class to represent non-linear least squares problems. Such // problems have a cost function that is a sum of error terms (known @@ -122,7 +123,9 @@ class Problem { Options() : cost_function_ownership(TAKE_OWNERSHIP), loss_function_ownership(TAKE_OWNERSHIP), - local_parameterization_ownership(TAKE_OWNERSHIP) {} + local_parameterization_ownership(TAKE_OWNERSHIP), + enable_fast_parameter_block_removal(false), + disable_all_safety_checks(false) {} // These flags control whether the Problem object owns the cost // functions, loss functions, and parameterizations passed into @@ -134,6 +137,29 @@ class Problem { Ownership cost_function_ownership; Ownership loss_function_ownership; Ownership local_parameterization_ownership; + + // If true, trades memory for a faster RemoveParameterBlock() operation. + // + // RemoveParameterBlock() takes time proportional to the size of the entire + // Problem. If you only remove parameter blocks from the Problem + // occassionaly, this may be acceptable. However, if you are modifying the + // Problem frequently, and have memory to spare, then flip this switch to + // make RemoveParameterBlock() take time proportional to the number of + // residual blocks that depend on it. The increase in memory usage is an + // additonal hash set per parameter block containing all the residuals that + // depend on the parameter block. + bool enable_fast_parameter_block_removal; + + // By default, Ceres performs a variety of safety checks when constructing + // the problem. There is a small but measurable performance penalty to + // these checks, typically around 5% of construction time. If you are sure + // your problem construction is correct, and 5% of the problem construction + // time is truly an overhead you want to avoid, then you can set + // disable_all_safety_checks to true. + // + // WARNING: Do not set this to true, unless you are absolutely sure of what + // you are doing. + bool disable_all_safety_checks; }; // The default constructor is equivalent to the @@ -244,6 +270,33 @@ class Problem { int size, LocalParameterization* local_parameterization); + // Remove a parameter block from the problem. The parameterization of the + // parameter block, if it exists, will persist until the deletion of the + // problem (similar to cost/loss functions in residual block removal). Any + // residual blocks that depend on the parameter are also removed, as + // described above in RemoveResidualBlock(). + // + // If Problem::Options::enable_fast_parameter_block_removal is true, then the + // removal is fast (almost constant time). Otherwise, removing a parameter + // block will incur a scan of the entire Problem object. + // + // WARNING: Removing a residual or parameter block will destroy the implicit + // ordering, rendering the jacobian or residuals returned from the solver + // uninterpretable. If you depend on the evaluated jacobian, do not use + // remove! This may change in a future release. + void RemoveParameterBlock(double* values); + + // Remove a residual block from the problem. Any parameters that the residual + // block depends on are not removed. The cost and loss functions for the + // residual block will not get deleted immediately; won't happen until the + // problem itself is deleted. + // + // WARNING: Removing a residual or parameter block will destroy the implicit + // ordering, rendering the jacobian or residuals returned from the solver + // uninterpretable. If you depend on the evaluated jacobian, do not use + // remove! This may change in a future release. + void RemoveResidualBlock(ResidualBlockId residual_block); + // Hold the indicated parameter block constant during optimization. void SetParameterBlockConstant(double* values); @@ -275,8 +328,102 @@ class Problem { // sizes of all of the residual blocks. int NumResiduals() const; + // The size of the parameter block. + int ParameterBlockSize(const double* values) const; + + // The size of local parameterization for the parameter block. If + // there is no local parameterization associated with this parameter + // block, then ParameterBlockLocalSize = ParameterBlockSize. + int ParameterBlockLocalSize(const double* values) const; + + // Fills the passed parameter_blocks vector with pointers to the + // parameter blocks currently in the problem. After this call, + // parameter_block.size() == NumParameterBlocks. + void GetParameterBlocks(vector<double*>* parameter_blocks) const; + + // Options struct to control Problem::Evaluate. + struct EvaluateOptions { + EvaluateOptions() + : apply_loss_function(true), + num_threads(1) { + } + + // The set of parameter blocks for which evaluation should be + // performed. This vector determines the order that parameter + // blocks occur in the gradient vector and in the columns of the + // jacobian matrix. If parameter_blocks is empty, then it is + // assumed to be equal to vector containing ALL the parameter + // blocks. Generally speaking the parameter blocks will occur in + // the order in which they were added to the problem. But, this + // may change if the user removes any parameter blocks from the + // problem. + // + // NOTE: This vector should contain the same pointers as the ones + // used to add parameter blocks to the Problem. These parameter + // block should NOT point to new memory locations. Bad things will + // happen otherwise. + vector<double*> parameter_blocks; + + // The set of residual blocks to evaluate. This vector determines + // the order in which the residuals occur, and how the rows of the + // jacobian are ordered. If residual_blocks is empty, then it is + // assumed to be equal to the vector containing all the residual + // blocks. If this vector is empty, then it is assumed to be equal + // to a vector containing ALL the residual blocks. Generally + // speaking the residual blocks will occur in the order in which + // they were added to the problem. But, this may change if the + // user removes any residual blocks from the problem. + vector<ResidualBlockId> residual_blocks; + + // Even though the residual blocks in the problem may contain loss + // functions, setting apply_loss_function to false will turn off + // the application of the loss function to the output of the cost + // function. This is of use for example if the user wishes to + // analyse the solution quality by studying the distribution of + // residuals before and after the solve. + bool apply_loss_function; + + int num_threads; + }; + + // Evaluate Problem. Any of the output pointers can be NULL. Which + // residual blocks and parameter blocks are used is controlled by + // the EvaluateOptions struct above. + // + // Note 1: The evaluation will use the values stored in the memory + // locations pointed to by the parameter block pointers used at the + // time of the construction of the problem. i.e., + // + // Problem problem; + // double x = 1; + // problem.AddResidualBlock(new MyCostFunction, NULL, &x); + // + // double cost = 0.0; + // problem.Evaluate(Problem::EvaluateOptions(), &cost, NULL, NULL, NULL); + // + // The cost is evaluated at x = 1. If you wish to evaluate the + // problem at x = 2, then + // + // x = 2; + // problem.Evaluate(Problem::EvaluateOptions(), &cost, NULL, NULL, NULL); + // + // is the way to do so. + // + // Note 2: If no local parameterizations are used, then the size of + // the gradient vector (and the number of columns in the jacobian) + // is the sum of the sizes of all the parameter blocks. If a + // parameter block has a local parameterization, then it contributes + // "LocalSize" entries to the gradient vector (and the number of + // columns in the jacobian). + bool Evaluate(const EvaluateOptions& options, + double* cost, + vector<double>* residuals, + vector<double>* gradient, + CRSMatrix* jacobian); + private: friend class Solver; + friend class Covariance; internal::scoped_ptr<internal::ProblemImpl> problem_impl_; CERES_DISALLOW_COPY_AND_ASSIGN(Problem); }; |