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Diffstat (limited to 'internal/ceres/block_jacobian_writer.h')
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diff --git a/internal/ceres/block_jacobian_writer.h b/internal/ceres/block_jacobian_writer.h new file mode 100644 index 0000000..140c721 --- /dev/null +++ b/internal/ceres/block_jacobian_writer.h @@ -0,0 +1,127 @@ +// 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) +// +// A jacobian writer that writes to block sparse matrices. The "writer" name is +// misleading, since the Write() operation on the block jacobian writer does not +// write anything. Instead, the Prepare() method on the BlockEvaluatePreparers +// makes a jacobians array which has direct pointers into the block sparse +// jacobian. When the cost function is evaluated, the jacobian blocks get placed +// directly in their final location. + +#ifndef CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_ +#define CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_ + +#include <vector> +#include "ceres/evaluator.h" +#include "ceres/internal/port.h" + +namespace ceres { +namespace internal { + +class BlockEvaluatePreparer; +class Program; +class SparseMatrix; + +class BlockJacobianWriter { + public: + BlockJacobianWriter(const Evaluator::Options& options, + Program* program); + + // JacobianWriter interface. + + // Create evaluate prepareres that point directly into the final jacobian. + // This makes the final Write() a nop. + BlockEvaluatePreparer* CreateEvaluatePreparers(int num_threads); + + SparseMatrix* CreateJacobian() const; + + void Write(int /* residual_id */, + int /* residual_offset */, + double** /* jacobians */, + SparseMatrix* /* jacobian */) { + // This is a noop since the blocks were written directly into their final + // position by the outside evaluate call, thanks to the jacobians array + // prepared by the BlockEvaluatePreparers. + } + + private: + Program* program_; + + // Stores the position of each residual / parameter jacobian. + // + // The block sparse matrix that this writer writes to is stored as a set of + // contiguos dense blocks, one after each other; see BlockSparseMatrix. The + // "double* values_" member of the block sparse matrix contains all of these + // blocks. Given a pointer to the first element of a block and the size of + // that block, it's possible to write to it. + // + // In the case of a block sparse jacobian, the jacobian writer needs a way to + // find the offset in the values_ array of each residual/parameter jacobian + // block. + // + // That is the purpose of jacobian_layout_. + // + // In particular, jacobian_layout_[i][j] is the offset in the values_ array of + // the derivative of residual block i with respect to the parameter block at + // active argument position j. + // + // The active qualifier means that non-active parameters do not count. Care + // must be taken when indexing into jacobian_layout_ to account for this. + // Consider a single residual example: + // + // r(x, y, z) + // + // with r in R^3, x in R^4, y in R^2, and z in R^5. + // Take y as a constant (non-active) parameter. + // Take r as residual number 0. + // + // In this case, the active arguments are only (x, z), so the active argument + // position for x is 0, and the active argument position for z is 1. This is + // similar to thinking of r as taking only 2 parameters: + // + // r(x, z) + // + // There are only 2 jacobian blocks: dr/dx and dr/dz. jacobian_layout_ would + // have the following contents: + // + // jacobian_layout_[0] = { 0, 12 } + // + // which indicates that dr/dx is located at values_[0], and dr/dz is at + // values_[12]. See BlockEvaluatePreparer::Prepare()'s comments about 'j'. + vector<int*> jacobian_layout_; + + // The pointers in jacobian_layout_ point directly into this vector. + vector<int> jacobian_layout_storage_; +}; + +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_ |