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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2014 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: sameeragarwal@google.com (Sameer Agarwal)
+
+#include "ceres/reorder_program.h"
+
+#include <algorithm>
+#include <numeric>
+#include <vector>
+
+#include "ceres/cxsparse.h"
+#include "ceres/internal/port.h"
+#include "ceres/ordered_groups.h"
+#include "ceres/parameter_block.h"
+#include "ceres/parameter_block_ordering.h"
+#include "ceres/problem_impl.h"
+#include "ceres/program.h"
+#include "ceres/program.h"
+#include "ceres/residual_block.h"
+#include "ceres/solver.h"
+#include "ceres/suitesparse.h"
+#include "ceres/triplet_sparse_matrix.h"
+#include "ceres/types.h"
+#include "glog/logging.h"
+
+namespace ceres {
+namespace internal {
+namespace {
+
+// Find the minimum index of any parameter block to the given residual.
+// Parameter blocks that have indices greater than num_eliminate_blocks are
+// considered to have an index equal to num_eliminate_blocks.
+static int MinParameterBlock(const ResidualBlock* residual_block,
+ int num_eliminate_blocks) {
+ int min_parameter_block_position = num_eliminate_blocks;
+ for (int i = 0; i < residual_block->NumParameterBlocks(); ++i) {
+ ParameterBlock* parameter_block = residual_block->parameter_blocks()[i];
+ if (!parameter_block->IsConstant()) {
+ CHECK_NE(parameter_block->index(), -1)
+ << "Did you forget to call Program::SetParameterOffsetsAndIndex()? "
+ << "This is a Ceres bug; please contact the developers!";
+ min_parameter_block_position = std::min(parameter_block->index(),
+ min_parameter_block_position);
+ }
+ }
+ return min_parameter_block_position;
+}
+
+void OrderingForSparseNormalCholeskyUsingSuiteSparse(
+ const TripletSparseMatrix& tsm_block_jacobian_transpose,
+ const vector<ParameterBlock*>& parameter_blocks,
+ const ParameterBlockOrdering& parameter_block_ordering,
+ int* ordering) {
+#ifdef CERES_NO_SUITESPARSE
+ LOG(FATAL) << "Congratulations, you found a Ceres bug! "
+ << "Please report this error to the developers.";
+#else
+ SuiteSparse ss;
+ cholmod_sparse* block_jacobian_transpose =
+ ss.CreateSparseMatrix(
+ const_cast<TripletSparseMatrix*>(&tsm_block_jacobian_transpose));
+
+ // No CAMD or the user did not supply a useful ordering, then just
+ // use regular AMD.
+ if (parameter_block_ordering.NumGroups() <= 1 ||
+ !SuiteSparse::IsConstrainedApproximateMinimumDegreeOrderingAvailable()) {
+ ss.ApproximateMinimumDegreeOrdering(block_jacobian_transpose, &ordering[0]);
+ } else {
+ vector<int> constraints;
+ for (int i = 0; i < parameter_blocks.size(); ++i) {
+ constraints.push_back(
+ parameter_block_ordering.GroupId(
+ parameter_blocks[i]->mutable_user_state()));
+ }
+ ss.ConstrainedApproximateMinimumDegreeOrdering(block_jacobian_transpose,
+ &constraints[0],
+ ordering);
+ }
+
+ ss.Free(block_jacobian_transpose);
+#endif // CERES_NO_SUITESPARSE
+}
+
+void OrderingForSparseNormalCholeskyUsingCXSparse(
+ const TripletSparseMatrix& tsm_block_jacobian_transpose,
+ int* ordering) {
+#ifdef CERES_NO_CXSPARSE
+ LOG(FATAL) << "Congratulations, you found a Ceres bug! "
+ << "Please report this error to the developers.";
+#else // CERES_NO_CXSPARSE
+ // CXSparse works with J'J instead of J'. So compute the block
+ // sparsity for J'J and compute an approximate minimum degree
+ // ordering.
+ CXSparse cxsparse;
+ cs_di* block_jacobian_transpose;
+ block_jacobian_transpose =
+ cxsparse.CreateSparseMatrix(
+ const_cast<TripletSparseMatrix*>(&tsm_block_jacobian_transpose));
+ cs_di* block_jacobian = cxsparse.TransposeMatrix(block_jacobian_transpose);
+ cs_di* block_hessian =
+ cxsparse.MatrixMatrixMultiply(block_jacobian_transpose, block_jacobian);
+ cxsparse.Free(block_jacobian);
+ cxsparse.Free(block_jacobian_transpose);
+
+ cxsparse.ApproximateMinimumDegreeOrdering(block_hessian, ordering);
+ cxsparse.Free(block_hessian);
+#endif // CERES_NO_CXSPARSE
+}
+
+} // namespace
+
+bool ApplyOrdering(const ProblemImpl::ParameterMap& parameter_map,
+ const ParameterBlockOrdering& ordering,
+ Program* program,
+ string* error) {
+ const int num_parameter_blocks = program->NumParameterBlocks();
+ if (ordering.NumElements() != num_parameter_blocks) {
+ *error = StringPrintf("User specified ordering does not have the same "
+ "number of parameters as the problem. The problem"
+ "has %d blocks while the ordering has %d blocks.",
+ num_parameter_blocks,
+ ordering.NumElements());
+ return false;
+ }
+
+ vector<ParameterBlock*>* parameter_blocks =
+ program->mutable_parameter_blocks();
+ parameter_blocks->clear();
+
+ const map<int, set<double*> >& groups =
+ ordering.group_to_elements();
+
+ for (map<int, set<double*> >::const_iterator group_it = groups.begin();
+ group_it != groups.end();
+ ++group_it) {
+ const set<double*>& group = group_it->second;
+ for (set<double*>::const_iterator parameter_block_ptr_it = group.begin();
+ parameter_block_ptr_it != group.end();
+ ++parameter_block_ptr_it) {
+ ProblemImpl::ParameterMap::const_iterator parameter_block_it =
+ parameter_map.find(*parameter_block_ptr_it);
+ if (parameter_block_it == parameter_map.end()) {
+ *error = StringPrintf("User specified ordering contains a pointer "
+ "to a double that is not a parameter block in "
+ "the problem. The invalid double is in group: %d",
+ group_it->first);
+ return false;
+ }
+ parameter_blocks->push_back(parameter_block_it->second);
+ }
+ }
+ return true;
+}
+
+bool LexicographicallyOrderResidualBlocks(const int num_eliminate_blocks,
+ Program* program,
+ string* error) {
+ CHECK_GE(num_eliminate_blocks, 1)
+ << "Congratulations, you found a Ceres bug! Please report this error "
+ << "to the developers.";
+
+ // Create a histogram of the number of residuals for each E block. There is an
+ // extra bucket at the end to catch all non-eliminated F blocks.
+ vector<int> residual_blocks_per_e_block(num_eliminate_blocks + 1);
+ vector<ResidualBlock*>* residual_blocks = program->mutable_residual_blocks();
+ vector<int> min_position_per_residual(residual_blocks->size());
+ for (int i = 0; i < residual_blocks->size(); ++i) {
+ ResidualBlock* residual_block = (*residual_blocks)[i];
+ int position = MinParameterBlock(residual_block, num_eliminate_blocks);
+ min_position_per_residual[i] = position;
+ DCHECK_LE(position, num_eliminate_blocks);
+ residual_blocks_per_e_block[position]++;
+ }
+
+ // Run a cumulative sum on the histogram, to obtain offsets to the start of
+ // each histogram bucket (where each bucket is for the residuals for that
+ // E-block).
+ vector<int> offsets(num_eliminate_blocks + 1);
+ std::partial_sum(residual_blocks_per_e_block.begin(),
+ residual_blocks_per_e_block.end(),
+ offsets.begin());
+ CHECK_EQ(offsets.back(), residual_blocks->size())
+ << "Congratulations, you found a Ceres bug! Please report this error "
+ << "to the developers.";
+
+ CHECK(find(residual_blocks_per_e_block.begin(),
+ residual_blocks_per_e_block.end() - 1, 0) !=
+ residual_blocks_per_e_block.end())
+ << "Congratulations, you found a Ceres bug! Please report this error "
+ << "to the developers.";
+
+ // Fill in each bucket with the residual blocks for its corresponding E block.
+ // Each bucket is individually filled from the back of the bucket to the front
+ // of the bucket. The filling order among the buckets is dictated by the
+ // residual blocks. This loop uses the offsets as counters; subtracting one
+ // from each offset as a residual block is placed in the bucket. When the
+ // filling is finished, the offset pointerts should have shifted down one
+ // entry (this is verified below).
+ vector<ResidualBlock*> reordered_residual_blocks(
+ (*residual_blocks).size(), static_cast<ResidualBlock*>(NULL));
+ for (int i = 0; i < residual_blocks->size(); ++i) {
+ int bucket = min_position_per_residual[i];
+
+ // Decrement the cursor, which should now point at the next empty position.
+ offsets[bucket]--;
+
+ // Sanity.
+ CHECK(reordered_residual_blocks[offsets[bucket]] == NULL)
+ << "Congratulations, you found a Ceres bug! Please report this error "
+ << "to the developers.";
+
+ reordered_residual_blocks[offsets[bucket]] = (*residual_blocks)[i];
+ }
+
+ // Sanity check #1: The difference in bucket offsets should match the
+ // histogram sizes.
+ for (int i = 0; i < num_eliminate_blocks; ++i) {
+ CHECK_EQ(residual_blocks_per_e_block[i], offsets[i + 1] - offsets[i])
+ << "Congratulations, you found a Ceres bug! Please report this error "
+ << "to the developers.";
+ }
+ // Sanity check #2: No NULL's left behind.
+ for (int i = 0; i < reordered_residual_blocks.size(); ++i) {
+ CHECK(reordered_residual_blocks[i] != NULL)
+ << "Congratulations, you found a Ceres bug! Please report this error "
+ << "to the developers.";
+ }
+
+ // Now that the residuals are collected by E block, swap them in place.
+ swap(*program->mutable_residual_blocks(), reordered_residual_blocks);
+ return true;
+}
+
+void MaybeReorderSchurComplementColumnsUsingSuiteSparse(
+ const ParameterBlockOrdering& parameter_block_ordering,
+ Program* program) {
+ // Pre-order the columns corresponding to the schur complement if
+ // possible.
+#ifndef CERES_NO_SUITESPARSE
+ SuiteSparse ss;
+ if (!SuiteSparse::IsConstrainedApproximateMinimumDegreeOrderingAvailable()) {
+ return;
+ }
+
+ vector<int> constraints;
+ vector<ParameterBlock*>& parameter_blocks =
+ *(program->mutable_parameter_blocks());
+
+ for (int i = 0; i < parameter_blocks.size(); ++i) {
+ constraints.push_back(
+ parameter_block_ordering.GroupId(
+ parameter_blocks[i]->mutable_user_state()));
+ }
+
+ // Renumber the entries of constraints to be contiguous integers
+ // as camd requires that the group ids be in the range [0,
+ // parameter_blocks.size() - 1].
+ MapValuesToContiguousRange(constraints.size(), &constraints[0]);
+
+ // Set the offsets and index for CreateJacobianSparsityTranspose.
+ program->SetParameterOffsetsAndIndex();
+ // Compute a block sparse presentation of J'.
+ scoped_ptr<TripletSparseMatrix> tsm_block_jacobian_transpose(
+ program->CreateJacobianBlockSparsityTranspose());
+
+
+ cholmod_sparse* block_jacobian_transpose =
+ ss.CreateSparseMatrix(tsm_block_jacobian_transpose.get());
+
+ vector<int> ordering(parameter_blocks.size(), 0);
+ ss.ConstrainedApproximateMinimumDegreeOrdering(block_jacobian_transpose,
+ &constraints[0],
+ &ordering[0]);
+ ss.Free(block_jacobian_transpose);
+
+ const vector<ParameterBlock*> parameter_blocks_copy(parameter_blocks);
+ for (int i = 0; i < program->NumParameterBlocks(); ++i) {
+ parameter_blocks[i] = parameter_blocks_copy[ordering[i]];
+ }
+#endif
+}
+
+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) {
+ if (parameter_block_ordering->NumGroups() == 1) {
+ // If the user supplied an parameter_block_ordering with just one
+ // group, it is equivalent to the user supplying NULL as an
+ // parameter_block_ordering. Ceres is completely free to choose the
+ // parameter block ordering as it sees fit. For Schur type solvers,
+ // this means that the user wishes for Ceres to identify the
+ // e_blocks, which we do by computing a maximal independent set.
+ vector<ParameterBlock*> schur_ordering;
+ const int num_eliminate_blocks =
+ ComputeStableSchurOrdering(*program, &schur_ordering);
+
+ CHECK_EQ(schur_ordering.size(), program->NumParameterBlocks())
+ << "Congratulations, you found a Ceres bug! Please report this error "
+ << "to the developers.";
+
+ // Update the parameter_block_ordering object.
+ for (int i = 0; i < schur_ordering.size(); ++i) {
+ double* parameter_block = schur_ordering[i]->mutable_user_state();
+ const int group_id = (i < num_eliminate_blocks) ? 0 : 1;
+ parameter_block_ordering->AddElementToGroup(parameter_block, group_id);
+ }
+
+ // We could call ApplyOrdering but this is cheaper and
+ // simpler.
+ swap(*program->mutable_parameter_blocks(), schur_ordering);
+ } else {
+ // The user provided an ordering with more than one elimination
+ // group. Trust the user and apply the ordering.
+ if (!ApplyOrdering(parameter_map,
+ *parameter_block_ordering,
+ program,
+ error)) {
+ return false;
+ }
+ }
+
+ if (linear_solver_type == SPARSE_SCHUR &&
+ sparse_linear_algebra_library_type == SUITE_SPARSE) {
+ MaybeReorderSchurComplementColumnsUsingSuiteSparse(
+ *parameter_block_ordering,
+ program);
+ }
+
+ program->SetParameterOffsetsAndIndex();
+ // Schur type solvers also require that their residual blocks be
+ // lexicographically ordered.
+ const int num_eliminate_blocks =
+ parameter_block_ordering->group_to_elements().begin()->second.size();
+ if (!LexicographicallyOrderResidualBlocks(num_eliminate_blocks,
+ program,
+ error)) {
+ return false;
+ }
+
+ program->SetParameterOffsetsAndIndex();
+ return true;
+}
+
+bool ReorderProgramForSparseNormalCholesky(
+ const SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type,
+ const ParameterBlockOrdering& parameter_block_ordering,
+ Program* program,
+ string* error) {
+
+ if (sparse_linear_algebra_library_type != SUITE_SPARSE &&
+ sparse_linear_algebra_library_type != CX_SPARSE &&
+ sparse_linear_algebra_library_type != EIGEN_SPARSE) {
+ *error = "Unknown sparse linear algebra library.";
+ return false;
+ }
+
+ // For Eigen, there is nothing to do. This is because Eigen in its
+ // current stable version does not expose a method for doing
+ // symbolic analysis on pre-ordered matrices, so a block
+ // pre-ordering is a bit pointless.
+ //
+ // The dev version as recently as July 20, 2014 has support for
+ // pre-ordering. Once this becomes more widespread, or we add
+ // support for detecting Eigen versions, we can add support for this
+ // along the lines of CXSparse.
+ if (sparse_linear_algebra_library_type == EIGEN_SPARSE) {
+ program->SetParameterOffsetsAndIndex();
+ return true;
+ }
+
+ // Set the offsets and index for CreateJacobianSparsityTranspose.
+ program->SetParameterOffsetsAndIndex();
+ // Compute a block sparse presentation of J'.
+ scoped_ptr<TripletSparseMatrix> tsm_block_jacobian_transpose(
+ program->CreateJacobianBlockSparsityTranspose());
+
+ vector<int> ordering(program->NumParameterBlocks(), 0);
+ vector<ParameterBlock*>& parameter_blocks =
+ *(program->mutable_parameter_blocks());
+
+ if (sparse_linear_algebra_library_type == SUITE_SPARSE) {
+ OrderingForSparseNormalCholeskyUsingSuiteSparse(
+ *tsm_block_jacobian_transpose,
+ parameter_blocks,
+ parameter_block_ordering,
+ &ordering[0]);
+ } else if (sparse_linear_algebra_library_type == CX_SPARSE){
+ OrderingForSparseNormalCholeskyUsingCXSparse(
+ *tsm_block_jacobian_transpose,
+ &ordering[0]);
+ }
+
+ // Apply ordering.
+ const vector<ParameterBlock*> parameter_blocks_copy(parameter_blocks);
+ for (int i = 0; i < program->NumParameterBlocks(); ++i) {
+ parameter_blocks[i] = parameter_blocks_copy[ordering[i]];
+ }
+
+ program->SetParameterOffsetsAndIndex();
+ return true;
+}
+
+} // namespace internal
+} // namespace ceres