// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2010, 2011, 2012, 2013 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_PARAMETER_BLOCK_H_ #define CERES_INTERNAL_PARAMETER_BLOCK_H_ #include #include #include #include #include "ceres/array_utils.h" #include "ceres/collections_port.h" #include "ceres/integral_types.h" #include "ceres/internal/eigen.h" #include "ceres/internal/port.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/local_parameterization.h" #include "ceres/stringprintf.h" #include "glog/logging.h" namespace ceres { namespace internal { class ProblemImpl; class ResidualBlock; // The parameter block encodes the location of the user's original value, and // also the "current state" of the parameter. The evaluator uses whatever is in // the current state of the parameter when evaluating. This is inlined since the // methods are performance sensitive. // // The class is not thread-safe, unless only const methods are called. The // parameter block may also hold a pointer to a local parameterization; the // parameter block does not take ownership of this pointer, so the user is // responsible for the proper disposal of the local parameterization. class ParameterBlock { public: // TODO(keir): Decide what data structure is best here. Should this be a set? // Probably not, because sets are memory inefficient. However, if it's a // vector, you can get into pathological linear performance when removing a // residual block from a problem where all the residual blocks depend on one // parameter; for example, shared focal length in a bundle adjustment // problem. It might be worth making a custom structure that is just an array // when it is small, but transitions to a hash set when it has more elements. // // For now, use a hash set. typedef HashSet ResidualBlockSet; // Create a parameter block with the user state, size, and index specified. // The size is the size of the parameter block and the index is the position // of the parameter block inside a Program (if any). ParameterBlock(double* user_state, int size, int index) { Init(user_state, size, index, NULL); } ParameterBlock(double* user_state, int size, int index, LocalParameterization* local_parameterization) { Init(user_state, size, index, local_parameterization); } // The size of the parameter block. int Size() const { return size_; } // Manipulate the parameter state. bool SetState(const double* x) { CHECK(x != NULL) << "Tried to set the state of constant parameter " << "with user location " << user_state_; CHECK(!is_constant_) << "Tried to set the state of constant parameter " << "with user location " << user_state_; state_ = x; return UpdateLocalParameterizationJacobian(); } // Copy the current parameter state out to x. This is "GetState()" rather than // simply "state()" since it is actively copying the data into the passed // pointer. void GetState(double *x) const { if (x != state_) { memcpy(x, state_, sizeof(*state_) * size_); } } // Direct pointers to the current state. const double* state() const { return state_; } const double* user_state() const { return user_state_; } double* mutable_user_state() { return user_state_; } LocalParameterization* local_parameterization() const { return local_parameterization_; } LocalParameterization* mutable_local_parameterization() { return local_parameterization_; } // Set this parameter block to vary or not. void SetConstant() { is_constant_ = true; } void SetVarying() { is_constant_ = false; } bool IsConstant() const { return is_constant_; } // This parameter block's index in an array. int index() const { return index_; } void set_index(int index) { index_ = index; } // This parameter offset inside a larger state vector. int state_offset() const { return state_offset_; } void set_state_offset(int state_offset) { state_offset_ = state_offset; } // This parameter offset inside a larger delta vector. int delta_offset() const { return delta_offset_; } void set_delta_offset(int delta_offset) { delta_offset_ = delta_offset; } // Methods relating to the parameter block's parameterization. // The local to global jacobian. Returns NULL if there is no local // parameterization for this parameter block. The returned matrix is row-major // and has Size() rows and LocalSize() columns. const double* LocalParameterizationJacobian() const { return local_parameterization_jacobian_.get(); } int LocalSize() const { return (local_parameterization_ == NULL) ? size_ : local_parameterization_->LocalSize(); } // Set the parameterization. The parameterization can be set exactly once; // multiple calls to set the parameterization to different values will crash. // It is an error to pass NULL for the parameterization. The parameter block // does not take ownership of the parameterization. void SetParameterization(LocalParameterization* new_parameterization) { CHECK(new_parameterization != NULL) << "NULL parameterization invalid."; CHECK(new_parameterization->GlobalSize() == size_) << "Invalid parameterization for parameter block. The parameter block " << "has size " << size_ << " while the parameterization has a global " << "size of " << new_parameterization->GlobalSize() << ". Did you " << "accidentally use the wrong parameter block or parameterization?"; if (new_parameterization != local_parameterization_) { CHECK(local_parameterization_ == NULL) << "Can't re-set the local parameterization; it leads to " << "ambiguous ownership."; local_parameterization_ = new_parameterization; local_parameterization_jacobian_.reset( new double[local_parameterization_->GlobalSize() * local_parameterization_->LocalSize()]); CHECK(UpdateLocalParameterizationJacobian()) << "Local parameterization Jacobian computation failed for x: " << ConstVectorRef(state_, Size()).transpose(); } else { // Ignore the case that the parameterizations match. } } void SetUpperBound(int index, double upper_bound) { CHECK_LT(index, size_); if (upper_bounds_.get() == NULL) { upper_bounds_.reset(new double[size_]); std::fill(upper_bounds_.get(), upper_bounds_.get() + size_, std::numeric_limits::max()); } upper_bounds_[index] = upper_bound; }; void SetLowerBound(int index, double lower_bound) { CHECK_LT(index, size_); if (lower_bounds_.get() == NULL) { lower_bounds_.reset(new double[size_]); std::fill(lower_bounds_.get(), lower_bounds_.get() + size_, -std::numeric_limits::max()); } lower_bounds_[index] = lower_bound; } // Generalization of the addition operation. This is the same as // LocalParameterization::Plus() followed by projection onto the // hyper cube implied by the bounds constraints. bool Plus(const double *x, const double* delta, double* x_plus_delta) { if (local_parameterization_ != NULL) { if (!local_parameterization_->Plus(x, delta, x_plus_delta)) { return false; } } else { VectorRef(x_plus_delta, size_) = ConstVectorRef(x, size_) + ConstVectorRef(delta, size_); } // Project onto the box constraints. if (lower_bounds_.get() != NULL) { for (int i = 0; i < size_; ++i) { x_plus_delta[i] = std::max(x_plus_delta[i], lower_bounds_[i]); } } if (upper_bounds_.get() != NULL) { for (int i = 0; i < size_; ++i) { x_plus_delta[i] = std::min(x_plus_delta[i], upper_bounds_[i]); } } return true; } string ToString() const { return StringPrintf("{ user_state=%p, state=%p, size=%d, " "constant=%d, index=%d, state_offset=%d, " "delta_offset=%d }", user_state_, state_, size_, is_constant_, index_, state_offset_, delta_offset_); } void EnableResidualBlockDependencies() { CHECK(residual_blocks_.get() == NULL) << "Ceres bug: There is already a residual block collection " << "for parameter block: " << ToString(); residual_blocks_.reset(new ResidualBlockSet); } void AddResidualBlock(ResidualBlock* residual_block) { CHECK(residual_blocks_.get() != NULL) << "Ceres bug: The residual block collection is null for parameter " << "block: " << ToString(); residual_blocks_->insert(residual_block); } void RemoveResidualBlock(ResidualBlock* residual_block) { CHECK(residual_blocks_.get() != NULL) << "Ceres bug: The residual block collection is null for parameter " << "block: " << ToString(); CHECK(residual_blocks_->find(residual_block) != residual_blocks_->end()) << "Ceres bug: Missing residual for parameter block: " << ToString(); residual_blocks_->erase(residual_block); } // This is only intended for iterating; perhaps this should only expose // .begin() and .end(). ResidualBlockSet* mutable_residual_blocks() { return residual_blocks_.get(); } double LowerBoundForParameter(int index) const { if (lower_bounds_.get() == NULL) { return -std::numeric_limits::max(); } else { return lower_bounds_[index]; } } double UpperBoundForParameter(int index) const { if (upper_bounds_.get() == NULL) { return std::numeric_limits::max(); } else { return upper_bounds_[index]; } } private: void Init(double* user_state, int size, int index, LocalParameterization* local_parameterization) { user_state_ = user_state; size_ = size; index_ = index; is_constant_ = false; state_ = user_state_; local_parameterization_ = NULL; if (local_parameterization != NULL) { SetParameterization(local_parameterization); } state_offset_ = -1; delta_offset_ = -1; } bool UpdateLocalParameterizationJacobian() { if (local_parameterization_ == NULL) { return true; } // Update the local to global Jacobian. In some cases this is // wasted effort; if this is a bottleneck, we will find a solution // at that time. const int jacobian_size = Size() * LocalSize(); InvalidateArray(jacobian_size, local_parameterization_jacobian_.get()); if (!local_parameterization_->ComputeJacobian( state_, local_parameterization_jacobian_.get())) { LOG(WARNING) << "Local parameterization Jacobian computation failed" "for x: " << ConstVectorRef(state_, Size()).transpose(); return false; } if (!IsArrayValid(jacobian_size, local_parameterization_jacobian_.get())) { LOG(WARNING) << "Local parameterization Jacobian computation returned" << "an invalid matrix for x: " << ConstVectorRef(state_, Size()).transpose() << "\n Jacobian matrix : " << ConstMatrixRef(local_parameterization_jacobian_.get(), Size(), LocalSize()); return false; } return true; } double* user_state_; int size_; bool is_constant_; LocalParameterization* local_parameterization_; // The "state" of the parameter. These fields are only needed while the // solver is running. While at first glance using mutable is a bad idea, this // ends up simplifying the internals of Ceres enough to justify the potential // pitfalls of using "mutable." mutable const double* state_; mutable scoped_array local_parameterization_jacobian_; // The index of the parameter. This is used by various other parts of Ceres to // permit switching from a ParameterBlock* to an index in another array. int32 index_; // The offset of this parameter block inside a larger state vector. int32 state_offset_; // The offset of this parameter block inside a larger delta vector. int32 delta_offset_; // If non-null, contains the residual blocks this parameter block is in. scoped_ptr residual_blocks_; // Upper and lower bounds for the parameter block. SetUpperBound // and SetLowerBound lazily initialize the upper_bounds_ and // lower_bounds_ arrays. If they are never called, then memory for // these arrays is never allocated. Thus for problems where there // are no bounds, or only one sided bounds we do not pay the cost of // allocating memory for the inactive bounds constraints. // // Upon initialization these arrays are initialized to // std::numeric_limits::max() and // -std::numeric_limits::max() respectively which correspond // to the parameter block being unconstrained. scoped_array upper_bounds_; scoped_array lower_bounds_; // Necessary so ProblemImpl can clean up the parameterizations. friend class ProblemImpl; }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_PARAMETER_BLOCK_H_