// 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: sameeragarwal@google.com (Sameer Agarwal) // keir@google.com (Keir Mierle) #include "ceres/problem_impl.h" #include #include #include #include #include #include #include #include "ceres/casts.h" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/cost_function.h" #include "ceres/crs_matrix.h" #include "ceres/evaluator.h" #include "ceres/loss_function.h" #include "ceres/map_util.h" #include "ceres/parameter_block.h" #include "ceres/program.h" #include "ceres/residual_block.h" #include "ceres/stl_util.h" #include "ceres/stringprintf.h" #include "glog/logging.h" namespace ceres { namespace internal { typedef map ParameterMap; namespace { internal::ParameterBlock* FindParameterBlockOrDie( const ParameterMap& parameter_map, double* parameter_block) { ParameterMap::const_iterator it = parameter_map.find(parameter_block); CHECK(it != parameter_map.end()) << "Parameter block not found: " << parameter_block; return it->second; } // Returns true if two regions of memory, a and b, with sizes size_a and size_b // respectively, overlap. bool RegionsAlias(const double* a, int size_a, const double* b, int size_b) { return (a < b) ? b < (a + size_a) : a < (b + size_b); } void CheckForNoAliasing(double* existing_block, int existing_block_size, double* new_block, int new_block_size) { CHECK(!RegionsAlias(existing_block, existing_block_size, new_block, new_block_size)) << "Aliasing detected between existing parameter block at memory " << "location " << existing_block << " and has size " << existing_block_size << " with new parameter " << "block that has memory address " << new_block << " and would have " << "size " << new_block_size << "."; } } // namespace ParameterBlock* ProblemImpl::InternalAddParameterBlock(double* values, int size) { CHECK(values != NULL) << "Null pointer passed to AddParameterBlock " << "for a parameter with size " << size; // Ignore the request if there is a block for the given pointer already. ParameterMap::iterator it = parameter_block_map_.find(values); if (it != parameter_block_map_.end()) { if (!options_.disable_all_safety_checks) { int existing_size = it->second->Size(); CHECK(size == existing_size) << "Tried adding a parameter block with the same double pointer, " << values << ", twice, but with different block sizes. Original " << "size was " << existing_size << " but new size is " << size; } return it->second; } if (!options_.disable_all_safety_checks) { // Before adding the parameter block, also check that it doesn't alias any // other parameter blocks. if (!parameter_block_map_.empty()) { ParameterMap::iterator lb = parameter_block_map_.lower_bound(values); // If lb is not the first block, check the previous block for aliasing. if (lb != parameter_block_map_.begin()) { ParameterMap::iterator previous = lb; --previous; CheckForNoAliasing(previous->first, previous->second->Size(), values, size); } // If lb is not off the end, check lb for aliasing. if (lb != parameter_block_map_.end()) { CheckForNoAliasing(lb->first, lb->second->Size(), values, size); } } } // Pass the index of the new parameter block as well to keep the index in // sync with the position of the parameter in the program's parameter vector. ParameterBlock* new_parameter_block = new ParameterBlock(values, size, program_->parameter_blocks_.size()); // For dynamic problems, add the list of dependent residual blocks, which is // empty to start. if (options_.enable_fast_parameter_block_removal) { new_parameter_block->EnableResidualBlockDependencies(); } parameter_block_map_[values] = new_parameter_block; program_->parameter_blocks_.push_back(new_parameter_block); return new_parameter_block; } // Deletes the residual block in question, assuming there are no other // references to it inside the problem (e.g. by another parameter). Referenced // cost and loss functions are tucked away for future deletion, since it is not // possible to know whether other parts of the problem depend on them without // doing a full scan. void ProblemImpl::DeleteBlock(ResidualBlock* residual_block) { // The const casts here are legit, since ResidualBlock holds these // pointers as const pointers but we have ownership of them and // have the right to destroy them when the destructor is called. if (options_.cost_function_ownership == TAKE_OWNERSHIP && residual_block->cost_function() != NULL) { cost_functions_to_delete_.push_back( const_cast(residual_block->cost_function())); } if (options_.loss_function_ownership == TAKE_OWNERSHIP && residual_block->loss_function() != NULL) { loss_functions_to_delete_.push_back( const_cast(residual_block->loss_function())); } delete residual_block; } // Deletes the parameter block in question, assuming there are no other // references to it inside the problem (e.g. by any residual blocks). // Referenced parameterizations are tucked away for future deletion, since it // is not possible to know whether other parts of the problem depend on them // without doing a full scan. void ProblemImpl::DeleteBlock(ParameterBlock* parameter_block) { if (options_.local_parameterization_ownership == TAKE_OWNERSHIP && parameter_block->local_parameterization() != NULL) { local_parameterizations_to_delete_.push_back( parameter_block->mutable_local_parameterization()); } parameter_block_map_.erase(parameter_block->mutable_user_state()); delete parameter_block; } ProblemImpl::ProblemImpl() : program_(new internal::Program) {} ProblemImpl::ProblemImpl(const Problem::Options& options) : options_(options), program_(new internal::Program) {} ProblemImpl::~ProblemImpl() { // Collect the unique cost/loss functions and delete the residuals. const int num_residual_blocks = program_->residual_blocks_.size(); cost_functions_to_delete_.reserve(num_residual_blocks); loss_functions_to_delete_.reserve(num_residual_blocks); for (int i = 0; i < program_->residual_blocks_.size(); ++i) { DeleteBlock(program_->residual_blocks_[i]); } // Collect the unique parameterizations and delete the parameters. for (int i = 0; i < program_->parameter_blocks_.size(); ++i) { DeleteBlock(program_->parameter_blocks_[i]); } // Delete the owned cost/loss functions and parameterizations. STLDeleteUniqueContainerPointers(local_parameterizations_to_delete_.begin(), local_parameterizations_to_delete_.end()); STLDeleteUniqueContainerPointers(cost_functions_to_delete_.begin(), cost_functions_to_delete_.end()); STLDeleteUniqueContainerPointers(loss_functions_to_delete_.begin(), loss_functions_to_delete_.end()); } ResidualBlock* ProblemImpl::AddResidualBlock( CostFunction* cost_function, LossFunction* loss_function, const vector& parameter_blocks) { CHECK_NOTNULL(cost_function); CHECK_EQ(parameter_blocks.size(), cost_function->parameter_block_sizes().size()); // Check the sizes match. const vector& parameter_block_sizes = cost_function->parameter_block_sizes(); if (!options_.disable_all_safety_checks) { CHECK_EQ(parameter_block_sizes.size(), parameter_blocks.size()) << "Number of blocks input is different than the number of blocks " << "that the cost function expects."; // Check for duplicate parameter blocks. vector sorted_parameter_blocks(parameter_blocks); sort(sorted_parameter_blocks.begin(), sorted_parameter_blocks.end()); vector::const_iterator duplicate_items = unique(sorted_parameter_blocks.begin(), sorted_parameter_blocks.end()); if (duplicate_items != sorted_parameter_blocks.end()) { string blocks; for (int i = 0; i < parameter_blocks.size(); ++i) { blocks += StringPrintf(" %p ", parameter_blocks[i]); } LOG(FATAL) << "Duplicate parameter blocks in a residual parameter " << "are not allowed. Parameter block pointers: [" << blocks << "]"; } } // Add parameter blocks and convert the double*'s to parameter blocks. vector parameter_block_ptrs(parameter_blocks.size()); for (int i = 0; i < parameter_blocks.size(); ++i) { parameter_block_ptrs[i] = InternalAddParameterBlock(parameter_blocks[i], parameter_block_sizes[i]); } if (!options_.disable_all_safety_checks) { // Check that the block sizes match the block sizes expected by the // cost_function. for (int i = 0; i < parameter_block_ptrs.size(); ++i) { CHECK_EQ(cost_function->parameter_block_sizes()[i], parameter_block_ptrs[i]->Size()) << "The cost function expects parameter block " << i << " of size " << cost_function->parameter_block_sizes()[i] << " but was given a block of size " << parameter_block_ptrs[i]->Size(); } } ResidualBlock* new_residual_block = new ResidualBlock(cost_function, loss_function, parameter_block_ptrs, program_->residual_blocks_.size()); // Add dependencies on the residual to the parameter blocks. if (options_.enable_fast_parameter_block_removal) { for (int i = 0; i < parameter_blocks.size(); ++i) { parameter_block_ptrs[i]->AddResidualBlock(new_residual_block); } } program_->residual_blocks_.push_back(new_residual_block); return new_residual_block; } // Unfortunately, macros don't help much to reduce this code, and var args don't // work because of the ambiguous case that there is no loss function. ResidualBlock* ProblemImpl::AddResidualBlock( CostFunction* cost_function, LossFunction* loss_function, double* x0) { vector residual_parameters; residual_parameters.push_back(x0); return AddResidualBlock(cost_function, loss_function, residual_parameters); } ResidualBlock* ProblemImpl::AddResidualBlock( CostFunction* cost_function, LossFunction* loss_function, double* x0, double* x1) { vector residual_parameters; residual_parameters.push_back(x0); residual_parameters.push_back(x1); return AddResidualBlock(cost_function, loss_function, residual_parameters); } ResidualBlock* ProblemImpl::AddResidualBlock( CostFunction* cost_function, LossFunction* loss_function, double* x0, double* x1, double* x2) { vector residual_parameters; residual_parameters.push_back(x0); residual_parameters.push_back(x1); residual_parameters.push_back(x2); return AddResidualBlock(cost_function, loss_function, residual_parameters); } ResidualBlock* ProblemImpl::AddResidualBlock( CostFunction* cost_function, LossFunction* loss_function, double* x0, double* x1, double* x2, double* x3) { vector residual_parameters; residual_parameters.push_back(x0); residual_parameters.push_back(x1); residual_parameters.push_back(x2); residual_parameters.push_back(x3); return AddResidualBlock(cost_function, loss_function, residual_parameters); } ResidualBlock* ProblemImpl::AddResidualBlock( CostFunction* cost_function, LossFunction* loss_function, double* x0, double* x1, double* x2, double* x3, double* x4) { vector residual_parameters; residual_parameters.push_back(x0); residual_parameters.push_back(x1); residual_parameters.push_back(x2); residual_parameters.push_back(x3); residual_parameters.push_back(x4); return AddResidualBlock(cost_function, loss_function, residual_parameters); } ResidualBlock* ProblemImpl::AddResidualBlock( CostFunction* cost_function, LossFunction* loss_function, double* x0, double* x1, double* x2, double* x3, double* x4, double* x5) { vector residual_parameters; residual_parameters.push_back(x0); residual_parameters.push_back(x1); residual_parameters.push_back(x2); residual_parameters.push_back(x3); residual_parameters.push_back(x4); residual_parameters.push_back(x5); return AddResidualBlock(cost_function, loss_function, residual_parameters); } ResidualBlock* ProblemImpl::AddResidualBlock( CostFunction* cost_function, LossFunction* loss_function, double* x0, double* x1, double* x2, double* x3, double* x4, double* x5, double* x6) { vector residual_parameters; residual_parameters.push_back(x0); residual_parameters.push_back(x1); residual_parameters.push_back(x2); residual_parameters.push_back(x3); residual_parameters.push_back(x4); residual_parameters.push_back(x5); residual_parameters.push_back(x6); return AddResidualBlock(cost_function, loss_function, residual_parameters); } ResidualBlock* ProblemImpl::AddResidualBlock( CostFunction* cost_function, LossFunction* loss_function, double* x0, double* x1, double* x2, double* x3, double* x4, double* x5, double* x6, double* x7) { vector residual_parameters; residual_parameters.push_back(x0); residual_parameters.push_back(x1); residual_parameters.push_back(x2); residual_parameters.push_back(x3); residual_parameters.push_back(x4); residual_parameters.push_back(x5); residual_parameters.push_back(x6); residual_parameters.push_back(x7); return AddResidualBlock(cost_function, loss_function, residual_parameters); } ResidualBlock* ProblemImpl::AddResidualBlock( CostFunction* cost_function, LossFunction* loss_function, double* x0, double* x1, double* x2, double* x3, double* x4, double* x5, double* x6, double* x7, double* x8) { vector residual_parameters; residual_parameters.push_back(x0); residual_parameters.push_back(x1); residual_parameters.push_back(x2); residual_parameters.push_back(x3); residual_parameters.push_back(x4); residual_parameters.push_back(x5); residual_parameters.push_back(x6); residual_parameters.push_back(x7); residual_parameters.push_back(x8); return AddResidualBlock(cost_function, loss_function, residual_parameters); } ResidualBlock* ProblemImpl::AddResidualBlock( CostFunction* cost_function, LossFunction* loss_function, double* x0, double* x1, double* x2, double* x3, double* x4, double* x5, double* x6, double* x7, double* x8, double* x9) { vector residual_parameters; residual_parameters.push_back(x0); residual_parameters.push_back(x1); residual_parameters.push_back(x2); residual_parameters.push_back(x3); residual_parameters.push_back(x4); residual_parameters.push_back(x5); residual_parameters.push_back(x6); residual_parameters.push_back(x7); residual_parameters.push_back(x8); residual_parameters.push_back(x9); return AddResidualBlock(cost_function, loss_function, residual_parameters); } void ProblemImpl::AddParameterBlock(double* values, int size) { InternalAddParameterBlock(values, size); } void ProblemImpl::AddParameterBlock( double* values, int size, LocalParameterization* local_parameterization) { ParameterBlock* parameter_block = InternalAddParameterBlock(values, size); if (local_parameterization != NULL) { parameter_block->SetParameterization(local_parameterization); } } // Delete a block from a vector of blocks, maintaining the indexing invariant. // This is done in constant time by moving an element from the end of the // vector over the element to remove, then popping the last element. It // destroys the ordering in the interest of speed. template void ProblemImpl::DeleteBlockInVector(vector* mutable_blocks, Block* block_to_remove) { CHECK_EQ((*mutable_blocks)[block_to_remove->index()], block_to_remove) << "You found a Ceres bug! Block: " << block_to_remove->ToString(); // Prepare the to-be-moved block for the new, lower-in-index position by // setting the index to the blocks final location. Block* tmp = mutable_blocks->back(); tmp->set_index(block_to_remove->index()); // Overwrite the to-be-deleted residual block with the one at the end. (*mutable_blocks)[block_to_remove->index()] = tmp; DeleteBlock(block_to_remove); // The block is gone so shrink the vector of blocks accordingly. mutable_blocks->pop_back(); } void ProblemImpl::RemoveResidualBlock(ResidualBlock* residual_block) { CHECK_NOTNULL(residual_block); // If needed, remove the parameter dependencies on this residual block. if (options_.enable_fast_parameter_block_removal) { const int num_parameter_blocks_for_residual = residual_block->NumParameterBlocks(); for (int i = 0; i < num_parameter_blocks_for_residual; ++i) { residual_block->parameter_blocks()[i] ->RemoveResidualBlock(residual_block); } } DeleteBlockInVector(program_->mutable_residual_blocks(), residual_block); } void ProblemImpl::RemoveParameterBlock(double* values) { ParameterBlock* parameter_block = FindParameterBlockOrDie(parameter_block_map_, values); if (options_.enable_fast_parameter_block_removal) { // Copy the dependent residuals from the parameter block because the set of // dependents will change after each call to RemoveResidualBlock(). vector residual_blocks_to_remove( parameter_block->mutable_residual_blocks()->begin(), parameter_block->mutable_residual_blocks()->end()); for (int i = 0; i < residual_blocks_to_remove.size(); ++i) { RemoveResidualBlock(residual_blocks_to_remove[i]); } } else { // Scan all the residual blocks to remove ones that depend on the parameter // block. Do the scan backwards since the vector changes while iterating. const int num_residual_blocks = NumResidualBlocks(); for (int i = num_residual_blocks - 1; i >= 0; --i) { ResidualBlock* residual_block = (*(program_->mutable_residual_blocks()))[i]; const int num_parameter_blocks = residual_block->NumParameterBlocks(); for (int j = 0; j < num_parameter_blocks; ++j) { if (residual_block->parameter_blocks()[j] == parameter_block) { RemoveResidualBlock(residual_block); // The parameter blocks are guaranteed unique. break; } } } } DeleteBlockInVector(program_->mutable_parameter_blocks(), parameter_block); } void ProblemImpl::SetParameterBlockConstant(double* values) { FindParameterBlockOrDie(parameter_block_map_, values)->SetConstant(); } void ProblemImpl::SetParameterBlockVariable(double* values) { FindParameterBlockOrDie(parameter_block_map_, values)->SetVarying(); } void ProblemImpl::SetParameterization( double* values, LocalParameterization* local_parameterization) { FindParameterBlockOrDie(parameter_block_map_, values) ->SetParameterization(local_parameterization); } bool ProblemImpl::Evaluate(const Problem::EvaluateOptions& evaluate_options, double* cost, vector* residuals, vector* gradient, CRSMatrix* jacobian) { if (cost == NULL && residuals == NULL && gradient == NULL && jacobian == NULL) { LOG(INFO) << "Nothing to do."; return true; } // If the user supplied residual blocks, then use them, otherwise // take the residual blocks from the underlying program. Program program; *program.mutable_residual_blocks() = ((evaluate_options.residual_blocks.size() > 0) ? evaluate_options.residual_blocks : program_->residual_blocks()); const vector& parameter_block_ptrs = evaluate_options.parameter_blocks; vector variable_parameter_blocks; vector& parameter_blocks = *program.mutable_parameter_blocks(); if (parameter_block_ptrs.size() == 0) { // The user did not provide any parameter blocks, so default to // using all the parameter blocks in the order that they are in // the underlying program object. parameter_blocks = program_->parameter_blocks(); } else { // The user supplied a vector of parameter blocks. Using this list // requires a number of steps. // 1. Convert double* into ParameterBlock* parameter_blocks.resize(parameter_block_ptrs.size()); for (int i = 0; i < parameter_block_ptrs.size(); ++i) { parameter_blocks[i] = FindParameterBlockOrDie(parameter_block_map_, parameter_block_ptrs[i]); } // 2. The user may have only supplied a subset of parameter // blocks, so identify the ones that are not supplied by the user // and are NOT constant. These parameter blocks are stored in // variable_parameter_blocks. // // To ensure that the parameter blocks are not included in the // columns of the jacobian, we need to make sure that they are // constant during evaluation and then make them variable again // after we are done. vector all_parameter_blocks(program_->parameter_blocks()); vector included_parameter_blocks( program.parameter_blocks()); vector excluded_parameter_blocks; sort(all_parameter_blocks.begin(), all_parameter_blocks.end()); sort(included_parameter_blocks.begin(), included_parameter_blocks.end()); set_difference(all_parameter_blocks.begin(), all_parameter_blocks.end(), included_parameter_blocks.begin(), included_parameter_blocks.end(), back_inserter(excluded_parameter_blocks)); variable_parameter_blocks.reserve(excluded_parameter_blocks.size()); for (int i = 0; i < excluded_parameter_blocks.size(); ++i) { ParameterBlock* parameter_block = excluded_parameter_blocks[i]; if (!parameter_block->IsConstant()) { variable_parameter_blocks.push_back(parameter_block); parameter_block->SetConstant(); } } } // Setup the Parameter indices and offsets before an evaluator can // be constructed and used. program.SetParameterOffsetsAndIndex(); Evaluator::Options evaluator_options; // Even though using SPARSE_NORMAL_CHOLESKY requires SuiteSparse or // CXSparse, here it just being used for telling the evaluator to // use a SparseRowCompressedMatrix for the jacobian. This is because // the Evaluator decides the storage for the Jacobian based on the // type of linear solver being used. evaluator_options.linear_solver_type = SPARSE_NORMAL_CHOLESKY; evaluator_options.num_threads = evaluate_options.num_threads; string error; scoped_ptr evaluator( Evaluator::Create(evaluator_options, &program, &error)); if (evaluator.get() == NULL) { LOG(ERROR) << "Unable to create an Evaluator object. " << "Error: " << error << "This is a Ceres bug; please contact the developers!"; // Make the parameter blocks that were temporarily marked // constant, variable again. for (int i = 0; i < variable_parameter_blocks.size(); ++i) { variable_parameter_blocks[i]->SetVarying(); } return false; } if (residuals !=NULL) { residuals->resize(evaluator->NumResiduals()); } if (gradient != NULL) { gradient->resize(evaluator->NumEffectiveParameters()); } scoped_ptr tmp_jacobian; if (jacobian != NULL) { tmp_jacobian.reset( down_cast(evaluator->CreateJacobian())); } // Point the state pointers to the user state pointers. This is // needed so that we can extract a parameter vector which is then // passed to Evaluator::Evaluate. program.SetParameterBlockStatePtrsToUserStatePtrs(); // Copy the value of the parameter blocks into a vector, since the // Evaluate::Evaluate method needs its input as such. The previous // call to SetParameterBlockStatePtrsToUserStatePtrs ensures that // these values are the ones corresponding to the actual state of // the parameter blocks, rather than the temporary state pointer // used for evaluation. Vector parameters(program.NumParameters()); program.ParameterBlocksToStateVector(parameters.data()); double tmp_cost = 0; Evaluator::EvaluateOptions evaluator_evaluate_options; evaluator_evaluate_options.apply_loss_function = evaluate_options.apply_loss_function; bool status = evaluator->Evaluate(evaluator_evaluate_options, parameters.data(), &tmp_cost, residuals != NULL ? &(*residuals)[0] : NULL, gradient != NULL ? &(*gradient)[0] : NULL, tmp_jacobian.get()); // Make the parameter blocks that were temporarily marked constant, // variable again. for (int i = 0; i < variable_parameter_blocks.size(); ++i) { variable_parameter_blocks[i]->SetVarying(); } if (status) { if (cost != NULL) { *cost = tmp_cost; } if (jacobian != NULL) { tmp_jacobian->ToCRSMatrix(jacobian); } } return status; } int ProblemImpl::NumParameterBlocks() const { return program_->NumParameterBlocks(); } int ProblemImpl::NumParameters() const { return program_->NumParameters(); } int ProblemImpl::NumResidualBlocks() const { return program_->NumResidualBlocks(); } int ProblemImpl::NumResiduals() const { return program_->NumResiduals(); } int ProblemImpl::ParameterBlockSize(const double* parameter_block) const { return FindParameterBlockOrDie(parameter_block_map_, const_cast(parameter_block))->Size(); }; int ProblemImpl::ParameterBlockLocalSize(const double* parameter_block) const { return FindParameterBlockOrDie( parameter_block_map_, const_cast(parameter_block))->LocalSize(); }; void ProblemImpl::GetParameterBlocks(vector* parameter_blocks) const { CHECK_NOTNULL(parameter_blocks); parameter_blocks->resize(0); for (ParameterMap::const_iterator it = parameter_block_map_.begin(); it != parameter_block_map_.end(); ++it) { parameter_blocks->push_back(it->first); } } } // namespace internal } // namespace ceres