// 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) // // The ProgramEvaluator runs the cost functions contained in each residual block // and stores the result into a jacobian. The particular type of jacobian is // abstracted out using two template parameters: // // - An "EvaluatePreparer" that is responsible for creating the array with // pointers to the jacobian blocks where the cost function evaluates to. // - A "JacobianWriter" that is responsible for storing the resulting // jacobian blocks in the passed sparse matrix. // // This abstraction affords an efficient evaluator implementation while still // supporting writing to multiple sparse matrix formats. For example, when the // ProgramEvaluator is parameterized for writing to block sparse matrices, the // residual jacobians are written directly into their final position in the // block sparse matrix by the user's CostFunction; there is no copying. // // The evaluation is threaded with OpenMP. // // The EvaluatePreparer and JacobianWriter interfaces are as follows: // // class EvaluatePreparer { // // Prepare the jacobians array for use as the destination of a call to // // a cost function's evaluate method. // void Prepare(const ResidualBlock* residual_block, // int residual_block_index, // SparseMatrix* jacobian, // double** jacobians); // } // // class JacobianWriter { // // Create a jacobian that this writer can write. Same as // // Evaluator::CreateJacobian. // SparseMatrix* CreateJacobian() const; // // // Create num_threads evaluate preparers. Caller owns result which must // // be freed with delete[]. Resulting preparers are valid while *this is. // EvaluatePreparer* CreateEvaluatePreparers(int num_threads); // // // Write the block jacobians from a residual block evaluation to the // // larger sparse jacobian. // void Write(int residual_id, // int residual_offset, // double** jacobians, // SparseMatrix* jacobian); // } // // Note: The ProgramEvaluator is not thread safe, since internally it maintains // some per-thread scratch space. #ifndef CERES_INTERNAL_PROGRAM_EVALUATOR_H_ #define CERES_INTERNAL_PROGRAM_EVALUATOR_H_ // This include must come before any #ifndef check on Ceres compile options. #include "ceres/internal/port.h" #ifdef CERES_USE_OPENMP #include #endif #include #include #include #include "ceres/execution_summary.h" #include "ceres/internal/eigen.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/parameter_block.h" #include "ceres/program.h" #include "ceres/residual_block.h" #include "ceres/small_blas.h" namespace ceres { namespace internal { struct NullJacobianFinalizer { void operator()(SparseMatrix* jacobian, int num_parameters) {} }; template class ProgramEvaluator : public Evaluator { public: ProgramEvaluator(const Evaluator::Options &options, Program* program) : options_(options), program_(program), jacobian_writer_(options, program), evaluate_preparers_( jacobian_writer_.CreateEvaluatePreparers(options.num_threads)) { #ifndef CERES_USE_OPENMP CHECK_EQ(1, options_.num_threads) << "OpenMP support is not compiled into this binary; " << "only options.num_threads=1 is supported."; #endif BuildResidualLayout(*program, &residual_layout_); evaluate_scratch_.reset(CreateEvaluatorScratch(*program, options.num_threads)); } // Implementation of Evaluator interface. SparseMatrix* CreateJacobian() const { return jacobian_writer_.CreateJacobian(); } bool Evaluate(const Evaluator::EvaluateOptions& evaluate_options, const double* state, double* cost, double* residuals, double* gradient, SparseMatrix* jacobian) { ScopedExecutionTimer total_timer("Evaluator::Total", &execution_summary_); ScopedExecutionTimer call_type_timer(gradient == NULL && jacobian == NULL ? "Evaluator::Residual" : "Evaluator::Jacobian", &execution_summary_); // The parameters are stateful, so set the state before evaluating. if (!program_->StateVectorToParameterBlocks(state)) { return false; } if (residuals != NULL) { VectorRef(residuals, program_->NumResiduals()).setZero(); } if (jacobian != NULL) { jacobian->SetZero(); } // Each thread gets it's own cost and evaluate scratch space. for (int i = 0; i < options_.num_threads; ++i) { evaluate_scratch_[i].cost = 0.0; if (gradient != NULL) { VectorRef(evaluate_scratch_[i].gradient.get(), program_->NumEffectiveParameters()).setZero(); } } // This bool is used to disable the loop if an error is encountered // without breaking out of it. The remaining loop iterations are still run, // but with an empty body, and so will finish quickly. bool abort = false; int num_residual_blocks = program_->NumResidualBlocks(); #pragma omp parallel for num_threads(options_.num_threads) for (int i = 0; i < num_residual_blocks; ++i) { // Disable the loop instead of breaking, as required by OpenMP. #pragma omp flush(abort) if (abort) { continue; } #ifdef CERES_USE_OPENMP int thread_id = omp_get_thread_num(); #else int thread_id = 0; #endif EvaluatePreparer* preparer = &evaluate_preparers_[thread_id]; EvaluateScratch* scratch = &evaluate_scratch_[thread_id]; // Prepare block residuals if requested. const ResidualBlock* residual_block = program_->residual_blocks()[i]; double* block_residuals = NULL; if (residuals != NULL) { block_residuals = residuals + residual_layout_[i]; } else if (gradient != NULL) { block_residuals = scratch->residual_block_residuals.get(); } // Prepare block jacobians if requested. double** block_jacobians = NULL; if (jacobian != NULL || gradient != NULL) { preparer->Prepare(residual_block, i, jacobian, scratch->jacobian_block_ptrs.get()); block_jacobians = scratch->jacobian_block_ptrs.get(); } // Evaluate the cost, residuals, and jacobians. double block_cost; if (!residual_block->Evaluate( evaluate_options.apply_loss_function, &block_cost, block_residuals, block_jacobians, scratch->residual_block_evaluate_scratch.get())) { abort = true; // This ensures that the OpenMP threads have a consistent view of 'abort'. Do // the flush inside the failure case so that there is usually only one // synchronization point per loop iteration instead of two. #pragma omp flush(abort) continue; } scratch->cost += block_cost; // Store the jacobians, if they were requested. if (jacobian != NULL) { jacobian_writer_.Write(i, residual_layout_[i], block_jacobians, jacobian); } // Compute and store the gradient, if it was requested. if (gradient != NULL) { int num_residuals = residual_block->NumResiduals(); int num_parameter_blocks = residual_block->NumParameterBlocks(); for (int j = 0; j < num_parameter_blocks; ++j) { const ParameterBlock* parameter_block = residual_block->parameter_blocks()[j]; if (parameter_block->IsConstant()) { continue; } MatrixTransposeVectorMultiply( block_jacobians[j], num_residuals, parameter_block->LocalSize(), block_residuals, scratch->gradient.get() + parameter_block->delta_offset()); } } } if (!abort) { const int num_parameters = program_->NumEffectiveParameters(); // Sum the cost and gradient (if requested) from each thread. (*cost) = 0.0; if (gradient != NULL) { VectorRef(gradient, num_parameters).setZero(); } for (int i = 0; i < options_.num_threads; ++i) { (*cost) += evaluate_scratch_[i].cost; if (gradient != NULL) { VectorRef(gradient, num_parameters) += VectorRef(evaluate_scratch_[i].gradient.get(), num_parameters); } } // Finalize the Jacobian if it is available. // `num_parameters` is passed to the finalizer so that additional // storage can be reserved for additional diagonal elements if // necessary. if (jacobian != NULL) { JacobianFinalizer f; f(jacobian, num_parameters); } } return !abort; } bool Plus(const double* state, const double* delta, double* state_plus_delta) const { return program_->Plus(state, delta, state_plus_delta); } int NumParameters() const { return program_->NumParameters(); } int NumEffectiveParameters() const { return program_->NumEffectiveParameters(); } int NumResiduals() const { return program_->NumResiduals(); } virtual map CallStatistics() const { return execution_summary_.calls(); } virtual map TimeStatistics() const { return execution_summary_.times(); } private: // Per-thread scratch space needed to evaluate and store each residual block. struct EvaluateScratch { void Init(int max_parameters_per_residual_block, int max_scratch_doubles_needed_for_evaluate, int max_residuals_per_residual_block, int num_parameters) { residual_block_evaluate_scratch.reset( new double[max_scratch_doubles_needed_for_evaluate]); gradient.reset(new double[num_parameters]); VectorRef(gradient.get(), num_parameters).setZero(); residual_block_residuals.reset( new double[max_residuals_per_residual_block]); jacobian_block_ptrs.reset( new double*[max_parameters_per_residual_block]); } double cost; scoped_array residual_block_evaluate_scratch; // The gradient in the local parameterization. scoped_array gradient; // Enough space to store the residual for the largest residual block. scoped_array residual_block_residuals; scoped_array jacobian_block_ptrs; }; static void BuildResidualLayout(const Program& program, vector* residual_layout) { const vector& residual_blocks = program.residual_blocks(); residual_layout->resize(program.NumResidualBlocks()); int residual_pos = 0; for (int i = 0; i < residual_blocks.size(); ++i) { const int num_residuals = residual_blocks[i]->NumResiduals(); (*residual_layout)[i] = residual_pos; residual_pos += num_residuals; } } // Create scratch space for each thread evaluating the program. static EvaluateScratch* CreateEvaluatorScratch(const Program& program, int num_threads) { int max_parameters_per_residual_block = program.MaxParametersPerResidualBlock(); int max_scratch_doubles_needed_for_evaluate = program.MaxScratchDoublesNeededForEvaluate(); int max_residuals_per_residual_block = program.MaxResidualsPerResidualBlock(); int num_parameters = program.NumEffectiveParameters(); EvaluateScratch* evaluate_scratch = new EvaluateScratch[num_threads]; for (int i = 0; i < num_threads; i++) { evaluate_scratch[i].Init(max_parameters_per_residual_block, max_scratch_doubles_needed_for_evaluate, max_residuals_per_residual_block, num_parameters); } return evaluate_scratch; } Evaluator::Options options_; Program* program_; JacobianWriter jacobian_writer_; scoped_array evaluate_preparers_; scoped_array evaluate_scratch_; vector residual_layout_; ::ceres::internal::ExecutionSummary execution_summary_; }; } // namespace internal } // namespace ceres #endif // CERES_INTERNAL_PROGRAM_EVALUATOR_H_