// 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) // sameeragarwal@google.com (Sameer Agarwal) #include "ceres/solver.h" #include #include "ceres/problem.h" #include "ceres/problem_impl.h" #include "ceres/program.h" #include "ceres/solver_impl.h" #include "ceres/stringprintf.h" #include "ceres/wall_time.h" namespace ceres { namespace { void StringifyOrdering(const vector& ordering, string* report) { if (ordering.size() == 0) { internal::StringAppendF(report, "AUTOMATIC"); return; } for (int i = 0; i < ordering.size() - 1; ++i) { internal::StringAppendF(report, "%d, ", ordering[i]); } internal::StringAppendF(report, "%d", ordering.back()); } } // namespace Solver::Options::~Options() { delete linear_solver_ordering; delete inner_iteration_ordering; } Solver::~Solver() {} void Solver::Solve(const Solver::Options& options, Problem* problem, Solver::Summary* summary) { double start_time_seconds = internal::WallTimeInSeconds(); internal::ProblemImpl* problem_impl = CHECK_NOTNULL(problem)->problem_impl_.get(); internal::SolverImpl::Solve(options, problem_impl, summary); summary->total_time_in_seconds = internal::WallTimeInSeconds() - start_time_seconds; } void Solve(const Solver::Options& options, Problem* problem, Solver::Summary* summary) { Solver solver; solver.Solve(options, problem, summary); } Solver::Summary::Summary() // Invalid values for most fields, to ensure that we are not // accidentally reporting default values. : minimizer_type(TRUST_REGION), termination_type(DID_NOT_RUN), initial_cost(-1.0), final_cost(-1.0), fixed_cost(-1.0), num_successful_steps(-1), num_unsuccessful_steps(-1), num_inner_iteration_steps(-1), preprocessor_time_in_seconds(-1.0), minimizer_time_in_seconds(-1.0), postprocessor_time_in_seconds(-1.0), total_time_in_seconds(-1.0), linear_solver_time_in_seconds(-1.0), residual_evaluation_time_in_seconds(-1.0), jacobian_evaluation_time_in_seconds(-1.0), inner_iteration_time_in_seconds(-1.0), num_parameter_blocks(-1), num_parameters(-1), num_effective_parameters(-1), num_residual_blocks(-1), num_residuals(-1), num_parameter_blocks_reduced(-1), num_parameters_reduced(-1), num_effective_parameters_reduced(-1), num_residual_blocks_reduced(-1), num_residuals_reduced(-1), num_threads_given(-1), num_threads_used(-1), num_linear_solver_threads_given(-1), num_linear_solver_threads_used(-1), linear_solver_type_given(SPARSE_NORMAL_CHOLESKY), linear_solver_type_used(SPARSE_NORMAL_CHOLESKY), inner_iterations_given(false), inner_iterations_used(false), preconditioner_type(IDENTITY), trust_region_strategy_type(LEVENBERG_MARQUARDT), dense_linear_algebra_library_type(EIGEN), sparse_linear_algebra_library_type(SUITE_SPARSE), line_search_direction_type(LBFGS), line_search_type(ARMIJO) { } string Solver::Summary::BriefReport() const { string report = "Ceres Solver Report: "; if (termination_type == DID_NOT_RUN) { CHECK(!error.empty()) << "Solver terminated with DID_NOT_RUN but the solver did not " << "return a reason. This is a Ceres error. Please report this " << "to the Ceres team"; return report + "Termination: DID_NOT_RUN, because " + error; } internal::StringAppendF(&report, "Iterations: %d", num_successful_steps + num_unsuccessful_steps); internal::StringAppendF(&report, ", Initial cost: %e", initial_cost); // If the solver failed or was aborted, then the final_cost has no // meaning. if (termination_type != NUMERICAL_FAILURE && termination_type != USER_ABORT) { internal::StringAppendF(&report, ", Final cost: %e", final_cost); } internal::StringAppendF(&report, ", Termination: %s.", SolverTerminationTypeToString(termination_type)); return report; }; using internal::StringAppendF; using internal::StringPrintf; string Solver::Summary::FullReport() const { string report = "\n" "Ceres Solver Report\n" "-------------------\n"; if (termination_type == DID_NOT_RUN) { StringAppendF(&report, " Original\n"); StringAppendF(&report, "Parameter blocks % 10d\n", num_parameter_blocks); StringAppendF(&report, "Parameters % 10d\n", num_parameters); if (num_effective_parameters != num_parameters) { StringAppendF(&report, "Effective parameters% 10d\n", num_parameters); } StringAppendF(&report, "Residual blocks % 10d\n", num_residual_blocks); StringAppendF(&report, "Residuals % 10d\n\n", num_residuals); } else { StringAppendF(&report, "%45s %21s\n", "Original", "Reduced"); StringAppendF(&report, "Parameter blocks % 25d% 25d\n", num_parameter_blocks, num_parameter_blocks_reduced); StringAppendF(&report, "Parameters % 25d% 25d\n", num_parameters, num_parameters_reduced); if (num_effective_parameters_reduced != num_parameters_reduced) { StringAppendF(&report, "Effective parameters% 25d% 25d\n", num_effective_parameters, num_effective_parameters_reduced); } StringAppendF(&report, "Residual blocks % 25d% 25d\n", num_residual_blocks, num_residual_blocks_reduced); StringAppendF(&report, "Residual % 25d% 25d\n", num_residuals, num_residuals_reduced); } if (minimizer_type == TRUST_REGION) { // TRUST_SEARCH HEADER StringAppendF(&report, "\nMinimizer %19s\n", "TRUST_REGION"); if (linear_solver_type_used == DENSE_NORMAL_CHOLESKY || linear_solver_type_used == DENSE_SCHUR || linear_solver_type_used == DENSE_QR) { StringAppendF(&report, "\nDense linear algebra library %15s\n", DenseLinearAlgebraLibraryTypeToString( dense_linear_algebra_library_type)); } if (linear_solver_type_used == SPARSE_NORMAL_CHOLESKY || linear_solver_type_used == SPARSE_SCHUR || (linear_solver_type_used == ITERATIVE_SCHUR && (preconditioner_type == CLUSTER_JACOBI || preconditioner_type == CLUSTER_TRIDIAGONAL))) { StringAppendF(&report, "\nSparse linear algebra library %15s\n", SparseLinearAlgebraLibraryTypeToString( sparse_linear_algebra_library_type)); } StringAppendF(&report, "Trust region strategy %19s", TrustRegionStrategyTypeToString( trust_region_strategy_type)); if (trust_region_strategy_type == DOGLEG) { if (dogleg_type == TRADITIONAL_DOGLEG) { StringAppendF(&report, " (TRADITIONAL)"); } else { StringAppendF(&report, " (SUBSPACE)"); } } StringAppendF(&report, "\n"); StringAppendF(&report, "\n"); StringAppendF(&report, "%45s %21s\n", "Given", "Used"); StringAppendF(&report, "Linear solver %25s%25s\n", LinearSolverTypeToString(linear_solver_type_given), LinearSolverTypeToString(linear_solver_type_used)); if (linear_solver_type_given == CGNR || linear_solver_type_given == ITERATIVE_SCHUR) { StringAppendF(&report, "Preconditioner %25s%25s\n", PreconditionerTypeToString(preconditioner_type), PreconditionerTypeToString(preconditioner_type)); } StringAppendF(&report, "Threads % 25d% 25d\n", num_threads_given, num_threads_used); StringAppendF(&report, "Linear solver threads % 23d% 25d\n", num_linear_solver_threads_given, num_linear_solver_threads_used); if (IsSchurType(linear_solver_type_used)) { string given; StringifyOrdering(linear_solver_ordering_given, &given); string used; StringifyOrdering(linear_solver_ordering_used, &used); StringAppendF(&report, "Linear solver ordering %22s %24s\n", given.c_str(), used.c_str()); } if (inner_iterations_given) { StringAppendF(&report, "Use inner iterations %20s %20s\n", inner_iterations_given ? "True" : "False", inner_iterations_used ? "True" : "False"); } if (inner_iterations_used) { string given; StringifyOrdering(inner_iteration_ordering_given, &given); string used; StringifyOrdering(inner_iteration_ordering_used, &used); StringAppendF(&report, "Inner iteration ordering %20s %24s\n", given.c_str(), used.c_str()); } } else { // LINE_SEARCH HEADER StringAppendF(&report, "\nMinimizer %19s\n", "LINE_SEARCH"); string line_search_direction_string; if (line_search_direction_type == LBFGS) { line_search_direction_string = StringPrintf("LBFGS (%d)", max_lbfgs_rank); } else if (line_search_direction_type == NONLINEAR_CONJUGATE_GRADIENT) { line_search_direction_string = NonlinearConjugateGradientTypeToString( nonlinear_conjugate_gradient_type); } else { line_search_direction_string = LineSearchDirectionTypeToString(line_search_direction_type); } StringAppendF(&report, "Line search direction %19s\n", line_search_direction_string.c_str()); const string line_search_type_string = StringPrintf("%s %s", LineSearchInterpolationTypeToString( line_search_interpolation_type), LineSearchTypeToString(line_search_type)); StringAppendF(&report, "Line search type %19s\n", line_search_type_string.c_str()); StringAppendF(&report, "\n"); StringAppendF(&report, "%45s %21s\n", "Given", "Used"); StringAppendF(&report, "Threads % 25d% 25d\n", num_threads_given, num_threads_used); } if (termination_type == DID_NOT_RUN) { CHECK(!error.empty()) << "Solver terminated with DID_NOT_RUN but the solver did not " << "return a reason. This is a Ceres error. Please report this " << "to the Ceres team"; StringAppendF(&report, "Termination: %20s\n", "DID_NOT_RUN"); StringAppendF(&report, "Reason: %s\n", error.c_str()); return report; } StringAppendF(&report, "\nCost:\n"); StringAppendF(&report, "Initial % 30e\n", initial_cost); if (termination_type != NUMERICAL_FAILURE && termination_type != USER_ABORT) { StringAppendF(&report, "Final % 30e\n", final_cost); StringAppendF(&report, "Change % 30e\n", initial_cost - final_cost); } StringAppendF(&report, "\nMinimizer iterations % 16d\n", num_successful_steps + num_unsuccessful_steps); // Successful/Unsuccessful steps only matter in the case of the // trust region solver. Line search terminates when it encounters // the first unsuccessful step. if (minimizer_type == TRUST_REGION) { StringAppendF(&report, "Successful steps % 14d\n", num_successful_steps); StringAppendF(&report, "Unsuccessful steps % 14d\n", num_unsuccessful_steps); } if (inner_iterations_used) { StringAppendF(&report, "Steps with inner iterations % 14d\n", num_inner_iteration_steps); } StringAppendF(&report, "\nTime (in seconds):\n"); StringAppendF(&report, "Preprocessor %25.3f\n", preprocessor_time_in_seconds); StringAppendF(&report, "\n Residual evaluation %23.3f\n", residual_evaluation_time_in_seconds); StringAppendF(&report, " Jacobian evaluation %23.3f\n", jacobian_evaluation_time_in_seconds); if (minimizer_type == TRUST_REGION) { StringAppendF(&report, " Linear solver %23.3f\n", linear_solver_time_in_seconds); } if (inner_iterations_used) { StringAppendF(&report, " Inner iterations %23.3f\n", inner_iteration_time_in_seconds); } StringAppendF(&report, "Minimizer %25.3f\n\n", minimizer_time_in_seconds); StringAppendF(&report, "Postprocessor %24.3f\n", postprocessor_time_in_seconds); StringAppendF(&report, "Total %25.3f\n\n", total_time_in_seconds); StringAppendF(&report, "Termination: %25s\n", SolverTerminationTypeToString(termination_type)); return report; }; } // namespace ceres