// 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) #include "ceres/solver_impl.h" #include #include // NOLINT #include #include #include "ceres/coordinate_descent_minimizer.h" #include "ceres/cxsparse.h" #include "ceres/evaluator.h" #include "ceres/gradient_checking_cost_function.h" #include "ceres/iteration_callback.h" #include "ceres/levenberg_marquardt_strategy.h" #include "ceres/line_search_minimizer.h" #include "ceres/linear_solver.h" #include "ceres/map_util.h" #include "ceres/minimizer.h" #include "ceres/ordered_groups.h" #include "ceres/parameter_block.h" #include "ceres/parameter_block_ordering.h" #include "ceres/problem.h" #include "ceres/problem_impl.h" #include "ceres/program.h" #include "ceres/residual_block.h" #include "ceres/stringprintf.h" #include "ceres/suitesparse.h" #include "ceres/trust_region_minimizer.h" #include "ceres/wall_time.h" namespace ceres { namespace internal { namespace { // Callback for updating the user's parameter blocks. Updates are only // done if the step is successful. class StateUpdatingCallback : public IterationCallback { public: StateUpdatingCallback(Program* program, double* parameters) : program_(program), parameters_(parameters) {} CallbackReturnType operator()(const IterationSummary& summary) { if (summary.step_is_successful) { program_->StateVectorToParameterBlocks(parameters_); program_->CopyParameterBlockStateToUserState(); } return SOLVER_CONTINUE; } private: Program* program_; double* parameters_; }; void SetSummaryFinalCost(Solver::Summary* summary) { summary->final_cost = summary->initial_cost; // We need the loop here, instead of just looking at the last // iteration because the minimizer maybe making non-monotonic steps. for (int i = 0; i < summary->iterations.size(); ++i) { const IterationSummary& iteration_summary = summary->iterations[i]; summary->final_cost = min(iteration_summary.cost, summary->final_cost); } } // Callback for logging the state of the minimizer to STDERR or STDOUT // depending on the user's preferences and logging level. class TrustRegionLoggingCallback : public IterationCallback { public: explicit TrustRegionLoggingCallback(bool log_to_stdout) : log_to_stdout_(log_to_stdout) {} ~TrustRegionLoggingCallback() {} CallbackReturnType operator()(const IterationSummary& summary) { const char* kReportRowFormat = "% 4d: f:% 8e d:% 3.2e g:% 3.2e h:% 3.2e " "rho:% 3.2e mu:% 3.2e li:% 3d it:% 3.2e tt:% 3.2e"; string output = StringPrintf(kReportRowFormat, summary.iteration, summary.cost, summary.cost_change, summary.gradient_max_norm, summary.step_norm, summary.relative_decrease, summary.trust_region_radius, summary.linear_solver_iterations, summary.iteration_time_in_seconds, summary.cumulative_time_in_seconds); if (log_to_stdout_) { cout << output << endl; } else { VLOG(1) << output; } return SOLVER_CONTINUE; } private: const bool log_to_stdout_; }; // Callback for logging the state of the minimizer to STDERR or STDOUT // depending on the user's preferences and logging level. class LineSearchLoggingCallback : public IterationCallback { public: explicit LineSearchLoggingCallback(bool log_to_stdout) : log_to_stdout_(log_to_stdout) {} ~LineSearchLoggingCallback() {} CallbackReturnType operator()(const IterationSummary& summary) { const char* kReportRowFormat = "% 4d: f:% 8e d:% 3.2e g:% 3.2e h:% 3.2e " "s:% 3.2e e:% 3d it:% 3.2e tt:% 3.2e"; string output = StringPrintf(kReportRowFormat, summary.iteration, summary.cost, summary.cost_change, summary.gradient_max_norm, summary.step_norm, summary.step_size, summary.line_search_function_evaluations, summary.iteration_time_in_seconds, summary.cumulative_time_in_seconds); if (log_to_stdout_) { cout << output << endl; } else { VLOG(1) << output; } return SOLVER_CONTINUE; } private: const bool log_to_stdout_; }; // Basic callback to record the execution of the solver to a file for // offline analysis. class FileLoggingCallback : public IterationCallback { public: explicit FileLoggingCallback(const string& filename) : fptr_(NULL) { fptr_ = fopen(filename.c_str(), "w"); CHECK_NOTNULL(fptr_); } virtual ~FileLoggingCallback() { if (fptr_ != NULL) { fclose(fptr_); } } virtual CallbackReturnType operator()(const IterationSummary& summary) { fprintf(fptr_, "%4d %e %e\n", summary.iteration, summary.cost, summary.cumulative_time_in_seconds); return SOLVER_CONTINUE; } private: FILE* fptr_; }; // Iterate over each of the groups in order of their priority and fill // summary with their sizes. void SummarizeOrdering(ParameterBlockOrdering* ordering, vector* summary) { CHECK_NOTNULL(summary)->clear(); if (ordering == NULL) { return; } const map >& group_to_elements = ordering->group_to_elements(); for (map >::const_iterator it = group_to_elements.begin(); it != group_to_elements.end(); ++it) { summary->push_back(it->second.size()); } } } // namespace void SolverImpl::TrustRegionMinimize( const Solver::Options& options, Program* program, CoordinateDescentMinimizer* inner_iteration_minimizer, Evaluator* evaluator, LinearSolver* linear_solver, double* parameters, Solver::Summary* summary) { Minimizer::Options minimizer_options(options); // TODO(sameeragarwal): Add support for logging the configuration // and more detailed stats. scoped_ptr file_logging_callback; if (!options.solver_log.empty()) { file_logging_callback.reset(new FileLoggingCallback(options.solver_log)); minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), file_logging_callback.get()); } TrustRegionLoggingCallback logging_callback( options.minimizer_progress_to_stdout); if (options.logging_type != SILENT) { minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), &logging_callback); } StateUpdatingCallback updating_callback(program, parameters); if (options.update_state_every_iteration) { // This must get pushed to the front of the callbacks so that it is run // before any of the user callbacks. minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), &updating_callback); } minimizer_options.evaluator = evaluator; scoped_ptr jacobian(evaluator->CreateJacobian()); minimizer_options.jacobian = jacobian.get(); minimizer_options.inner_iteration_minimizer = inner_iteration_minimizer; TrustRegionStrategy::Options trust_region_strategy_options; trust_region_strategy_options.linear_solver = linear_solver; trust_region_strategy_options.initial_radius = options.initial_trust_region_radius; trust_region_strategy_options.max_radius = options.max_trust_region_radius; trust_region_strategy_options.min_lm_diagonal = options.min_lm_diagonal; trust_region_strategy_options.max_lm_diagonal = options.max_lm_diagonal; trust_region_strategy_options.trust_region_strategy_type = options.trust_region_strategy_type; trust_region_strategy_options.dogleg_type = options.dogleg_type; scoped_ptr strategy( TrustRegionStrategy::Create(trust_region_strategy_options)); minimizer_options.trust_region_strategy = strategy.get(); TrustRegionMinimizer minimizer; double minimizer_start_time = WallTimeInSeconds(); minimizer.Minimize(minimizer_options, parameters, summary); summary->minimizer_time_in_seconds = WallTimeInSeconds() - minimizer_start_time; } #ifndef CERES_NO_LINE_SEARCH_MINIMIZER void SolverImpl::LineSearchMinimize( const Solver::Options& options, Program* program, Evaluator* evaluator, double* parameters, Solver::Summary* summary) { Minimizer::Options minimizer_options(options); // TODO(sameeragarwal): Add support for logging the configuration // and more detailed stats. scoped_ptr file_logging_callback; if (!options.solver_log.empty()) { file_logging_callback.reset(new FileLoggingCallback(options.solver_log)); minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), file_logging_callback.get()); } LineSearchLoggingCallback logging_callback( options.minimizer_progress_to_stdout); if (options.logging_type != SILENT) { minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), &logging_callback); } StateUpdatingCallback updating_callback(program, parameters); if (options.update_state_every_iteration) { // This must get pushed to the front of the callbacks so that it is run // before any of the user callbacks. minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), &updating_callback); } minimizer_options.evaluator = evaluator; LineSearchMinimizer minimizer; double minimizer_start_time = WallTimeInSeconds(); minimizer.Minimize(minimizer_options, parameters, summary); summary->minimizer_time_in_seconds = WallTimeInSeconds() - minimizer_start_time; } #endif // CERES_NO_LINE_SEARCH_MINIMIZER void SolverImpl::Solve(const Solver::Options& options, ProblemImpl* problem_impl, Solver::Summary* summary) { VLOG(2) << "Initial problem: " << problem_impl->NumParameterBlocks() << " parameter blocks, " << problem_impl->NumParameters() << " parameters, " << problem_impl->NumResidualBlocks() << " residual blocks, " << problem_impl->NumResiduals() << " residuals."; if (options.minimizer_type == TRUST_REGION) { TrustRegionSolve(options, problem_impl, summary); } else { #ifndef CERES_NO_LINE_SEARCH_MINIMIZER LineSearchSolve(options, problem_impl, summary); #else LOG(FATAL) << "Ceres Solver was compiled with -DLINE_SEARCH_MINIMIZER=OFF"; #endif } } void SolverImpl::TrustRegionSolve(const Solver::Options& original_options, ProblemImpl* original_problem_impl, Solver::Summary* summary) { EventLogger event_logger("TrustRegionSolve"); double solver_start_time = WallTimeInSeconds(); Program* original_program = original_problem_impl->mutable_program(); ProblemImpl* problem_impl = original_problem_impl; // Reset the summary object to its default values. *CHECK_NOTNULL(summary) = Solver::Summary(); summary->minimizer_type = TRUST_REGION; summary->num_parameter_blocks = problem_impl->NumParameterBlocks(); summary->num_parameters = problem_impl->NumParameters(); summary->num_effective_parameters = original_program->NumEffectiveParameters(); summary->num_residual_blocks = problem_impl->NumResidualBlocks(); summary->num_residuals = problem_impl->NumResiduals(); // Empty programs are usually a user error. if (summary->num_parameter_blocks == 0) { summary->error = "Problem contains no parameter blocks."; LOG(ERROR) << summary->error; return; } if (summary->num_residual_blocks == 0) { summary->error = "Problem contains no residual blocks."; LOG(ERROR) << summary->error; return; } SummarizeOrdering(original_options.linear_solver_ordering, &(summary->linear_solver_ordering_given)); SummarizeOrdering(original_options.inner_iteration_ordering, &(summary->inner_iteration_ordering_given)); Solver::Options options(original_options); options.linear_solver_ordering = NULL; options.inner_iteration_ordering = NULL; #ifndef CERES_USE_OPENMP if (options.num_threads > 1) { LOG(WARNING) << "OpenMP support is not compiled into this binary; " << "only options.num_threads=1 is supported. Switching " << "to single threaded mode."; options.num_threads = 1; } if (options.num_linear_solver_threads > 1) { LOG(WARNING) << "OpenMP support is not compiled into this binary; " << "only options.num_linear_solver_threads=1 is supported. Switching " << "to single threaded mode."; options.num_linear_solver_threads = 1; } #endif summary->num_threads_given = original_options.num_threads; summary->num_threads_used = options.num_threads; if (options.trust_region_minimizer_iterations_to_dump.size() > 0 && options.trust_region_problem_dump_format_type != CONSOLE && options.trust_region_problem_dump_directory.empty()) { summary->error = "Solver::Options::trust_region_problem_dump_directory is empty."; LOG(ERROR) << summary->error; return; } event_logger.AddEvent("Init"); original_program->SetParameterBlockStatePtrsToUserStatePtrs(); event_logger.AddEvent("SetParameterBlockPtrs"); // If the user requests gradient checking, construct a new // ProblemImpl by wrapping the CostFunctions of problem_impl inside // GradientCheckingCostFunction and replacing problem_impl with // gradient_checking_problem_impl. scoped_ptr gradient_checking_problem_impl; if (options.check_gradients) { VLOG(1) << "Checking Gradients"; gradient_checking_problem_impl.reset( CreateGradientCheckingProblemImpl( problem_impl, options.numeric_derivative_relative_step_size, options.gradient_check_relative_precision)); // From here on, problem_impl will point to the gradient checking // version. problem_impl = gradient_checking_problem_impl.get(); } if (original_options.linear_solver_ordering != NULL) { if (!IsOrderingValid(original_options, problem_impl, &summary->error)) { LOG(ERROR) << summary->error; return; } event_logger.AddEvent("CheckOrdering"); options.linear_solver_ordering = new ParameterBlockOrdering(*original_options.linear_solver_ordering); event_logger.AddEvent("CopyOrdering"); } else { options.linear_solver_ordering = new ParameterBlockOrdering; const ProblemImpl::ParameterMap& parameter_map = problem_impl->parameter_map(); for (ProblemImpl::ParameterMap::const_iterator it = parameter_map.begin(); it != parameter_map.end(); ++it) { options.linear_solver_ordering->AddElementToGroup(it->first, 0); } event_logger.AddEvent("ConstructOrdering"); } // Create the three objects needed to minimize: the transformed program, the // evaluator, and the linear solver. scoped_ptr reduced_program(CreateReducedProgram(&options, problem_impl, &summary->fixed_cost, &summary->error)); event_logger.AddEvent("CreateReducedProgram"); if (reduced_program == NULL) { return; } SummarizeOrdering(options.linear_solver_ordering, &(summary->linear_solver_ordering_used)); summary->num_parameter_blocks_reduced = reduced_program->NumParameterBlocks(); summary->num_parameters_reduced = reduced_program->NumParameters(); summary->num_effective_parameters_reduced = reduced_program->NumEffectiveParameters(); summary->num_residual_blocks_reduced = reduced_program->NumResidualBlocks(); summary->num_residuals_reduced = reduced_program->NumResiduals(); if (summary->num_parameter_blocks_reduced == 0) { summary->preprocessor_time_in_seconds = WallTimeInSeconds() - solver_start_time; double post_process_start_time = WallTimeInSeconds(); LOG(INFO) << "Terminating: FUNCTION_TOLERANCE reached. " << "No non-constant parameter blocks found."; summary->initial_cost = summary->fixed_cost; summary->final_cost = summary->fixed_cost; // FUNCTION_TOLERANCE is the right convergence here, as we know // that the objective function is constant and cannot be changed // any further. summary->termination_type = FUNCTION_TOLERANCE; // Ensure the program state is set to the user parameters on the way out. original_program->SetParameterBlockStatePtrsToUserStatePtrs(); summary->postprocessor_time_in_seconds = WallTimeInSeconds() - post_process_start_time; return; } scoped_ptr linear_solver(CreateLinearSolver(&options, &summary->error)); event_logger.AddEvent("CreateLinearSolver"); if (linear_solver == NULL) { return; } summary->linear_solver_type_given = original_options.linear_solver_type; summary->linear_solver_type_used = options.linear_solver_type; summary->preconditioner_type = options.preconditioner_type; summary->num_linear_solver_threads_given = original_options.num_linear_solver_threads; summary->num_linear_solver_threads_used = options.num_linear_solver_threads; summary->dense_linear_algebra_library_type = options.dense_linear_algebra_library_type; summary->sparse_linear_algebra_library_type = options.sparse_linear_algebra_library_type; summary->trust_region_strategy_type = options.trust_region_strategy_type; summary->dogleg_type = options.dogleg_type; scoped_ptr evaluator(CreateEvaluator(options, problem_impl->parameter_map(), reduced_program.get(), &summary->error)); event_logger.AddEvent("CreateEvaluator"); if (evaluator == NULL) { return; } scoped_ptr inner_iteration_minimizer; if (options.use_inner_iterations) { if (reduced_program->parameter_blocks().size() < 2) { LOG(WARNING) << "Reduced problem only contains one parameter block." << "Disabling inner iterations."; } else { inner_iteration_minimizer.reset( CreateInnerIterationMinimizer(original_options, *reduced_program, problem_impl->parameter_map(), summary)); if (inner_iteration_minimizer == NULL) { LOG(ERROR) << summary->error; return; } } } event_logger.AddEvent("CreateInnerIterationMinimizer"); // The optimizer works on contiguous parameter vectors; allocate some. Vector parameters(reduced_program->NumParameters()); // Collect the discontiguous parameters into a contiguous state vector. reduced_program->ParameterBlocksToStateVector(parameters.data()); Vector original_parameters = parameters; double minimizer_start_time = WallTimeInSeconds(); summary->preprocessor_time_in_seconds = minimizer_start_time - solver_start_time; // Run the optimization. TrustRegionMinimize(options, reduced_program.get(), inner_iteration_minimizer.get(), evaluator.get(), linear_solver.get(), parameters.data(), summary); event_logger.AddEvent("Minimize"); SetSummaryFinalCost(summary); // If the user aborted mid-optimization or the optimization // terminated because of a numerical failure, then return without // updating user state. if (summary->termination_type == USER_ABORT || summary->termination_type == NUMERICAL_FAILURE) { return; } double post_process_start_time = WallTimeInSeconds(); // Push the contiguous optimized parameters back to the user's // parameters. reduced_program->StateVectorToParameterBlocks(parameters.data()); reduced_program->CopyParameterBlockStateToUserState(); // Ensure the program state is set to the user parameters on the way // out. original_program->SetParameterBlockStatePtrsToUserStatePtrs(); const map& linear_solver_time_statistics = linear_solver->TimeStatistics(); summary->linear_solver_time_in_seconds = FindWithDefault(linear_solver_time_statistics, "LinearSolver::Solve", 0.0); const map& evaluator_time_statistics = evaluator->TimeStatistics(); summary->residual_evaluation_time_in_seconds = FindWithDefault(evaluator_time_statistics, "Evaluator::Residual", 0.0); summary->jacobian_evaluation_time_in_seconds = FindWithDefault(evaluator_time_statistics, "Evaluator::Jacobian", 0.0); // Stick a fork in it, we're done. summary->postprocessor_time_in_seconds = WallTimeInSeconds() - post_process_start_time; event_logger.AddEvent("PostProcess"); } #ifndef CERES_NO_LINE_SEARCH_MINIMIZER void SolverImpl::LineSearchSolve(const Solver::Options& original_options, ProblemImpl* original_problem_impl, Solver::Summary* summary) { double solver_start_time = WallTimeInSeconds(); Program* original_program = original_problem_impl->mutable_program(); ProblemImpl* problem_impl = original_problem_impl; // Reset the summary object to its default values. *CHECK_NOTNULL(summary) = Solver::Summary(); summary->minimizer_type = LINE_SEARCH; summary->line_search_direction_type = original_options.line_search_direction_type; summary->max_lbfgs_rank = original_options.max_lbfgs_rank; summary->line_search_type = original_options.line_search_type; summary->line_search_interpolation_type = original_options.line_search_interpolation_type; summary->nonlinear_conjugate_gradient_type = original_options.nonlinear_conjugate_gradient_type; summary->num_parameter_blocks = original_program->NumParameterBlocks(); summary->num_parameters = original_program->NumParameters(); summary->num_residual_blocks = original_program->NumResidualBlocks(); summary->num_residuals = original_program->NumResiduals(); summary->num_effective_parameters = original_program->NumEffectiveParameters(); // Validate values for configuration parameters supplied by user. if ((original_options.line_search_direction_type == ceres::BFGS || original_options.line_search_direction_type == ceres::LBFGS) && original_options.line_search_type != ceres::WOLFE) { summary->error = string("Invalid configuration: require line_search_type == " "ceres::WOLFE when using (L)BFGS to ensure that underlying " "assumptions are guaranteed to be satisfied."); LOG(ERROR) << summary->error; return; } if (original_options.max_lbfgs_rank <= 0) { summary->error = string("Invalid configuration: require max_lbfgs_rank > 0"); LOG(ERROR) << summary->error; return; } if (original_options.min_line_search_step_size <= 0.0) { summary->error = "Invalid configuration: min_line_search_step_size <= 0.0."; LOG(ERROR) << summary->error; return; } if (original_options.line_search_sufficient_function_decrease <= 0.0) { summary->error = string("Invalid configuration: require ") + string("line_search_sufficient_function_decrease <= 0.0."); LOG(ERROR) << summary->error; return; } if (original_options.max_line_search_step_contraction <= 0.0 || original_options.max_line_search_step_contraction >= 1.0) { summary->error = string("Invalid configuration: require ") + string("0.0 < max_line_search_step_contraction < 1.0."); LOG(ERROR) << summary->error; return; } if (original_options.min_line_search_step_contraction <= original_options.max_line_search_step_contraction || original_options.min_line_search_step_contraction > 1.0) { summary->error = string("Invalid configuration: require ") + string("max_line_search_step_contraction < ") + string("min_line_search_step_contraction <= 1.0."); LOG(ERROR) << summary->error; return; } // Warn user if they have requested BISECTION interpolation, but constraints // on max/min step size change during line search prevent bisection scaling // from occurring. Warn only, as this is likely a user mistake, but one which // does not prevent us from continuing. LOG_IF(WARNING, (original_options.line_search_interpolation_type == ceres::BISECTION && (original_options.max_line_search_step_contraction > 0.5 || original_options.min_line_search_step_contraction < 0.5))) << "Line search interpolation type is BISECTION, but specified " << "max_line_search_step_contraction: " << original_options.max_line_search_step_contraction << ", and " << "min_line_search_step_contraction: " << original_options.min_line_search_step_contraction << ", prevent bisection (0.5) scaling, continuing with solve regardless."; if (original_options.max_num_line_search_step_size_iterations <= 0) { summary->error = string("Invalid configuration: require ") + string("max_num_line_search_step_size_iterations > 0."); LOG(ERROR) << summary->error; return; } if (original_options.line_search_sufficient_curvature_decrease <= original_options.line_search_sufficient_function_decrease || original_options.line_search_sufficient_curvature_decrease > 1.0) { summary->error = string("Invalid configuration: require ") + string("line_search_sufficient_function_decrease < ") + string("line_search_sufficient_curvature_decrease < 1.0."); LOG(ERROR) << summary->error; return; } if (original_options.max_line_search_step_expansion <= 1.0) { summary->error = string("Invalid configuration: require ") + string("max_line_search_step_expansion > 1.0."); LOG(ERROR) << summary->error; return; } // Empty programs are usually a user error. if (summary->num_parameter_blocks == 0) { summary->error = "Problem contains no parameter blocks."; LOG(ERROR) << summary->error; return; } if (summary->num_residual_blocks == 0) { summary->error = "Problem contains no residual blocks."; LOG(ERROR) << summary->error; return; } Solver::Options options(original_options); // This ensures that we get a Block Jacobian Evaluator along with // none of the Schur nonsense. This file will have to be extensively // refactored to deal with the various bits of cleanups related to // line search. options.linear_solver_type = CGNR; options.linear_solver_ordering = NULL; options.inner_iteration_ordering = NULL; #ifndef CERES_USE_OPENMP if (options.num_threads > 1) { LOG(WARNING) << "OpenMP support is not compiled into this binary; " << "only options.num_threads=1 is supported. Switching " << "to single threaded mode."; options.num_threads = 1; } #endif // CERES_USE_OPENMP summary->num_threads_given = original_options.num_threads; summary->num_threads_used = options.num_threads; if (original_options.linear_solver_ordering != NULL) { if (!IsOrderingValid(original_options, problem_impl, &summary->error)) { LOG(ERROR) << summary->error; return; } options.linear_solver_ordering = new ParameterBlockOrdering(*original_options.linear_solver_ordering); } else { options.linear_solver_ordering = new ParameterBlockOrdering; const ProblemImpl::ParameterMap& parameter_map = problem_impl->parameter_map(); for (ProblemImpl::ParameterMap::const_iterator it = parameter_map.begin(); it != parameter_map.end(); ++it) { options.linear_solver_ordering->AddElementToGroup(it->first, 0); } } original_program->SetParameterBlockStatePtrsToUserStatePtrs(); // If the user requests gradient checking, construct a new // ProblemImpl by wrapping the CostFunctions of problem_impl inside // GradientCheckingCostFunction and replacing problem_impl with // gradient_checking_problem_impl. scoped_ptr gradient_checking_problem_impl; if (options.check_gradients) { VLOG(1) << "Checking Gradients"; gradient_checking_problem_impl.reset( CreateGradientCheckingProblemImpl( problem_impl, options.numeric_derivative_relative_step_size, options.gradient_check_relative_precision)); // From here on, problem_impl will point to the gradient checking // version. problem_impl = gradient_checking_problem_impl.get(); } // Create the three objects needed to minimize: the transformed program, the // evaluator, and the linear solver. scoped_ptr reduced_program(CreateReducedProgram(&options, problem_impl, &summary->fixed_cost, &summary->error)); if (reduced_program == NULL) { return; } summary->num_parameter_blocks_reduced = reduced_program->NumParameterBlocks(); summary->num_parameters_reduced = reduced_program->NumParameters(); summary->num_residual_blocks_reduced = reduced_program->NumResidualBlocks(); summary->num_effective_parameters_reduced = reduced_program->NumEffectiveParameters(); summary->num_residuals_reduced = reduced_program->NumResiduals(); if (summary->num_parameter_blocks_reduced == 0) { summary->preprocessor_time_in_seconds = WallTimeInSeconds() - solver_start_time; LOG(INFO) << "Terminating: FUNCTION_TOLERANCE reached. " << "No non-constant parameter blocks found."; // FUNCTION_TOLERANCE is the right convergence here, as we know // that the objective function is constant and cannot be changed // any further. summary->termination_type = FUNCTION_TOLERANCE; const double post_process_start_time = WallTimeInSeconds(); SetSummaryFinalCost(summary); // Ensure the program state is set to the user parameters on the way out. original_program->SetParameterBlockStatePtrsToUserStatePtrs(); summary->postprocessor_time_in_seconds = WallTimeInSeconds() - post_process_start_time; return; } scoped_ptr evaluator(CreateEvaluator(options, problem_impl->parameter_map(), reduced_program.get(), &summary->error)); if (evaluator == NULL) { return; } // The optimizer works on contiguous parameter vectors; allocate some. Vector parameters(reduced_program->NumParameters()); // Collect the discontiguous parameters into a contiguous state vector. reduced_program->ParameterBlocksToStateVector(parameters.data()); Vector original_parameters = parameters; const double minimizer_start_time = WallTimeInSeconds(); summary->preprocessor_time_in_seconds = minimizer_start_time - solver_start_time; // Run the optimization. LineSearchMinimize(options, reduced_program.get(), evaluator.get(), parameters.data(), summary); // If the user aborted mid-optimization or the optimization // terminated because of a numerical failure, then return without // updating user state. if (summary->termination_type == USER_ABORT || summary->termination_type == NUMERICAL_FAILURE) { return; } const double post_process_start_time = WallTimeInSeconds(); // Push the contiguous optimized parameters back to the user's parameters. reduced_program->StateVectorToParameterBlocks(parameters.data()); reduced_program->CopyParameterBlockStateToUserState(); SetSummaryFinalCost(summary); // Ensure the program state is set to the user parameters on the way out. original_program->SetParameterBlockStatePtrsToUserStatePtrs(); const map& evaluator_time_statistics = evaluator->TimeStatistics(); summary->residual_evaluation_time_in_seconds = FindWithDefault(evaluator_time_statistics, "Evaluator::Residual", 0.0); summary->jacobian_evaluation_time_in_seconds = FindWithDefault(evaluator_time_statistics, "Evaluator::Jacobian", 0.0); // Stick a fork in it, we're done. summary->postprocessor_time_in_seconds = WallTimeInSeconds() - post_process_start_time; } #endif // CERES_NO_LINE_SEARCH_MINIMIZER bool SolverImpl::IsOrderingValid(const Solver::Options& options, const ProblemImpl* problem_impl, string* error) { if (options.linear_solver_ordering->NumElements() != problem_impl->NumParameterBlocks()) { *error = "Number of parameter blocks in user supplied ordering " "does not match the number of parameter blocks in the problem"; return false; } const Program& program = problem_impl->program(); const vector& parameter_blocks = program.parameter_blocks(); for (vector::const_iterator it = parameter_blocks.begin(); it != parameter_blocks.end(); ++it) { if (!options.linear_solver_ordering ->IsMember(const_cast((*it)->user_state()))) { *error = "Problem contains a parameter block that is not in " "the user specified ordering."; return false; } } if (IsSchurType(options.linear_solver_type) && options.linear_solver_ordering->NumGroups() > 1) { const vector& residual_blocks = program.residual_blocks(); const set& e_blocks = options.linear_solver_ordering->group_to_elements().begin()->second; if (!IsParameterBlockSetIndependent(e_blocks, residual_blocks)) { *error = "The user requested the use of a Schur type solver. " "But the first elimination group in the ordering is not an " "independent set."; return false; } } return true; } bool SolverImpl::IsParameterBlockSetIndependent( const set& parameter_block_ptrs, const vector& residual_blocks) { // Loop over each residual block and ensure that no two parameter // blocks in the same residual block are part of // parameter_block_ptrs as that would violate the assumption that it // is an independent set in the Hessian matrix. for (vector::const_iterator it = residual_blocks.begin(); it != residual_blocks.end(); ++it) { ParameterBlock* const* parameter_blocks = (*it)->parameter_blocks(); const int num_parameter_blocks = (*it)->NumParameterBlocks(); int count = 0; for (int i = 0; i < num_parameter_blocks; ++i) { count += parameter_block_ptrs.count( parameter_blocks[i]->mutable_user_state()); } if (count > 1) { return false; } } return true; } // Strips varying parameters and residuals, maintaining order, and updating // num_eliminate_blocks. bool SolverImpl::RemoveFixedBlocksFromProgram(Program* program, ParameterBlockOrdering* ordering, double* fixed_cost, string* error) { vector* parameter_blocks = program->mutable_parameter_blocks(); scoped_array residual_block_evaluate_scratch; if (fixed_cost != NULL) { residual_block_evaluate_scratch.reset( new double[program->MaxScratchDoublesNeededForEvaluate()]); *fixed_cost = 0.0; } // Mark all the parameters as unused. Abuse the index member of the parameter // blocks for the marking. for (int i = 0; i < parameter_blocks->size(); ++i) { (*parameter_blocks)[i]->set_index(-1); } // Filter out residual that have all-constant parameters, and mark all the // parameter blocks that appear in residuals. { vector* residual_blocks = program->mutable_residual_blocks(); int j = 0; for (int i = 0; i < residual_blocks->size(); ++i) { ResidualBlock* residual_block = (*residual_blocks)[i]; int num_parameter_blocks = residual_block->NumParameterBlocks(); // Determine if the residual block is fixed, and also mark varying // parameters that appear in the residual block. bool all_constant = true; for (int k = 0; k < num_parameter_blocks; k++) { ParameterBlock* parameter_block = residual_block->parameter_blocks()[k]; if (!parameter_block->IsConstant()) { all_constant = false; parameter_block->set_index(1); } } if (!all_constant) { (*residual_blocks)[j++] = (*residual_blocks)[i]; } else if (fixed_cost != NULL) { // The residual is constant and will be removed, so its cost is // added to the variable fixed_cost. double cost = 0.0; if (!residual_block->Evaluate(true, &cost, NULL, NULL, residual_block_evaluate_scratch.get())) { *error = StringPrintf("Evaluation of the residual %d failed during " "removal of fixed residual blocks.", i); return false; } *fixed_cost += cost; } } residual_blocks->resize(j); } // Filter out unused or fixed parameter blocks, and update // the ordering. { vector* parameter_blocks = program->mutable_parameter_blocks(); int j = 0; for (int i = 0; i < parameter_blocks->size(); ++i) { ParameterBlock* parameter_block = (*parameter_blocks)[i]; if (parameter_block->index() == 1) { (*parameter_blocks)[j++] = parameter_block; } else { ordering->Remove(parameter_block->mutable_user_state()); } } parameter_blocks->resize(j); } if (!(((program->NumResidualBlocks() == 0) && (program->NumParameterBlocks() == 0)) || ((program->NumResidualBlocks() != 0) && (program->NumParameterBlocks() != 0)))) { *error = "Congratulations, you found a bug in Ceres. Please report it."; return false; } return true; } Program* SolverImpl::CreateReducedProgram(Solver::Options* options, ProblemImpl* problem_impl, double* fixed_cost, string* error) { CHECK_NOTNULL(options->linear_solver_ordering); Program* original_program = problem_impl->mutable_program(); scoped_ptr transformed_program(new Program(*original_program)); ParameterBlockOrdering* linear_solver_ordering = options->linear_solver_ordering; const int min_group_id = linear_solver_ordering->group_to_elements().begin()->first; if (!RemoveFixedBlocksFromProgram(transformed_program.get(), linear_solver_ordering, fixed_cost, error)) { return NULL; } VLOG(2) << "Reduced problem: " << transformed_program->NumParameterBlocks() << " parameter blocks, " << transformed_program->NumParameters() << " parameters, " << transformed_program->NumResidualBlocks() << " residual blocks, " << transformed_program->NumResiduals() << " residuals."; if (transformed_program->NumParameterBlocks() == 0) { LOG(WARNING) << "No varying parameter blocks to optimize; " << "bailing early."; return transformed_program.release(); } if (IsSchurType(options->linear_solver_type) && linear_solver_ordering->GroupSize(min_group_id) == 0) { // If the user requested the use of a Schur type solver, and // supplied a non-NULL linear_solver_ordering object with more than // one elimination group, then it can happen that after all the // parameter blocks which are fixed or unused have been removed from // the program and the ordering, there are no more parameter blocks // in the first elimination group. // // In such a case, the use of a Schur type solver is not possible, // as they assume there is at least one e_block. Thus, we // automatically switch to the closest solver to the one indicated // by the user. AlternateLinearSolverForSchurTypeLinearSolver(options); } if (IsSchurType(options->linear_solver_type)) { if (!ReorderProgramForSchurTypeLinearSolver( options->linear_solver_type, options->sparse_linear_algebra_library_type, problem_impl->parameter_map(), linear_solver_ordering, transformed_program.get(), error)) { return NULL; } return transformed_program.release(); } if (options->linear_solver_type == SPARSE_NORMAL_CHOLESKY) { if (!ReorderProgramForSparseNormalCholesky( options->sparse_linear_algebra_library_type, linear_solver_ordering, transformed_program.get(), error)) { return NULL; } return transformed_program.release(); } transformed_program->SetParameterOffsetsAndIndex(); return transformed_program.release(); } LinearSolver* SolverImpl::CreateLinearSolver(Solver::Options* options, string* error) { CHECK_NOTNULL(options); CHECK_NOTNULL(options->linear_solver_ordering); CHECK_NOTNULL(error); if (options->trust_region_strategy_type == DOGLEG) { if (options->linear_solver_type == ITERATIVE_SCHUR || options->linear_solver_type == CGNR) { *error = "DOGLEG only supports exact factorization based linear " "solvers. If you want to use an iterative solver please " "use LEVENBERG_MARQUARDT as the trust_region_strategy_type"; return NULL; } } #ifdef CERES_NO_LAPACK if (options->linear_solver_type == DENSE_NORMAL_CHOLESKY && options->dense_linear_algebra_library_type == LAPACK) { *error = "Can't use DENSE_NORMAL_CHOLESKY with LAPACK because " "LAPACK was not enabled when Ceres was built."; return NULL; } if (options->linear_solver_type == DENSE_QR && options->dense_linear_algebra_library_type == LAPACK) { *error = "Can't use DENSE_QR with LAPACK because " "LAPACK was not enabled when Ceres was built."; return NULL; } if (options->linear_solver_type == DENSE_SCHUR && options->dense_linear_algebra_library_type == LAPACK) { *error = "Can't use DENSE_SCHUR with LAPACK because " "LAPACK was not enabled when Ceres was built."; return NULL; } #endif #ifdef CERES_NO_SUITESPARSE if (options->linear_solver_type == SPARSE_NORMAL_CHOLESKY && options->sparse_linear_algebra_library_type == SUITE_SPARSE) { *error = "Can't use SPARSE_NORMAL_CHOLESKY with SUITESPARSE because " "SuiteSparse was not enabled when Ceres was built."; return NULL; } if (options->preconditioner_type == CLUSTER_JACOBI) { *error = "CLUSTER_JACOBI preconditioner not suppored. Please build Ceres " "with SuiteSparse support."; return NULL; } if (options->preconditioner_type == CLUSTER_TRIDIAGONAL) { *error = "CLUSTER_TRIDIAGONAL preconditioner not suppored. Please build " "Ceres with SuiteSparse support."; return NULL; } #endif #ifdef CERES_NO_CXSPARSE if (options->linear_solver_type == SPARSE_NORMAL_CHOLESKY && options->sparse_linear_algebra_library_type == CX_SPARSE) { *error = "Can't use SPARSE_NORMAL_CHOLESKY with CXSPARSE because " "CXSparse was not enabled when Ceres was built."; return NULL; } #endif #if defined(CERES_NO_SUITESPARSE) && defined(CERES_NO_CXSPARSE) if (options->linear_solver_type == SPARSE_SCHUR) { *error = "Can't use SPARSE_SCHUR because neither SuiteSparse nor" "CXSparse was enabled when Ceres was compiled."; return NULL; } #endif if (options->max_linear_solver_iterations <= 0) { *error = "Solver::Options::max_linear_solver_iterations is not positive."; return NULL; } if (options->min_linear_solver_iterations <= 0) { *error = "Solver::Options::min_linear_solver_iterations is not positive."; return NULL; } if (options->min_linear_solver_iterations > options->max_linear_solver_iterations) { *error = "Solver::Options::min_linear_solver_iterations > " "Solver::Options::max_linear_solver_iterations."; return NULL; } LinearSolver::Options linear_solver_options; linear_solver_options.min_num_iterations = options->min_linear_solver_iterations; linear_solver_options.max_num_iterations = options->max_linear_solver_iterations; linear_solver_options.type = options->linear_solver_type; linear_solver_options.preconditioner_type = options->preconditioner_type; linear_solver_options.sparse_linear_algebra_library_type = options->sparse_linear_algebra_library_type; linear_solver_options.dense_linear_algebra_library_type = options->dense_linear_algebra_library_type; linear_solver_options.use_postordering = options->use_postordering; // Ignore user's postordering preferences and force it to be true if // cholmod_camd is not available. This ensures that the linear // solver does not assume that a fill-reducing pre-ordering has been // done. #if !defined(CERES_NO_SUITESPARSE) && defined(CERES_NO_CAMD) if (IsSchurType(linear_solver_options.type) && options->sparse_linear_algebra_library_type == SUITE_SPARSE) { linear_solver_options.use_postordering = true; } #endif linear_solver_options.num_threads = options->num_linear_solver_threads; options->num_linear_solver_threads = linear_solver_options.num_threads; const map >& groups = options->linear_solver_ordering->group_to_elements(); for (map >::const_iterator it = groups.begin(); it != groups.end(); ++it) { linear_solver_options.elimination_groups.push_back(it->second.size()); } // Schur type solvers, expect at least two elimination groups. If // there is only one elimination group, then CreateReducedProgram // guarantees that this group only contains e_blocks. Thus we add a // dummy elimination group with zero blocks in it. if (IsSchurType(linear_solver_options.type) && linear_solver_options.elimination_groups.size() == 1) { linear_solver_options.elimination_groups.push_back(0); } return LinearSolver::Create(linear_solver_options); } // 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; } // Reorder the residuals for program, if necessary, so that the residuals // involving each E block occur together. This is a necessary condition for the // Schur eliminator, which works on these "row blocks" in the jacobian. bool SolverImpl::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 residual_blocks_per_e_block(num_eliminate_blocks + 1); vector* residual_blocks = program->mutable_residual_blocks(); vector 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 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 reordered_residual_blocks( (*residual_blocks).size(), static_cast(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; } Evaluator* SolverImpl::CreateEvaluator( const Solver::Options& options, const ProblemImpl::ParameterMap& parameter_map, Program* program, string* error) { Evaluator::Options evaluator_options; evaluator_options.linear_solver_type = options.linear_solver_type; evaluator_options.num_eliminate_blocks = (options.linear_solver_ordering->NumGroups() > 0 && IsSchurType(options.linear_solver_type)) ? (options.linear_solver_ordering ->group_to_elements().begin() ->second.size()) : 0; evaluator_options.num_threads = options.num_threads; return Evaluator::Create(evaluator_options, program, error); } CoordinateDescentMinimizer* SolverImpl::CreateInnerIterationMinimizer( const Solver::Options& options, const Program& program, const ProblemImpl::ParameterMap& parameter_map, Solver::Summary* summary) { summary->inner_iterations_given = true; scoped_ptr inner_iteration_minimizer( new CoordinateDescentMinimizer); scoped_ptr inner_iteration_ordering; ParameterBlockOrdering* ordering_ptr = NULL; if (options.inner_iteration_ordering == NULL) { // Find a recursive decomposition of the Hessian matrix as a set // of independent sets of decreasing size and invert it. This // seems to work better in practice, i.e., Cameras before // points. inner_iteration_ordering.reset(new ParameterBlockOrdering); ComputeRecursiveIndependentSetOrdering(program, inner_iteration_ordering.get()); inner_iteration_ordering->Reverse(); ordering_ptr = inner_iteration_ordering.get(); } else { const map >& group_to_elements = options.inner_iteration_ordering->group_to_elements(); // Iterate over each group and verify that it is an independent // set. map >::const_iterator it = group_to_elements.begin(); for ( ; it != group_to_elements.end(); ++it) { if (!IsParameterBlockSetIndependent(it->second, program.residual_blocks())) { summary->error = StringPrintf("The user-provided " "parameter_blocks_for_inner_iterations does not " "form an independent set. Group Id: %d", it->first); return NULL; } } ordering_ptr = options.inner_iteration_ordering; } if (!inner_iteration_minimizer->Init(program, parameter_map, *ordering_ptr, &summary->error)) { return NULL; } summary->inner_iterations_used = true; summary->inner_iteration_time_in_seconds = 0.0; SummarizeOrdering(ordering_ptr, &(summary->inner_iteration_ordering_used)); return inner_iteration_minimizer.release(); } void SolverImpl::AlternateLinearSolverForSchurTypeLinearSolver( Solver::Options* options) { if (!IsSchurType(options->linear_solver_type)) { return; } string msg = "No e_blocks remaining. Switching from "; if (options->linear_solver_type == SPARSE_SCHUR) { options->linear_solver_type = SPARSE_NORMAL_CHOLESKY; msg += "SPARSE_SCHUR to SPARSE_NORMAL_CHOLESKY."; } else if (options->linear_solver_type == DENSE_SCHUR) { // TODO(sameeragarwal): This is probably not a great choice. // Ideally, we should have a DENSE_NORMAL_CHOLESKY, that can // take a BlockSparseMatrix as input. options->linear_solver_type = DENSE_QR; msg += "DENSE_SCHUR to DENSE_QR."; } else if (options->linear_solver_type == ITERATIVE_SCHUR) { options->linear_solver_type = CGNR; if (options->preconditioner_type != IDENTITY) { msg += StringPrintf("ITERATIVE_SCHUR with %s preconditioner " "to CGNR with JACOBI preconditioner.", PreconditionerTypeToString( options->preconditioner_type)); // CGNR currently only supports the JACOBI preconditioner. options->preconditioner_type = JACOBI; } else { msg += "ITERATIVE_SCHUR with IDENTITY preconditioner" "to CGNR with IDENTITY preconditioner."; } } LOG(WARNING) << msg; } bool SolverImpl::ApplyUserOrdering( const ProblemImpl::ParameterMap& parameter_map, const ParameterBlockOrdering* parameter_block_ordering, Program* program, string* error) { const int num_parameter_blocks = program->NumParameterBlocks(); if (parameter_block_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, parameter_block_ordering->NumElements()); return false; } vector* parameter_blocks = program->mutable_parameter_blocks(); parameter_blocks->clear(); const map >& groups = parameter_block_ordering->group_to_elements(); for (map >::const_iterator group_it = groups.begin(); group_it != groups.end(); ++group_it) { const set& group = group_it->second; for (set::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; } TripletSparseMatrix* SolverImpl::CreateJacobianBlockSparsityTranspose( const Program* program) { // Matrix to store the block sparsity structure of the Jacobian. TripletSparseMatrix* tsm = new TripletSparseMatrix(program->NumParameterBlocks(), program->NumResidualBlocks(), 10 * program->NumResidualBlocks()); int num_nonzeros = 0; int* rows = tsm->mutable_rows(); int* cols = tsm->mutable_cols(); double* values = tsm->mutable_values(); const vector& residual_blocks = program->residual_blocks(); for (int c = 0; c < residual_blocks.size(); ++c) { const ResidualBlock* residual_block = residual_blocks[c]; const int num_parameter_blocks = residual_block->NumParameterBlocks(); ParameterBlock* const* parameter_blocks = residual_block->parameter_blocks(); for (int j = 0; j < num_parameter_blocks; ++j) { if (parameter_blocks[j]->IsConstant()) { continue; } // Re-size the matrix if needed. if (num_nonzeros >= tsm->max_num_nonzeros()) { tsm->set_num_nonzeros(num_nonzeros); tsm->Reserve(2 * num_nonzeros); rows = tsm->mutable_rows(); cols = tsm->mutable_cols(); values = tsm->mutable_values(); } CHECK_LT(num_nonzeros, tsm->max_num_nonzeros()); const int r = parameter_blocks[j]->index(); rows[num_nonzeros] = r; cols[num_nonzeros] = c; values[num_nonzeros] = 1.0; ++num_nonzeros; } } tsm->set_num_nonzeros(num_nonzeros); return tsm; } bool SolverImpl::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 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 ApplyUserOrdering 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 (!ApplyUserOrdering(parameter_map, parameter_block_ordering, program, error)) { return false; } } // Pre-order the columns corresponding to the schur complement if // possible. #if !defined(CERES_NO_SUITESPARSE) && !defined(CERES_NO_CAMD) if (linear_solver_type == SPARSE_SCHUR && sparse_linear_algebra_library_type == SUITE_SPARSE) { vector constraints; vector& 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]. SolverImpl::CompactifyArray(&constraints); // Set the offsets and index for CreateJacobianSparsityTranspose. program->SetParameterOffsetsAndIndex(); // Compute a block sparse presentation of J'. scoped_ptr tsm_block_jacobian_transpose( SolverImpl::CreateJacobianBlockSparsityTranspose(program)); SuiteSparse ss; cholmod_sparse* block_jacobian_transpose = ss.CreateSparseMatrix(tsm_block_jacobian_transpose.get()); vector ordering(parameter_blocks.size(), 0); ss.ConstrainedApproximateMinimumDegreeOrdering(block_jacobian_transpose, &constraints[0], &ordering[0]); ss.Free(block_jacobian_transpose); const vector parameter_blocks_copy(parameter_blocks); for (int i = 0; i < program->NumParameterBlocks(); ++i) { parameter_blocks[i] = parameter_blocks_copy[ordering[i]]; } } #endif 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(); return LexicographicallyOrderResidualBlocks(num_eliminate_blocks, program, error); } bool SolverImpl::ReorderProgramForSparseNormalCholesky( const SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type, const ParameterBlockOrdering* parameter_block_ordering, Program* program, string* error) { // Set the offsets and index for CreateJacobianSparsityTranspose. program->SetParameterOffsetsAndIndex(); // Compute a block sparse presentation of J'. scoped_ptr tsm_block_jacobian_transpose( SolverImpl::CreateJacobianBlockSparsityTranspose(program)); vector ordering(program->NumParameterBlocks(), 0); vector& parameter_blocks = *(program->mutable_parameter_blocks()); if (sparse_linear_algebra_library_type == SUITE_SPARSE) { #ifdef CERES_NO_SUITESPARSE *error = "Can't use SPARSE_NORMAL_CHOLESKY with SUITE_SPARSE because " "SuiteSparse was not enabled when Ceres was built."; return false; #else SuiteSparse ss; cholmod_sparse* block_jacobian_transpose = ss.CreateSparseMatrix(tsm_block_jacobian_transpose.get()); # ifdef CERES_NO_CAMD // No cholmod_camd, so ignore user's parameter_block_ordering and // use plain old AMD. ss.ApproximateMinimumDegreeOrdering(block_jacobian_transpose, &ordering[0]); # else if (parameter_block_ordering->NumGroups() > 1) { // If the user specified more than one elimination groups use them // to constrain the ordering. vector 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[0]); } else { ss.ApproximateMinimumDegreeOrdering(block_jacobian_transpose, &ordering[0]); } # endif // CERES_NO_CAMD ss.Free(block_jacobian_transpose); #endif // CERES_NO_SUITESPARSE } else if (sparse_linear_algebra_library_type == CX_SPARSE) { #ifndef 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(tsm_block_jacobian_transpose.get()); 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[0]); cxsparse.Free(block_hessian); #else // CERES_NO_CXSPARSE *error = "Can't use SPARSE_NORMAL_CHOLESKY with CX_SPARSE because " "CXSparse was not enabled when Ceres was built."; return false; #endif // CERES_NO_CXSPARSE } else { *error = "Unknown sparse linear algebra library."; return false; } // Apply ordering. const vector 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; } void SolverImpl::CompactifyArray(vector* array_ptr) { vector& array = *array_ptr; const set unique_group_ids(array.begin(), array.end()); map group_id_map; for (set::const_iterator it = unique_group_ids.begin(); it != unique_group_ids.end(); ++it) { InsertOrDie(&group_id_map, *it, group_id_map.size()); } for (int i = 0; i < array.size(); ++i) { array[i] = group_id_map[array[i]]; } } } // namespace internal } // namespace ceres