Blame internal/ceres/compressed_row_jacobian_writer.cc

Packit ea1746
// Ceres Solver - A fast non-linear least squares minimizer
Packit ea1746
// Copyright 2015 Google Inc. All rights reserved.
Packit ea1746
// http://ceres-solver.org/
Packit ea1746
//
Packit ea1746
// Redistribution and use in source and binary forms, with or without
Packit ea1746
// modification, are permitted provided that the following conditions are met:
Packit ea1746
//
Packit ea1746
// * Redistributions of source code must retain the above copyright notice,
Packit ea1746
//   this list of conditions and the following disclaimer.
Packit ea1746
// * Redistributions in binary form must reproduce the above copyright notice,
Packit ea1746
//   this list of conditions and the following disclaimer in the documentation
Packit ea1746
//   and/or other materials provided with the distribution.
Packit ea1746
// * Neither the name of Google Inc. nor the names of its contributors may be
Packit ea1746
//   used to endorse or promote products derived from this software without
Packit ea1746
//   specific prior written permission.
Packit ea1746
//
Packit ea1746
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
Packit ea1746
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
Packit ea1746
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
Packit ea1746
// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
Packit ea1746
// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
Packit ea1746
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
Packit ea1746
// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
Packit ea1746
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
Packit ea1746
// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
Packit ea1746
// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
Packit ea1746
// POSSIBILITY OF SUCH DAMAGE.
Packit ea1746
//
Packit ea1746
// Author: keir@google.com (Keir Mierle)
Packit ea1746
Packit ea1746
#include "ceres/compressed_row_jacobian_writer.h"
Packit ea1746
Packit ea1746
#include <iterator>
Packit ea1746
#include <utility>
Packit ea1746
#include <vector>
Packit ea1746
Packit ea1746
#include "ceres/casts.h"
Packit ea1746
#include "ceres/compressed_row_sparse_matrix.h"
Packit ea1746
#include "ceres/parameter_block.h"
Packit ea1746
#include "ceres/program.h"
Packit ea1746
#include "ceres/residual_block.h"
Packit ea1746
#include "ceres/scratch_evaluate_preparer.h"
Packit ea1746
Packit ea1746
namespace ceres {
Packit ea1746
namespace internal {
Packit ea1746
Packit ea1746
using std::make_pair;
Packit ea1746
using std::pair;
Packit ea1746
using std::vector;
Packit ea1746
using std::adjacent_find;
Packit ea1746
Packit ea1746
void CompressedRowJacobianWriter::PopulateJacobianRowAndColumnBlockVectors(
Packit ea1746
    const Program* program, CompressedRowSparseMatrix* jacobian) {
Packit ea1746
  const vector<ParameterBlock*>& parameter_blocks =
Packit ea1746
      program->parameter_blocks();
Packit ea1746
  vector<int>& col_blocks = *(jacobian->mutable_col_blocks());
Packit ea1746
  col_blocks.resize(parameter_blocks.size());
Packit ea1746
  for (int i = 0; i < parameter_blocks.size(); ++i) {
Packit ea1746
    col_blocks[i] = parameter_blocks[i]->LocalSize();
Packit ea1746
  }
Packit ea1746
Packit ea1746
  const vector<ResidualBlock*>& residual_blocks =
Packit ea1746
      program->residual_blocks();
Packit ea1746
  vector<int>& row_blocks = *(jacobian->mutable_row_blocks());
Packit ea1746
  row_blocks.resize(residual_blocks.size());
Packit ea1746
  for (int i = 0; i < residual_blocks.size(); ++i) {
Packit ea1746
    row_blocks[i] = residual_blocks[i]->NumResiduals();
Packit ea1746
  }
Packit ea1746
}
Packit ea1746
Packit ea1746
void CompressedRowJacobianWriter::GetOrderedParameterBlocks(
Packit ea1746
      const Program* program,
Packit ea1746
      int residual_id,
Packit ea1746
      vector<pair<int, int> >* evaluated_jacobian_blocks) {
Packit ea1746
  const ResidualBlock* residual_block =
Packit ea1746
      program->residual_blocks()[residual_id];
Packit ea1746
  const int num_parameter_blocks = residual_block->NumParameterBlocks();
Packit ea1746
Packit ea1746
  for (int j = 0; j < num_parameter_blocks; ++j) {
Packit ea1746
    const ParameterBlock* parameter_block =
Packit ea1746
        residual_block->parameter_blocks()[j];
Packit ea1746
    if (!parameter_block->IsConstant()) {
Packit ea1746
      evaluated_jacobian_blocks->push_back(
Packit ea1746
          make_pair(parameter_block->index(), j));
Packit ea1746
    }
Packit ea1746
  }
Packit ea1746
  sort(evaluated_jacobian_blocks->begin(), evaluated_jacobian_blocks->end());
Packit ea1746
}
Packit ea1746
Packit ea1746
SparseMatrix* CompressedRowJacobianWriter::CreateJacobian() const {
Packit ea1746
  const vector<ResidualBlock*>& residual_blocks =
Packit ea1746
      program_->residual_blocks();
Packit ea1746
Packit ea1746
  int total_num_residuals = program_->NumResiduals();
Packit ea1746
  int total_num_effective_parameters = program_->NumEffectiveParameters();
Packit ea1746
Packit ea1746
  // Count the number of jacobian nonzeros.
Packit ea1746
  int num_jacobian_nonzeros = 0;
Packit ea1746
  for (int i = 0; i < residual_blocks.size(); ++i) {
Packit ea1746
    ResidualBlock* residual_block = residual_blocks[i];
Packit ea1746
    const int num_residuals = residual_block->NumResiduals();
Packit ea1746
    const int num_parameter_blocks = residual_block->NumParameterBlocks();
Packit ea1746
    for (int j = 0; j < num_parameter_blocks; ++j) {
Packit ea1746
      ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
Packit ea1746
      if (!parameter_block->IsConstant()) {
Packit ea1746
        num_jacobian_nonzeros += num_residuals * parameter_block->LocalSize();
Packit ea1746
      }
Packit ea1746
    }
Packit ea1746
  }
Packit ea1746
Packit ea1746
  // Allocate storage for the jacobian with some extra space at the end.
Packit ea1746
  // Allocate more space than needed to store the jacobian so that when the LM
Packit ea1746
  // algorithm adds the diagonal, no reallocation is necessary. This reduces
Packit ea1746
  // peak memory usage significantly.
Packit ea1746
  CompressedRowSparseMatrix* jacobian =
Packit ea1746
      new CompressedRowSparseMatrix(
Packit ea1746
          total_num_residuals,
Packit ea1746
          total_num_effective_parameters,
Packit ea1746
          num_jacobian_nonzeros + total_num_effective_parameters);
Packit ea1746
Packit ea1746
  // At this stage, the CompressedRowSparseMatrix is an invalid state. But this
Packit ea1746
  // seems to be the only way to construct it without doing a memory copy.
Packit ea1746
  int* rows = jacobian->mutable_rows();
Packit ea1746
  int* cols = jacobian->mutable_cols();
Packit ea1746
Packit ea1746
  int row_pos = 0;
Packit ea1746
  rows[0] = 0;
Packit ea1746
  for (int i = 0; i < residual_blocks.size(); ++i) {
Packit ea1746
    const ResidualBlock* residual_block = residual_blocks[i];
Packit ea1746
    const int num_parameter_blocks = residual_block->NumParameterBlocks();
Packit ea1746
Packit ea1746
    // Count the number of derivatives for a row of this residual block and
Packit ea1746
    // build a list of active parameter block indices.
Packit ea1746
    int num_derivatives = 0;
Packit ea1746
    vector<int> parameter_indices;
Packit ea1746
    for (int j = 0; j < num_parameter_blocks; ++j) {
Packit ea1746
      ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
Packit ea1746
      if (!parameter_block->IsConstant()) {
Packit ea1746
        parameter_indices.push_back(parameter_block->index());
Packit ea1746
        num_derivatives += parameter_block->LocalSize();
Packit ea1746
      }
Packit ea1746
    }
Packit ea1746
Packit ea1746
    // Sort the parameters by their position in the state vector.
Packit ea1746
    sort(parameter_indices.begin(), parameter_indices.end());
Packit ea1746
    if (adjacent_find(parameter_indices.begin(), parameter_indices.end()) !=
Packit ea1746
        parameter_indices.end()) {
Packit ea1746
      std::string parameter_block_description;
Packit ea1746
      for (int j = 0; j < num_parameter_blocks; ++j) {
Packit ea1746
        ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
Packit ea1746
        parameter_block_description +=
Packit ea1746
            parameter_block->ToString() + "\n";
Packit ea1746
      }
Packit ea1746
      LOG(FATAL) << "Ceres internal error: "
Packit ea1746
                 << "Duplicate parameter blocks detected in a cost function. "
Packit ea1746
                 << "This should never happen. Please report this to "
Packit ea1746
                 << "the Ceres developers.\n"
Packit ea1746
                 << "Residual Block: " << residual_block->ToString() << "\n"
Packit ea1746
                 << "Parameter Blocks: " << parameter_block_description;
Packit ea1746
    }
Packit ea1746
Packit ea1746
    // Update the row indices.
Packit ea1746
    const int num_residuals = residual_block->NumResiduals();
Packit ea1746
    for (int j = 0; j < num_residuals; ++j) {
Packit ea1746
      rows[row_pos + j + 1] = rows[row_pos + j] + num_derivatives;
Packit ea1746
    }
Packit ea1746
Packit ea1746
    // Iterate over parameter blocks in the order which they occur in the
Packit ea1746
    // parameter vector. This code mirrors that in Write(), where jacobian
Packit ea1746
    // values are updated.
Packit ea1746
    int col_pos = 0;
Packit ea1746
    for (int j = 0; j < parameter_indices.size(); ++j) {
Packit ea1746
      ParameterBlock* parameter_block =
Packit ea1746
          program_->parameter_blocks()[parameter_indices[j]];
Packit ea1746
      const int parameter_block_size = parameter_block->LocalSize();
Packit ea1746
Packit ea1746
      for (int r = 0; r < num_residuals; ++r) {
Packit ea1746
        // This is the position in the values array of the jacobian where this
Packit ea1746
        // row of the jacobian block should go.
Packit ea1746
        const int column_block_begin = rows[row_pos + r] + col_pos;
Packit ea1746
Packit ea1746
        for (int c = 0; c < parameter_block_size; ++c) {
Packit ea1746
          cols[column_block_begin + c] = parameter_block->delta_offset() + c;
Packit ea1746
        }
Packit ea1746
      }
Packit ea1746
      col_pos += parameter_block_size;
Packit ea1746
    }
Packit ea1746
    row_pos += num_residuals;
Packit ea1746
  }
Packit ea1746
  CHECK_EQ(num_jacobian_nonzeros, rows[total_num_residuals]);
Packit ea1746
Packit ea1746
  PopulateJacobianRowAndColumnBlockVectors(program_, jacobian);
Packit ea1746
Packit ea1746
  return jacobian;
Packit ea1746
}
Packit ea1746
Packit ea1746
void CompressedRowJacobianWriter::Write(int residual_id,
Packit ea1746
                                        int residual_offset,
Packit ea1746
                                        double **jacobians,
Packit ea1746
                                        SparseMatrix* base_jacobian) {
Packit ea1746
  CompressedRowSparseMatrix* jacobian =
Packit ea1746
      down_cast<CompressedRowSparseMatrix*>(base_jacobian);
Packit ea1746
Packit ea1746
  double* jacobian_values = jacobian->mutable_values();
Packit ea1746
  const int* jacobian_rows = jacobian->rows();
Packit ea1746
Packit ea1746
  const ResidualBlock* residual_block =
Packit ea1746
      program_->residual_blocks()[residual_id];
Packit ea1746
  const int num_residuals = residual_block->NumResiduals();
Packit ea1746
Packit ea1746
  vector<pair<int, int> > evaluated_jacobian_blocks;
Packit ea1746
  GetOrderedParameterBlocks(program_, residual_id, &evaluated_jacobian_blocks);
Packit ea1746
Packit ea1746
  // Where in the current row does the jacobian for a parameter block begin.
Packit ea1746
  int col_pos = 0;
Packit ea1746
Packit ea1746
  // Iterate over the jacobian blocks in increasing order of their
Packit ea1746
  // positions in the reduced parameter vector.
Packit ea1746
  for (int i = 0; i < evaluated_jacobian_blocks.size(); ++i) {
Packit ea1746
    const ParameterBlock* parameter_block =
Packit ea1746
        program_->parameter_blocks()[evaluated_jacobian_blocks[i].first];
Packit ea1746
    const int argument = evaluated_jacobian_blocks[i].second;
Packit ea1746
    const int parameter_block_size = parameter_block->LocalSize();
Packit ea1746
Packit ea1746
    // Copy one row of the jacobian block at a time.
Packit ea1746
    for (int r = 0; r < num_residuals; ++r) {
Packit ea1746
      // Position of the r^th row of the current jacobian block.
Packit ea1746
      const double* block_row_begin =
Packit ea1746
          jacobians[argument] + r * parameter_block_size;
Packit ea1746
Packit ea1746
      // Position in the values array of the jacobian where this
Packit ea1746
      // row of the jacobian block should go.
Packit ea1746
      double* column_block_begin =
Packit ea1746
          jacobian_values + jacobian_rows[residual_offset + r] + col_pos;
Packit ea1746
Packit ea1746
      std::copy(block_row_begin,
Packit ea1746
                block_row_begin + parameter_block_size,
Packit ea1746
                column_block_begin);
Packit ea1746
    }
Packit ea1746
    col_pos += parameter_block_size;
Packit ea1746
  }
Packit ea1746
}
Packit ea1746
Packit ea1746
}  // namespace internal
Packit ea1746
}  // namespace ceres