Blame internal/ceres/program_evaluator.h

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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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//   this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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//   this list of conditions and the following disclaimer in the documentation
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//   and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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//   used to endorse or promote products derived from this software without
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//   specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: keir@google.com (Keir Mierle)
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//
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// The ProgramEvaluator runs the cost functions contained in each residual block
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// and stores the result into a jacobian. The particular type of jacobian is
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// abstracted out using two template parameters:
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//
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//   - An "EvaluatePreparer" that is responsible for creating the array with
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//     pointers to the jacobian blocks where the cost function evaluates to.
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//   - A "JacobianWriter" that is responsible for storing the resulting
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//     jacobian blocks in the passed sparse matrix.
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//
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// This abstraction affords an efficient evaluator implementation while still
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// supporting writing to multiple sparse matrix formats. For example, when the
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// ProgramEvaluator is parameterized for writing to block sparse matrices, the
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// residual jacobians are written directly into their final position in the
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// block sparse matrix by the user's CostFunction; there is no copying.
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//
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// The evaluation is threaded with OpenMP.
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//
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// The EvaluatePreparer and JacobianWriter interfaces are as follows:
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//
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//   class EvaluatePreparer {
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//     // Prepare the jacobians array for use as the destination of a call to
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//     // a cost function's evaluate method.
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//     void Prepare(const ResidualBlock* residual_block,
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//                  int residual_block_index,
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//                  SparseMatrix* jacobian,
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//                  double** jacobians);
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//   }
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//
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//   class JacobianWriter {
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//     // Create a jacobian that this writer can write. Same as
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//     // Evaluator::CreateJacobian.
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//     SparseMatrix* CreateJacobian() const;
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//
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//     // Create num_threads evaluate preparers. Caller owns result which must
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//     // be freed with delete[]. Resulting preparers are valid while *this is.
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//     EvaluatePreparer* CreateEvaluatePreparers(int num_threads);
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//
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//     // Write the block jacobians from a residual block evaluation to the
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//     // larger sparse jacobian.
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//     void Write(int residual_id,
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//                int residual_offset,
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//                double** jacobians,
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//                SparseMatrix* jacobian);
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//   }
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//
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// Note: The ProgramEvaluator is not thread safe, since internally it maintains
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// some per-thread scratch space.
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#ifndef CERES_INTERNAL_PROGRAM_EVALUATOR_H_
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#define CERES_INTERNAL_PROGRAM_EVALUATOR_H_
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// This include must come before any #ifndef check on Ceres compile options.
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#include "ceres/internal/port.h"
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#ifdef CERES_USE_OPENMP
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#include <omp.h>
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#endif
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#include <map>
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#include <string>
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#include <vector>
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#include "ceres/execution_summary.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/parameter_block.h"
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#include "ceres/program.h"
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#include "ceres/residual_block.h"
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#include "ceres/small_blas.h"
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namespace ceres {
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namespace internal {
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struct NullJacobianFinalizer {
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  void operator()(SparseMatrix* jacobian, int num_parameters) {}
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};
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template
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         typename JacobianWriter,
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         typename JacobianFinalizer = NullJacobianFinalizer>
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class ProgramEvaluator : public Evaluator {
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 public:
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  ProgramEvaluator(const Evaluator::Options &options, Program* program)
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      : options_(options),
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        program_(program),
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        jacobian_writer_(options, program),
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        evaluate_preparers_(
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            jacobian_writer_.CreateEvaluatePreparers(options.num_threads)) {
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#ifndef CERES_USE_OPENMP
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    if (options_.num_threads > 1) {
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      LOG(WARNING)
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          << "OpenMP support is not compiled into this binary; "
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          << "only options.num_threads = 1 is supported. Switching "
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          << "to single threaded mode.";
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      options_.num_threads = 1;
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    }
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#endif
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    BuildResidualLayout(*program, &residual_layout_);
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    evaluate_scratch_.reset(CreateEvaluatorScratch(*program,
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                                                   options.num_threads));
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  }
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  // Implementation of Evaluator interface.
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  SparseMatrix* CreateJacobian() const {
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    return jacobian_writer_.CreateJacobian();
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  }
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  bool Evaluate(const Evaluator::EvaluateOptions& evaluate_options,
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                const double* state,
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                double* cost,
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                double* residuals,
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                double* gradient,
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                SparseMatrix* jacobian) {
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    ScopedExecutionTimer total_timer("Evaluator::Total", &execution_summary_);
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    ScopedExecutionTimer call_type_timer(gradient == NULL && jacobian == NULL
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                                         ? "Evaluator::Residual"
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                                         : "Evaluator::Jacobian",
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                                         &execution_summary_);
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    // The parameters are stateful, so set the state before evaluating.
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    if (!program_->StateVectorToParameterBlocks(state)) {
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      return false;
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    }
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    if (residuals != NULL) {
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      VectorRef(residuals, program_->NumResiduals()).setZero();
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    }
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    if (jacobian != NULL) {
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      jacobian->SetZero();
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    }
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    // Each thread gets it's own cost and evaluate scratch space.
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    for (int i = 0; i < options_.num_threads; ++i) {
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      evaluate_scratch_[i].cost = 0.0;
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      if (gradient != NULL) {
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        VectorRef(evaluate_scratch_[i].gradient.get(),
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                  program_->NumEffectiveParameters()).setZero();
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      }
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    }
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    // This bool is used to disable the loop if an error is encountered
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    // without breaking out of it. The remaining loop iterations are still run,
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    // but with an empty body, and so will finish quickly.
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    bool abort = false;
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    int num_residual_blocks = program_->NumResidualBlocks();
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#pragma omp parallel for num_threads(options_.num_threads)
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    for (int i = 0; i < num_residual_blocks; ++i) {
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// Disable the loop instead of breaking, as required by OpenMP.
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#pragma omp flush(abort)
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      if (abort) {
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        continue;
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      }
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#ifdef CERES_USE_OPENMP
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      int thread_id = omp_get_thread_num();
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#else
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      int thread_id = 0;
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#endif
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      EvaluatePreparer* preparer = &evaluate_preparers_[thread_id];
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      EvaluateScratch* scratch = &evaluate_scratch_[thread_id];
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      // Prepare block residuals if requested.
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      const ResidualBlock* residual_block = program_->residual_blocks()[i];
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      double* block_residuals = NULL;
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      if (residuals != NULL) {
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        block_residuals = residuals + residual_layout_[i];
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      } else if (gradient != NULL) {
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        block_residuals = scratch->residual_block_residuals.get();
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      }
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      // Prepare block jacobians if requested.
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      double** block_jacobians = NULL;
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      if (jacobian != NULL || gradient != NULL) {
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        preparer->Prepare(residual_block,
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                          i,
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                          jacobian,
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                          scratch->jacobian_block_ptrs.get());
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        block_jacobians = scratch->jacobian_block_ptrs.get();
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      }
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      // Evaluate the cost, residuals, and jacobians.
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      double block_cost;
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      if (!residual_block->Evaluate(
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              evaluate_options.apply_loss_function,
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              &block_cost,
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              block_residuals,
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              block_jacobians,
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              scratch->residual_block_evaluate_scratch.get())) {
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        abort = true;
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// This ensures that the OpenMP threads have a consistent view of 'abort'. Do
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// the flush inside the failure case so that there is usually only one
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// synchronization point per loop iteration instead of two.
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#pragma omp flush(abort)
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        continue;
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      }
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      scratch->cost += block_cost;
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      // Store the jacobians, if they were requested.
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      if (jacobian != NULL) {
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        jacobian_writer_.Write(i,
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                               residual_layout_[i],
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                               block_jacobians,
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                               jacobian);
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      }
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      // Compute and store the gradient, if it was requested.
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      if (gradient != NULL) {
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        int num_residuals = residual_block->NumResiduals();
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        int num_parameter_blocks = residual_block->NumParameterBlocks();
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        for (int j = 0; j < num_parameter_blocks; ++j) {
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          const ParameterBlock* parameter_block =
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              residual_block->parameter_blocks()[j];
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          if (parameter_block->IsConstant()) {
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            continue;
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          }
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          MatrixTransposeVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>(
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              block_jacobians[j],
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              num_residuals,
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              parameter_block->LocalSize(),
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              block_residuals,
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              scratch->gradient.get() + parameter_block->delta_offset());
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        }
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      }
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    }
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    if (!abort) {
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      const int num_parameters = program_->NumEffectiveParameters();
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      // Sum the cost and gradient (if requested) from each thread.
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      (*cost) = 0.0;
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      if (gradient != NULL) {
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        VectorRef(gradient, num_parameters).setZero();
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      }
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      for (int i = 0; i < options_.num_threads; ++i) {
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        (*cost) += evaluate_scratch_[i].cost;
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        if (gradient != NULL) {
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          VectorRef(gradient, num_parameters) +=
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              VectorRef(evaluate_scratch_[i].gradient.get(), num_parameters);
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        }
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      }
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      // Finalize the Jacobian if it is available.
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      // `num_parameters` is passed to the finalizer so that additional
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      // storage can be reserved for additional diagonal elements if
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      // necessary.
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      if (jacobian != NULL) {
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        JacobianFinalizer f;
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        f(jacobian, num_parameters);
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      }
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    }
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    return !abort;
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  }
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  bool Plus(const double* state,
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            const double* delta,
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            double* state_plus_delta) const {
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    return program_->Plus(state, delta, state_plus_delta);
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  }
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  int NumParameters() const {
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    return program_->NumParameters();
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  }
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  int NumEffectiveParameters() const {
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    return program_->NumEffectiveParameters();
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  }
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  int NumResiduals() const {
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    return program_->NumResiduals();
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  }
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  virtual std::map<std::string, int> CallStatistics() const {
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    return execution_summary_.calls();
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  }
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  virtual std::map<std::string, double> TimeStatistics() const {
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    return execution_summary_.times();
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  }
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 private:
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  // Per-thread scratch space needed to evaluate and store each residual block.
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  struct EvaluateScratch {
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    void Init(int max_parameters_per_residual_block,
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              int max_scratch_doubles_needed_for_evaluate,
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              int max_residuals_per_residual_block,
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              int num_parameters) {
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      residual_block_evaluate_scratch.reset(
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          new double[max_scratch_doubles_needed_for_evaluate]);
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      gradient.reset(new double[num_parameters]);
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      VectorRef(gradient.get(), num_parameters).setZero();
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      residual_block_residuals.reset(
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          new double[max_residuals_per_residual_block]);
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      jacobian_block_ptrs.reset(
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          new double*[max_parameters_per_residual_block]);
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    }
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    double cost;
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    scoped_array<double> residual_block_evaluate_scratch;
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    // The gradient in the local parameterization.
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    scoped_array<double> gradient;
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    // Enough space to store the residual for the largest residual block.
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    scoped_array<double> residual_block_residuals;
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    scoped_array<double*> jacobian_block_ptrs;
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  };
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  static void BuildResidualLayout(const Program& program,
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                                  std::vector<int>* residual_layout) {
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    const std::vector<ResidualBlock*>& residual_blocks =
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        program.residual_blocks();
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    residual_layout->resize(program.NumResidualBlocks());
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    int residual_pos = 0;
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    for (int i = 0; i < residual_blocks.size(); ++i) {
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      const int num_residuals = residual_blocks[i]->NumResiduals();
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      (*residual_layout)[i] = residual_pos;
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      residual_pos += num_residuals;
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    }
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  }
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  // Create scratch space for each thread evaluating the program.
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  static EvaluateScratch* CreateEvaluatorScratch(const Program& program,
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                                                 int num_threads) {
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    int max_parameters_per_residual_block =
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        program.MaxParametersPerResidualBlock();
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    int max_scratch_doubles_needed_for_evaluate =
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        program.MaxScratchDoublesNeededForEvaluate();
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    int max_residuals_per_residual_block =
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        program.MaxResidualsPerResidualBlock();
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    int num_parameters = program.NumEffectiveParameters();
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    EvaluateScratch* evaluate_scratch = new EvaluateScratch[num_threads];
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    for (int i = 0; i < num_threads; i++) {
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      evaluate_scratch[i].Init(max_parameters_per_residual_block,
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                               max_scratch_doubles_needed_for_evaluate,
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                               max_residuals_per_residual_block,
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                               num_parameters);
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    }
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    return evaluate_scratch;
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  }
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  Evaluator::Options options_;
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  Program* program_;
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  JacobianWriter jacobian_writer_;
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  scoped_array<EvaluatePreparer> evaluate_preparers_;
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  scoped_array<EvaluateScratch> evaluate_scratch_;
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  std::vector<int> residual_layout_;
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  ::ceres::internal::ExecutionSummary execution_summary_;
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};
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}  // namespace internal
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}  // namespace ceres
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#endif  // CERES_INTERNAL_PROGRAM_EVALUATOR_H_