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- // Ceres Solver - A fast non-linear least squares minimizer
- // Copyright 2023 Google Inc. All rights reserved.
- // http://ceres-solver.org/
- //
- // 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/block_jacobian_writer.h"
- #include <algorithm>
- #include <memory>
- #include <vector>
- #include "ceres/block_evaluate_preparer.h"
- #include "ceres/block_sparse_matrix.h"
- #include "ceres/internal/eigen.h"
- #include "ceres/internal/export.h"
- #include "ceres/parameter_block.h"
- #include "ceres/program.h"
- #include "ceres/residual_block.h"
- namespace ceres::internal {
- namespace {
- // Given the residual block ordering, build a lookup table to determine which
- // per-parameter jacobian goes where in the overall program jacobian.
- //
- // Since we expect to use a Schur type linear solver to solve the LM step, take
- // extra care to place the E blocks and the F blocks contiguously. E blocks are
- // the first num_eliminate_blocks parameter blocks as indicated by the parameter
- // block ordering. The remaining parameter blocks are the F blocks.
- //
- // In order to simplify handling block-sparse to CRS conversion, cells within
- // the row-block of non-partitioned matrix are stored in memory sequentially in
- // the order of increasing column-block id. In case of partitioned matrices,
- // cells corresponding to F sub-matrix are stored sequentially in the order of
- // increasing column-block id (with cells corresponding to E sub-matrix stored
- // separately).
- //
- // TODO(keir): Consider if we should use a boolean for each parameter block
- // instead of num_eliminate_blocks.
- bool BuildJacobianLayout(const Program& program,
- int num_eliminate_blocks,
- std::vector<int*>* jacobian_layout,
- std::vector<int>* jacobian_layout_storage) {
- const std::vector<ResidualBlock*>& residual_blocks =
- program.residual_blocks();
- // Iterate over all the active residual blocks and determine how many E blocks
- // are there. This will determine where the F blocks start in the jacobian
- // matrix. Also compute the number of jacobian blocks.
- unsigned int f_block_pos = 0;
- unsigned int num_jacobian_blocks = 0;
- for (auto* residual_block : residual_blocks) {
- const int num_residuals = residual_block->NumResiduals();
- const int num_parameter_blocks = residual_block->NumParameterBlocks();
- // Advance f_block_pos over each E block for this residual.
- for (int j = 0; j < num_parameter_blocks; ++j) {
- ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
- if (!parameter_block->IsConstant()) {
- // Only count blocks for active parameters.
- num_jacobian_blocks++;
- if (parameter_block->index() < num_eliminate_blocks) {
- f_block_pos += num_residuals * parameter_block->TangentSize();
- }
- }
- }
- if (num_jacobian_blocks > std::numeric_limits<int>::max()) {
- LOG(ERROR) << "Overlow error. Too many blocks in the jacobian matrix : "
- << num_jacobian_blocks;
- return false;
- }
- }
- // We now know that the E blocks are laid out starting at zero, and the F
- // blocks are laid out starting at f_block_pos. Iterate over the residual
- // blocks again, and this time fill the jacobian_layout array with the
- // position information.
- jacobian_layout->resize(program.NumResidualBlocks());
- jacobian_layout_storage->resize(num_jacobian_blocks);
- int e_block_pos = 0;
- int* jacobian_pos = jacobian_layout_storage->data();
- std::vector<std::pair<int, int>> active_parameter_blocks;
- for (int i = 0; i < residual_blocks.size(); ++i) {
- const ResidualBlock* residual_block = residual_blocks[i];
- const int num_residuals = residual_block->NumResiduals();
- const int num_parameter_blocks = residual_block->NumParameterBlocks();
- (*jacobian_layout)[i] = jacobian_pos;
- // Cells from F sub-matrix are to be stored sequentially with increasing
- // column block id. For each non-constant parameter block, a pair of indices
- // (index in the list of active parameter blocks and index in the list of
- // all parameter blocks) is computed, and index pairs are sorted by the
- // index of corresponding column block id.
- active_parameter_blocks.clear();
- active_parameter_blocks.reserve(num_parameter_blocks);
- for (int j = 0; j < num_parameter_blocks; ++j) {
- ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
- if (parameter_block->IsConstant()) {
- continue;
- }
- const int k = active_parameter_blocks.size();
- active_parameter_blocks.emplace_back(k, j);
- }
- std::sort(active_parameter_blocks.begin(),
- active_parameter_blocks.end(),
- [&residual_block](const std::pair<int, int>& a,
- const std::pair<int, int>& b) {
- return residual_block->parameter_blocks()[a.second]->index() <
- residual_block->parameter_blocks()[b.second]->index();
- });
- // Cell positions for each active parameter block are filled in the order of
- // active parameter block indices sorted by columnd block index. This
- // guarantees that cells are laid out sequentially with increasing column
- // block indices.
- for (const auto& indices : active_parameter_blocks) {
- const auto [k, j] = indices;
- ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
- const int parameter_block_index = parameter_block->index();
- const int jacobian_block_size =
- num_residuals * parameter_block->TangentSize();
- if (parameter_block_index < num_eliminate_blocks) {
- jacobian_pos[k] = e_block_pos;
- e_block_pos += jacobian_block_size;
- } else {
- jacobian_pos[k] = static_cast<int>(f_block_pos);
- f_block_pos += jacobian_block_size;
- if (f_block_pos > std::numeric_limits<int>::max()) {
- LOG(ERROR)
- << "Overlow error. Too many entries in the Jacobian matrix.";
- return false;
- }
- }
- }
- jacobian_pos += active_parameter_blocks.size();
- }
- return true;
- }
- } // namespace
- BlockJacobianWriter::BlockJacobianWriter(const Evaluator::Options& options,
- Program* program)
- : options_(options), program_(program) {
- CHECK_GE(options.num_eliminate_blocks, 0)
- << "num_eliminate_blocks must be greater than 0.";
- jacobian_layout_is_valid_ = BuildJacobianLayout(*program,
- options.num_eliminate_blocks,
- &jacobian_layout_,
- &jacobian_layout_storage_);
- }
- // Create evaluate preparers that point directly into the final jacobian. This
- // makes the final Write() a nop.
- std::unique_ptr<BlockEvaluatePreparer[]>
- BlockJacobianWriter::CreateEvaluatePreparers(unsigned num_threads) {
- const int max_derivatives_per_residual_block =
- program_->MaxDerivativesPerResidualBlock();
- auto preparers = std::make_unique<BlockEvaluatePreparer[]>(num_threads);
- for (unsigned i = 0; i < num_threads; i++) {
- preparers[i].Init(jacobian_layout_.data(),
- max_derivatives_per_residual_block);
- }
- return preparers;
- }
- std::unique_ptr<SparseMatrix> BlockJacobianWriter::CreateJacobian() const {
- if (!jacobian_layout_is_valid_) {
- LOG(ERROR) << "Unable to create Jacobian matrix. Too many entries in the "
- "Jacobian matrix.";
- return nullptr;
- }
- auto* bs = new CompressedRowBlockStructure;
- const std::vector<ParameterBlock*>& parameter_blocks =
- program_->parameter_blocks();
- // Construct the column blocks.
- bs->cols.resize(parameter_blocks.size());
- for (int i = 0, cursor = 0; i < parameter_blocks.size(); ++i) {
- CHECK_NE(parameter_blocks[i]->index(), -1);
- CHECK(!parameter_blocks[i]->IsConstant());
- bs->cols[i].size = parameter_blocks[i]->TangentSize();
- bs->cols[i].position = cursor;
- cursor += bs->cols[i].size;
- }
- // Construct the cells in each row.
- const std::vector<ResidualBlock*>& residual_blocks =
- program_->residual_blocks();
- int row_block_position = 0;
- bs->rows.resize(residual_blocks.size());
- for (int i = 0; i < residual_blocks.size(); ++i) {
- const ResidualBlock* residual_block = residual_blocks[i];
- CompressedRow* row = &bs->rows[i];
- row->block.size = residual_block->NumResiduals();
- row->block.position = row_block_position;
- row_block_position += row->block.size;
- // Size the row by the number of active parameters in this residual.
- const int num_parameter_blocks = residual_block->NumParameterBlocks();
- int num_active_parameter_blocks = 0;
- for (int j = 0; j < num_parameter_blocks; ++j) {
- if (residual_block->parameter_blocks()[j]->index() != -1) {
- num_active_parameter_blocks++;
- }
- }
- row->cells.resize(num_active_parameter_blocks);
- // Add layout information for the active parameters in this row.
- for (int j = 0, k = 0; j < num_parameter_blocks; ++j) {
- const ParameterBlock* parameter_block =
- residual_block->parameter_blocks()[j];
- if (!parameter_block->IsConstant()) {
- Cell& cell = row->cells[k];
- cell.block_id = parameter_block->index();
- cell.position = jacobian_layout_[i][k];
- // Only increment k for active parameters, since there is only layout
- // information for active parameters.
- k++;
- }
- }
- std::sort(row->cells.begin(), row->cells.end(), CellLessThan);
- }
- return std::make_unique<BlockSparseMatrix>(
- bs, options_.sparse_linear_algebra_library_type == CUDA_SPARSE);
- }
- } // namespace ceres::internal
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