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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/compressed_row_jacobian_writer.h"
- #include <algorithm>
- #include <iterator>
- #include <memory>
- #include <string>
- #include <utility>
- #include <vector>
- #include "ceres/casts.h"
- #include "ceres/compressed_row_sparse_matrix.h"
- #include "ceres/parameter_block.h"
- #include "ceres/program.h"
- #include "ceres/residual_block.h"
- #include "ceres/scratch_evaluate_preparer.h"
- namespace ceres::internal {
- void CompressedRowJacobianWriter::PopulateJacobianRowAndColumnBlockVectors(
- const Program* program, CompressedRowSparseMatrix* jacobian) {
- const auto& parameter_blocks = program->parameter_blocks();
- auto& col_blocks = *(jacobian->mutable_col_blocks());
- col_blocks.resize(parameter_blocks.size());
- int col_pos = 0;
- for (int i = 0; i < parameter_blocks.size(); ++i) {
- col_blocks[i].size = parameter_blocks[i]->TangentSize();
- col_blocks[i].position = col_pos;
- col_pos += col_blocks[i].size;
- }
- const auto& residual_blocks = program->residual_blocks();
- auto& row_blocks = *(jacobian->mutable_row_blocks());
- row_blocks.resize(residual_blocks.size());
- int row_pos = 0;
- for (int i = 0; i < residual_blocks.size(); ++i) {
- row_blocks[i].size = residual_blocks[i]->NumResiduals();
- row_blocks[i].position = row_pos;
- row_pos += row_blocks[i].size;
- }
- }
- void CompressedRowJacobianWriter::GetOrderedParameterBlocks(
- const Program* program,
- int residual_id,
- std::vector<std::pair<int, int>>* evaluated_jacobian_blocks) {
- auto residual_block = program->residual_blocks()[residual_id];
- const int num_parameter_blocks = residual_block->NumParameterBlocks();
- for (int j = 0; j < num_parameter_blocks; ++j) {
- auto parameter_block = residual_block->parameter_blocks()[j];
- if (!parameter_block->IsConstant()) {
- evaluated_jacobian_blocks->push_back(
- std::make_pair(parameter_block->index(), j));
- }
- }
- std::sort(evaluated_jacobian_blocks->begin(),
- evaluated_jacobian_blocks->end());
- }
- std::unique_ptr<SparseMatrix> CompressedRowJacobianWriter::CreateJacobian()
- const {
- const auto& residual_blocks = program_->residual_blocks();
- const int total_num_residuals = program_->NumResiduals();
- const int total_num_effective_parameters = program_->NumEffectiveParameters();
- // Count the number of jacobian nonzeros.
- //
- // We used an unsigned int here, so that we can compare it INT_MAX without
- // triggering overflow behaviour.
- unsigned int num_jacobian_nonzeros = total_num_effective_parameters;
- for (auto* residual_block : residual_blocks) {
- const int num_residuals = residual_block->NumResiduals();
- const int num_parameter_blocks = residual_block->NumParameterBlocks();
- for (int j = 0; j < num_parameter_blocks; ++j) {
- auto parameter_block = residual_block->parameter_blocks()[j];
- if (!parameter_block->IsConstant()) {
- num_jacobian_nonzeros += num_residuals * parameter_block->TangentSize();
- if (num_jacobian_nonzeros > std::numeric_limits<int>::max()) {
- LOG(ERROR) << "Unable to create Jacobian matrix: Too many entries in "
- "the Jacobian matrix. num_jacobian_nonzeros = "
- << num_jacobian_nonzeros;
- return nullptr;
- }
- }
- }
- }
- // Allocate storage for the jacobian with some extra space at the end.
- // Allocate more space than needed to store the jacobian so that when the LM
- // algorithm adds the diagonal, no reallocation is necessary. This reduces
- // peak memory usage significantly.
- auto jacobian = std::make_unique<CompressedRowSparseMatrix>(
- total_num_residuals,
- total_num_effective_parameters,
- static_cast<int>(num_jacobian_nonzeros));
- // At this stage, the CompressedRowSparseMatrix is an invalid state. But
- // this seems to be the only way to construct it without doing a memory
- // copy.
- int* rows = jacobian->mutable_rows();
- int* cols = jacobian->mutable_cols();
- int row_pos = 0;
- rows[0] = 0;
- for (auto* residual_block : residual_blocks) {
- const int num_parameter_blocks = residual_block->NumParameterBlocks();
- // Count the number of derivatives for a row of this residual block and
- // build a list of active parameter block indices.
- int num_derivatives = 0;
- std::vector<int> parameter_indices;
- for (int j = 0; j < num_parameter_blocks; ++j) {
- auto parameter_block = residual_block->parameter_blocks()[j];
- if (!parameter_block->IsConstant()) {
- parameter_indices.push_back(parameter_block->index());
- num_derivatives += parameter_block->TangentSize();
- }
- }
- // Sort the parameters by their position in the state vector.
- std::sort(parameter_indices.begin(), parameter_indices.end());
- if (adjacent_find(parameter_indices.begin(), parameter_indices.end()) !=
- parameter_indices.end()) {
- std::string parameter_block_description;
- for (int j = 0; j < num_parameter_blocks; ++j) {
- auto parameter_block = residual_block->parameter_blocks()[j];
- parameter_block_description += parameter_block->ToString() + "\n";
- }
- LOG(FATAL) << "Ceres internal error: "
- << "Duplicate parameter blocks detected in a cost function. "
- << "This should never happen. Please report this to "
- << "the Ceres developers.\n"
- << "Residual Block: " << residual_block->ToString() << "\n"
- << "Parameter Blocks: " << parameter_block_description;
- }
- // Update the row indices.
- const int num_residuals = residual_block->NumResiduals();
- for (int j = 0; j < num_residuals; ++j) {
- rows[row_pos + j + 1] = rows[row_pos + j] + num_derivatives;
- }
- // Iterate over parameter blocks in the order which they occur in the
- // parameter vector. This code mirrors that in Write(), where jacobian
- // values are updated.
- int col_pos = 0;
- for (int parameter_index : parameter_indices) {
- auto parameter_block = program_->parameter_blocks()[parameter_index];
- const int parameter_block_size = parameter_block->TangentSize();
- for (int r = 0; r < num_residuals; ++r) {
- // This is the position in the values array of the jacobian where this
- // row of the jacobian block should go.
- const int column_block_begin = rows[row_pos + r] + col_pos;
- for (int c = 0; c < parameter_block_size; ++c) {
- cols[column_block_begin + c] = parameter_block->delta_offset() + c;
- }
- }
- col_pos += parameter_block_size;
- }
- row_pos += num_residuals;
- }
- CHECK_EQ(num_jacobian_nonzeros - total_num_effective_parameters,
- rows[total_num_residuals]);
- PopulateJacobianRowAndColumnBlockVectors(program_, jacobian.get());
- return jacobian;
- }
- void CompressedRowJacobianWriter::Write(int residual_id,
- int residual_offset,
- double** jacobians,
- SparseMatrix* base_jacobian) {
- auto* jacobian = down_cast<CompressedRowSparseMatrix*>(base_jacobian);
- double* jacobian_values = jacobian->mutable_values();
- const int* jacobian_rows = jacobian->rows();
- auto residual_block = program_->residual_blocks()[residual_id];
- const int num_residuals = residual_block->NumResiduals();
- std::vector<std::pair<int, int>> evaluated_jacobian_blocks;
- GetOrderedParameterBlocks(program_, residual_id, &evaluated_jacobian_blocks);
- // Where in the current row does the jacobian for a parameter block begin.
- int col_pos = 0;
- // Iterate over the jacobian blocks in increasing order of their
- // positions in the reduced parameter vector.
- for (auto& evaluated_jacobian_block : evaluated_jacobian_blocks) {
- auto parameter_block =
- program_->parameter_blocks()[evaluated_jacobian_block.first];
- const int argument = evaluated_jacobian_block.second;
- const int parameter_block_size = parameter_block->TangentSize();
- // Copy one row of the jacobian block at a time.
- for (int r = 0; r < num_residuals; ++r) {
- // Position of the r^th row of the current jacobian block.
- const double* block_row_begin =
- jacobians[argument] + r * parameter_block_size;
- // Position in the values array of the jacobian where this
- // row of the jacobian block should go.
- double* column_block_begin =
- jacobian_values + jacobian_rows[residual_offset + r] + col_pos;
- std::copy(block_row_begin,
- block_row_begin + parameter_block_size,
- column_block_begin);
- }
- col_pos += parameter_block_size;
- }
- }
- } // namespace ceres::internal
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