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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/program.h"
- #include <algorithm>
- #include <map>
- #include <memory>
- #include <string>
- #include <vector>
- #include "ceres/array_utils.h"
- #include "ceres/casts.h"
- #include "ceres/compressed_row_sparse_matrix.h"
- #include "ceres/cost_function.h"
- #include "ceres/evaluator.h"
- #include "ceres/internal/export.h"
- #include "ceres/loss_function.h"
- #include "ceres/manifold.h"
- #include "ceres/map_util.h"
- #include "ceres/parallel_for.h"
- #include "ceres/parameter_block.h"
- #include "ceres/problem.h"
- #include "ceres/residual_block.h"
- #include "ceres/stl_util.h"
- #include "ceres/triplet_sparse_matrix.h"
- namespace ceres::internal {
- const std::vector<ParameterBlock*>& Program::parameter_blocks() const {
- return parameter_blocks_;
- }
- const std::vector<ResidualBlock*>& Program::residual_blocks() const {
- return residual_blocks_;
- }
- std::vector<ParameterBlock*>* Program::mutable_parameter_blocks() {
- return ¶meter_blocks_;
- }
- std::vector<ResidualBlock*>* Program::mutable_residual_blocks() {
- return &residual_blocks_;
- }
- EvaluationCallback* Program::mutable_evaluation_callback() {
- return evaluation_callback_;
- }
- bool Program::StateVectorToParameterBlocks(const double* state) {
- for (auto* parameter_block : parameter_blocks_) {
- if (!parameter_block->IsConstant() && !parameter_block->SetState(state)) {
- return false;
- }
- state += parameter_block->Size();
- }
- return true;
- }
- void Program::ParameterBlocksToStateVector(double* state) const {
- for (auto* parameter_block : parameter_blocks_) {
- parameter_block->GetState(state);
- state += parameter_block->Size();
- }
- }
- void Program::CopyParameterBlockStateToUserState() {
- for (auto* parameter_block : parameter_blocks_) {
- parameter_block->GetState(parameter_block->mutable_user_state());
- }
- }
- bool Program::SetParameterBlockStatePtrsToUserStatePtrs() {
- for (auto* parameter_block : parameter_blocks_) {
- if (!parameter_block->IsConstant() &&
- !parameter_block->SetState(parameter_block->user_state())) {
- return false;
- }
- }
- return true;
- }
- bool Program::Plus(const double* state,
- const double* delta,
- double* state_plus_delta,
- ContextImpl* context,
- int num_threads) const {
- std::atomic<bool> abort(false);
- auto* parameter_blocks = parameter_blocks_.data();
- ParallelFor(
- context,
- 0,
- parameter_blocks_.size(),
- num_threads,
- [&abort, state, delta, state_plus_delta, parameter_blocks](int block_id) {
- if (abort) {
- return;
- }
- auto parameter_block = parameter_blocks[block_id];
- auto block_state = state + parameter_block->state_offset();
- auto block_delta = delta + parameter_block->delta_offset();
- auto block_state_plus_delta =
- state_plus_delta + parameter_block->state_offset();
- if (!parameter_block->Plus(
- block_state, block_delta, block_state_plus_delta)) {
- abort = true;
- }
- });
- return abort == false;
- }
- void Program::SetParameterOffsetsAndIndex() {
- // Set positions for all parameters appearing as arguments to residuals to one
- // past the end of the parameter block array.
- for (auto* residual_block : residual_blocks_) {
- for (int j = 0; j < residual_block->NumParameterBlocks(); ++j) {
- residual_block->parameter_blocks()[j]->set_index(-1);
- }
- }
- // For parameters that appear in the program, set their position and offset.
- int state_offset = 0;
- int delta_offset = 0;
- for (int i = 0; i < parameter_blocks_.size(); ++i) {
- parameter_blocks_[i]->set_index(i);
- parameter_blocks_[i]->set_state_offset(state_offset);
- parameter_blocks_[i]->set_delta_offset(delta_offset);
- state_offset += parameter_blocks_[i]->Size();
- delta_offset += parameter_blocks_[i]->TangentSize();
- }
- }
- bool Program::IsValid() const {
- for (int i = 0; i < residual_blocks_.size(); ++i) {
- const ResidualBlock* residual_block = residual_blocks_[i];
- if (residual_block->index() != i) {
- LOG(WARNING) << "Residual block: " << i
- << " has incorrect index: " << residual_block->index();
- return false;
- }
- }
- int state_offset = 0;
- int delta_offset = 0;
- for (int i = 0; i < parameter_blocks_.size(); ++i) {
- const ParameterBlock* parameter_block = parameter_blocks_[i];
- if (parameter_block->index() != i ||
- parameter_block->state_offset() != state_offset ||
- parameter_block->delta_offset() != delta_offset) {
- LOG(WARNING) << "Parameter block: " << i
- << "has incorrect indexing information: "
- << parameter_block->ToString();
- return false;
- }
- state_offset += parameter_blocks_[i]->Size();
- delta_offset += parameter_blocks_[i]->TangentSize();
- }
- return true;
- }
- bool Program::ParameterBlocksAreFinite(std::string* message) const {
- CHECK(message != nullptr);
- for (auto* parameter_block : parameter_blocks_) {
- const double* array = parameter_block->user_state();
- const int size = parameter_block->Size();
- const int invalid_index = FindInvalidValue(size, array);
- if (invalid_index != size) {
- *message = StringPrintf(
- "ParameterBlock: %p with size %d has at least one invalid value.\n"
- "First invalid value is at index: %d.\n"
- "Parameter block values: ",
- array,
- size,
- invalid_index);
- AppendArrayToString(size, array, message);
- return false;
- }
- }
- return true;
- }
- bool Program::IsBoundsConstrained() const {
- for (auto* parameter_block : parameter_blocks_) {
- if (parameter_block->IsConstant()) {
- continue;
- }
- const int size = parameter_block->Size();
- for (int j = 0; j < size; ++j) {
- const double lower_bound = parameter_block->LowerBoundForParameter(j);
- const double upper_bound = parameter_block->UpperBoundForParameter(j);
- if (lower_bound > -std::numeric_limits<double>::max() ||
- upper_bound < std::numeric_limits<double>::max()) {
- return true;
- }
- }
- }
- return false;
- }
- bool Program::IsFeasible(std::string* message) const {
- CHECK(message != nullptr);
- for (auto* parameter_block : parameter_blocks_) {
- const double* parameters = parameter_block->user_state();
- const int size = parameter_block->Size();
- if (parameter_block->IsConstant()) {
- // Constant parameter blocks must start in the feasible region
- // to ultimately produce a feasible solution, since Ceres cannot
- // change them.
- for (int j = 0; j < size; ++j) {
- const double lower_bound = parameter_block->LowerBoundForParameter(j);
- const double upper_bound = parameter_block->UpperBoundForParameter(j);
- if (parameters[j] < lower_bound || parameters[j] > upper_bound) {
- *message = StringPrintf(
- "ParameterBlock: %p with size %d has at least one infeasible "
- "value."
- "\nFirst infeasible value is at index: %d."
- "\nLower bound: %e, value: %e, upper bound: %e"
- "\nParameter block values: ",
- parameters,
- size,
- j,
- lower_bound,
- parameters[j],
- upper_bound);
- AppendArrayToString(size, parameters, message);
- return false;
- }
- }
- } else {
- // Variable parameter blocks must have non-empty feasible
- // regions, otherwise there is no way to produce a feasible
- // solution.
- for (int j = 0; j < size; ++j) {
- const double lower_bound = parameter_block->LowerBoundForParameter(j);
- const double upper_bound = parameter_block->UpperBoundForParameter(j);
- if (lower_bound >= upper_bound) {
- *message = StringPrintf(
- "ParameterBlock: %p with size %d has at least one infeasible "
- "bound."
- "\nFirst infeasible bound is at index: %d."
- "\nLower bound: %e, upper bound: %e"
- "\nParameter block values: ",
- parameters,
- size,
- j,
- lower_bound,
- upper_bound);
- AppendArrayToString(size, parameters, message);
- return false;
- }
- }
- }
- }
- return true;
- }
- std::unique_ptr<Program> Program::CreateReducedProgram(
- std::vector<double*>* removed_parameter_blocks,
- double* fixed_cost,
- std::string* error) const {
- CHECK(removed_parameter_blocks != nullptr);
- CHECK(fixed_cost != nullptr);
- CHECK(error != nullptr);
- std::unique_ptr<Program> reduced_program = std::make_unique<Program>(*this);
- if (!reduced_program->RemoveFixedBlocks(
- removed_parameter_blocks, fixed_cost, error)) {
- return nullptr;
- }
- reduced_program->SetParameterOffsetsAndIndex();
- return reduced_program;
- }
- bool Program::RemoveFixedBlocks(std::vector<double*>* removed_parameter_blocks,
- double* fixed_cost,
- std::string* error) {
- CHECK(removed_parameter_blocks != nullptr);
- CHECK(fixed_cost != nullptr);
- CHECK(error != nullptr);
- std::unique_ptr<double[]> residual_block_evaluate_scratch;
- residual_block_evaluate_scratch =
- std::make_unique<double[]>(MaxScratchDoublesNeededForEvaluate());
- *fixed_cost = 0.0;
- bool need_to_call_prepare_for_evaluation = evaluation_callback_ != nullptr;
- // Mark all the parameters as unused. Abuse the index member of the
- // parameter blocks for the marking.
- for (auto* parameter_block : parameter_blocks_) {
- parameter_block->set_index(-1);
- }
- // Filter out residual that have all-constant parameters, and mark
- // all the parameter blocks that appear in residuals.
- int num_active_residual_blocks = 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_[num_active_residual_blocks++] = residual_block;
- continue;
- }
- // This is an exceedingly rare case, where the user has residual
- // blocks which are effectively constant but they are also
- // performance sensitive enough to add an EvaluationCallback.
- //
- // In this case before we evaluate the cost of the constant
- // residual blocks, we must call
- // EvaluationCallback::PrepareForEvaluation(). Because this call
- // can be costly, we only call this if we actually encounter a
- // residual block with all constant parameter blocks.
- //
- // It is worth nothing that there is a minor inefficiency here,
- // that the iteration 0 of TrustRegionMinimizer will also cause
- // PrepareForEvaluation to be called on the same point, but with
- // evaluate_jacobians = true. We could try and optimize this here,
- // but given the rarity of this case, the additional complexity
- // and long range dependency is not worth it.
- if (need_to_call_prepare_for_evaluation) {
- constexpr bool kNewPoint = true;
- constexpr bool kDoNotEvaluateJacobians = false;
- evaluation_callback_->PrepareForEvaluation(kDoNotEvaluateJacobians,
- kNewPoint);
- need_to_call_prepare_for_evaluation = false;
- }
- // 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,
- nullptr,
- nullptr,
- 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(num_active_residual_blocks);
- // Filter out unused or fixed parameter blocks.
- int num_active_parameter_blocks = 0;
- removed_parameter_blocks->clear();
- for (auto* parameter_block : parameter_blocks_) {
- if (parameter_block->index() == -1) {
- removed_parameter_blocks->push_back(
- parameter_block->mutable_user_state());
- } else {
- parameter_blocks_[num_active_parameter_blocks++] = parameter_block;
- }
- }
- parameter_blocks_.resize(num_active_parameter_blocks);
- if (!(((NumResidualBlocks() == 0) && (NumParameterBlocks() == 0)) ||
- ((NumResidualBlocks() != 0) && (NumParameterBlocks() != 0)))) {
- *error = "Congratulations, you found a bug in Ceres. Please report it.";
- return false;
- }
- return true;
- }
- bool Program::IsParameterBlockSetIndependent(
- const std::set<double*>& independent_set) const {
- // 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 (const ResidualBlock* residual_block : residual_blocks_) {
- ParameterBlock* const* parameter_blocks =
- residual_block->parameter_blocks();
- const int num_parameter_blocks = residual_block->NumParameterBlocks();
- int count = 0;
- for (int i = 0; i < num_parameter_blocks; ++i) {
- count += independent_set.count(parameter_blocks[i]->mutable_user_state());
- }
- if (count > 1) {
- return false;
- }
- }
- return true;
- }
- std::unique_ptr<TripletSparseMatrix>
- Program::CreateJacobianBlockSparsityTranspose(int start_residual_block) const {
- // Matrix to store the block sparsity structure of the Jacobian.
- const int num_rows = NumParameterBlocks();
- const int num_cols = NumResidualBlocks() - start_residual_block;
- std::unique_ptr<TripletSparseMatrix> tsm(
- new TripletSparseMatrix(num_rows, num_cols, 10 * num_cols));
- int num_nonzeros = 0;
- int* rows = tsm->mutable_rows();
- int* cols = tsm->mutable_cols();
- double* values = tsm->mutable_values();
- for (int c = start_residual_block; 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();
- }
- const int r = parameter_blocks[j]->index();
- rows[num_nonzeros] = r;
- cols[num_nonzeros] = c - start_residual_block;
- values[num_nonzeros] = 1.0;
- ++num_nonzeros;
- }
- }
- tsm->set_num_nonzeros(num_nonzeros);
- return tsm;
- }
- int Program::NumResidualBlocks() const { return residual_blocks_.size(); }
- int Program::NumParameterBlocks() const { return parameter_blocks_.size(); }
- int Program::NumResiduals() const {
- int num_residuals = 0;
- for (auto* residual_block : residual_blocks_) {
- num_residuals += residual_block->NumResiduals();
- }
- return num_residuals;
- }
- int Program::NumParameters() const {
- int num_parameters = 0;
- for (auto* parameter_block : parameter_blocks_) {
- num_parameters += parameter_block->Size();
- }
- return num_parameters;
- }
- int Program::NumEffectiveParameters() const {
- int num_parameters = 0;
- for (auto* parameter_block : parameter_blocks_) {
- num_parameters += parameter_block->TangentSize();
- }
- return num_parameters;
- }
- // TODO(sameeragarwal): The following methods should just be updated
- // incrementally and the values cached, rather than the linear
- // complexity we have right now on every call.
- int Program::MaxScratchDoublesNeededForEvaluate() const {
- // Compute the scratch space needed for evaluate.
- int max_scratch_bytes_for_evaluate = 0;
- for (auto* residual_block : residual_blocks_) {
- max_scratch_bytes_for_evaluate =
- std::max(max_scratch_bytes_for_evaluate,
- residual_block->NumScratchDoublesForEvaluate());
- }
- return max_scratch_bytes_for_evaluate;
- }
- int Program::MaxDerivativesPerResidualBlock() const {
- int max_derivatives = 0;
- for (auto* residual_block : residual_blocks_) {
- int derivatives = 0;
- int num_parameters = residual_block->NumParameterBlocks();
- for (int j = 0; j < num_parameters; ++j) {
- derivatives += residual_block->NumResiduals() *
- residual_block->parameter_blocks()[j]->TangentSize();
- }
- max_derivatives = std::max(max_derivatives, derivatives);
- }
- return max_derivatives;
- }
- int Program::MaxParametersPerResidualBlock() const {
- int max_parameters = 0;
- for (auto* residual_block : residual_blocks_) {
- max_parameters =
- std::max(max_parameters, residual_block->NumParameterBlocks());
- }
- return max_parameters;
- }
- int Program::MaxResidualsPerResidualBlock() const {
- int max_residuals = 0;
- for (auto* residual_block : residual_blocks_) {
- max_residuals = std::max(max_residuals, residual_block->NumResiduals());
- }
- return max_residuals;
- }
- std::string Program::ToString() const {
- std::string ret = "Program dump\n";
- ret += StringPrintf("Number of parameter blocks: %d\n", NumParameterBlocks());
- ret += StringPrintf("Number of parameters: %d\n", NumParameters());
- ret += "Parameters:\n";
- for (int i = 0; i < parameter_blocks_.size(); ++i) {
- ret +=
- StringPrintf("%d: %s\n", i, parameter_blocks_[i]->ToString().c_str());
- }
- return ret;
- }
- } // namespace ceres::internal
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