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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)
- //
- // The ProgramEvaluator runs the cost functions contained in each residual block
- // and stores the result into a jacobian. The particular type of jacobian is
- // abstracted out using two template parameters:
- //
- // - An "EvaluatePreparer" that is responsible for creating the array with
- // pointers to the jacobian blocks where the cost function evaluates to.
- // - A "JacobianWriter" that is responsible for storing the resulting
- // jacobian blocks in the passed sparse matrix.
- //
- // This abstraction affords an efficient evaluator implementation while still
- // supporting writing to multiple sparse matrix formats. For example, when the
- // ProgramEvaluator is parameterized for writing to block sparse matrices, the
- // residual jacobians are written directly into their final position in the
- // block sparse matrix by the user's CostFunction; there is no copying.
- //
- // The evaluation is threaded with C++ threads.
- //
- // The EvaluatePreparer and JacobianWriter interfaces are as follows:
- //
- // class EvaluatePreparer {
- // // Prepare the jacobians array for use as the destination of a call to
- // // a cost function's evaluate method.
- // void Prepare(const ResidualBlock* residual_block,
- // int residual_block_index,
- // SparseMatrix* jacobian,
- // double** jacobians);
- // }
- //
- // class JacobianWriter {
- // // Create a jacobian that this writer can write. Same as
- // // Evaluator::CreateJacobian.
- // std::unique_ptr<SparseMatrix> CreateJacobian() const;
- //
- // // Create num_threads evaluate preparers.Resulting preparers are valid
- // // while *this is.
- //
- // std::unique_ptr<EvaluatePreparer[]> CreateEvaluatePreparers(
- // int num_threads);
- //
- // // Write the block jacobians from a residual block evaluation to the
- // // larger sparse jacobian.
- // void Write(int residual_id,
- // int residual_offset,
- // double** jacobians,
- // SparseMatrix* jacobian);
- // }
- //
- // Note: The ProgramEvaluator is not thread safe, since internally it maintains
- // some per-thread scratch space.
- #ifndef CERES_INTERNAL_PROGRAM_EVALUATOR_H_
- #define CERES_INTERNAL_PROGRAM_EVALUATOR_H_
- // This include must come before any #ifndef check on Ceres compile options.
- // clang-format off
- #include "ceres/internal/config.h"
- // clang-format on
- #include <atomic>
- #include <map>
- #include <memory>
- #include <string>
- #include <vector>
- #include "ceres/evaluation_callback.h"
- #include "ceres/execution_summary.h"
- #include "ceres/internal/eigen.h"
- #include "ceres/parallel_for.h"
- #include "ceres/parallel_vector_ops.h"
- #include "ceres/parameter_block.h"
- #include "ceres/program.h"
- #include "ceres/residual_block.h"
- #include "ceres/small_blas.h"
- namespace ceres {
- namespace internal {
- struct NullJacobianFinalizer {
- void operator()(SparseMatrix* /*jacobian*/, int /*num_parameters*/) {}
- };
- template <typename EvaluatePreparer,
- typename JacobianWriter,
- typename JacobianFinalizer = NullJacobianFinalizer>
- class ProgramEvaluator final : public Evaluator {
- public:
- ProgramEvaluator(const Evaluator::Options& options, Program* program)
- : options_(options),
- program_(program),
- jacobian_writer_(options, program),
- evaluate_preparers_(std::move(
- jacobian_writer_.CreateEvaluatePreparers(options.num_threads))),
- num_parameters_(program->NumEffectiveParameters()) {
- BuildResidualLayout(*program, &residual_layout_);
- evaluate_scratch_ = std::move(CreateEvaluatorScratch(
- *program, static_cast<unsigned>(options.num_threads)));
- }
- // Implementation of Evaluator interface.
- std::unique_ptr<SparseMatrix> CreateJacobian() const final {
- return jacobian_writer_.CreateJacobian();
- }
- bool Evaluate(const Evaluator::EvaluateOptions& evaluate_options,
- const double* state,
- double* cost,
- double* residuals,
- double* gradient,
- SparseMatrix* jacobian) final {
- ScopedExecutionTimer total_timer("Evaluator::Total", &execution_summary_);
- ScopedExecutionTimer call_type_timer(
- gradient == nullptr && jacobian == nullptr ? "Evaluator::Residual"
- : "Evaluator::Jacobian",
- &execution_summary_);
- // The parameters are stateful, so set the state before evaluating.
- if (!program_->StateVectorToParameterBlocks(state)) {
- return false;
- }
- // Notify the user about a new evaluation point if they are interested.
- if (options_.evaluation_callback != nullptr) {
- program_->CopyParameterBlockStateToUserState();
- options_.evaluation_callback->PrepareForEvaluation(
- /*jacobians=*/(gradient != nullptr || jacobian != nullptr),
- evaluate_options.new_evaluation_point);
- }
- if (residuals != nullptr) {
- ParallelSetZero(options_.context,
- options_.num_threads,
- residuals,
- program_->NumResiduals());
- }
- if (jacobian != nullptr) {
- jacobian->SetZero(options_.context, options_.num_threads);
- }
- // Each thread gets it's own cost and evaluate scratch space.
- for (int i = 0; i < options_.num_threads; ++i) {
- evaluate_scratch_[i].cost = 0.0;
- if (gradient != nullptr) {
- ParallelSetZero(options_.context,
- options_.num_threads,
- evaluate_scratch_[i].gradient.get(),
- num_parameters_);
- }
- }
- const int num_residual_blocks = program_->NumResidualBlocks();
- // This bool is used to disable the loop if an error is encountered without
- // breaking out of it. The remaining loop iterations are still run, but with
- // an empty body, and so will finish quickly.
- std::atomic_bool abort(false);
- ParallelFor(
- options_.context,
- 0,
- num_residual_blocks,
- options_.num_threads,
- [&](int thread_id, int i) {
- if (abort) {
- return;
- }
- EvaluatePreparer* preparer = &evaluate_preparers_[thread_id];
- EvaluateScratch* scratch = &evaluate_scratch_[thread_id];
- // Prepare block residuals if requested.
- const ResidualBlock* residual_block = program_->residual_blocks()[i];
- double* block_residuals = nullptr;
- if (residuals != nullptr) {
- block_residuals = residuals + residual_layout_[i];
- } else if (gradient != nullptr) {
- block_residuals = scratch->residual_block_residuals.get();
- }
- // Prepare block jacobians if requested.
- double** block_jacobians = nullptr;
- if (jacobian != nullptr || gradient != nullptr) {
- preparer->Prepare(residual_block,
- i,
- jacobian,
- scratch->jacobian_block_ptrs.get());
- block_jacobians = scratch->jacobian_block_ptrs.get();
- }
- // Evaluate the cost, residuals, and jacobians.
- double block_cost;
- if (!residual_block->Evaluate(
- evaluate_options.apply_loss_function,
- &block_cost,
- block_residuals,
- block_jacobians,
- scratch->residual_block_evaluate_scratch.get())) {
- abort = true;
- return;
- }
- scratch->cost += block_cost;
- // Store the jacobians, if they were requested.
- if (jacobian != nullptr) {
- jacobian_writer_.Write(
- i, residual_layout_[i], block_jacobians, jacobian);
- }
- // Compute and store the gradient, if it was requested.
- if (gradient != nullptr) {
- int num_residuals = residual_block->NumResiduals();
- int num_parameter_blocks = residual_block->NumParameterBlocks();
- for (int j = 0; j < num_parameter_blocks; ++j) {
- const ParameterBlock* parameter_block =
- residual_block->parameter_blocks()[j];
- if (parameter_block->IsConstant()) {
- continue;
- }
- MatrixTransposeVectorMultiply<Eigen::Dynamic, Eigen::Dynamic, 1>(
- block_jacobians[j],
- num_residuals,
- parameter_block->TangentSize(),
- block_residuals,
- scratch->gradient.get() + parameter_block->delta_offset());
- }
- }
- });
- if (abort) {
- return false;
- }
- // Sum the cost and gradient (if requested) from each thread.
- (*cost) = 0.0;
- if (gradient != nullptr) {
- auto gradient_vector = VectorRef(gradient, num_parameters_);
- ParallelSetZero(options_.context, options_.num_threads, gradient_vector);
- }
- for (int i = 0; i < options_.num_threads; ++i) {
- (*cost) += evaluate_scratch_[i].cost;
- if (gradient != nullptr) {
- auto gradient_vector = VectorRef(gradient, num_parameters_);
- ParallelAssign(
- options_.context,
- options_.num_threads,
- gradient_vector,
- gradient_vector + VectorRef(evaluate_scratch_[i].gradient.get(),
- num_parameters_));
- }
- }
- // It is possible that after accumulation that the cost has become infinite
- // or a nan.
- if (!std::isfinite(*cost)) {
- LOG(ERROR) << "Accumulated cost = " << *cost
- << " is not a finite number. Evaluation failed.";
- return false;
- }
- // Finalize the Jacobian if it is available.
- // `num_parameters` is passed to the finalizer so that additional
- // storage can be reserved for additional diagonal elements if
- // necessary.
- if (jacobian != nullptr) {
- JacobianFinalizer f;
- f(jacobian, num_parameters_);
- }
- return true;
- }
- bool Plus(const double* state,
- const double* delta,
- double* state_plus_delta) const final {
- return program_->Plus(
- state, delta, state_plus_delta, options_.context, options_.num_threads);
- }
- int NumParameters() const final { return program_->NumParameters(); }
- int NumEffectiveParameters() const final {
- return program_->NumEffectiveParameters();
- }
- int NumResiduals() const final { return program_->NumResiduals(); }
- std::map<std::string, CallStatistics> Statistics() const final {
- return execution_summary_.statistics();
- }
- private:
- // Per-thread scratch space needed to evaluate and store each residual block.
- struct EvaluateScratch {
- void Init(int max_parameters_per_residual_block,
- int max_scratch_doubles_needed_for_evaluate,
- int max_residuals_per_residual_block,
- int num_parameters) {
- residual_block_evaluate_scratch =
- std::make_unique<double[]>(max_scratch_doubles_needed_for_evaluate);
- gradient = std::make_unique<double[]>(num_parameters);
- VectorRef(gradient.get(), num_parameters).setZero();
- residual_block_residuals =
- std::make_unique<double[]>(max_residuals_per_residual_block);
- jacobian_block_ptrs =
- std::make_unique<double*[]>(max_parameters_per_residual_block);
- }
- double cost;
- std::unique_ptr<double[]> residual_block_evaluate_scratch;
- // The gradient on the manifold.
- std::unique_ptr<double[]> gradient;
- // Enough space to store the residual for the largest residual block.
- std::unique_ptr<double[]> residual_block_residuals;
- std::unique_ptr<double*[]> jacobian_block_ptrs;
- };
- static void BuildResidualLayout(const Program& program,
- std::vector<int>* residual_layout) {
- const std::vector<ResidualBlock*>& residual_blocks =
- program.residual_blocks();
- residual_layout->resize(program.NumResidualBlocks());
- int residual_pos = 0;
- for (int i = 0; i < residual_blocks.size(); ++i) {
- const int num_residuals = residual_blocks[i]->NumResiduals();
- (*residual_layout)[i] = residual_pos;
- residual_pos += num_residuals;
- }
- }
- // Create scratch space for each thread evaluating the program.
- static std::unique_ptr<EvaluateScratch[]> CreateEvaluatorScratch(
- const Program& program, unsigned num_threads) {
- int max_parameters_per_residual_block =
- program.MaxParametersPerResidualBlock();
- int max_scratch_doubles_needed_for_evaluate =
- program.MaxScratchDoublesNeededForEvaluate();
- int max_residuals_per_residual_block =
- program.MaxResidualsPerResidualBlock();
- int num_parameters = program.NumEffectiveParameters();
- auto evaluate_scratch = std::make_unique<EvaluateScratch[]>(num_threads);
- for (int i = 0; i < num_threads; i++) {
- evaluate_scratch[i].Init(max_parameters_per_residual_block,
- max_scratch_doubles_needed_for_evaluate,
- max_residuals_per_residual_block,
- num_parameters);
- }
- return evaluate_scratch;
- }
- Evaluator::Options options_;
- Program* program_;
- JacobianWriter jacobian_writer_;
- std::unique_ptr<EvaluatePreparer[]> evaluate_preparers_;
- std::unique_ptr<EvaluateScratch[]> evaluate_scratch_;
- std::vector<int> residual_layout_;
- int num_parameters_;
- ::ceres::internal::ExecutionSummary execution_summary_;
- };
- } // namespace internal
- } // namespace ceres
- #endif // CERES_INTERNAL_PROGRAM_EVALUATOR_H_
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