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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: sameeragarwal@google.com (Sameer Agarwal)
- #include "ceres/visibility_based_preconditioner.h"
- #include <algorithm>
- #include <functional>
- #include <iterator>
- #include <memory>
- #include <set>
- #include <string>
- #include <unordered_set>
- #include <utility>
- #include <vector>
- #include "Eigen/Dense"
- #include "ceres/block_random_access_sparse_matrix.h"
- #include "ceres/block_sparse_matrix.h"
- #include "ceres/canonical_views_clustering.h"
- #include "ceres/graph.h"
- #include "ceres/graph_algorithms.h"
- #include "ceres/linear_solver.h"
- #include "ceres/schur_eliminator.h"
- #include "ceres/single_linkage_clustering.h"
- #include "ceres/visibility.h"
- #include "glog/logging.h"
- namespace ceres::internal {
- // TODO(sameeragarwal): Currently these are magic weights for the
- // preconditioner construction. Move these higher up into the Options
- // struct and provide some guidelines for choosing them.
- //
- // This will require some more work on the clustering algorithm and
- // possibly some more refactoring of the code.
- static constexpr double kCanonicalViewsSizePenaltyWeight = 3.0;
- static constexpr double kCanonicalViewsSimilarityPenaltyWeight = 0.0;
- static constexpr double kSingleLinkageMinSimilarity = 0.9;
- VisibilityBasedPreconditioner::VisibilityBasedPreconditioner(
- const CompressedRowBlockStructure& bs, Preconditioner::Options options)
- : options_(std::move(options)), num_blocks_(0), num_clusters_(0) {
- CHECK_GT(options_.elimination_groups.size(), 1);
- CHECK_GT(options_.elimination_groups[0], 0);
- CHECK(options_.type == CLUSTER_JACOBI || options_.type == CLUSTER_TRIDIAGONAL)
- << "Unknown preconditioner type: " << options_.type;
- num_blocks_ = bs.cols.size() - options_.elimination_groups[0];
- CHECK_GT(num_blocks_, 0) << "Jacobian should have at least 1 f_block for "
- << "visibility based preconditioning.";
- CHECK(options_.context != nullptr);
- // Vector of camera block sizes
- blocks_ = Tail(bs.cols, bs.cols.size() - options_.elimination_groups[0]);
- const time_t start_time = time(nullptr);
- switch (options_.type) {
- case CLUSTER_JACOBI:
- ComputeClusterJacobiSparsity(bs);
- break;
- case CLUSTER_TRIDIAGONAL:
- ComputeClusterTridiagonalSparsity(bs);
- break;
- default:
- LOG(FATAL) << "Unknown preconditioner type";
- }
- const time_t structure_time = time(nullptr);
- InitStorage(bs);
- const time_t storage_time = time(nullptr);
- InitEliminator(bs);
- const time_t eliminator_time = time(nullptr);
- LinearSolver::Options sparse_cholesky_options;
- sparse_cholesky_options.sparse_linear_algebra_library_type =
- options_.sparse_linear_algebra_library_type;
- sparse_cholesky_options.ordering_type = options_.ordering_type;
- sparse_cholesky_ = SparseCholesky::Create(sparse_cholesky_options);
- const time_t init_time = time(nullptr);
- VLOG(2) << "init time: " << init_time - start_time
- << " structure time: " << structure_time - start_time
- << " storage time:" << storage_time - structure_time
- << " eliminator time: " << eliminator_time - storage_time;
- }
- VisibilityBasedPreconditioner::~VisibilityBasedPreconditioner() = default;
- // Determine the sparsity structure of the CLUSTER_JACOBI
- // preconditioner. It clusters cameras using their scene
- // visibility. The clusters form the diagonal blocks of the
- // preconditioner matrix.
- void VisibilityBasedPreconditioner::ComputeClusterJacobiSparsity(
- const CompressedRowBlockStructure& bs) {
- std::vector<std::set<int>> visibility;
- ComputeVisibility(bs, options_.elimination_groups[0], &visibility);
- CHECK_EQ(num_blocks_, visibility.size());
- ClusterCameras(visibility);
- cluster_pairs_.clear();
- for (int i = 0; i < num_clusters_; ++i) {
- cluster_pairs_.insert(std::make_pair(i, i));
- }
- }
- // Determine the sparsity structure of the CLUSTER_TRIDIAGONAL
- // preconditioner. It clusters cameras using the scene visibility and
- // then finds the strongly interacting pairs of clusters by
- // constructing another graph with the clusters as vertices and
- // approximating it with a degree-2 maximum spanning forest. The set
- // of edges in this forest are the cluster pairs.
- void VisibilityBasedPreconditioner::ComputeClusterTridiagonalSparsity(
- const CompressedRowBlockStructure& bs) {
- std::vector<std::set<int>> visibility;
- ComputeVisibility(bs, options_.elimination_groups[0], &visibility);
- CHECK_EQ(num_blocks_, visibility.size());
- ClusterCameras(visibility);
- // Construct a weighted graph on the set of clusters, where the
- // edges are the number of 3D points/e_blocks visible in both the
- // clusters at the ends of the edge. Return an approximate degree-2
- // maximum spanning forest of this graph.
- std::vector<std::set<int>> cluster_visibility;
- ComputeClusterVisibility(visibility, &cluster_visibility);
- auto cluster_graph = CreateClusterGraph(cluster_visibility);
- CHECK(cluster_graph != nullptr);
- auto forest = Degree2MaximumSpanningForest(*cluster_graph);
- CHECK(forest != nullptr);
- ForestToClusterPairs(*forest, &cluster_pairs_);
- }
- // Allocate storage for the preconditioner matrix.
- void VisibilityBasedPreconditioner::InitStorage(
- const CompressedRowBlockStructure& bs) {
- ComputeBlockPairsInPreconditioner(bs);
- m_ = std::make_unique<BlockRandomAccessSparseMatrix>(
- blocks_, block_pairs_, options_.context, options_.num_threads);
- }
- // Call the canonical views algorithm and cluster the cameras based on
- // their visibility sets. The visibility set of a camera is the set of
- // e_blocks/3D points in the scene that are seen by it.
- //
- // The cluster_membership_ vector is updated to indicate cluster
- // memberships for each camera block.
- void VisibilityBasedPreconditioner::ClusterCameras(
- const std::vector<std::set<int>>& visibility) {
- auto schur_complement_graph = CreateSchurComplementGraph(visibility);
- CHECK(schur_complement_graph != nullptr);
- std::unordered_map<int, int> membership;
- if (options_.visibility_clustering_type == CANONICAL_VIEWS) {
- std::vector<int> centers;
- CanonicalViewsClusteringOptions clustering_options;
- clustering_options.size_penalty_weight = kCanonicalViewsSizePenaltyWeight;
- clustering_options.similarity_penalty_weight =
- kCanonicalViewsSimilarityPenaltyWeight;
- ComputeCanonicalViewsClustering(
- clustering_options, *schur_complement_graph, ¢ers, &membership);
- num_clusters_ = centers.size();
- } else if (options_.visibility_clustering_type == SINGLE_LINKAGE) {
- SingleLinkageClusteringOptions clustering_options;
- clustering_options.min_similarity = kSingleLinkageMinSimilarity;
- num_clusters_ = ComputeSingleLinkageClustering(
- clustering_options, *schur_complement_graph, &membership);
- } else {
- LOG(FATAL) << "Unknown visibility clustering algorithm.";
- }
- CHECK_GT(num_clusters_, 0);
- VLOG(2) << "num_clusters: " << num_clusters_;
- FlattenMembershipMap(membership, &cluster_membership_);
- }
- // Compute the block sparsity structure of the Schur complement
- // matrix. For each pair of cameras contributing a non-zero cell to
- // the schur complement, determine if that cell is present in the
- // preconditioner or not.
- //
- // A pair of cameras contribute a cell to the preconditioner if they
- // are part of the same cluster or if the two clusters that they
- // belong have an edge connecting them in the degree-2 maximum
- // spanning forest.
- //
- // For example, a camera pair (i,j) where i belongs to cluster1 and
- // j belongs to cluster2 (assume that cluster1 < cluster2).
- //
- // The cell corresponding to (i,j) is present in the preconditioner
- // if cluster1 == cluster2 or the pair (cluster1, cluster2) were
- // connected by an edge in the degree-2 maximum spanning forest.
- //
- // Since we have already expanded the forest into a set of camera
- // pairs/edges, including self edges, the check can be reduced to
- // checking membership of (cluster1, cluster2) in cluster_pairs_.
- void VisibilityBasedPreconditioner::ComputeBlockPairsInPreconditioner(
- const CompressedRowBlockStructure& bs) {
- block_pairs_.clear();
- for (int i = 0; i < num_blocks_; ++i) {
- block_pairs_.insert(std::make_pair(i, i));
- }
- int r = 0;
- const int num_row_blocks = bs.rows.size();
- const int num_eliminate_blocks = options_.elimination_groups[0];
- // Iterate over each row of the matrix. The block structure of the
- // matrix is assumed to be sorted in order of the e_blocks/point
- // blocks. Thus all row blocks containing an e_block/point occur
- // contiguously. Further, if present, an e_block is always the first
- // parameter block in each row block. These structural assumptions
- // are common to all Schur complement based solvers in Ceres.
- //
- // For each e_block/point block we identify the set of cameras
- // seeing it. The cross product of this set with itself is the set
- // of non-zero cells contributed by this e_block.
- //
- // The time complexity of this is O(nm^2) where, n is the number of
- // 3d points and m is the maximum number of cameras seeing any
- // point, which for most scenes is a fairly small number.
- while (r < num_row_blocks) {
- int e_block_id = bs.rows[r].cells.front().block_id;
- if (e_block_id >= num_eliminate_blocks) {
- // Skip the rows whose first block is an f_block.
- break;
- }
- std::set<int> f_blocks;
- for (; r < num_row_blocks; ++r) {
- const CompressedRow& row = bs.rows[r];
- if (row.cells.front().block_id != e_block_id) {
- break;
- }
- // Iterate over the blocks in the row, ignoring the first block
- // since it is the one to be eliminated and adding the rest to
- // the list of f_blocks associated with this e_block.
- for (int c = 1; c < row.cells.size(); ++c) {
- const Cell& cell = row.cells[c];
- const int f_block_id = cell.block_id - num_eliminate_blocks;
- CHECK_GE(f_block_id, 0);
- f_blocks.insert(f_block_id);
- }
- }
- for (auto block1 = f_blocks.begin(); block1 != f_blocks.end(); ++block1) {
- auto block2 = block1;
- ++block2;
- for (; block2 != f_blocks.end(); ++block2) {
- if (IsBlockPairInPreconditioner(*block1, *block2)) {
- block_pairs_.emplace(*block1, *block2);
- }
- }
- }
- }
- // The remaining rows which do not contain any e_blocks.
- for (; r < num_row_blocks; ++r) {
- const CompressedRow& row = bs.rows[r];
- CHECK_GE(row.cells.front().block_id, num_eliminate_blocks);
- for (int i = 0; i < row.cells.size(); ++i) {
- const int block1 = row.cells[i].block_id - num_eliminate_blocks;
- for (const auto& cell : row.cells) {
- const int block2 = cell.block_id - num_eliminate_blocks;
- if (block1 <= block2) {
- if (IsBlockPairInPreconditioner(block1, block2)) {
- block_pairs_.insert(std::make_pair(block1, block2));
- }
- }
- }
- }
- }
- VLOG(1) << "Block pair stats: " << block_pairs_.size();
- }
- // Initialize the SchurEliminator.
- void VisibilityBasedPreconditioner::InitEliminator(
- const CompressedRowBlockStructure& bs) {
- LinearSolver::Options eliminator_options;
- eliminator_options.elimination_groups = options_.elimination_groups;
- eliminator_options.num_threads = options_.num_threads;
- eliminator_options.e_block_size = options_.e_block_size;
- eliminator_options.f_block_size = options_.f_block_size;
- eliminator_options.row_block_size = options_.row_block_size;
- eliminator_options.context = options_.context;
- eliminator_ = SchurEliminatorBase::Create(eliminator_options);
- const bool kFullRankETE = true;
- eliminator_->Init(
- eliminator_options.elimination_groups[0], kFullRankETE, &bs);
- }
- // Update the values of the preconditioner matrix and factorize it.
- bool VisibilityBasedPreconditioner::UpdateImpl(const BlockSparseMatrix& A,
- const double* D) {
- const time_t start_time = time(nullptr);
- const int num_rows = m_->num_rows();
- CHECK_GT(num_rows, 0);
- // Compute a subset of the entries of the Schur complement.
- eliminator_->Eliminate(
- BlockSparseMatrixData(A), nullptr, D, m_.get(), nullptr);
- // Try factorizing the matrix. For CLUSTER_JACOBI, this should
- // always succeed modulo some numerical/conditioning problems. For
- // CLUSTER_TRIDIAGONAL, in general the preconditioner matrix as
- // constructed is not positive definite. However, we will go ahead
- // and try factorizing it. If it works, great, otherwise we scale
- // all the cells in the preconditioner corresponding to the edges in
- // the degree-2 forest and that guarantees positive
- // definiteness. The proof of this fact can be found in Lemma 1 in
- // "Visibility Based Preconditioning for Bundle Adjustment".
- //
- // Doing the factorization like this saves us matrix mass when
- // scaling is not needed, which is quite often in our experience.
- LinearSolverTerminationType status = Factorize();
- if (status == LinearSolverTerminationType::FATAL_ERROR) {
- return false;
- }
- // The scaling only affects the tri-diagonal case, since
- // ScaleOffDiagonalBlocks only pays attention to the cells that
- // belong to the edges of the degree-2 forest. In the CLUSTER_JACOBI
- // case, the preconditioner is guaranteed to be positive
- // semidefinite.
- if (status == LinearSolverTerminationType::FAILURE &&
- options_.type == CLUSTER_TRIDIAGONAL) {
- VLOG(1) << "Unscaled factorization failed. Retrying with off-diagonal "
- << "scaling";
- ScaleOffDiagonalCells();
- status = Factorize();
- }
- VLOG(2) << "Compute time: " << time(nullptr) - start_time;
- return (status == LinearSolverTerminationType::SUCCESS);
- }
- // Consider the preconditioner matrix as meta-block matrix, whose
- // blocks correspond to the clusters. Then cluster pairs corresponding
- // to edges in the degree-2 forest are off diagonal entries of this
- // matrix. Scaling these off-diagonal entries by 1/2 forces this
- // matrix to be positive definite.
- void VisibilityBasedPreconditioner::ScaleOffDiagonalCells() {
- for (const auto& block_pair : block_pairs_) {
- const int block1 = block_pair.first;
- const int block2 = block_pair.second;
- if (!IsBlockPairOffDiagonal(block1, block2)) {
- continue;
- }
- int r, c, row_stride, col_stride;
- CellInfo* cell_info =
- m_->GetCell(block1, block2, &r, &c, &row_stride, &col_stride);
- CHECK(cell_info != nullptr)
- << "Cell missing for block pair (" << block1 << "," << block2 << ")"
- << " cluster pair (" << cluster_membership_[block1] << " "
- << cluster_membership_[block2] << ")";
- // Ah the magic of tri-diagonal matrices and diagonal
- // dominance. See Lemma 1 in "Visibility Based Preconditioning
- // For Bundle Adjustment".
- MatrixRef m(cell_info->values, row_stride, col_stride);
- m.block(r, c, blocks_[block1].size, blocks_[block2].size) *= 0.5;
- }
- }
- // Compute the sparse Cholesky factorization of the preconditioner
- // matrix.
- LinearSolverTerminationType VisibilityBasedPreconditioner::Factorize() {
- // Extract the BlockSparseMatrix that is used for actually storing
- // S and convert it into a CompressedRowSparseMatrix.
- const BlockSparseMatrix* bsm =
- down_cast<BlockRandomAccessSparseMatrix*>(m_.get())->matrix();
- const CompressedRowSparseMatrix::StorageType storage_type =
- sparse_cholesky_->StorageType();
- if (storage_type ==
- CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR) {
- if (!m_crs_) {
- m_crs_ = bsm->ToCompressedRowSparseMatrix();
- m_crs_->set_storage_type(
- CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR);
- } else {
- bsm->UpdateCompressedRowSparseMatrix(m_crs_.get());
- }
- } else {
- if (!m_crs_) {
- m_crs_ = bsm->ToCompressedRowSparseMatrixTranspose();
- m_crs_->set_storage_type(
- CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR);
- } else {
- bsm->UpdateCompressedRowSparseMatrixTranspose(m_crs_.get());
- }
- }
- std::string message;
- return sparse_cholesky_->Factorize(m_crs_.get(), &message);
- }
- void VisibilityBasedPreconditioner::RightMultiplyAndAccumulate(
- const double* x, double* y) const {
- CHECK(x != nullptr);
- CHECK(y != nullptr);
- CHECK(sparse_cholesky_ != nullptr);
- std::string message;
- sparse_cholesky_->Solve(x, y, &message);
- }
- int VisibilityBasedPreconditioner::num_rows() const { return m_->num_rows(); }
- // Classify camera/f_block pairs as in and out of the preconditioner,
- // based on whether the cluster pair that they belong to is in the
- // preconditioner or not.
- bool VisibilityBasedPreconditioner::IsBlockPairInPreconditioner(
- const int block1, const int block2) const {
- int cluster1 = cluster_membership_[block1];
- int cluster2 = cluster_membership_[block2];
- if (cluster1 > cluster2) {
- std::swap(cluster1, cluster2);
- }
- return (cluster_pairs_.count(std::make_pair(cluster1, cluster2)) > 0);
- }
- bool VisibilityBasedPreconditioner::IsBlockPairOffDiagonal(
- const int block1, const int block2) const {
- return (cluster_membership_[block1] != cluster_membership_[block2]);
- }
- // Convert a graph into a list of edges that includes self edges for
- // each vertex.
- void VisibilityBasedPreconditioner::ForestToClusterPairs(
- const WeightedGraph<int>& forest,
- std::unordered_set<std::pair<int, int>, pair_hash>* cluster_pairs) const {
- CHECK(cluster_pairs != nullptr);
- cluster_pairs->clear();
- const std::unordered_set<int>& vertices = forest.vertices();
- CHECK_EQ(vertices.size(), num_clusters_);
- // Add all the cluster pairs corresponding to the edges in the
- // forest.
- for (const int cluster1 : vertices) {
- cluster_pairs->insert(std::make_pair(cluster1, cluster1));
- const std::unordered_set<int>& neighbors = forest.Neighbors(cluster1);
- for (const int cluster2 : neighbors) {
- if (cluster1 < cluster2) {
- cluster_pairs->insert(std::make_pair(cluster1, cluster2));
- }
- }
- }
- }
- // The visibility set of a cluster is the union of the visibility sets
- // of all its cameras. In other words, the set of points visible to
- // any camera in the cluster.
- void VisibilityBasedPreconditioner::ComputeClusterVisibility(
- const std::vector<std::set<int>>& visibility,
- std::vector<std::set<int>>* cluster_visibility) const {
- CHECK(cluster_visibility != nullptr);
- cluster_visibility->resize(0);
- cluster_visibility->resize(num_clusters_);
- for (int i = 0; i < num_blocks_; ++i) {
- const int cluster_id = cluster_membership_[i];
- (*cluster_visibility)[cluster_id].insert(visibility[i].begin(),
- visibility[i].end());
- }
- }
- // Construct a graph whose vertices are the clusters, and the edge
- // weights are the number of 3D points visible to cameras in both the
- // vertices.
- std::unique_ptr<WeightedGraph<int>>
- VisibilityBasedPreconditioner::CreateClusterGraph(
- const std::vector<std::set<int>>& cluster_visibility) const {
- auto cluster_graph = std::make_unique<WeightedGraph<int>>();
- for (int i = 0; i < num_clusters_; ++i) {
- cluster_graph->AddVertex(i);
- }
- for (int i = 0; i < num_clusters_; ++i) {
- const std::set<int>& cluster_i = cluster_visibility[i];
- for (int j = i + 1; j < num_clusters_; ++j) {
- std::vector<int> intersection;
- const std::set<int>& cluster_j = cluster_visibility[j];
- std::set_intersection(cluster_i.begin(),
- cluster_i.end(),
- cluster_j.begin(),
- cluster_j.end(),
- std::back_inserter(intersection));
- if (intersection.size() > 0) {
- // Clusters interact strongly when they share a large number
- // of 3D points. The degree-2 maximum spanning forest
- // algorithm, iterates on the edges in decreasing order of
- // their weight, which is the number of points shared by the
- // two cameras that it connects.
- cluster_graph->AddEdge(i, j, intersection.size());
- }
- }
- }
- return cluster_graph;
- }
- // Canonical views clustering returns a std::unordered_map from vertices to
- // cluster ids. Convert this into a flat array for quick lookup. It is
- // possible that some of the vertices may not be associated with any
- // cluster. In that case, randomly assign them to one of the clusters.
- //
- // The cluster ids can be non-contiguous integers. So as we flatten
- // the membership_map, we also map the cluster ids to a contiguous set
- // of integers so that the cluster ids are in [0, num_clusters_).
- void VisibilityBasedPreconditioner::FlattenMembershipMap(
- const std::unordered_map<int, int>& membership_map,
- std::vector<int>* membership_vector) const {
- CHECK(membership_vector != nullptr);
- membership_vector->resize(0);
- membership_vector->resize(num_blocks_, -1);
- std::unordered_map<int, int> cluster_id_to_index;
- // Iterate over the cluster membership map and update the
- // cluster_membership_ vector assigning arbitrary cluster ids to
- // the few cameras that have not been clustered.
- for (const auto& m : membership_map) {
- const int camera_id = m.first;
- int cluster_id = m.second;
- // If the view was not clustered, randomly assign it to one of the
- // clusters. This preserves the mathematical correctness of the
- // preconditioner. If there are too many views which are not
- // clustered, it may lead to some quality degradation though.
- //
- // TODO(sameeragarwal): Check if a large number of views have not
- // been clustered and deal with it?
- if (cluster_id == -1) {
- cluster_id = camera_id % num_clusters_;
- }
- const int index = FindWithDefault(
- cluster_id_to_index, cluster_id, cluster_id_to_index.size());
- if (index == cluster_id_to_index.size()) {
- cluster_id_to_index[cluster_id] = index;
- }
- CHECK_LT(index, num_clusters_);
- membership_vector->at(camera_id) = index;
- }
- }
- } // namespace ceres::internal
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