1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2015 Google Inc. All rights reserved.
3 // http://ceres-solver.org/
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29 // Author: keir@google.com (Keir Mierle)
31 // A jacobian writer that writes to block sparse matrices. The "writer" name is
32 // misleading, since the Write() operation on the block jacobian writer does not
33 // write anything. Instead, the Prepare() method on the BlockEvaluatePreparers
34 // makes a jacobians array which has direct pointers into the block sparse
35 // jacobian. When the cost function is evaluated, the jacobian blocks get placed
36 // directly in their final location.
38 #ifndef CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_
39 #define CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_
42 #include "ceres/evaluator.h"
43 #include "ceres/internal/port.h"
48 class BlockEvaluatePreparer;
52 // TODO(sameeragarwal): This class needs documemtation.
53 class BlockJacobianWriter {
55 BlockJacobianWriter(const Evaluator::Options& options,
58 // JacobianWriter interface.
60 // Create evaluate prepareres that point directly into the final jacobian.
61 // This makes the final Write() a nop.
62 BlockEvaluatePreparer* CreateEvaluatePreparers(int num_threads);
64 SparseMatrix* CreateJacobian() const;
66 void Write(int /* residual_id */,
67 int /* residual_offset */,
68 double** /* jacobians */,
69 SparseMatrix* /* jacobian */) {
70 // This is a noop since the blocks were written directly into their final
71 // position by the outside evaluate call, thanks to the jacobians array
72 // prepared by the BlockEvaluatePreparers.
78 // Stores the position of each residual / parameter jacobian.
80 // The block sparse matrix that this writer writes to is stored as a set of
81 // contiguos dense blocks, one after each other; see BlockSparseMatrix. The
82 // "double* values_" member of the block sparse matrix contains all of these
83 // blocks. Given a pointer to the first element of a block and the size of
84 // that block, it's possible to write to it.
86 // In the case of a block sparse jacobian, the jacobian writer needs a way to
87 // find the offset in the values_ array of each residual/parameter jacobian
90 // That is the purpose of jacobian_layout_.
92 // In particular, jacobian_layout_[i][j] is the offset in the values_ array of
93 // the derivative of residual block i with respect to the parameter block at
94 // active argument position j.
96 // The active qualifier means that non-active parameters do not count. Care
97 // must be taken when indexing into jacobian_layout_ to account for this.
98 // Consider a single residual example:
102 // with r in R^3, x in R^4, y in R^2, and z in R^5.
103 // Take y as a constant (non-active) parameter.
104 // Take r as residual number 0.
106 // In this case, the active arguments are only (x, z), so the active argument
107 // position for x is 0, and the active argument position for z is 1. This is
108 // similar to thinking of r as taking only 2 parameters:
112 // There are only 2 jacobian blocks: dr/dx and dr/dz. jacobian_layout_ would
113 // have the following contents:
115 // jacobian_layout_[0] = { 0, 12 }
117 // which indicates that dr/dx is located at values_[0], and dr/dz is at
118 // values_[12]. See BlockEvaluatePreparer::Prepare()'s comments about 'j'.
119 std::vector<int*> jacobian_layout_;
121 // The pointers in jacobian_layout_ point directly into this vector.
122 std::vector<int> jacobian_layout_storage_;
125 } // namespace internal
128 #endif // CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_