internal/ceres/compressed_row_jacobian_writer.cc

   1 // Ceres Solver - A fast non-linear least squares minimizer
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  29 // Author: keir@google.com (Keir Mierle)
  30
  31 #include "ceres/compressed_row_jacobian_writer.h"
  32
  33 #include <iterator>
  34 #include <utility>
  35 #include <vector>
  36
  37 #include "ceres/casts.h"
  38 #include "ceres/compressed_row_sparse_matrix.h"
  39 #include "ceres/parameter_block.h"
  40 #include "ceres/program.h"
  41 #include "ceres/residual_block.h"
  42 #include "ceres/scratch_evaluate_preparer.h"
  43
  44 namespace ceres {
  45 namespace internal {
  46
  47 using std::make_pair;
  48 using std::pair;
  49 using std::vector;
  50 using std::adjacent_find;
  51
  52 void CompressedRowJacobianWriter::PopulateJacobianRowAndColumnBlockVectors(
  53     const Program* program, CompressedRowSparseMatrix* jacobian) {
  54   const vector<ParameterBlock*>& parameter_blocks =
  55       program->parameter_blocks();
  56   vector<int>& col_blocks = *(jacobian->mutable_col_blocks());
  57   col_blocks.resize(parameter_blocks.size());
  58   for (int i = 0; i < parameter_blocks.size(); ++i) {
  59     col_blocks[i] = parameter_blocks[i]->LocalSize();
  60   }
  61
  62   const vector<ResidualBlock*>& residual_blocks =
  63       program->residual_blocks();
  64   vector<int>& row_blocks = *(jacobian->mutable_row_blocks());
  65   row_blocks.resize(residual_blocks.size());
  66   for (int i = 0; i < residual_blocks.size(); ++i) {
  67     row_blocks[i] = residual_blocks[i]->NumResiduals();
  68   }
  69 }
  70
  71 void CompressedRowJacobianWriter::GetOrderedParameterBlocks(
  72       const Program* program,
  73       int residual_id,
  74       vector<pair<int, int> >* evaluated_jacobian_blocks) {
  75   const ResidualBlock* residual_block =
  76       program->residual_blocks()[residual_id];
  77   const int num_parameter_blocks = residual_block->NumParameterBlocks();
  78
  79   for (int j = 0; j < num_parameter_blocks; ++j) {
  80     const ParameterBlock* parameter_block =
  81         residual_block->parameter_blocks()[j];
  82     if (!parameter_block->IsConstant()) {
  83       evaluated_jacobian_blocks->push_back(
  84           make_pair(parameter_block->index(), j));
  85     }
  86   }
  87   sort(evaluated_jacobian_blocks->begin(), evaluated_jacobian_blocks->end());
  88 }
  89
  90 SparseMatrix* CompressedRowJacobianWriter::CreateJacobian() const {
  91   const vector<ResidualBlock*>& residual_blocks =
  92       program_->residual_blocks();
  93
  94   int total_num_residuals = program_->NumResiduals();
  95   int total_num_effective_parameters = program_->NumEffectiveParameters();
  96
  97   // Count the number of jacobian nonzeros.
  98   int num_jacobian_nonzeros = 0;
  99   for (int i = 0; i < residual_blocks.size(); ++i) {
 100     ResidualBlock* residual_block = residual_blocks[i];
 101     const int num_residuals = residual_block->NumResiduals();
 102     const int num_parameter_blocks = residual_block->NumParameterBlocks();
 103     for (int j = 0; j < num_parameter_blocks; ++j) {
 104       ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
 105       if (!parameter_block->IsConstant()) {
 106         num_jacobian_nonzeros += num_residuals * parameter_block->LocalSize();
 107       }
 108     }
 109   }
 110
 111   // Allocate storage for the jacobian with some extra space at the end.
 112   // Allocate more space than needed to store the jacobian so that when the LM
 113   // algorithm adds the diagonal, no reallocation is necessary. This reduces
 114   // peak memory usage significantly.
 115   CompressedRowSparseMatrix* jacobian =
 116       new CompressedRowSparseMatrix(
 117           total_num_residuals,
 118           total_num_effective_parameters,
 119           num_jacobian_nonzeros + total_num_effective_parameters);
 120
 121   // At this stage, the CompressedRowSparseMatrix is an invalid state. But this
 122   // seems to be the only way to construct it without doing a memory copy.
 123   int* rows = jacobian->mutable_rows();
 124   int* cols = jacobian->mutable_cols();
 125
 126   int row_pos = 0;
 127   rows[0] = 0;
 128   for (int i = 0; i < residual_blocks.size(); ++i) {
 129     const ResidualBlock* residual_block = residual_blocks[i];
 130     const int num_parameter_blocks = residual_block->NumParameterBlocks();
 131
 132     // Count the number of derivatives for a row of this residual block and
 133     // build a list of active parameter block indices.
 134     int num_derivatives = 0;
 135     vector<int> parameter_indices;
 136     for (int j = 0; j < num_parameter_blocks; ++j) {
 137       ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
 138       if (!parameter_block->IsConstant()) {
 139         parameter_indices.push_back(parameter_block->index());
 140         num_derivatives += parameter_block->LocalSize();
 141       }
 142     }
 143
 144     // Sort the parameters by their position in the state vector.
 145     sort(parameter_indices.begin(), parameter_indices.end());
 146     if (adjacent_find(parameter_indices.begin(), parameter_indices.end()) !=
 147         parameter_indices.end()) {
 148       std::string parameter_block_description;
 149       for (int j = 0; j < num_parameter_blocks; ++j) {
 150         ParameterBlock* parameter_block = residual_block->parameter_blocks()[j];
 151         parameter_block_description +=
 152             parameter_block->ToString() + "\n";
 153       }
 154       LOG(FATAL) << "Ceres internal error: "
 155                  << "Duplicate parameter blocks detected in a cost function. "
 156                  << "This should never happen. Please report this to "
 157                  << "the Ceres developers.\n"
 158                  << "Residual Block: " << residual_block->ToString() << "\n"
 159                  << "Parameter Blocks: " << parameter_block_description;
 160     }
 161
 162     // Update the row indices.
 163     const int num_residuals = residual_block->NumResiduals();
 164     for (int j = 0; j < num_residuals; ++j) {
 165       rows[row_pos + j + 1] = rows[row_pos + j] + num_derivatives;
 166     }
 167
 168     // Iterate over parameter blocks in the order which they occur in the
 169     // parameter vector. This code mirrors that in Write(), where jacobian
 170     // values are updated.
 171     int col_pos = 0;
 172     for (int j = 0; j < parameter_indices.size(); ++j) {
 173       ParameterBlock* parameter_block =
 174           program_->parameter_blocks()[parameter_indices[j]];
 175       const int parameter_block_size = parameter_block->LocalSize();
 176
 177       for (int r = 0; r < num_residuals; ++r) {
 178         // This is the position in the values array of the jacobian where this
 179         // row of the jacobian block should go.
 180         const int column_block_begin = rows[row_pos + r] + col_pos;
 181
 182         for (int c = 0; c < parameter_block_size; ++c) {
 183           cols[column_block_begin + c] = parameter_block->delta_offset() + c;
 184         }
 185       }
 186       col_pos += parameter_block_size;
 187     }
 188     row_pos += num_residuals;
 189   }
 190   CHECK_EQ(num_jacobian_nonzeros, rows[total_num_residuals]);
 191
 192   PopulateJacobianRowAndColumnBlockVectors(program_, jacobian);
 193
 194   return jacobian;
 195 }
 196
 197 void CompressedRowJacobianWriter::Write(int residual_id,
 198                                         int residual_offset,
 199                                         double **jacobians,
 200                                         SparseMatrix* base_jacobian) {
 201   CompressedRowSparseMatrix* jacobian =
 202       down_cast<CompressedRowSparseMatrix*>(base_jacobian);
 203
 204   double* jacobian_values = jacobian->mutable_values();
 205   const int* jacobian_rows = jacobian->rows();
 206
 207   const ResidualBlock* residual_block =
 208       program_->residual_blocks()[residual_id];
 209   const int num_residuals = residual_block->NumResiduals();
 210
 211   vector<pair<int, int> > evaluated_jacobian_blocks;
 212   GetOrderedParameterBlocks(program_, residual_id, &evaluated_jacobian_blocks);
 213
 214   // Where in the current row does the jacobian for a parameter block begin.
 215   int col_pos = 0;
 216
 217   // Iterate over the jacobian blocks in increasing order of their
 218   // positions in the reduced parameter vector.
 219   for (int i = 0; i < evaluated_jacobian_blocks.size(); ++i) {
 220     const ParameterBlock* parameter_block =
 221         program_->parameter_blocks()[evaluated_jacobian_blocks[i].first];
 222     const int argument = evaluated_jacobian_blocks[i].second;
 223     const int parameter_block_size = parameter_block->LocalSize();
 224
 225     // Copy one row of the jacobian block at a time.
 226     for (int r = 0; r < num_residuals; ++r) {
 227       // Position of the r^th row of the current jacobian block.
 228       const double* block_row_begin =
 229           jacobians[argument] + r * parameter_block_size;
 230
 231       // Position in the values array of the jacobian where this
 232       // row of the jacobian block should go.
 233       double* column_block_begin =
 234           jacobian_values + jacobian_rows[residual_offset + r] + col_pos;
 235
 236       std::copy(block_row_begin,
 237                 block_row_begin + parameter_block_size,
 238                 column_block_begin);
 239     }
 240     col_pos += parameter_block_size;
 241   }
 242 }
 243
 244 }  // namespace internal
 245 }  // namespace ceres