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 #ifndef CERES_INTERNAL_PARAMETER_BLOCK_H_
32 #define CERES_INTERNAL_PARAMETER_BLOCK_H_
38 #include "ceres/array_utils.h"
39 #include "ceres/collections_port.h"
40 #include "ceres/integral_types.h"
41 #include "ceres/internal/eigen.h"
42 #include "ceres/internal/port.h"
43 #include "ceres/internal/scoped_ptr.h"
44 #include "ceres/local_parameterization.h"
45 #include "ceres/stringprintf.h"
46 #include "glog/logging.h"
54 // The parameter block encodes the location of the user's original value, and
55 // also the "current state" of the parameter. The evaluator uses whatever is in
56 // the current state of the parameter when evaluating. This is inlined since the
57 // methods are performance sensitive.
59 // The class is not thread-safe, unless only const methods are called. The
60 // parameter block may also hold a pointer to a local parameterization; the
61 // parameter block does not take ownership of this pointer, so the user is
62 // responsible for the proper disposal of the local parameterization.
63 class ParameterBlock {
65 // TODO(keir): Decide what data structure is best here. Should this be a set?
66 // Probably not, because sets are memory inefficient. However, if it's a
67 // vector, you can get into pathological linear performance when removing a
68 // residual block from a problem where all the residual blocks depend on one
69 // parameter; for example, shared focal length in a bundle adjustment
70 // problem. It might be worth making a custom structure that is just an array
71 // when it is small, but transitions to a hash set when it has more elements.
73 // For now, use a hash set.
74 typedef HashSet<ResidualBlock*> ResidualBlockSet;
76 // Create a parameter block with the user state, size, and index specified.
77 // The size is the size of the parameter block and the index is the position
78 // of the parameter block inside a Program (if any).
79 ParameterBlock(double* user_state, int size, int index) {
80 Init(user_state, size, index, NULL);
83 ParameterBlock(double* user_state,
86 LocalParameterization* local_parameterization) {
87 Init(user_state, size, index, local_parameterization);
90 // The size of the parameter block.
91 int Size() const { return size_; }
93 // Manipulate the parameter state.
94 bool SetState(const double* x) {
96 << "Tried to set the state of constant parameter "
97 << "with user location " << user_state_;
99 << "Tried to set the state of constant parameter "
100 << "with user location " << user_state_;
103 return UpdateLocalParameterizationJacobian();
106 // Copy the current parameter state out to x. This is "GetState()" rather than
107 // simply "state()" since it is actively copying the data into the passed
109 void GetState(double *x) const {
111 memcpy(x, state_, sizeof(*state_) * size_);
115 // Direct pointers to the current state.
116 const double* state() const { return state_; }
117 const double* user_state() const { return user_state_; }
118 double* mutable_user_state() { return user_state_; }
119 LocalParameterization* local_parameterization() const {
120 return local_parameterization_;
122 LocalParameterization* mutable_local_parameterization() {
123 return local_parameterization_;
126 // Set this parameter block to vary or not.
127 void SetConstant() { is_constant_ = true; }
128 void SetVarying() { is_constant_ = false; }
129 bool IsConstant() const { return is_constant_; }
131 // This parameter block's index in an array.
132 int index() const { return index_; }
133 void set_index(int index) { index_ = index; }
135 // This parameter offset inside a larger state vector.
136 int state_offset() const { return state_offset_; }
137 void set_state_offset(int state_offset) { state_offset_ = state_offset; }
139 // This parameter offset inside a larger delta vector.
140 int delta_offset() const { return delta_offset_; }
141 void set_delta_offset(int delta_offset) { delta_offset_ = delta_offset; }
143 // Methods relating to the parameter block's parameterization.
145 // The local to global jacobian. Returns NULL if there is no local
146 // parameterization for this parameter block. The returned matrix is row-major
147 // and has Size() rows and LocalSize() columns.
148 const double* LocalParameterizationJacobian() const {
149 return local_parameterization_jacobian_.get();
152 int LocalSize() const {
153 return (local_parameterization_ == NULL)
155 : local_parameterization_->LocalSize();
158 // Set the parameterization. The parameterization can be set exactly once;
159 // multiple calls to set the parameterization to different values will crash.
160 // It is an error to pass NULL for the parameterization. The parameter block
161 // does not take ownership of the parameterization.
162 void SetParameterization(LocalParameterization* new_parameterization) {
163 CHECK(new_parameterization != NULL) << "NULL parameterization invalid.";
164 // Nothing to do if the new parameterization is the same as the
165 // old parameterization.
166 if (new_parameterization == local_parameterization_) {
170 CHECK(local_parameterization_ == NULL)
171 << "Can't re-set the local parameterization; it leads to "
172 << "ambiguous ownership. Current local parameterization is: "
173 << local_parameterization_;
175 CHECK(new_parameterization->GlobalSize() == size_)
176 << "Invalid parameterization for parameter block. The parameter block "
177 << "has size " << size_ << " while the parameterization has a global "
178 << "size of " << new_parameterization->GlobalSize() << ". Did you "
179 << "accidentally use the wrong parameter block or parameterization?";
181 CHECK_GT(new_parameterization->LocalSize(), 0)
182 << "Invalid parameterization. Parameterizations must have a positive "
183 << "dimensional tangent space.";
185 local_parameterization_ = new_parameterization;
186 local_parameterization_jacobian_.reset(
187 new double[local_parameterization_->GlobalSize() *
188 local_parameterization_->LocalSize()]);
189 CHECK(UpdateLocalParameterizationJacobian())
190 << "Local parameterization Jacobian computation failed for x: "
191 << ConstVectorRef(state_, Size()).transpose();
194 void SetUpperBound(int index, double upper_bound) {
195 CHECK_LT(index, size_);
197 if (upper_bounds_.get() == NULL) {
198 upper_bounds_.reset(new double[size_]);
199 std::fill(upper_bounds_.get(),
200 upper_bounds_.get() + size_,
201 std::numeric_limits<double>::max());
204 upper_bounds_[index] = upper_bound;
207 void SetLowerBound(int index, double lower_bound) {
208 CHECK_LT(index, size_);
210 if (lower_bounds_.get() == NULL) {
211 lower_bounds_.reset(new double[size_]);
212 std::fill(lower_bounds_.get(),
213 lower_bounds_.get() + size_,
214 -std::numeric_limits<double>::max());
217 lower_bounds_[index] = lower_bound;
220 // Generalization of the addition operation. This is the same as
221 // LocalParameterization::Plus() followed by projection onto the
222 // hyper cube implied by the bounds constraints.
223 bool Plus(const double *x, const double* delta, double* x_plus_delta) {
224 if (local_parameterization_ != NULL) {
225 if (!local_parameterization_->Plus(x, delta, x_plus_delta)) {
229 VectorRef(x_plus_delta, size_) = ConstVectorRef(x, size_) +
230 ConstVectorRef(delta, size_);
233 // Project onto the box constraints.
234 if (lower_bounds_.get() != NULL) {
235 for (int i = 0; i < size_; ++i) {
236 x_plus_delta[i] = std::max(x_plus_delta[i], lower_bounds_[i]);
240 if (upper_bounds_.get() != NULL) {
241 for (int i = 0; i < size_; ++i) {
242 x_plus_delta[i] = std::min(x_plus_delta[i], upper_bounds_[i]);
249 std::string ToString() const {
250 return StringPrintf("{ this=%p, user_state=%p, state=%p, size=%d, "
251 "constant=%d, index=%d, state_offset=%d, "
263 void EnableResidualBlockDependencies() {
264 CHECK(residual_blocks_.get() == NULL)
265 << "Ceres bug: There is already a residual block collection "
266 << "for parameter block: " << ToString();
267 residual_blocks_.reset(new ResidualBlockSet);
270 void AddResidualBlock(ResidualBlock* residual_block) {
271 CHECK(residual_blocks_.get() != NULL)
272 << "Ceres bug: The residual block collection is null for parameter "
273 << "block: " << ToString();
274 residual_blocks_->insert(residual_block);
277 void RemoveResidualBlock(ResidualBlock* residual_block) {
278 CHECK(residual_blocks_.get() != NULL)
279 << "Ceres bug: The residual block collection is null for parameter "
280 << "block: " << ToString();
281 CHECK(residual_blocks_->find(residual_block) != residual_blocks_->end())
282 << "Ceres bug: Missing residual for parameter block: " << ToString();
283 residual_blocks_->erase(residual_block);
286 // This is only intended for iterating; perhaps this should only expose
287 // .begin() and .end().
288 ResidualBlockSet* mutable_residual_blocks() {
289 return residual_blocks_.get();
292 double LowerBoundForParameter(int index) const {
293 if (lower_bounds_.get() == NULL) {
294 return -std::numeric_limits<double>::max();
296 return lower_bounds_[index];
300 double UpperBoundForParameter(int index) const {
301 if (upper_bounds_.get() == NULL) {
302 return std::numeric_limits<double>::max();
304 return upper_bounds_[index];
309 void Init(double* user_state,
312 LocalParameterization* local_parameterization) {
313 user_state_ = user_state;
316 is_constant_ = false;
317 state_ = user_state_;
319 local_parameterization_ = NULL;
320 if (local_parameterization != NULL) {
321 SetParameterization(local_parameterization);
328 bool UpdateLocalParameterizationJacobian() {
329 if (local_parameterization_ == NULL) {
333 // Update the local to global Jacobian. In some cases this is
334 // wasted effort; if this is a bottleneck, we will find a solution
337 const int jacobian_size = Size() * LocalSize();
338 InvalidateArray(jacobian_size,
339 local_parameterization_jacobian_.get());
340 if (!local_parameterization_->ComputeJacobian(
342 local_parameterization_jacobian_.get())) {
343 LOG(WARNING) << "Local parameterization Jacobian computation failed"
344 "for x: " << ConstVectorRef(state_, Size()).transpose();
348 if (!IsArrayValid(jacobian_size, local_parameterization_jacobian_.get())) {
349 LOG(WARNING) << "Local parameterization Jacobian computation returned"
350 << "an invalid matrix for x: "
351 << ConstVectorRef(state_, Size()).transpose()
352 << "\n Jacobian matrix : "
353 << ConstMatrixRef(local_parameterization_jacobian_.get(),
364 LocalParameterization* local_parameterization_;
366 // The "state" of the parameter. These fields are only needed while the
367 // solver is running. While at first glance using mutable is a bad idea, this
368 // ends up simplifying the internals of Ceres enough to justify the potential
369 // pitfalls of using "mutable."
370 mutable const double* state_;
371 mutable scoped_array<double> local_parameterization_jacobian_;
373 // The index of the parameter. This is used by various other parts of Ceres to
374 // permit switching from a ParameterBlock* to an index in another array.
377 // The offset of this parameter block inside a larger state vector.
380 // The offset of this parameter block inside a larger delta vector.
383 // If non-null, contains the residual blocks this parameter block is in.
384 scoped_ptr<ResidualBlockSet> residual_blocks_;
386 // Upper and lower bounds for the parameter block. SetUpperBound
387 // and SetLowerBound lazily initialize the upper_bounds_ and
388 // lower_bounds_ arrays. If they are never called, then memory for
389 // these arrays is never allocated. Thus for problems where there
390 // are no bounds, or only one sided bounds we do not pay the cost of
391 // allocating memory for the inactive bounds constraints.
393 // Upon initialization these arrays are initialized to
394 // std::numeric_limits<double>::max() and
395 // -std::numeric_limits<double>::max() respectively which correspond
396 // to the parameter block being unconstrained.
397 scoped_array<double> upper_bounds_;
398 scoped_array<double> lower_bounds_;
400 // Necessary so ProblemImpl can clean up the parameterizations.
401 friend class ProblemImpl;
404 } // namespace internal
407 #endif // CERES_INTERNAL_PARAMETER_BLOCK_H_