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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6 // modification, are permitted provided that the following conditions are met:
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9 // this list of conditions and the following disclaimer.
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29 // Author: keir@google.com (Keir Mierle)
31 #ifndef CERES_INTERNAL_PROGRAM_H_
32 #define CERES_INTERNAL_PROGRAM_H_
37 #include "ceres/internal/port.h"
45 class TripletSparseMatrix;
47 // A nonlinear least squares optimization problem. This is different from the
48 // similarly-named "Problem" object, which offers a mutation interface for
49 // adding and modifying parameters and residuals. The Program contains the core
50 // part of the Problem, which is the parameters and the residuals, stored in a
51 // particular ordering. The ordering is critical, since it defines the mapping
52 // between (residual, parameter) pairs and a position in the jacobian of the
53 // objective function. Various parts of Ceres transform one Program into
54 // another; for example, the first stage of solving involves stripping all
55 // constant parameters and residuals. This is in contrast with Problem, which is
56 // not built for transformation.
60 explicit Program(const Program& program);
62 // The ordered parameter and residual blocks for the program.
63 const std::vector<ParameterBlock*>& parameter_blocks() const;
64 const std::vector<ResidualBlock*>& residual_blocks() const;
65 std::vector<ParameterBlock*>* mutable_parameter_blocks();
66 std::vector<ResidualBlock*>* mutable_residual_blocks();
68 // Serialize to/from the program and update states.
70 // NOTE: Setting the state of a parameter block can trigger the
71 // computation of the Jacobian of its local parameterization. If
72 // this computation fails for some reason, then this method returns
73 // false and the state of the parameter blocks cannot be trusted.
74 bool StateVectorToParameterBlocks(const double *state);
75 void ParameterBlocksToStateVector(double *state) const;
77 // Copy internal state to the user's parameters.
78 void CopyParameterBlockStateToUserState();
80 // Set the parameter block pointers to the user pointers. Since this
81 // runs parameter block set state internally, which may call local
82 // parameterizations, this can fail. False is returned on failure.
83 bool SetParameterBlockStatePtrsToUserStatePtrs();
85 // Update a state vector for the program given a delta.
86 bool Plus(const double* state,
88 double* state_plus_delta) const;
90 // Set the parameter indices and offsets. This permits mapping backward
91 // from a ParameterBlock* to an index in the parameter_blocks() vector. For
92 // any parameter block p, after calling SetParameterOffsetsAndIndex(), it
95 // parameter_blocks()[p->index()] == p
97 // If a parameter appears in a residual but not in the parameter block, then
98 // it will have an index of -1.
100 // This also updates p->state_offset() and p->delta_offset(), which are the
101 // position of the parameter in the state and delta vector respectively.
102 void SetParameterOffsetsAndIndex();
104 // Check if the internal state of the program (the indexing and the
105 // offsets) are correct.
106 bool IsValid() const;
108 bool ParameterBlocksAreFinite(std::string* message) const;
110 // Returns true if the program has any non-constant parameter blocks
111 // which have non-trivial bounds constraints.
112 bool IsBoundsConstrained() const;
114 // Returns false, if the program has any constant parameter blocks
115 // which are not feasible, or any variable parameter blocks which
116 // have a lower bound greater than or equal to the upper bound.
117 bool IsFeasible(std::string* message) const;
119 // Loop over each residual block and ensure that no two parameter
120 // blocks in the same residual block are part of
121 // parameter_blocks as that would violate the assumption that it
122 // is an independent set in the Hessian matrix.
123 bool IsParameterBlockSetIndependent(
124 const std::set<double*>& independent_set) const;
126 // Create a TripletSparseMatrix which contains the zero-one
127 // structure corresponding to the block sparsity of the transpose of
128 // the Jacobian matrix.
130 // Caller owns the result.
131 TripletSparseMatrix* CreateJacobianBlockSparsityTranspose() const;
133 // Create a copy of this program and removes constant parameter
134 // blocks and residual blocks with no varying parameter blocks while
135 // preserving their relative order.
137 // removed_parameter_blocks on exit will contain the list of
138 // parameter blocks that were removed.
140 // fixed_cost will be equal to the sum of the costs of the residual
141 // blocks that were removed.
143 // If there was a problem, then the function will return a NULL
144 // pointer and error will contain a human readable description of
146 Program* CreateReducedProgram(std::vector<double*>* removed_parameter_blocks,
148 std::string* error) const;
150 // See problem.h for what these do.
151 int NumParameterBlocks() const;
152 int NumParameters() const;
153 int NumEffectiveParameters() const;
154 int NumResidualBlocks() const;
155 int NumResiduals() const;
157 int MaxScratchDoublesNeededForEvaluate() const;
158 int MaxDerivativesPerResidualBlock() const;
159 int MaxParametersPerResidualBlock() const;
160 int MaxResidualsPerResidualBlock() const;
162 // A human-readable dump of the parameter blocks for debugging.
163 // TODO(keir): If necessary, also dump the residual blocks.
164 std::string ToString() const;
167 // Remove constant parameter blocks and residual blocks with no
168 // varying parameter blocks while preserving their relative order.
170 // removed_parameter_blocks on exit will contain the list of
171 // parameter blocks that were removed.
173 // fixed_cost will be equal to the sum of the costs of the residual
174 // blocks that were removed.
176 // If there was a problem, then the function will return false and
177 // error will contain a human readable description of the problem.
178 bool RemoveFixedBlocks(std::vector<double*>* removed_parameter_blocks,
180 std::string* message);
182 // The Program does not own the ParameterBlock or ResidualBlock objects.
183 std::vector<ParameterBlock*> parameter_blocks_;
184 std::vector<ResidualBlock*> residual_blocks_;
186 friend class ProblemImpl;
189 } // namespace internal
192 #endif // CERES_INTERNAL_PROGRAM_H_