842 lines
34 KiB
C++
842 lines
34 KiB
C++
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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: keir@google.com (Keir Mierle)
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// sameeragarwal@google.com (Sameer Agarwal)
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#include "ceres/solver.h"
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#include <algorithm>
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#include <sstream> // NOLINT
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#include <vector>
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#include "ceres/gradient_checking_cost_function.h"
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#include "ceres/internal/port.h"
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#include "ceres/parameter_block_ordering.h"
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#include "ceres/preprocessor.h"
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#include "ceres/problem.h"
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#include "ceres/problem_impl.h"
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#include "ceres/program.h"
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#include "ceres/solver_utils.h"
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#include "ceres/stringprintf.h"
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#include "ceres/types.h"
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#include "ceres/wall_time.h"
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namespace ceres {
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namespace {
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using std::map;
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using std::string;
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using std::vector;
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#define OPTION_OP(x, y, OP) \
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if (!(options.x OP y)) { \
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std::stringstream ss; \
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ss << "Invalid configuration. "; \
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ss << string("Solver::Options::" #x " = ") << options.x << ". "; \
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ss << "Violated constraint: "; \
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ss << string("Solver::Options::" #x " " #OP " "#y); \
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*error = ss.str(); \
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return false; \
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}
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#define OPTION_OP_OPTION(x, y, OP) \
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if (!(options.x OP options.y)) { \
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std::stringstream ss; \
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ss << "Invalid configuration. "; \
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ss << string("Solver::Options::" #x " = ") << options.x << ". "; \
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ss << string("Solver::Options::" #y " = ") << options.y << ". "; \
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ss << "Violated constraint: "; \
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ss << string("Solver::Options::" #x); \
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ss << string(#OP " Solver::Options::" #y "."); \
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*error = ss.str(); \
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return false; \
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}
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#define OPTION_GE(x, y) OPTION_OP(x, y, >=);
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#define OPTION_GT(x, y) OPTION_OP(x, y, >);
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#define OPTION_LE(x, y) OPTION_OP(x, y, <=);
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#define OPTION_LT(x, y) OPTION_OP(x, y, <);
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#define OPTION_LE_OPTION(x, y) OPTION_OP_OPTION(x, y, <=)
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#define OPTION_LT_OPTION(x, y) OPTION_OP_OPTION(x, y, <)
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bool CommonOptionsAreValid(const Solver::Options& options, string* error) {
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OPTION_GE(max_num_iterations, 0);
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OPTION_GE(max_solver_time_in_seconds, 0.0);
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OPTION_GE(function_tolerance, 0.0);
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OPTION_GE(gradient_tolerance, 0.0);
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OPTION_GE(parameter_tolerance, 0.0);
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OPTION_GT(num_threads, 0);
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OPTION_GT(num_linear_solver_threads, 0);
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if (options.check_gradients) {
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OPTION_GT(gradient_check_relative_precision, 0.0);
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OPTION_GT(numeric_derivative_relative_step_size, 0.0);
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}
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return true;
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}
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bool TrustRegionOptionsAreValid(const Solver::Options& options, string* error) {
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OPTION_GT(initial_trust_region_radius, 0.0);
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OPTION_GT(min_trust_region_radius, 0.0);
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OPTION_GT(max_trust_region_radius, 0.0);
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OPTION_LE_OPTION(min_trust_region_radius, max_trust_region_radius);
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OPTION_LE_OPTION(min_trust_region_radius, initial_trust_region_radius);
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OPTION_LE_OPTION(initial_trust_region_radius, max_trust_region_radius);
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OPTION_GE(min_relative_decrease, 0.0);
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OPTION_GE(min_lm_diagonal, 0.0);
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OPTION_GE(max_lm_diagonal, 0.0);
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OPTION_LE_OPTION(min_lm_diagonal, max_lm_diagonal);
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OPTION_GE(max_num_consecutive_invalid_steps, 0);
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OPTION_GT(eta, 0.0);
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OPTION_GE(min_linear_solver_iterations, 0);
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OPTION_GE(max_linear_solver_iterations, 1);
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OPTION_LE_OPTION(min_linear_solver_iterations, max_linear_solver_iterations);
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if (options.use_inner_iterations) {
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OPTION_GE(inner_iteration_tolerance, 0.0);
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}
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if (options.use_nonmonotonic_steps) {
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OPTION_GT(max_consecutive_nonmonotonic_steps, 0);
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}
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if (options.linear_solver_type == ITERATIVE_SCHUR &&
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options.use_explicit_schur_complement &&
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options.preconditioner_type != SCHUR_JACOBI) {
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*error = "use_explicit_schur_complement only supports "
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"SCHUR_JACOBI as the preconditioner.";
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return false;
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}
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if (options.preconditioner_type == CLUSTER_JACOBI &&
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options.sparse_linear_algebra_library_type != SUITE_SPARSE) {
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*error = "CLUSTER_JACOBI requires "
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"Solver::Options::sparse_linear_algebra_library_type to be "
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"SUITE_SPARSE";
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return false;
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}
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if (options.preconditioner_type == CLUSTER_TRIDIAGONAL &&
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options.sparse_linear_algebra_library_type != SUITE_SPARSE) {
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*error = "CLUSTER_TRIDIAGONAL requires "
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"Solver::Options::sparse_linear_algebra_library_type to be "
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"SUITE_SPARSE";
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return false;
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}
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#ifdef CERES_NO_LAPACK
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if (options.dense_linear_algebra_library_type == LAPACK) {
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if (options.linear_solver_type == DENSE_NORMAL_CHOLESKY) {
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*error = "Can't use DENSE_NORMAL_CHOLESKY with LAPACK because "
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"LAPACK was not enabled when Ceres was built.";
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return false;
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} else if (options.linear_solver_type == DENSE_QR) {
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*error = "Can't use DENSE_QR with LAPACK because "
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"LAPACK was not enabled when Ceres was built.";
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return false;
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} else if (options.linear_solver_type == DENSE_SCHUR) {
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*error = "Can't use DENSE_SCHUR with LAPACK because "
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"LAPACK was not enabled when Ceres was built.";
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return false;
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}
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}
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#endif
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#ifdef CERES_NO_SUITESPARSE
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if (options.sparse_linear_algebra_library_type == SUITE_SPARSE) {
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if (options.linear_solver_type == SPARSE_NORMAL_CHOLESKY) {
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*error = "Can't use SPARSE_NORMAL_CHOLESKY with SUITESPARSE because "
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"SuiteSparse was not enabled when Ceres was built.";
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return false;
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} else if (options.linear_solver_type == SPARSE_SCHUR) {
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*error = "Can't use SPARSE_SCHUR with SUITESPARSE because "
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"SuiteSparse was not enabled when Ceres was built.";
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return false;
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} else if (options.preconditioner_type == CLUSTER_JACOBI) {
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*error = "CLUSTER_JACOBI preconditioner not supported. "
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"SuiteSparse was not enabled when Ceres was built.";
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return false;
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} else if (options.preconditioner_type == CLUSTER_TRIDIAGONAL) {
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*error = "CLUSTER_TRIDIAGONAL preconditioner not supported. "
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"SuiteSparse was not enabled when Ceres was built.";
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return false;
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}
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}
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#endif
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#ifdef CERES_NO_CXSPARSE
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if (options.sparse_linear_algebra_library_type == CX_SPARSE) {
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if (options.linear_solver_type == SPARSE_NORMAL_CHOLESKY) {
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*error = "Can't use SPARSE_NORMAL_CHOLESKY with CX_SPARSE because "
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"CXSparse was not enabled when Ceres was built.";
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return false;
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} else if (options.linear_solver_type == SPARSE_SCHUR) {
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*error = "Can't use SPARSE_SCHUR with CX_SPARSE because "
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"CXSparse was not enabled when Ceres was built.";
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return false;
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}
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}
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#endif
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#ifndef CERES_USE_EIGEN_SPARSE
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if (options.sparse_linear_algebra_library_type == EIGEN_SPARSE) {
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if (options.linear_solver_type == SPARSE_NORMAL_CHOLESKY) {
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*error = "Can't use SPARSE_NORMAL_CHOLESKY with EIGEN_SPARSE because "
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"Eigen's sparse linear algebra was not enabled when Ceres was "
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"built.";
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return false;
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} else if (options.linear_solver_type == SPARSE_SCHUR) {
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*error = "Can't use SPARSE_SCHUR with EIGEN_SPARSE because "
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"Eigen's sparse linear algebra was not enabled when Ceres was "
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"built.";
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return false;
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}
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}
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#endif
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if (options.sparse_linear_algebra_library_type == NO_SPARSE) {
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if (options.linear_solver_type == SPARSE_NORMAL_CHOLESKY) {
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*error = "Can't use SPARSE_NORMAL_CHOLESKY as "
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"sparse_linear_algebra_library_type is NO_SPARSE.";
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return false;
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} else if (options.linear_solver_type == SPARSE_SCHUR) {
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*error = "Can't use SPARSE_SCHUR as "
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"sparse_linear_algebra_library_type is NO_SPARSE.";
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return false;
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}
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}
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if (options.trust_region_strategy_type == DOGLEG) {
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if (options.linear_solver_type == ITERATIVE_SCHUR ||
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options.linear_solver_type == CGNR) {
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*error = "DOGLEG only supports exact factorization based linear "
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"solvers. If you want to use an iterative solver please "
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"use LEVENBERG_MARQUARDT as the trust_region_strategy_type";
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return false;
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}
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}
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if (options.trust_region_minimizer_iterations_to_dump.size() > 0 &&
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options.trust_region_problem_dump_format_type != CONSOLE &&
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options.trust_region_problem_dump_directory.empty()) {
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*error = "Solver::Options::trust_region_problem_dump_directory is empty.";
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return false;
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}
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if (options.dynamic_sparsity &&
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options.linear_solver_type != SPARSE_NORMAL_CHOLESKY) {
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*error = "Dynamic sparsity is only supported with SPARSE_NORMAL_CHOLESKY.";
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return false;
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}
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return true;
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}
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bool LineSearchOptionsAreValid(const Solver::Options& options, string* error) {
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OPTION_GT(max_lbfgs_rank, 0);
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OPTION_GT(min_line_search_step_size, 0.0);
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OPTION_GT(max_line_search_step_contraction, 0.0);
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OPTION_LT(max_line_search_step_contraction, 1.0);
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OPTION_LT_OPTION(max_line_search_step_contraction,
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min_line_search_step_contraction);
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OPTION_LE(min_line_search_step_contraction, 1.0);
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OPTION_GT(max_num_line_search_step_size_iterations, 0);
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OPTION_GT(line_search_sufficient_function_decrease, 0.0);
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OPTION_LT_OPTION(line_search_sufficient_function_decrease,
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line_search_sufficient_curvature_decrease);
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OPTION_LT(line_search_sufficient_curvature_decrease, 1.0);
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OPTION_GT(max_line_search_step_expansion, 1.0);
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if ((options.line_search_direction_type == ceres::BFGS ||
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options.line_search_direction_type == ceres::LBFGS) &&
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options.line_search_type != ceres::WOLFE) {
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*error =
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string("Invalid configuration: Solver::Options::line_search_type = ")
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+ string(LineSearchTypeToString(options.line_search_type))
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+ string(". When using (L)BFGS, "
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"Solver::Options::line_search_type must be set to WOLFE.");
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return false;
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}
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// Warn user if they have requested BISECTION interpolation, but constraints
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// on max/min step size change during line search prevent bisection scaling
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// from occurring. Warn only, as this is likely a user mistake, but one which
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// does not prevent us from continuing.
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LOG_IF(WARNING,
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(options.line_search_interpolation_type == ceres::BISECTION &&
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(options.max_line_search_step_contraction > 0.5 ||
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options.min_line_search_step_contraction < 0.5)))
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<< "Line search interpolation type is BISECTION, but specified "
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<< "max_line_search_step_contraction: "
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<< options.max_line_search_step_contraction << ", and "
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<< "min_line_search_step_contraction: "
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<< options.min_line_search_step_contraction
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<< ", prevent bisection (0.5) scaling, continuing with solve regardless.";
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return true;
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}
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#undef OPTION_OP
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#undef OPTION_OP_OPTION
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#undef OPTION_GT
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#undef OPTION_GE
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#undef OPTION_LE
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#undef OPTION_LT
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#undef OPTION_LE_OPTION
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#undef OPTION_LT_OPTION
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void StringifyOrdering(const vector<int>& ordering, string* report) {
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if (ordering.size() == 0) {
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internal::StringAppendF(report, "AUTOMATIC");
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return;
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}
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for (int i = 0; i < ordering.size() - 1; ++i) {
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internal::StringAppendF(report, "%d, ", ordering[i]);
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}
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internal::StringAppendF(report, "%d", ordering.back());
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}
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void SummarizeGivenProgram(const internal::Program& program,
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Solver::Summary* summary) {
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summary->num_parameter_blocks = program.NumParameterBlocks();
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summary->num_parameters = program.NumParameters();
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summary->num_effective_parameters = program.NumEffectiveParameters();
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summary->num_residual_blocks = program.NumResidualBlocks();
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summary->num_residuals = program.NumResiduals();
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}
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void SummarizeReducedProgram(const internal::Program& program,
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Solver::Summary* summary) {
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summary->num_parameter_blocks_reduced = program.NumParameterBlocks();
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summary->num_parameters_reduced = program.NumParameters();
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summary->num_effective_parameters_reduced = program.NumEffectiveParameters();
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summary->num_residual_blocks_reduced = program.NumResidualBlocks();
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summary->num_residuals_reduced = program.NumResiduals();
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}
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void PreSolveSummarize(const Solver::Options& options,
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const internal::ProblemImpl* problem,
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Solver::Summary* summary) {
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SummarizeGivenProgram(problem->program(), summary);
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internal::OrderingToGroupSizes(options.linear_solver_ordering.get(),
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&(summary->linear_solver_ordering_given));
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internal::OrderingToGroupSizes(options.inner_iteration_ordering.get(),
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&(summary->inner_iteration_ordering_given));
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summary->dense_linear_algebra_library_type = options.dense_linear_algebra_library_type; // NOLINT
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summary->dogleg_type = options.dogleg_type;
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summary->inner_iteration_time_in_seconds = 0.0;
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summary->line_search_cost_evaluation_time_in_seconds = 0.0;
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summary->line_search_gradient_evaluation_time_in_seconds = 0.0;
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summary->line_search_polynomial_minimization_time_in_seconds = 0.0;
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summary->line_search_total_time_in_seconds = 0.0;
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summary->inner_iterations_given = options.use_inner_iterations;
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summary->line_search_direction_type = options.line_search_direction_type; // NOLINT
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summary->line_search_interpolation_type = options.line_search_interpolation_type; // NOLINT
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summary->line_search_type = options.line_search_type;
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||
|
summary->linear_solver_type_given = options.linear_solver_type;
|
||
|
summary->max_lbfgs_rank = options.max_lbfgs_rank;
|
||
|
summary->minimizer_type = options.minimizer_type;
|
||
|
summary->nonlinear_conjugate_gradient_type = options.nonlinear_conjugate_gradient_type; // NOLINT
|
||
|
summary->num_linear_solver_threads_given = options.num_linear_solver_threads; // NOLINT
|
||
|
summary->num_threads_given = options.num_threads;
|
||
|
summary->preconditioner_type_given = options.preconditioner_type;
|
||
|
summary->sparse_linear_algebra_library_type = options.sparse_linear_algebra_library_type; // NOLINT
|
||
|
summary->trust_region_strategy_type = options.trust_region_strategy_type; // NOLINT
|
||
|
summary->visibility_clustering_type = options.visibility_clustering_type; // NOLINT
|
||
|
}
|
||
|
|
||
|
void PostSolveSummarize(const internal::PreprocessedProblem& pp,
|
||
|
Solver::Summary* summary) {
|
||
|
internal::OrderingToGroupSizes(pp.options.linear_solver_ordering.get(),
|
||
|
&(summary->linear_solver_ordering_used));
|
||
|
internal::OrderingToGroupSizes(pp.options.inner_iteration_ordering.get(),
|
||
|
&(summary->inner_iteration_ordering_used));
|
||
|
|
||
|
summary->inner_iterations_used = pp.inner_iteration_minimizer.get() != NULL; // NOLINT
|
||
|
summary->linear_solver_type_used = pp.options.linear_solver_type;
|
||
|
summary->num_linear_solver_threads_used = pp.options.num_linear_solver_threads; // NOLINT
|
||
|
summary->num_threads_used = pp.options.num_threads;
|
||
|
summary->preconditioner_type_used = pp.options.preconditioner_type; // NOLINT
|
||
|
|
||
|
internal::SetSummaryFinalCost(summary);
|
||
|
|
||
|
if (pp.reduced_program.get() != NULL) {
|
||
|
SummarizeReducedProgram(*pp.reduced_program, summary);
|
||
|
}
|
||
|
|
||
|
// It is possible that no evaluator was created. This would be the
|
||
|
// case if the preprocessor failed, or if the reduced problem did
|
||
|
// not contain any parameter blocks. Thus, only extract the
|
||
|
// evaluator statistics if one exists.
|
||
|
if (pp.evaluator.get() != NULL) {
|
||
|
const map<string, double>& evaluator_time_statistics =
|
||
|
pp.evaluator->TimeStatistics();
|
||
|
summary->residual_evaluation_time_in_seconds =
|
||
|
FindWithDefault(evaluator_time_statistics, "Evaluator::Residual", 0.0);
|
||
|
summary->jacobian_evaluation_time_in_seconds =
|
||
|
FindWithDefault(evaluator_time_statistics, "Evaluator::Jacobian", 0.0);
|
||
|
}
|
||
|
|
||
|
// Again, like the evaluator, there may or may not be a linear
|
||
|
// solver from which we can extract run time statistics. In
|
||
|
// particular the line search solver does not use a linear solver.
|
||
|
if (pp.linear_solver.get() != NULL) {
|
||
|
const map<string, double>& linear_solver_time_statistics =
|
||
|
pp.linear_solver->TimeStatistics();
|
||
|
summary->linear_solver_time_in_seconds =
|
||
|
FindWithDefault(linear_solver_time_statistics,
|
||
|
"LinearSolver::Solve",
|
||
|
0.0);
|
||
|
}
|
||
|
}
|
||
|
|
||
|
void Minimize(internal::PreprocessedProblem* pp,
|
||
|
Solver::Summary* summary) {
|
||
|
using internal::Program;
|
||
|
using internal::scoped_ptr;
|
||
|
using internal::Minimizer;
|
||
|
|
||
|
Program* program = pp->reduced_program.get();
|
||
|
if (pp->reduced_program->NumParameterBlocks() == 0) {
|
||
|
summary->message = "Function tolerance reached. "
|
||
|
"No non-constant parameter blocks found.";
|
||
|
summary->termination_type = CONVERGENCE;
|
||
|
VLOG_IF(1, pp->options.logging_type != SILENT) << summary->message;
|
||
|
summary->initial_cost = summary->fixed_cost;
|
||
|
summary->final_cost = summary->fixed_cost;
|
||
|
return;
|
||
|
}
|
||
|
|
||
|
scoped_ptr<Minimizer> minimizer(
|
||
|
Minimizer::Create(pp->options.minimizer_type));
|
||
|
minimizer->Minimize(pp->minimizer_options,
|
||
|
pp->reduced_parameters.data(),
|
||
|
summary);
|
||
|
|
||
|
if (summary->IsSolutionUsable()) {
|
||
|
program->StateVectorToParameterBlocks(pp->reduced_parameters.data());
|
||
|
program->CopyParameterBlockStateToUserState();
|
||
|
}
|
||
|
}
|
||
|
|
||
|
} // namespace
|
||
|
|
||
|
bool Solver::Options::IsValid(string* error) const {
|
||
|
if (!CommonOptionsAreValid(*this, error)) {
|
||
|
return false;
|
||
|
}
|
||
|
|
||
|
if (minimizer_type == TRUST_REGION &&
|
||
|
!TrustRegionOptionsAreValid(*this, error)) {
|
||
|
return false;
|
||
|
}
|
||
|
|
||
|
// We do not know if the problem is bounds constrained or not, if it
|
||
|
// is then the trust region solver will also use the line search
|
||
|
// solver to do a projection onto the box constraints, so make sure
|
||
|
// that the line search options are checked independent of what
|
||
|
// minimizer algorithm is being used.
|
||
|
return LineSearchOptionsAreValid(*this, error);
|
||
|
}
|
||
|
|
||
|
Solver::~Solver() {}
|
||
|
|
||
|
void Solver::Solve(const Solver::Options& options,
|
||
|
Problem* problem,
|
||
|
Solver::Summary* summary) {
|
||
|
using internal::PreprocessedProblem;
|
||
|
using internal::Preprocessor;
|
||
|
using internal::ProblemImpl;
|
||
|
using internal::Program;
|
||
|
using internal::scoped_ptr;
|
||
|
using internal::WallTimeInSeconds;
|
||
|
|
||
|
CHECK_NOTNULL(problem);
|
||
|
CHECK_NOTNULL(summary);
|
||
|
|
||
|
double start_time = WallTimeInSeconds();
|
||
|
*summary = Summary();
|
||
|
if (!options.IsValid(&summary->message)) {
|
||
|
LOG(ERROR) << "Terminating: " << summary->message;
|
||
|
return;
|
||
|
}
|
||
|
|
||
|
ProblemImpl* problem_impl = problem->problem_impl_.get();
|
||
|
Program* program = problem_impl->mutable_program();
|
||
|
PreSolveSummarize(options, problem_impl, summary);
|
||
|
|
||
|
// Make sure that all the parameter blocks states are set to the
|
||
|
// values provided by the user.
|
||
|
program->SetParameterBlockStatePtrsToUserStatePtrs();
|
||
|
|
||
|
scoped_ptr<internal::ProblemImpl> gradient_checking_problem;
|
||
|
if (options.check_gradients) {
|
||
|
gradient_checking_problem.reset(
|
||
|
CreateGradientCheckingProblemImpl(
|
||
|
problem_impl,
|
||
|
options.numeric_derivative_relative_step_size,
|
||
|
options.gradient_check_relative_precision));
|
||
|
problem_impl = gradient_checking_problem.get();
|
||
|
program = problem_impl->mutable_program();
|
||
|
}
|
||
|
|
||
|
scoped_ptr<Preprocessor> preprocessor(
|
||
|
Preprocessor::Create(options.minimizer_type));
|
||
|
PreprocessedProblem pp;
|
||
|
const bool status = preprocessor->Preprocess(options, problem_impl, &pp);
|
||
|
summary->fixed_cost = pp.fixed_cost;
|
||
|
summary->preprocessor_time_in_seconds = WallTimeInSeconds() - start_time;
|
||
|
|
||
|
if (status) {
|
||
|
const double minimizer_start_time = WallTimeInSeconds();
|
||
|
Minimize(&pp, summary);
|
||
|
summary->minimizer_time_in_seconds =
|
||
|
WallTimeInSeconds() - minimizer_start_time;
|
||
|
} else {
|
||
|
summary->message = pp.error;
|
||
|
}
|
||
|
|
||
|
const double postprocessor_start_time = WallTimeInSeconds();
|
||
|
problem_impl = problem->problem_impl_.get();
|
||
|
program = problem_impl->mutable_program();
|
||
|
// On exit, ensure that the parameter blocks again point at the user
|
||
|
// provided values and the parameter blocks are numbered according
|
||
|
// to their position in the original user provided program.
|
||
|
program->SetParameterBlockStatePtrsToUserStatePtrs();
|
||
|
program->SetParameterOffsetsAndIndex();
|
||
|
PostSolveSummarize(pp, summary);
|
||
|
summary->postprocessor_time_in_seconds =
|
||
|
WallTimeInSeconds() - postprocessor_start_time;
|
||
|
|
||
|
summary->total_time_in_seconds = WallTimeInSeconds() - start_time;
|
||
|
}
|
||
|
|
||
|
void Solve(const Solver::Options& options,
|
||
|
Problem* problem,
|
||
|
Solver::Summary* summary) {
|
||
|
Solver solver;
|
||
|
solver.Solve(options, problem, summary);
|
||
|
}
|
||
|
|
||
|
Solver::Summary::Summary()
|
||
|
// Invalid values for most fields, to ensure that we are not
|
||
|
// accidentally reporting default values.
|
||
|
: minimizer_type(TRUST_REGION),
|
||
|
termination_type(FAILURE),
|
||
|
message("ceres::Solve was not called."),
|
||
|
initial_cost(-1.0),
|
||
|
final_cost(-1.0),
|
||
|
fixed_cost(-1.0),
|
||
|
num_successful_steps(-1),
|
||
|
num_unsuccessful_steps(-1),
|
||
|
num_inner_iteration_steps(-1),
|
||
|
preprocessor_time_in_seconds(-1.0),
|
||
|
minimizer_time_in_seconds(-1.0),
|
||
|
postprocessor_time_in_seconds(-1.0),
|
||
|
total_time_in_seconds(-1.0),
|
||
|
linear_solver_time_in_seconds(-1.0),
|
||
|
residual_evaluation_time_in_seconds(-1.0),
|
||
|
jacobian_evaluation_time_in_seconds(-1.0),
|
||
|
inner_iteration_time_in_seconds(-1.0),
|
||
|
line_search_cost_evaluation_time_in_seconds(-1.0),
|
||
|
line_search_gradient_evaluation_time_in_seconds(-1.0),
|
||
|
line_search_polynomial_minimization_time_in_seconds(-1.0),
|
||
|
line_search_total_time_in_seconds(-1.0),
|
||
|
num_parameter_blocks(-1),
|
||
|
num_parameters(-1),
|
||
|
num_effective_parameters(-1),
|
||
|
num_residual_blocks(-1),
|
||
|
num_residuals(-1),
|
||
|
num_parameter_blocks_reduced(-1),
|
||
|
num_parameters_reduced(-1),
|
||
|
num_effective_parameters_reduced(-1),
|
||
|
num_residual_blocks_reduced(-1),
|
||
|
num_residuals_reduced(-1),
|
||
|
is_constrained(false),
|
||
|
num_threads_given(-1),
|
||
|
num_threads_used(-1),
|
||
|
num_linear_solver_threads_given(-1),
|
||
|
num_linear_solver_threads_used(-1),
|
||
|
linear_solver_type_given(SPARSE_NORMAL_CHOLESKY),
|
||
|
linear_solver_type_used(SPARSE_NORMAL_CHOLESKY),
|
||
|
inner_iterations_given(false),
|
||
|
inner_iterations_used(false),
|
||
|
preconditioner_type_given(IDENTITY),
|
||
|
preconditioner_type_used(IDENTITY),
|
||
|
visibility_clustering_type(CANONICAL_VIEWS),
|
||
|
trust_region_strategy_type(LEVENBERG_MARQUARDT),
|
||
|
dense_linear_algebra_library_type(EIGEN),
|
||
|
sparse_linear_algebra_library_type(SUITE_SPARSE),
|
||
|
line_search_direction_type(LBFGS),
|
||
|
line_search_type(ARMIJO),
|
||
|
line_search_interpolation_type(BISECTION),
|
||
|
nonlinear_conjugate_gradient_type(FLETCHER_REEVES),
|
||
|
max_lbfgs_rank(-1) {
|
||
|
}
|
||
|
|
||
|
using internal::StringAppendF;
|
||
|
using internal::StringPrintf;
|
||
|
|
||
|
string Solver::Summary::BriefReport() const {
|
||
|
return StringPrintf("Ceres Solver Report: "
|
||
|
"Iterations: %d, "
|
||
|
"Initial cost: %e, "
|
||
|
"Final cost: %e, "
|
||
|
"Termination: %s",
|
||
|
num_successful_steps + num_unsuccessful_steps,
|
||
|
initial_cost,
|
||
|
final_cost,
|
||
|
TerminationTypeToString(termination_type));
|
||
|
}
|
||
|
|
||
|
string Solver::Summary::FullReport() const {
|
||
|
using internal::VersionString;
|
||
|
|
||
|
string report = string("\nSolver Summary (v " + VersionString() + ")\n\n");
|
||
|
|
||
|
StringAppendF(&report, "%45s %21s\n", "Original", "Reduced");
|
||
|
StringAppendF(&report, "Parameter blocks % 25d% 25d\n",
|
||
|
num_parameter_blocks, num_parameter_blocks_reduced);
|
||
|
StringAppendF(&report, "Parameters % 25d% 25d\n",
|
||
|
num_parameters, num_parameters_reduced);
|
||
|
if (num_effective_parameters_reduced != num_parameters_reduced) {
|
||
|
StringAppendF(&report, "Effective parameters% 25d% 25d\n",
|
||
|
num_effective_parameters, num_effective_parameters_reduced);
|
||
|
}
|
||
|
StringAppendF(&report, "Residual blocks % 25d% 25d\n",
|
||
|
num_residual_blocks, num_residual_blocks_reduced);
|
||
|
StringAppendF(&report, "Residual % 25d% 25d\n",
|
||
|
num_residuals, num_residuals_reduced);
|
||
|
|
||
|
if (minimizer_type == TRUST_REGION) {
|
||
|
// TRUST_SEARCH HEADER
|
||
|
StringAppendF(&report, "\nMinimizer %19s\n",
|
||
|
"TRUST_REGION");
|
||
|
|
||
|
if (linear_solver_type_used == DENSE_NORMAL_CHOLESKY ||
|
||
|
linear_solver_type_used == DENSE_SCHUR ||
|
||
|
linear_solver_type_used == DENSE_QR) {
|
||
|
StringAppendF(&report, "\nDense linear algebra library %15s\n",
|
||
|
DenseLinearAlgebraLibraryTypeToString(
|
||
|
dense_linear_algebra_library_type));
|
||
|
}
|
||
|
|
||
|
if (linear_solver_type_used == SPARSE_NORMAL_CHOLESKY ||
|
||
|
linear_solver_type_used == SPARSE_SCHUR ||
|
||
|
(linear_solver_type_used == ITERATIVE_SCHUR &&
|
||
|
(preconditioner_type_used == CLUSTER_JACOBI ||
|
||
|
preconditioner_type_used == CLUSTER_TRIDIAGONAL))) {
|
||
|
StringAppendF(&report, "\nSparse linear algebra library %15s\n",
|
||
|
SparseLinearAlgebraLibraryTypeToString(
|
||
|
sparse_linear_algebra_library_type));
|
||
|
}
|
||
|
|
||
|
StringAppendF(&report, "Trust region strategy %19s",
|
||
|
TrustRegionStrategyTypeToString(
|
||
|
trust_region_strategy_type));
|
||
|
if (trust_region_strategy_type == DOGLEG) {
|
||
|
if (dogleg_type == TRADITIONAL_DOGLEG) {
|
||
|
StringAppendF(&report, " (TRADITIONAL)");
|
||
|
} else {
|
||
|
StringAppendF(&report, " (SUBSPACE)");
|
||
|
}
|
||
|
}
|
||
|
StringAppendF(&report, "\n");
|
||
|
StringAppendF(&report, "\n");
|
||
|
|
||
|
StringAppendF(&report, "%45s %21s\n", "Given", "Used");
|
||
|
StringAppendF(&report, "Linear solver %25s%25s\n",
|
||
|
LinearSolverTypeToString(linear_solver_type_given),
|
||
|
LinearSolverTypeToString(linear_solver_type_used));
|
||
|
|
||
|
if (linear_solver_type_given == CGNR ||
|
||
|
linear_solver_type_given == ITERATIVE_SCHUR) {
|
||
|
StringAppendF(&report, "Preconditioner %25s%25s\n",
|
||
|
PreconditionerTypeToString(preconditioner_type_given),
|
||
|
PreconditionerTypeToString(preconditioner_type_used));
|
||
|
}
|
||
|
|
||
|
if (preconditioner_type_used == CLUSTER_JACOBI ||
|
||
|
preconditioner_type_used == CLUSTER_TRIDIAGONAL) {
|
||
|
StringAppendF(&report, "Visibility clustering%24s%25s\n",
|
||
|
VisibilityClusteringTypeToString(
|
||
|
visibility_clustering_type),
|
||
|
VisibilityClusteringTypeToString(
|
||
|
visibility_clustering_type));
|
||
|
}
|
||
|
StringAppendF(&report, "Threads % 25d% 25d\n",
|
||
|
num_threads_given, num_threads_used);
|
||
|
StringAppendF(&report, "Linear solver threads % 23d% 25d\n",
|
||
|
num_linear_solver_threads_given,
|
||
|
num_linear_solver_threads_used);
|
||
|
|
||
|
if (IsSchurType(linear_solver_type_used)) {
|
||
|
string given;
|
||
|
StringifyOrdering(linear_solver_ordering_given, &given);
|
||
|
string used;
|
||
|
StringifyOrdering(linear_solver_ordering_used, &used);
|
||
|
StringAppendF(&report,
|
||
|
"Linear solver ordering %22s %24s\n",
|
||
|
given.c_str(),
|
||
|
used.c_str());
|
||
|
}
|
||
|
|
||
|
if (inner_iterations_given) {
|
||
|
StringAppendF(&report,
|
||
|
"Use inner iterations %20s %20s\n",
|
||
|
inner_iterations_given ? "True" : "False",
|
||
|
inner_iterations_used ? "True" : "False");
|
||
|
}
|
||
|
|
||
|
if (inner_iterations_used) {
|
||
|
string given;
|
||
|
StringifyOrdering(inner_iteration_ordering_given, &given);
|
||
|
string used;
|
||
|
StringifyOrdering(inner_iteration_ordering_used, &used);
|
||
|
StringAppendF(&report,
|
||
|
"Inner iteration ordering %20s %24s\n",
|
||
|
given.c_str(),
|
||
|
used.c_str());
|
||
|
}
|
||
|
} else {
|
||
|
// LINE_SEARCH HEADER
|
||
|
StringAppendF(&report, "\nMinimizer %19s\n", "LINE_SEARCH");
|
||
|
|
||
|
|
||
|
string line_search_direction_string;
|
||
|
if (line_search_direction_type == LBFGS) {
|
||
|
line_search_direction_string = StringPrintf("LBFGS (%d)", max_lbfgs_rank);
|
||
|
} else if (line_search_direction_type == NONLINEAR_CONJUGATE_GRADIENT) {
|
||
|
line_search_direction_string =
|
||
|
NonlinearConjugateGradientTypeToString(
|
||
|
nonlinear_conjugate_gradient_type);
|
||
|
} else {
|
||
|
line_search_direction_string =
|
||
|
LineSearchDirectionTypeToString(line_search_direction_type);
|
||
|
}
|
||
|
|
||
|
StringAppendF(&report, "Line search direction %19s\n",
|
||
|
line_search_direction_string.c_str());
|
||
|
|
||
|
const string line_search_type_string =
|
||
|
StringPrintf("%s %s",
|
||
|
LineSearchInterpolationTypeToString(
|
||
|
line_search_interpolation_type),
|
||
|
LineSearchTypeToString(line_search_type));
|
||
|
StringAppendF(&report, "Line search type %19s\n",
|
||
|
line_search_type_string.c_str());
|
||
|
StringAppendF(&report, "\n");
|
||
|
|
||
|
StringAppendF(&report, "%45s %21s\n", "Given", "Used");
|
||
|
StringAppendF(&report, "Threads % 25d% 25d\n",
|
||
|
num_threads_given, num_threads_used);
|
||
|
}
|
||
|
|
||
|
StringAppendF(&report, "\nCost:\n");
|
||
|
StringAppendF(&report, "Initial % 30e\n", initial_cost);
|
||
|
if (termination_type != FAILURE &&
|
||
|
termination_type != USER_FAILURE) {
|
||
|
StringAppendF(&report, "Final % 30e\n", final_cost);
|
||
|
StringAppendF(&report, "Change % 30e\n",
|
||
|
initial_cost - final_cost);
|
||
|
}
|
||
|
|
||
|
StringAppendF(&report, "\nMinimizer iterations % 16d\n",
|
||
|
num_successful_steps + num_unsuccessful_steps);
|
||
|
|
||
|
// Successful/Unsuccessful steps only matter in the case of the
|
||
|
// trust region solver. Line search terminates when it encounters
|
||
|
// the first unsuccessful step.
|
||
|
if (minimizer_type == TRUST_REGION) {
|
||
|
StringAppendF(&report, "Successful steps % 14d\n",
|
||
|
num_successful_steps);
|
||
|
StringAppendF(&report, "Unsuccessful steps % 14d\n",
|
||
|
num_unsuccessful_steps);
|
||
|
}
|
||
|
if (inner_iterations_used) {
|
||
|
StringAppendF(&report, "Steps with inner iterations % 14d\n",
|
||
|
num_inner_iteration_steps);
|
||
|
}
|
||
|
|
||
|
const bool print_line_search_timing_information =
|
||
|
minimizer_type == LINE_SEARCH ||
|
||
|
(minimizer_type == TRUST_REGION && is_constrained);
|
||
|
|
||
|
StringAppendF(&report, "\nTime (in seconds):\n");
|
||
|
StringAppendF(&report, "Preprocessor %25.4f\n",
|
||
|
preprocessor_time_in_seconds);
|
||
|
|
||
|
StringAppendF(&report, "\n Residual evaluation %23.4f\n",
|
||
|
residual_evaluation_time_in_seconds);
|
||
|
if (print_line_search_timing_information) {
|
||
|
StringAppendF(&report, " Line search cost evaluation %10.4f\n",
|
||
|
line_search_cost_evaluation_time_in_seconds);
|
||
|
}
|
||
|
StringAppendF(&report, " Jacobian evaluation %23.4f\n",
|
||
|
jacobian_evaluation_time_in_seconds);
|
||
|
if (print_line_search_timing_information) {
|
||
|
StringAppendF(&report, " Line search gradient evaluation %6.4f\n",
|
||
|
line_search_gradient_evaluation_time_in_seconds);
|
||
|
}
|
||
|
|
||
|
if (minimizer_type == TRUST_REGION) {
|
||
|
StringAppendF(&report, " Linear solver %23.4f\n",
|
||
|
linear_solver_time_in_seconds);
|
||
|
}
|
||
|
|
||
|
if (inner_iterations_used) {
|
||
|
StringAppendF(&report, " Inner iterations %23.4f\n",
|
||
|
inner_iteration_time_in_seconds);
|
||
|
}
|
||
|
|
||
|
if (print_line_search_timing_information) {
|
||
|
StringAppendF(&report, " Line search polynomial minimization %.4f\n",
|
||
|
line_search_polynomial_minimization_time_in_seconds);
|
||
|
}
|
||
|
|
||
|
StringAppendF(&report, "Minimizer %25.4f\n\n",
|
||
|
minimizer_time_in_seconds);
|
||
|
|
||
|
StringAppendF(&report, "Postprocessor %24.4f\n",
|
||
|
postprocessor_time_in_seconds);
|
||
|
|
||
|
StringAppendF(&report, "Total %25.4f\n\n",
|
||
|
total_time_in_seconds);
|
||
|
|
||
|
StringAppendF(&report, "Termination: %25s (%s)\n",
|
||
|
TerminationTypeToString(termination_type), message.c_str());
|
||
|
return report;
|
||
|
}
|
||
|
|
||
|
bool Solver::Summary::IsSolutionUsable() const {
|
||
|
return internal::IsSolutionUsable(*this);
|
||
|
}
|
||
|
|
||
|
} // namespace ceres
|