103 lines
4.2 KiB
C
103 lines
4.2 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: sameeragarwal@google.com (Sameer Agarwal)
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#ifndef CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_
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#define CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_
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#include <string>
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#include <vector>
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#include "ceres/evaluator.h"
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#include "ceres/minimizer.h"
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#include "ceres/problem_impl.h"
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#include "ceres/solver.h"
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namespace ceres {
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namespace internal {
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class Program;
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class LinearSolver;
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// Given a Program, and a ParameterBlockOrdering which partitions
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// (non-exhaustively) the Hessian matrix into independent sets,
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// perform coordinate descent on the parameter blocks in the
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// ordering. The independent set structure allows for all parameter
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// blocks in the same independent set to be optimized in parallel, and
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// the order of the independent set determines the order in which the
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// parameter block groups are optimized.
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//
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// The minimizer assumes that none of the parameter blocks in the
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// program are constant.
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class CoordinateDescentMinimizer : public Minimizer {
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public:
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bool Init(const Program& program,
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const ProblemImpl::ParameterMap& parameter_map,
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const ParameterBlockOrdering& ordering,
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std::string* error);
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// Minimizer interface.
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virtual ~CoordinateDescentMinimizer();
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virtual void Minimize(const Minimizer::Options& options,
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double* parameters,
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Solver::Summary* summary);
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// Verify that each group in the ordering forms an independent set.
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static bool IsOrderingValid(const Program& program,
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const ParameterBlockOrdering& ordering,
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std::string* message);
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// Find a recursive decomposition of the Hessian matrix as a set
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// of independent sets of decreasing size and invert it. This
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// seems to work better in practice, i.e., Cameras before
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// points.
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static ParameterBlockOrdering* CreateOrdering(const Program& program);
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private:
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void Solve(Program* program,
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LinearSolver* linear_solver,
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double* parameters,
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Solver::Summary* summary);
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std::vector<ParameterBlock*> parameter_blocks_;
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std::vector<std::vector<ResidualBlock*> > residual_blocks_;
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// The optimization is performed in rounds. In each round all the
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// parameter blocks that form one independent set are optimized in
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// parallel. This array, marks the boundaries of the independent
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// sets in parameter_blocks_.
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std::vector<int> independent_set_offsets_;
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Evaluator::Options evaluator_options_;
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_
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