128 lines
5.1 KiB
C++
128 lines
5.1 KiB
C++
// 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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//
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// A jacobian writer that writes to block sparse matrices. The "writer" name is
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// misleading, since the Write() operation on the block jacobian writer does not
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// write anything. Instead, the Prepare() method on the BlockEvaluatePreparers
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// makes a jacobians array which has direct pointers into the block sparse
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// jacobian. When the cost function is evaluated, the jacobian blocks get placed
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// directly in their final location.
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#ifndef CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_
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#define CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_
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#include <vector>
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#include "ceres/evaluator.h"
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#include "ceres/internal/port.h"
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namespace ceres {
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namespace internal {
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class BlockEvaluatePreparer;
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class Program;
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class SparseMatrix;
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class BlockJacobianWriter {
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public:
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BlockJacobianWriter(const Evaluator::Options& options,
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Program* program);
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// JacobianWriter interface.
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// Create evaluate prepareres that point directly into the final jacobian.
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// This makes the final Write() a nop.
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BlockEvaluatePreparer* CreateEvaluatePreparers(int num_threads);
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SparseMatrix* CreateJacobian() const;
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void Write(int /* residual_id */,
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int /* residual_offset */,
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double** /* jacobians */,
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SparseMatrix* /* jacobian */) {
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// This is a noop since the blocks were written directly into their final
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// position by the outside evaluate call, thanks to the jacobians array
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// prepared by the BlockEvaluatePreparers.
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}
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private:
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Program* program_;
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// Stores the position of each residual / parameter jacobian.
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//
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// The block sparse matrix that this writer writes to is stored as a set of
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// contiguos dense blocks, one after each other; see BlockSparseMatrix. The
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// "double* values_" member of the block sparse matrix contains all of these
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// blocks. Given a pointer to the first element of a block and the size of
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// that block, it's possible to write to it.
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//
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// In the case of a block sparse jacobian, the jacobian writer needs a way to
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// find the offset in the values_ array of each residual/parameter jacobian
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// block.
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//
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// That is the purpose of jacobian_layout_.
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//
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// In particular, jacobian_layout_[i][j] is the offset in the values_ array of
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// the derivative of residual block i with respect to the parameter block at
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// active argument position j.
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//
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// The active qualifier means that non-active parameters do not count. Care
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// must be taken when indexing into jacobian_layout_ to account for this.
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// Consider a single residual example:
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//
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// r(x, y, z)
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//
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// with r in R^3, x in R^4, y in R^2, and z in R^5.
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// Take y as a constant (non-active) parameter.
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// Take r as residual number 0.
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//
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// In this case, the active arguments are only (x, z), so the active argument
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// position for x is 0, and the active argument position for z is 1. This is
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// similar to thinking of r as taking only 2 parameters:
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//
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// r(x, z)
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//
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// There are only 2 jacobian blocks: dr/dx and dr/dz. jacobian_layout_ would
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// have the following contents:
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//
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// jacobian_layout_[0] = { 0, 12 }
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//
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// which indicates that dr/dx is located at values_[0], and dr/dz is at
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// values_[12]. See BlockEvaluatePreparer::Prepare()'s comments about 'j'.
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std::vector<int*> jacobian_layout_;
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// The pointers in jacobian_layout_ point directly into this vector.
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std::vector<int> jacobian_layout_storage_;
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_
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