1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
3 // http://code.google.com/p/ceres-solver/
4 //
5 // Redistribution and use in source and binary forms, with or without
6 // modification, are permitted provided that the following conditions are met:
7 //
8 // * Redistributions of source code must retain the above copyright notice,
9 // this list of conditions and the following disclaimer.
10 // * Redistributions in binary form must reproduce the above copyright notice,
11 // this list of conditions and the following disclaimer in the documentation
12 // and/or other materials provided with the distribution.
13 // * Neither the name of Google Inc. nor the names of its contributors may be
14 // used to endorse or promote products derived from this software without
15 // specific prior written permission.
16 //
17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27 // POSSIBILITY OF SUCH DAMAGE.
28 //
29 // Author: keir@google.com (Keir Mierle)
30 // sameeragarwal@google.com (Sameer Agarwal)
31
32 #include "ceres/residual_block.h"
33
34 #include <algorithm>
35 #include <cstddef>
36 #include <vector>
37
38 #include "ceres/corrector.h"
39 #include "ceres/parameter_block.h"
40 #include "ceres/residual_block_utils.h"
41 #include "ceres/cost_function.h"
42 #include "ceres/internal/eigen.h"
43 #include "ceres/internal/fixed_array.h"
44 #include "ceres/local_parameterization.h"
45 #include "ceres/loss_function.h"
46
47 namespace ceres {
48 namespace internal {
49
ResidualBlock(const CostFunction * cost_function,const LossFunction * loss_function,const vector<ParameterBlock * > & parameter_blocks)50 ResidualBlock::ResidualBlock(const CostFunction* cost_function,
51 const LossFunction* loss_function,
52 const vector<ParameterBlock*>& parameter_blocks)
53 : cost_function_(cost_function),
54 loss_function_(loss_function),
55 parameter_blocks_(
56 new ParameterBlock* [
57 cost_function->parameter_block_sizes().size()]) {
58 std::copy(parameter_blocks.begin(),
59 parameter_blocks.end(),
60 parameter_blocks_.get());
61 }
62
Evaluate(double * cost,double * residuals,double ** jacobians,double * scratch) const63 bool ResidualBlock::Evaluate(double* cost,
64 double* residuals,
65 double** jacobians,
66 double* scratch) const {
67 const int num_parameter_blocks = NumParameterBlocks();
68 const int num_residuals = cost_function_->num_residuals();
69
70 // Collect the parameters from their blocks. This will rarely allocate, since
71 // residuals taking more than 8 parameter block arguments are rare.
72 FixedArray<const double*, 8> parameters(num_parameter_blocks);
73 for (int i = 0; i < num_parameter_blocks; ++i) {
74 parameters[i] = parameter_blocks_[i]->state();
75 }
76
77 // Put pointers into the scratch space into global_jacobians as appropriate.
78 FixedArray<double*, 8> global_jacobians(num_parameter_blocks);
79 if (jacobians != NULL) {
80 for (int i = 0; i < num_parameter_blocks; ++i) {
81 const ParameterBlock* parameter_block = parameter_blocks_[i];
82 if (jacobians[i] != NULL &&
83 parameter_block->LocalParameterizationJacobian() != NULL) {
84 global_jacobians[i] = scratch;
85 scratch += num_residuals * parameter_block->Size();
86 } else {
87 global_jacobians[i] = jacobians[i];
88 }
89 }
90 }
91
92 // If the caller didn't request residuals, use the scratch space for them.
93 bool outputting_residuals = (residuals != NULL);
94 if (!outputting_residuals) {
95 residuals = scratch;
96 }
97
98 // Invalidate the evaluation buffers so that we can check them after
99 // the CostFunction::Evaluate call, to see if all the return values
100 // that were required were written to and that they are finite.
101 double** eval_jacobians = (jacobians != NULL) ? global_jacobians.get() : NULL;
102
103 InvalidateEvaluation(*this, cost, residuals, eval_jacobians);
104
105 if (!cost_function_->Evaluate(parameters.get(), residuals, eval_jacobians)) {
106 return false;
107 }
108
109 if (!IsEvaluationValid(*this,
110 parameters.get(),
111 cost,
112 residuals,
113 eval_jacobians)) {
114 string message =
115 "\n\n"
116 "Error in evaluating the ResidualBlock.\n\n"
117 "There are two possible reasons. Either the CostFunction did not evaluate and fill all \n" // NOLINT
118 "residual and jacobians that were requested or there was a non-finite value (nan/infinite)\n" // NOLINT
119 "generated during the or jacobian computation. \n\n" +
120 EvaluationToString(*this,
121 parameters.get(),
122 cost,
123 residuals,
124 eval_jacobians);
125 LOG(WARNING) << message;
126 return false;
127 }
128
129 double squared_norm = VectorRef(residuals, num_residuals).squaredNorm();
130
131 // Update the jacobians with the local parameterizations.
132 if (jacobians != NULL) {
133 for (int i = 0; i < num_parameter_blocks; ++i) {
134 if (jacobians[i] != NULL) {
135 const ParameterBlock* parameter_block = parameter_blocks_[i];
136
137 // Apply local reparameterization to the jacobians.
138 if (parameter_block->LocalParameterizationJacobian() != NULL) {
139 ConstMatrixRef local_to_global(
140 parameter_block->LocalParameterizationJacobian(),
141 parameter_block->Size(),
142 parameter_block->LocalSize());
143 MatrixRef global_jacobian(global_jacobians[i],
144 num_residuals,
145 parameter_block->Size());
146 MatrixRef local_jacobian(jacobians[i],
147 num_residuals,
148 parameter_block->LocalSize());
149 local_jacobian.noalias() = global_jacobian * local_to_global;
150 }
151 }
152 }
153 }
154
155 if (loss_function_ == NULL) {
156 *cost = 0.5 * squared_norm;
157 return true;
158 }
159
160 double rho[3];
161 loss_function_->Evaluate(squared_norm, rho);
162 *cost = 0.5 * rho[0];
163
164 // No jacobians and not outputting residuals? All done. Doing an early exit
165 // here avoids constructing the "Corrector" object below in a common case.
166 if (jacobians == NULL && !outputting_residuals) {
167 return true;
168 }
169
170 // Correct for the effects of the loss function. The jacobians need to be
171 // corrected before the residuals, since they use the uncorrected residuals.
172 Corrector correct(squared_norm, rho);
173 if (jacobians != NULL) {
174 for (int i = 0; i < num_parameter_blocks; ++i) {
175 if (jacobians[i] != NULL) {
176 const ParameterBlock* parameter_block = parameter_blocks_[i];
177
178 // Correct the jacobians for the loss function.
179 correct.CorrectJacobian(num_residuals,
180 parameter_block->LocalSize(),
181 residuals,
182 jacobians[i]);
183 }
184 }
185 }
186
187 // Correct the residuals with the loss function.
188 if (outputting_residuals) {
189 correct.CorrectResiduals(num_residuals, residuals);
190 }
191 return true;
192 }
193
NumScratchDoublesForEvaluate() const194 int ResidualBlock::NumScratchDoublesForEvaluate() const {
195 // Compute the amount of scratch space needed to store the full-sized
196 // jacobians. For parameters that have no local parameterization no storage
197 // is needed and the passed-in jacobian array is used directly. Also include
198 // space to store the residuals, which is needed for cost-only evaluations.
199 // This is slightly pessimistic, since both won't be needed all the time, but
200 // the amount of excess should not cause problems for the caller.
201 int num_parameters = NumParameterBlocks();
202 int scratch_doubles = 1;
203 for (int i = 0; i < num_parameters; ++i) {
204 const ParameterBlock* parameter_block = parameter_blocks_[i];
205 if (!parameter_block->IsConstant() &&
206 parameter_block->LocalParameterizationJacobian() != NULL) {
207 scratch_doubles += parameter_block->Size();
208 }
209 }
210 scratch_doubles *= NumResiduals();
211 return scratch_doubles;
212 }
213
214 } // namespace internal
215 } // namespace ceres
216