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1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2010, 2011, 2012, 2013 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)
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27 // POSSIBILITY OF SUCH DAMAGE.
28 //
29 // Author: keir@google.com (Keir Mierle)
30 
31 #ifndef CERES_INTERNAL_PARAMETER_BLOCK_H_
32 #define CERES_INTERNAL_PARAMETER_BLOCK_H_
33 
34 #include <cstdlib>
35 #include <string>
36 #include "ceres/array_utils.h"
37 #include "ceres/collections_port.h"
38 #include "ceres/integral_types.h"
39 #include "ceres/internal/eigen.h"
40 #include "ceres/internal/port.h"
41 #include "ceres/internal/scoped_ptr.h"
42 #include "ceres/local_parameterization.h"
43 #include "ceres/stringprintf.h"
44 #include "glog/logging.h"
45 
46 namespace ceres {
47 namespace internal {
48 
49 class ProblemImpl;
50 class ResidualBlock;
51 
52 // The parameter block encodes the location of the user's original value, and
53 // also the "current state" of the parameter. The evaluator uses whatever is in
54 // the current state of the parameter when evaluating. This is inlined since the
55 // methods are performance sensitive.
56 //
57 // The class is not thread-safe, unless only const methods are called. The
58 // parameter block may also hold a pointer to a local parameterization; the
59 // parameter block does not take ownership of this pointer, so the user is
60 // responsible for the proper disposal of the local parameterization.
61 class ParameterBlock {
62  public:
63   // TODO(keir): Decide what data structure is best here. Should this be a set?
64   // Probably not, because sets are memory inefficient. However, if it's a
65   // vector, you can get into pathological linear performance when removing a
66   // residual block from a problem where all the residual blocks depend on one
67   // parameter; for example, shared focal length in a bundle adjustment
68   // problem. It might be worth making a custom structure that is just an array
69   // when it is small, but transitions to a hash set when it has more elements.
70   //
71   // For now, use a hash set.
72   typedef HashSet<ResidualBlock*> ResidualBlockSet;
73 
74   // Create a parameter block with the user state, size, and index specified.
75   // The size is the size of the parameter block and the index is the position
76   // of the parameter block inside a Program (if any).
ParameterBlock(double * user_state,int size,int index)77   ParameterBlock(double* user_state, int size, int index) {
78     Init(user_state, size, index, NULL);
79   }
80 
ParameterBlock(double * user_state,int size,int index,LocalParameterization * local_parameterization)81   ParameterBlock(double* user_state,
82                  int size,
83                  int index,
84                  LocalParameterization* local_parameterization) {
85     Init(user_state, size, index, local_parameterization);
86   }
87 
88   // The size of the parameter block.
Size()89   int Size() const { return size_; }
90 
91   // Manipulate the parameter state.
SetState(const double * x)92   bool SetState(const double* x) {
93     CHECK(x != NULL)
94         << "Tried to set the state of constant parameter "
95         << "with user location " << user_state_;
96     CHECK(!is_constant_)
97         << "Tried to set the state of constant parameter "
98         << "with user location " << user_state_;
99 
100     state_ = x;
101     return UpdateLocalParameterizationJacobian();
102   }
103 
104   // Copy the current parameter state out to x. This is "GetState()" rather than
105   // simply "state()" since it is actively copying the data into the passed
106   // pointer.
GetState(double * x)107   void GetState(double *x) const {
108     if (x != state_) {
109       memcpy(x, state_, sizeof(*state_) * size_);
110     }
111   }
112 
113   // Direct pointers to the current state.
state()114   const double* state() const { return state_; }
user_state()115   const double* user_state() const { return user_state_; }
mutable_user_state()116   double* mutable_user_state() { return user_state_; }
local_parameterization()117   LocalParameterization* local_parameterization() const {
118     return local_parameterization_;
119   }
mutable_local_parameterization()120   LocalParameterization* mutable_local_parameterization() {
121     return local_parameterization_;
122   }
123 
124   // Set this parameter block to vary or not.
SetConstant()125   void SetConstant() { is_constant_ = true; }
SetVarying()126   void SetVarying() { is_constant_ = false; }
IsConstant()127   bool IsConstant() const { return is_constant_; }
128 
129   // This parameter block's index in an array.
index()130   int index() const { return index_; }
set_index(int index)131   void set_index(int index) { index_ = index; }
132 
133   // This parameter offset inside a larger state vector.
state_offset()134   int state_offset() const { return state_offset_; }
set_state_offset(int state_offset)135   void set_state_offset(int state_offset) { state_offset_ = state_offset; }
136 
137   // This parameter offset inside a larger delta vector.
delta_offset()138   int delta_offset() const { return delta_offset_; }
set_delta_offset(int delta_offset)139   void set_delta_offset(int delta_offset) { delta_offset_ = delta_offset; }
140 
141   // Methods relating to the parameter block's parameterization.
142 
143   // The local to global jacobian. Returns NULL if there is no local
144   // parameterization for this parameter block. The returned matrix is row-major
145   // and has Size() rows and  LocalSize() columns.
LocalParameterizationJacobian()146   const double* LocalParameterizationJacobian() const {
147     return local_parameterization_jacobian_.get();
148   }
149 
LocalSize()150   int LocalSize() const {
151     return (local_parameterization_ == NULL)
152         ? size_
153         : local_parameterization_->LocalSize();
154   }
155 
156   // Set the parameterization. The parameterization can be set exactly once;
157   // multiple calls to set the parameterization to different values will crash.
158   // It is an error to pass NULL for the parameterization. The parameter block
159   // does not take ownership of the parameterization.
SetParameterization(LocalParameterization * new_parameterization)160   void SetParameterization(LocalParameterization* new_parameterization) {
161     CHECK(new_parameterization != NULL) << "NULL parameterization invalid.";
162     CHECK(new_parameterization->GlobalSize() == size_)
163         << "Invalid parameterization for parameter block. The parameter block "
164         << "has size " << size_ << " while the parameterization has a global "
165         << "size of " << new_parameterization->GlobalSize() << ". Did you "
166         << "accidentally use the wrong parameter block or parameterization?";
167     if (new_parameterization != local_parameterization_) {
168       CHECK(local_parameterization_ == NULL)
169           << "Can't re-set the local parameterization; it leads to "
170           << "ambiguous ownership.";
171       local_parameterization_ = new_parameterization;
172       local_parameterization_jacobian_.reset(
173           new double[local_parameterization_->GlobalSize() *
174                      local_parameterization_->LocalSize()]);
175       CHECK(UpdateLocalParameterizationJacobian())
176           << "Local parameterization Jacobian computation failed for x: "
177           << ConstVectorRef(state_, Size()).transpose();
178     } else {
179       // Ignore the case that the parameterizations match.
180     }
181   }
182 
183   // Generalization of the addition operation. This is the same as
184   // LocalParameterization::Plus() but uses the parameter's current state
185   // instead of operating on a passed in pointer.
Plus(const double * x,const double * delta,double * x_plus_delta)186   bool Plus(const double *x, const double* delta, double* x_plus_delta) {
187     if (local_parameterization_ == NULL) {
188       VectorRef(x_plus_delta, size_) = ConstVectorRef(x, size_) +
189                                        ConstVectorRef(delta,  size_);
190       return true;
191     }
192     return local_parameterization_->Plus(x, delta, x_plus_delta);
193   }
194 
ToString()195   string ToString() const {
196     return StringPrintf("{ user_state=%p, state=%p, size=%d, "
197                         "constant=%d, index=%d, state_offset=%d, "
198                         "delta_offset=%d }",
199                         user_state_,
200                         state_,
201                         size_,
202                         is_constant_,
203                         index_,
204                         state_offset_,
205                         delta_offset_);
206   }
207 
EnableResidualBlockDependencies()208   void EnableResidualBlockDependencies() {
209     CHECK(residual_blocks_.get() == NULL)
210         << "Ceres bug: There is already a residual block collection "
211         << "for parameter block: " << ToString();
212     residual_blocks_.reset(new ResidualBlockSet);
213   }
214 
AddResidualBlock(ResidualBlock * residual_block)215   void AddResidualBlock(ResidualBlock* residual_block) {
216     CHECK(residual_blocks_.get() != NULL)
217         << "Ceres bug: The residual block collection is null for parameter "
218         << "block: " << ToString();
219     residual_blocks_->insert(residual_block);
220   }
221 
RemoveResidualBlock(ResidualBlock * residual_block)222   void RemoveResidualBlock(ResidualBlock* residual_block) {
223     CHECK(residual_blocks_.get() != NULL)
224         << "Ceres bug: The residual block collection is null for parameter "
225         << "block: " << ToString();
226     CHECK(residual_blocks_->find(residual_block) != residual_blocks_->end())
227         << "Ceres bug: Missing residual for parameter block: " << ToString();
228     residual_blocks_->erase(residual_block);
229   }
230 
231   // This is only intended for iterating; perhaps this should only expose
232   // .begin() and .end().
mutable_residual_blocks()233   ResidualBlockSet* mutable_residual_blocks() {
234     return residual_blocks_.get();
235   }
236 
237  private:
Init(double * user_state,int size,int index,LocalParameterization * local_parameterization)238   void Init(double* user_state,
239             int size,
240             int index,
241             LocalParameterization* local_parameterization) {
242     user_state_ = user_state;
243     size_ = size;
244     index_ = index;
245     is_constant_ = false;
246     state_ = user_state_;
247 
248     local_parameterization_ = NULL;
249     if (local_parameterization != NULL) {
250       SetParameterization(local_parameterization);
251     }
252 
253     state_offset_ = -1;
254     delta_offset_ = -1;
255   }
256 
UpdateLocalParameterizationJacobian()257   bool UpdateLocalParameterizationJacobian() {
258     if (local_parameterization_ == NULL) {
259       return true;
260     }
261 
262     // Update the local to global Jacobian. In some cases this is
263     // wasted effort; if this is a bottleneck, we will find a solution
264     // at that time.
265 
266     const int jacobian_size = Size() * LocalSize();
267     InvalidateArray(jacobian_size,
268                     local_parameterization_jacobian_.get());
269     if (!local_parameterization_->ComputeJacobian(
270             state_,
271             local_parameterization_jacobian_.get())) {
272       LOG(WARNING) << "Local parameterization Jacobian computation failed"
273           "for x: " << ConstVectorRef(state_, Size()).transpose();
274       return false;
275     }
276 
277     if (!IsArrayValid(jacobian_size, local_parameterization_jacobian_.get())) {
278       LOG(WARNING) << "Local parameterization Jacobian computation returned"
279                    << "an invalid matrix for x: "
280                    << ConstVectorRef(state_, Size()).transpose()
281                    << "\n Jacobian matrix : "
282                    << ConstMatrixRef(local_parameterization_jacobian_.get(),
283                                      Size(),
284                                      LocalSize());
285       return false;
286     }
287     return true;
288   }
289 
290   double* user_state_;
291   int size_;
292   bool is_constant_;
293   LocalParameterization* local_parameterization_;
294 
295   // The "state" of the parameter. These fields are only needed while the
296   // solver is running. While at first glance using mutable is a bad idea, this
297   // ends up simplifying the internals of Ceres enough to justify the potential
298   // pitfalls of using "mutable."
299   mutable const double* state_;
300   mutable scoped_array<double> local_parameterization_jacobian_;
301 
302   // The index of the parameter. This is used by various other parts of Ceres to
303   // permit switching from a ParameterBlock* to an index in another array.
304   int32 index_;
305 
306   // The offset of this parameter block inside a larger state vector.
307   int32 state_offset_;
308 
309   // The offset of this parameter block inside a larger delta vector.
310   int32 delta_offset_;
311 
312   // If non-null, contains the residual blocks this parameter block is in.
313   scoped_ptr<ResidualBlockSet> residual_blocks_;
314 
315   // Necessary so ProblemImpl can clean up the parameterizations.
316   friend class ProblemImpl;
317 };
318 
319 }  // namespace internal
320 }  // namespace ceres
321 
322 #endif  // CERES_INTERNAL_PARAMETER_BLOCK_H_
323