1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 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: sameeragarwal@google.com (Sameer Agarwal) 30 31 #ifndef CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_ 32 #define CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_ 33 34 #include <string> 35 #include <vector> 36 37 #include "ceres/evaluator.h" 38 #include "ceres/minimizer.h" 39 #include "ceres/problem_impl.h" 40 #include "ceres/solver.h" 41 42 namespace ceres { 43 namespace internal { 44 45 class Program; 46 47 // Given a Program, and a ParameterBlockOrdering which partitions 48 // (non-exhaustively) the Hessian matrix into independent sets, 49 // perform coordinate descent on the parameter blocks in the 50 // ordering. The independent set structure allows for all parameter 51 // blocks in the same independent set to be optimized in parallel, and 52 // the order of the independent set determines the order in which the 53 // parameter block groups are optimized. 54 // 55 // The minimizer assumes that none of the parameter blocks in the 56 // program are constant. 57 class CoordinateDescentMinimizer : public Minimizer { 58 public: 59 bool Init(const Program& program, 60 const ProblemImpl::ParameterMap& parameter_map, 61 const ParameterBlockOrdering& ordering, 62 string* error); 63 64 // Minimizer interface. 65 virtual ~CoordinateDescentMinimizer(); 66 virtual void Minimize(const Minimizer::Options& options, 67 double* parameters, 68 Solver::Summary* summary); 69 70 // Verify that each group in the ordering forms an independent set. 71 static bool IsOrderingValid(const Program& program, 72 const ParameterBlockOrdering& ordering, 73 string* message); 74 75 // Find a recursive decomposition of the Hessian matrix as a set 76 // of independent sets of decreasing size and invert it. This 77 // seems to work better in practice, i.e., Cameras before 78 // points. 79 static ParameterBlockOrdering* CreateOrdering(const Program& program); 80 81 private: 82 void Solve(Program* program, 83 LinearSolver* linear_solver, 84 double* parameters, 85 Solver::Summary* summary); 86 87 vector<ParameterBlock*> parameter_blocks_; 88 vector<vector<ResidualBlock*> > residual_blocks_; 89 // The optimization is performed in rounds. In each round all the 90 // parameter blocks that form one independent set are optimized in 91 // parallel. This array, marks the boundaries of the independent 92 // sets in parameter_blocks_. 93 vector<int> independent_set_offsets_; 94 95 Evaluator::Options evaluator_options_; 96 }; 97 98 } // namespace internal 99 } // namespace ceres 100 101 #endif // CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_ 102