1// Ceres Solver - A fast non-linear least squares minimizer
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3// http://code.google.com/p/ceres-solver/
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28//
29// Author: keir@google.com (Keir Mierle)
30//
31// A jacobian writer that writes to block sparse matrices. The "writer" name is
32// misleading, since the Write() operation on the block jacobian writer does not
33// write anything. Instead, the Prepare() method on the BlockEvaluatePreparers
34// makes a jacobians array which has direct pointers into the block sparse
35// jacobian. When the cost function is evaluated, the jacobian blocks get placed
36// directly in their final location.
37
38#ifndef CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_
39#define CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_
40
41#include <vector>
42#include "ceres/evaluator.h"
43#include "ceres/internal/port.h"
44
45namespace ceres {
46namespace internal {
47
48class BlockEvaluatePreparer;
49class Program;
50class SparseMatrix;
51
52class BlockJacobianWriter {
53 public:
54  BlockJacobianWriter(const Evaluator::Options& options,
55                      Program* program);
56
57  // JacobianWriter interface.
58
59  // Create evaluate prepareres that point directly into the final jacobian.
60  // This makes the final Write() a nop.
61  BlockEvaluatePreparer* CreateEvaluatePreparers(int num_threads);
62
63  SparseMatrix* CreateJacobian() const;
64
65  void Write(int /* residual_id */,
66             int /* residual_offset */,
67             double** /* jacobians */,
68             SparseMatrix* /* jacobian */) {
69    // This is a noop since the blocks were written directly into their final
70    // position by the outside evaluate call, thanks to the jacobians array
71    // prepared by the BlockEvaluatePreparers.
72  }
73
74 private:
75  Program* program_;
76
77  // Stores the position of each residual / parameter jacobian.
78  //
79  // The block sparse matrix that this writer writes to is stored as a set of
80  // contiguos dense blocks, one after each other; see BlockSparseMatrix. The
81  // "double* values_" member of the block sparse matrix contains all of these
82  // blocks. Given a pointer to the first element of a block and the size of
83  // that block, it's possible to write to it.
84  //
85  // In the case of a block sparse jacobian, the jacobian writer needs a way to
86  // find the offset in the values_ array of each residual/parameter jacobian
87  // block.
88  //
89  // That is the purpose of jacobian_layout_.
90  //
91  // In particular, jacobian_layout_[i][j] is the offset in the values_ array of
92  // the derivative of residual block i with respect to the parameter block at
93  // active argument position j.
94  //
95  // The active qualifier means that non-active parameters do not count. Care
96  // must be taken when indexing into jacobian_layout_ to account for this.
97  // Consider a single residual example:
98  //
99  //   r(x, y, z)
100  //
101  // with r in R^3, x in R^4, y in R^2, and z in R^5.
102  // Take y as a constant (non-active) parameter.
103  // Take r as residual number 0.
104  //
105  // In this case, the active arguments are only (x, z), so the active argument
106  // position for x is 0, and the active argument position for z is 1. This is
107  // similar to thinking of r as taking only 2 parameters:
108  //
109  //   r(x, z)
110  //
111  // There are only 2 jacobian blocks: dr/dx and dr/dz. jacobian_layout_ would
112  // have the following contents:
113  //
114  //   jacobian_layout_[0] = { 0, 12 }
115  //
116  // which indicates that dr/dx is located at values_[0], and dr/dz is at
117  // values_[12]. See BlockEvaluatePreparer::Prepare()'s comments about 'j'.
118  vector<int*> jacobian_layout_;
119
120  // The pointers in jacobian_layout_ point directly into this vector.
121  vector<int> jacobian_layout_storage_;
122};
123
124}  // namespace internal
125}  // namespace ceres
126
127#endif  // CERES_INTERNAL_BLOCK_JACOBIAN_WRITER_H_
128