10ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Ceres Solver - A fast non-linear least squares minimizer 20ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Copyright 2010, 2011, 2012 Google Inc. All rights reserved. 30ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// http://code.google.com/p/ceres-solver/ 40ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 50ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Redistribution and use in source and binary forms, with or without 60ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// modification, are permitted provided that the following conditions are met: 70ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 80ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions of source code must retain the above copyright notice, 90ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer. 100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions in binary form must reproduce the above copyright notice, 110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer in the documentation 120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// and/or other materials provided with the distribution. 130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Neither the name of Google Inc. nor the names of its contributors may be 140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// used to endorse or promote products derived from this software without 150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// specific prior written permission. 160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// POSSIBILITY OF SUCH DAMAGE. 280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Author: keir@google.com (Keir Mierle) 300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// A jacobian writer that writes to dense Eigen matrices. 320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#ifndef CERES_INTERNAL_DENSE_JACOBIAN_WRITER_H_ 340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#define CERES_INTERNAL_DENSE_JACOBIAN_WRITER_H_ 350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/casts.h" 370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/dense_sparse_matrix.h" 380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/parameter_block.h" 390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/program.h" 400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/residual_block.h" 410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/scratch_evaluate_preparer.h" 420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/eigen.h" 430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres { 450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal { 460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass DenseJacobianWriter { 480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public: 490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong DenseJacobianWriter(Evaluator::Options /* ignored */, 500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Program* program) 510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong : program_(program) { 520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // JacobianWriter interface. 550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Since the dense matrix has different layout than that assumed by the cost 570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // functions, use scratch space to store the jacobians temporarily then copy 580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // them over to the larger jacobian later. 590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ScratchEvaluatePreparer* CreateEvaluatePreparers(int num_threads) { 600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong return ScratchEvaluatePreparer::Create(*program_, num_threads); 610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong SparseMatrix* CreateJacobian() const { 640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong return new DenseSparseMatrix(program_->NumResiduals(), 650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong program_->NumEffectiveParameters(), 660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong true); 670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong void Write(int residual_id, 700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int residual_offset, 710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double **jacobians, 720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong SparseMatrix* jacobian) { 730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong DenseSparseMatrix* dense_jacobian; 740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong if (jacobian != NULL) { 750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong dense_jacobian = down_cast<DenseSparseMatrix*>(jacobian); 760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const ResidualBlock* residual_block = 780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong program_->residual_blocks()[residual_id]; 790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int num_parameter_blocks = residual_block->NumParameterBlocks(); 800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int num_residuals = residual_block->NumResiduals(); 810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Now copy the jacobians for each parameter into the dense jacobian matrix. 830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int j = 0; j < num_parameter_blocks; ++j) { 840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ParameterBlock* parameter_block = residual_block->parameter_blocks()[j]; 850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // If the parameter block is fixed, then there is nothing to do. 870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong if (parameter_block->IsConstant()) { 880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong continue; 890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const int parameter_block_size = parameter_block->LocalSize(); 920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ConstMatrixRef parameter_jacobian(jacobians[j], 930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong num_residuals, 940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong parameter_block_size); 950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong dense_jacobian->mutable_matrix().block( 970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong residual_offset, 980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong parameter_block->delta_offset(), 990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong num_residuals, 1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong parameter_block_size) = parameter_jacobian; 1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong private: 1050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Program* program_; 1060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}; 1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace internal 1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace ceres 1100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#endif // CERES_INTERNAL_DENSE_JACOBIAN_WRITER_H_ 112