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_
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