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 directly writes to compressed row sparse matrices.
320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#ifndef CERES_INTERNAL_COMPRESSED_ROW_JACOBIAN_WRITER_H_
340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#define CERES_INTERNAL_COMPRESSED_ROW_JACOBIAN_WRITER_H_
350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/evaluator.h"
370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/scratch_evaluate_preparer.h"
380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres {
400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal {
410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
4279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandezclass CompressedRowSparseMatrix;
430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass Program;
440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass SparseMatrix;
450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass CompressedRowJacobianWriter {
470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public:
480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  CompressedRowJacobianWriter(Evaluator::Options /* ignored */,
490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                              Program* program)
500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    : program_(program) {
510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
5379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // PopulateJacobianRowAndColumnBlockVectors sets col_blocks and
5479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // row_blocks for a CompressedRowSparseMatrix, based on the
5579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // parameter block sizes and residual sizes respectively from the
5679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // program. This is useful when Solver::Options::use_block_amd =
5779397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // true;
5879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  //
5979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // This function is static so that it is available to other jacobian
6079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // writers which use CompressedRowSparseMatrix (or derived types).
6179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // (Jacobian writers do not fall under any type hierarchy; they only
6279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // have to provide an interface as specified in program_evaluator.h).
6379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  static void PopulateJacobianRowAndColumnBlockVectors(
6479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez      const Program* program,
6579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez      CompressedRowSparseMatrix* jacobian);
6679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez
6779397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // It is necessary to determine the order of the jacobian blocks
6879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // before copying them into a CompressedRowSparseMatrix (or derived
6979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // type).  Just because a cost function uses parameter blocks 1
7079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // after 2 in its arguments does not mean that the block 1 occurs
7179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // before block 2 in the column layout of the jacobian. Thus,
7279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // GetOrderedParameterBlocks determines the order by sorting the
7379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // jacobian blocks by their position in the state vector.
7479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  //
7579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // This function is static so that it is available to other jacobian
7679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // writers which use CompressedRowSparseMatrix (or derived types).
7779397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // (Jacobian writers do not fall under any type hierarchy; they only
7879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // have to provide an interface as specified in
7979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // program_evaluator.h).
8079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  static void GetOrderedParameterBlocks(
8179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez      const Program* program,
8279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez      int residual_id,
8379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez      vector<pair<int, int> >* evaluated_jacobian_blocks);
8479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez
850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // JacobianWriter interface.
860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
8779397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // Since the compressed row matrix has different layout than that
8879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // assumed by the cost functions, use scratch space to store the
8979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // jacobians temporarily then copy them over to the larger jacobian
9079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  // in the Write() function.
910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  ScratchEvaluatePreparer* CreateEvaluatePreparers(int num_threads) {
920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    return ScratchEvaluatePreparer::Create(*program_, num_threads);
930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  SparseMatrix* CreateJacobian() const;
960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  void Write(int residual_id,
980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong             int residual_offset,
990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong             double **jacobians,
1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong             SparseMatrix* base_jacobian);
1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong private:
1030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Program* program_;
1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong};
1050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace internal
1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace ceres
1080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#endif  // CERES_INTERNAL_COMPRESSED_ROW_JACOBIAN_WRITER_H_
110