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- // Ceres Solver - A fast non-linear least squares minimizer
- // Copyright 2022 Google Inc. All rights reserved.
- // http://ceres-solver.org/
- //
- // Redistribution and use in source and binary forms, with or without
- // modification, are permitted provided that the following conditions are met:
- //
- // * Redistributions of source code must retain the above copyright notice,
- // this list of conditions and the following disclaimer.
- // * Redistributions in binary form must reproduce the above copyright notice,
- // this list of conditions and the following disclaimer in the documentation
- // and/or other materials provided with the distribution.
- // * Neither the name of Google Inc. nor the names of its contributors may be
- // used to endorse or promote products derived from this software without
- // specific prior written permission.
- //
- // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
- // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
- // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
- // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
- // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
- // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
- // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
- // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
- // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
- // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
- // POSSIBILITY OF SUCH DAMAGE.
- //
- // Author: keir@google.com (Keir Mierle)
- // sameeragarwal@google.com (Sameer Agarwal)
- #include "ceres/solver.h"
- #include <algorithm>
- #include <map>
- #include <memory>
- #include <sstream> // NOLINT
- #include <string>
- #include <vector>
- #include "ceres/casts.h"
- #include "ceres/context.h"
- #include "ceres/context_impl.h"
- #include "ceres/detect_structure.h"
- #include "ceres/eigensparse.h"
- #include "ceres/gradient_checking_cost_function.h"
- #include "ceres/internal/export.h"
- #include "ceres/parameter_block_ordering.h"
- #include "ceres/preprocessor.h"
- #include "ceres/problem.h"
- #include "ceres/problem_impl.h"
- #include "ceres/program.h"
- #include "ceres/schur_templates.h"
- #include "ceres/solver_utils.h"
- #include "ceres/stringprintf.h"
- #include "ceres/suitesparse.h"
- #include "ceres/types.h"
- #include "ceres/wall_time.h"
- namespace ceres {
- namespace {
- using internal::StringAppendF;
- using internal::StringPrintf;
- #define OPTION_OP(x, y, OP) \
- if (!(options.x OP y)) { \
- std::stringstream ss; \
- ss << "Invalid configuration. "; \
- ss << std::string("Solver::Options::" #x " = ") << options.x << ". "; \
- ss << "Violated constraint: "; \
- ss << std::string("Solver::Options::" #x " " #OP " " #y); \
- *error = ss.str(); \
- return false; \
- }
- #define OPTION_OP_OPTION(x, y, OP) \
- if (!(options.x OP options.y)) { \
- std::stringstream ss; \
- ss << "Invalid configuration. "; \
- ss << std::string("Solver::Options::" #x " = ") << options.x << ". "; \
- ss << std::string("Solver::Options::" #y " = ") << options.y << ". "; \
- ss << "Violated constraint: "; \
- ss << std::string("Solver::Options::" #x); \
- ss << std::string(#OP " Solver::Options::" #y "."); \
- *error = ss.str(); \
- return false; \
- }
- #define OPTION_GE(x, y) OPTION_OP(x, y, >=);
- #define OPTION_GT(x, y) OPTION_OP(x, y, >);
- #define OPTION_LE(x, y) OPTION_OP(x, y, <=);
- #define OPTION_LT(x, y) OPTION_OP(x, y, <);
- #define OPTION_LE_OPTION(x, y) OPTION_OP_OPTION(x, y, <=)
- #define OPTION_LT_OPTION(x, y) OPTION_OP_OPTION(x, y, <)
- bool CommonOptionsAreValid(const Solver::Options& options, std::string* error) {
- OPTION_GE(max_num_iterations, 0);
- OPTION_GE(max_solver_time_in_seconds, 0.0);
- OPTION_GE(function_tolerance, 0.0);
- OPTION_GE(gradient_tolerance, 0.0);
- OPTION_GE(parameter_tolerance, 0.0);
- OPTION_GT(num_threads, 0);
- if (options.check_gradients) {
- OPTION_GT(gradient_check_relative_precision, 0.0);
- OPTION_GT(gradient_check_numeric_derivative_relative_step_size, 0.0);
- }
- return true;
- }
- bool IsNestedDissectionAvailable(SparseLinearAlgebraLibraryType type) {
- return (((type == SUITE_SPARSE) &&
- internal::SuiteSparse::IsNestedDissectionAvailable()) ||
- (type == ACCELERATE_SPARSE) ||
- ((type == EIGEN_SPARSE) &&
- internal::EigenSparse::IsNestedDissectionAvailable()));
- }
- bool IsIterativeSolver(LinearSolverType type) {
- return (type == CGNR || type == ITERATIVE_SCHUR);
- }
- bool OptionsAreValidForDenseSolver(const Solver::Options& options,
- std::string* error) {
- const char* library_name = DenseLinearAlgebraLibraryTypeToString(
- options.dense_linear_algebra_library_type);
- const char* solver_name =
- LinearSolverTypeToString(options.linear_solver_type);
- constexpr char kFormat[] =
- "Can't use %s with dense_linear_algebra_library_type = %s "
- "because support not enabled when Ceres was built.";
- if (!IsDenseLinearAlgebraLibraryTypeAvailable(
- options.dense_linear_algebra_library_type)) {
- *error = StringPrintf(kFormat, solver_name, library_name);
- return false;
- }
- return true;
- }
- bool OptionsAreValidForSparseCholeskyBasedSolver(const Solver::Options& options,
- std::string* error) {
- const char* library_name = SparseLinearAlgebraLibraryTypeToString(
- options.sparse_linear_algebra_library_type);
- // Sparse factorization based solvers and some preconditioners require a
- // sparse Cholesky factorization.
- const char* solver_name =
- IsIterativeSolver(options.linear_solver_type)
- ? PreconditionerTypeToString(options.preconditioner_type)
- : LinearSolverTypeToString(options.linear_solver_type);
- constexpr char kNoSparseFormat[] =
- "Can't use %s with sparse_linear_algebra_library_type = %s.";
- constexpr char kNoLibraryFormat[] =
- "Can't use %s sparse_linear_algebra_library_type = %s, because support "
- "was not enabled when Ceres Solver was built.";
- constexpr char kNoNesdisFormat[] =
- "NESDIS is not available with sparse_linear_algebra_library_type = %s.";
- constexpr char kMixedFormat[] =
- "use_mixed_precision_solves with %s is not supported with "
- "sparse_linear_algebra_library_type = %s";
- constexpr char kDynamicSparsityFormat[] =
- "dynamic sparsity is not supported with "
- "sparse_linear_algebra_library_type = %s";
- if (options.sparse_linear_algebra_library_type == NO_SPARSE) {
- *error = StringPrintf(kNoSparseFormat, solver_name, library_name);
- return false;
- }
- if (!IsSparseLinearAlgebraLibraryTypeAvailable(
- options.sparse_linear_algebra_library_type)) {
- *error = StringPrintf(kNoLibraryFormat, solver_name, library_name);
- return false;
- }
- if (options.linear_solver_ordering_type == ceres::NESDIS &&
- !IsNestedDissectionAvailable(
- options.sparse_linear_algebra_library_type)) {
- *error = StringPrintf(kNoNesdisFormat, library_name);
- return false;
- }
- if (options.use_mixed_precision_solves &&
- options.sparse_linear_algebra_library_type == SUITE_SPARSE) {
- *error = StringPrintf(kMixedFormat, solver_name, library_name);
- return false;
- }
- if (options.dynamic_sparsity &&
- options.sparse_linear_algebra_library_type == ACCELERATE_SPARSE) {
- *error = StringPrintf(kDynamicSparsityFormat, library_name);
- return false;
- }
- return true;
- }
- bool OptionsAreValidForDenseNormalCholesky(const Solver::Options& options,
- std::string* error) {
- CHECK_EQ(options.linear_solver_type, DENSE_NORMAL_CHOLESKY);
- return OptionsAreValidForDenseSolver(options, error);
- }
- bool OptionsAreValidForDenseQr(const Solver::Options& options,
- std::string* error) {
- CHECK_EQ(options.linear_solver_type, DENSE_QR);
- if (!OptionsAreValidForDenseSolver(options, error)) {
- return false;
- }
- if (options.use_mixed_precision_solves) {
- *error = "Can't use use_mixed_precision_solves with DENSE_QR.";
- return false;
- }
- return true;
- }
- bool OptionsAreValidForSparseNormalCholesky(const Solver::Options& options,
- std::string* error) {
- CHECK_EQ(options.linear_solver_type, SPARSE_NORMAL_CHOLESKY);
- return OptionsAreValidForSparseCholeskyBasedSolver(options, error);
- }
- bool OptionsAreValidForDenseSchur(const Solver::Options& options,
- std::string* error) {
- CHECK_EQ(options.linear_solver_type, DENSE_SCHUR);
- if (options.dynamic_sparsity) {
- *error = "dynamic sparsity is only supported with SPARSE_NORMAL_CHOLESKY";
- return false;
- }
- if (!OptionsAreValidForDenseSolver(options, error)) {
- return false;
- }
- return true;
- }
- bool OptionsAreValidForSparseSchur(const Solver::Options& options,
- std::string* error) {
- CHECK_EQ(options.linear_solver_type, SPARSE_SCHUR);
- if (options.dynamic_sparsity) {
- *error = "Dynamic sparsity is only supported with SPARSE_NORMAL_CHOLESKY.";
- return false;
- }
- return OptionsAreValidForSparseCholeskyBasedSolver(options, error);
- }
- bool OptionsAreValidForIterativeSchur(const Solver::Options& options,
- std::string* error) {
- CHECK_EQ(options.linear_solver_type, ITERATIVE_SCHUR);
- if (options.dynamic_sparsity) {
- *error = "Dynamic sparsity is only supported with SPARSE_NORMAL_CHOLESKY.";
- return false;
- }
- if (options.use_explicit_schur_complement) {
- if (options.preconditioner_type != SCHUR_JACOBI) {
- *error =
- "use_explicit_schur_complement only supports "
- "SCHUR_JACOBI as the preconditioner.";
- return false;
- }
- if (options.use_spse_initialization) {
- *error =
- "use_explicit_schur_complement does not support "
- "use_spse_initialization.";
- return false;
- }
- }
- if (options.use_spse_initialization ||
- options.preconditioner_type == SCHUR_POWER_SERIES_EXPANSION) {
- OPTION_GE(max_num_spse_iterations, 1)
- OPTION_GE(spse_tolerance, 0.0)
- }
- if (options.use_mixed_precision_solves) {
- *error = "Can't use use_mixed_precision_solves with ITERATIVE_SCHUR";
- return false;
- }
- if (options.dynamic_sparsity) {
- *error = "Dynamic sparsity is only supported with SPARSE_NORMAL_CHOLESKY.";
- return false;
- }
- if (options.preconditioner_type == SUBSET) {
- *error = "Can't use SUBSET preconditioner with ITERATIVE_SCHUR";
- return false;
- }
- // CLUSTER_JACOBI and CLUSTER_TRIDIAGONAL require sparse Cholesky
- // factorization.
- if (options.preconditioner_type == CLUSTER_JACOBI ||
- options.preconditioner_type == CLUSTER_TRIDIAGONAL) {
- return OptionsAreValidForSparseCholeskyBasedSolver(options, error);
- }
- return true;
- }
- bool OptionsAreValidForCgnr(const Solver::Options& options,
- std::string* error) {
- CHECK_EQ(options.linear_solver_type, CGNR);
- if (options.preconditioner_type != IDENTITY &&
- options.preconditioner_type != JACOBI &&
- options.preconditioner_type != SUBSET) {
- *error =
- StringPrintf("Can't use CGNR with preconditioner_type = %s.",
- PreconditionerTypeToString(options.preconditioner_type));
- return false;
- }
- if (options.use_mixed_precision_solves) {
- *error = "use_mixed_precision_solves cannot be used with CGNR";
- return false;
- }
- if (options.dynamic_sparsity) {
- *error = "Dynamic sparsity is only supported with SPARSE_NORMAL_CHOLESKY.";
- return false;
- }
- if (options.preconditioner_type == SUBSET) {
- if (options.sparse_linear_algebra_library_type == CUDA_SPARSE) {
- *error =
- "Can't use CGNR with preconditioner_type = SUBSET when "
- "sparse_linear_algebra_library_type = CUDA_SPARSE.";
- return false;
- }
- if (options.residual_blocks_for_subset_preconditioner.empty()) {
- *error =
- "When using SUBSET preconditioner, "
- "residual_blocks_for_subset_preconditioner cannot be empty";
- return false;
- }
- // SUBSET preconditioner requires sparse Cholesky factorization.
- if (!OptionsAreValidForSparseCholeskyBasedSolver(options, error)) {
- return false;
- }
- }
- // Check options for CGNR with CUDA_SPARSE.
- if (options.sparse_linear_algebra_library_type == CUDA_SPARSE) {
- if (!IsSparseLinearAlgebraLibraryTypeAvailable(CUDA_SPARSE)) {
- *error =
- "Can't use CGNR with sparse_linear_algebra_library_type = "
- "CUDA_SPARSE because support was not enabled when Ceres was built.";
- return false;
- }
- }
- return true;
- }
- bool OptionsAreValidForLinearSolver(const Solver::Options& options,
- std::string* error) {
- switch (options.linear_solver_type) {
- case DENSE_NORMAL_CHOLESKY:
- return OptionsAreValidForDenseNormalCholesky(options, error);
- case DENSE_QR:
- return OptionsAreValidForDenseQr(options, error);
- case SPARSE_NORMAL_CHOLESKY:
- return OptionsAreValidForSparseNormalCholesky(options, error);
- case DENSE_SCHUR:
- return OptionsAreValidForDenseSchur(options, error);
- case SPARSE_SCHUR:
- return OptionsAreValidForSparseSchur(options, error);
- case ITERATIVE_SCHUR:
- return OptionsAreValidForIterativeSchur(options, error);
- case CGNR:
- return OptionsAreValidForCgnr(options, error);
- default:
- LOG(FATAL) << "Congratulations you have found a bug. Please report "
- "this to the "
- "Ceres Solver developers. Unknown linear solver type: "
- << LinearSolverTypeToString(options.linear_solver_type);
- }
- return false;
- }
- bool TrustRegionOptionsAreValid(const Solver::Options& options,
- std::string* error) {
- OPTION_GT(initial_trust_region_radius, 0.0);
- OPTION_GT(min_trust_region_radius, 0.0);
- OPTION_GT(max_trust_region_radius, 0.0);
- OPTION_LE_OPTION(min_trust_region_radius, max_trust_region_radius);
- OPTION_LE_OPTION(min_trust_region_radius, initial_trust_region_radius);
- OPTION_LE_OPTION(initial_trust_region_radius, max_trust_region_radius);
- OPTION_GE(min_relative_decrease, 0.0);
- OPTION_GE(min_lm_diagonal, 0.0);
- OPTION_GE(max_lm_diagonal, 0.0);
- OPTION_LE_OPTION(min_lm_diagonal, max_lm_diagonal);
- OPTION_GE(max_num_consecutive_invalid_steps, 0);
- OPTION_GT(eta, 0.0);
- OPTION_GE(min_linear_solver_iterations, 0);
- OPTION_GE(max_linear_solver_iterations, 0);
- OPTION_LE_OPTION(min_linear_solver_iterations, max_linear_solver_iterations);
- if (options.use_inner_iterations) {
- OPTION_GE(inner_iteration_tolerance, 0.0);
- }
- if (options.use_nonmonotonic_steps) {
- OPTION_GT(max_consecutive_nonmonotonic_steps, 0);
- }
- if ((options.trust_region_strategy_type == DOGLEG) &&
- IsIterativeSolver(options.linear_solver_type)) {
- *error =
- "DOGLEG only supports exact factorization based linear "
- "solvers. If you want to use an iterative solver please "
- "use LEVENBERG_MARQUARDT as the trust_region_strategy_type";
- return false;
- }
- if (!OptionsAreValidForLinearSolver(options, error)) {
- return false;
- }
- if (!options.trust_region_minimizer_iterations_to_dump.empty() &&
- options.trust_region_problem_dump_format_type != CONSOLE &&
- options.trust_region_problem_dump_directory.empty()) {
- *error = "Solver::Options::trust_region_problem_dump_directory is empty.";
- return false;
- }
- return true;
- }
- bool LineSearchOptionsAreValid(const Solver::Options& options,
- std::string* error) {
- OPTION_GT(max_lbfgs_rank, 0);
- OPTION_GT(min_line_search_step_size, 0.0);
- OPTION_GT(max_line_search_step_contraction, 0.0);
- OPTION_LT(max_line_search_step_contraction, 1.0);
- OPTION_LT_OPTION(max_line_search_step_contraction,
- min_line_search_step_contraction);
- OPTION_LE(min_line_search_step_contraction, 1.0);
- OPTION_GE(max_num_line_search_step_size_iterations,
- (options.minimizer_type == ceres::TRUST_REGION ? 0 : 1));
- OPTION_GT(line_search_sufficient_function_decrease, 0.0);
- OPTION_LT_OPTION(line_search_sufficient_function_decrease,
- line_search_sufficient_curvature_decrease);
- OPTION_LT(line_search_sufficient_curvature_decrease, 1.0);
- OPTION_GT(max_line_search_step_expansion, 1.0);
- if ((options.line_search_direction_type == ceres::BFGS ||
- options.line_search_direction_type == ceres::LBFGS) &&
- options.line_search_type != ceres::WOLFE) {
- *error =
- std::string(
- "Invalid configuration: Solver::Options::line_search_type = ") +
- std::string(LineSearchTypeToString(options.line_search_type)) +
- std::string(
- ". When using (L)BFGS, "
- "Solver::Options::line_search_type must be set to WOLFE.");
- return false;
- }
- // Warn user if they have requested BISECTION interpolation, but constraints
- // on max/min step size change during line search prevent bisection scaling
- // from occurring. Warn only, as this is likely a user mistake, but one
- // which does not prevent us from continuing.
- if (options.line_search_interpolation_type == ceres::BISECTION &&
- (options.max_line_search_step_contraction > 0.5 ||
- options.min_line_search_step_contraction < 0.5)) {
- LOG(WARNING)
- << "Line search interpolation type is BISECTION, but specified "
- << "max_line_search_step_contraction: "
- << options.max_line_search_step_contraction << ", and "
- << "min_line_search_step_contraction: "
- << options.min_line_search_step_contraction
- << ", prevent bisection (0.5) scaling, continuing with solve "
- "regardless.";
- }
- return true;
- }
- #undef OPTION_OP
- #undef OPTION_OP_OPTION
- #undef OPTION_GT
- #undef OPTION_GE
- #undef OPTION_LE
- #undef OPTION_LT
- #undef OPTION_LE_OPTION
- #undef OPTION_LT_OPTION
- void StringifyOrdering(const std::vector<int>& ordering, std::string* report) {
- if (ordering.empty()) {
- internal::StringAppendF(report, "AUTOMATIC");
- return;
- }
- for (int i = 0; i < ordering.size() - 1; ++i) {
- internal::StringAppendF(report, "%d,", ordering[i]);
- }
- internal::StringAppendF(report, "%d", ordering.back());
- }
- void SummarizeGivenProgram(const internal::Program& program,
- Solver::Summary* summary) {
- // clang-format off
- summary->num_parameter_blocks = program.NumParameterBlocks();
- summary->num_parameters = program.NumParameters();
- summary->num_effective_parameters = program.NumEffectiveParameters();
- summary->num_residual_blocks = program.NumResidualBlocks();
- summary->num_residuals = program.NumResiduals();
- // clang-format on
- }
- void SummarizeReducedProgram(const internal::Program& program,
- Solver::Summary* summary) {
- // clang-format off
- summary->num_parameter_blocks_reduced = program.NumParameterBlocks();
- summary->num_parameters_reduced = program.NumParameters();
- summary->num_effective_parameters_reduced = program.NumEffectiveParameters();
- summary->num_residual_blocks_reduced = program.NumResidualBlocks();
- summary->num_residuals_reduced = program.NumResiduals();
- // clang-format on
- }
- void PreSolveSummarize(const Solver::Options& options,
- const internal::ProblemImpl* problem,
- Solver::Summary* summary) {
- SummarizeGivenProgram(problem->program(), summary);
- internal::OrderingToGroupSizes(options.linear_solver_ordering.get(),
- &(summary->linear_solver_ordering_given));
- internal::OrderingToGroupSizes(options.inner_iteration_ordering.get(),
- &(summary->inner_iteration_ordering_given));
- // clang-format off
- summary->dense_linear_algebra_library_type = options.dense_linear_algebra_library_type;
- summary->dogleg_type = options.dogleg_type;
- summary->inner_iteration_time_in_seconds = 0.0;
- summary->num_line_search_steps = 0;
- summary->line_search_cost_evaluation_time_in_seconds = 0.0;
- summary->line_search_gradient_evaluation_time_in_seconds = 0.0;
- summary->line_search_polynomial_minimization_time_in_seconds = 0.0;
- summary->line_search_total_time_in_seconds = 0.0;
- summary->inner_iterations_given = options.use_inner_iterations;
- summary->line_search_direction_type = options.line_search_direction_type;
- summary->line_search_interpolation_type = options.line_search_interpolation_type;
- summary->line_search_type = options.line_search_type;
- summary->linear_solver_type_given = options.linear_solver_type;
- summary->max_lbfgs_rank = options.max_lbfgs_rank;
- summary->minimizer_type = options.minimizer_type;
- summary->nonlinear_conjugate_gradient_type = options.nonlinear_conjugate_gradient_type;
- summary->num_threads_given = options.num_threads;
- summary->preconditioner_type_given = options.preconditioner_type;
- summary->sparse_linear_algebra_library_type = options.sparse_linear_algebra_library_type;
- summary->linear_solver_ordering_type = options.linear_solver_ordering_type;
- summary->trust_region_strategy_type = options.trust_region_strategy_type;
- summary->visibility_clustering_type = options.visibility_clustering_type;
- // clang-format on
- }
- void PostSolveSummarize(const internal::PreprocessedProblem& pp,
- Solver::Summary* summary) {
- internal::OrderingToGroupSizes(pp.options.linear_solver_ordering.get(),
- &(summary->linear_solver_ordering_used));
- // TODO(sameeragarwal): Update the preprocessor to collapse the
- // second and higher groups into one group when nested dissection is
- // used.
- internal::OrderingToGroupSizes(pp.options.inner_iteration_ordering.get(),
- &(summary->inner_iteration_ordering_used));
- // clang-format off
- summary->inner_iterations_used = pp.inner_iteration_minimizer != nullptr;
- summary->linear_solver_type_used = pp.linear_solver_options.type;
- summary->mixed_precision_solves_used = pp.options.use_mixed_precision_solves;
- summary->num_threads_used = pp.options.num_threads;
- summary->preconditioner_type_used = pp.options.preconditioner_type;
- // clang-format on
- internal::SetSummaryFinalCost(summary);
- if (pp.reduced_program != nullptr) {
- SummarizeReducedProgram(*pp.reduced_program, summary);
- }
- using internal::CallStatistics;
- // It is possible that no evaluator was created. This would be the
- // case if the preprocessor failed, or if the reduced problem did
- // not contain any parameter blocks. Thus, only extract the
- // evaluator statistics if one exists.
- if (pp.evaluator != nullptr) {
- const std::map<std::string, CallStatistics>& evaluator_statistics =
- pp.evaluator->Statistics();
- {
- const CallStatistics& call_stats = FindWithDefault(
- evaluator_statistics, "Evaluator::Residual", CallStatistics());
- summary->residual_evaluation_time_in_seconds = call_stats.time;
- summary->num_residual_evaluations = call_stats.calls;
- }
- {
- const CallStatistics& call_stats = FindWithDefault(
- evaluator_statistics, "Evaluator::Jacobian", CallStatistics());
- summary->jacobian_evaluation_time_in_seconds = call_stats.time;
- summary->num_jacobian_evaluations = call_stats.calls;
- }
- }
- // Again, like the evaluator, there may or may not be a linear
- // solver from which we can extract run time statistics. In
- // particular the line search solver does not use a linear solver.
- if (pp.linear_solver != nullptr) {
- const std::map<std::string, CallStatistics>& linear_solver_statistics =
- pp.linear_solver->Statistics();
- const CallStatistics& call_stats = FindWithDefault(
- linear_solver_statistics, "LinearSolver::Solve", CallStatistics());
- summary->num_linear_solves = call_stats.calls;
- summary->linear_solver_time_in_seconds = call_stats.time;
- }
- }
- void Minimize(internal::PreprocessedProblem* pp, Solver::Summary* summary) {
- using internal::Minimizer;
- using internal::Program;
- Program* program = pp->reduced_program.get();
- if (pp->reduced_program->NumParameterBlocks() == 0) {
- summary->message =
- "Function tolerance reached. "
- "No non-constant parameter blocks found.";
- summary->termination_type = CONVERGENCE;
- if (pp->options.logging_type != SILENT) {
- VLOG(1) << summary->message;
- }
- summary->initial_cost = summary->fixed_cost;
- summary->final_cost = summary->fixed_cost;
- return;
- }
- const Vector original_reduced_parameters = pp->reduced_parameters;
- auto minimizer = Minimizer::Create(pp->options.minimizer_type);
- minimizer->Minimize(
- pp->minimizer_options, pp->reduced_parameters.data(), summary);
- program->StateVectorToParameterBlocks(
- summary->IsSolutionUsable() ? pp->reduced_parameters.data()
- : original_reduced_parameters.data());
- program->CopyParameterBlockStateToUserState();
- }
- std::string SchurStructureToString(const int row_block_size,
- const int e_block_size,
- const int f_block_size) {
- const std::string row = (row_block_size == Eigen::Dynamic)
- ? "d"
- : internal::StringPrintf("%d", row_block_size);
- const std::string e = (e_block_size == Eigen::Dynamic)
- ? "d"
- : internal::StringPrintf("%d", e_block_size);
- const std::string f = (f_block_size == Eigen::Dynamic)
- ? "d"
- : internal::StringPrintf("%d", f_block_size);
- return internal::StringPrintf("%s,%s,%s", row.c_str(), e.c_str(), f.c_str());
- }
- #ifndef CERES_NO_CUDA
- bool IsCudaRequired(const Solver::Options& options) {
- if (options.linear_solver_type == DENSE_NORMAL_CHOLESKY ||
- options.linear_solver_type == DENSE_SCHUR ||
- options.linear_solver_type == DENSE_QR) {
- return (options.dense_linear_algebra_library_type == CUDA);
- }
- if (options.linear_solver_type == CGNR) {
- return (options.sparse_linear_algebra_library_type == CUDA_SPARSE);
- }
- return false;
- }
- #endif
- } // namespace
- bool Solver::Options::IsValid(std::string* error) const {
- if (!CommonOptionsAreValid(*this, error)) {
- return false;
- }
- if (minimizer_type == TRUST_REGION &&
- !TrustRegionOptionsAreValid(*this, error)) {
- return false;
- }
- // We do not know if the problem is bounds constrained or not, if it
- // is then the trust region solver will also use the line search
- // solver to do a projection onto the box constraints, so make sure
- // that the line search options are checked independent of what
- // minimizer algorithm is being used.
- return LineSearchOptionsAreValid(*this, error);
- }
- Solver::~Solver() = default;
- void Solver::Solve(const Solver::Options& options,
- Problem* problem,
- Solver::Summary* summary) {
- using internal::PreprocessedProblem;
- using internal::Preprocessor;
- using internal::ProblemImpl;
- using internal::Program;
- using internal::WallTimeInSeconds;
- CHECK(problem != nullptr);
- CHECK(summary != nullptr);
- double start_time = WallTimeInSeconds();
- *summary = Summary();
- if (!options.IsValid(&summary->message)) {
- LOG(ERROR) << "Terminating: " << summary->message;
- return;
- }
- ProblemImpl* problem_impl = problem->mutable_impl();
- Program* program = problem_impl->mutable_program();
- PreSolveSummarize(options, problem_impl, summary);
- #ifndef CERES_NO_CUDA
- if (IsCudaRequired(options)) {
- if (!problem_impl->context()->InitCuda(&summary->message)) {
- LOG(ERROR) << "Terminating: " << summary->message;
- return;
- }
- }
- #endif // CERES_NO_CUDA
- // If gradient_checking is enabled, wrap all cost functions in a
- // gradient checker and install a callback that terminates if any gradient
- // error is detected.
- std::unique_ptr<internal::ProblemImpl> gradient_checking_problem;
- internal::GradientCheckingIterationCallback gradient_checking_callback;
- Solver::Options modified_options = options;
- if (options.check_gradients) {
- modified_options.callbacks.push_back(&gradient_checking_callback);
- gradient_checking_problem = CreateGradientCheckingProblemImpl(
- problem_impl,
- options.gradient_check_numeric_derivative_relative_step_size,
- options.gradient_check_relative_precision,
- &gradient_checking_callback);
- problem_impl = gradient_checking_problem.get();
- program = problem_impl->mutable_program();
- }
- // Make sure that all the parameter blocks states are set to the
- // values provided by the user.
- program->SetParameterBlockStatePtrsToUserStatePtrs();
- // The main thread also does work so we only need to launch num_threads - 1.
- problem_impl->context()->EnsureMinimumThreads(options.num_threads - 1);
- auto preprocessor = Preprocessor::Create(modified_options.minimizer_type);
- PreprocessedProblem pp;
- const bool status =
- preprocessor->Preprocess(modified_options, problem_impl, &pp);
- // We check the linear_solver_options.type rather than
- // modified_options.linear_solver_type because, depending on the
- // lack of a Schur structure, the preprocessor may change the linear
- // solver type.
- if (IsSchurType(pp.linear_solver_options.type)) {
- // TODO(sameeragarwal): We can likely eliminate the duplicate call
- // to DetectStructure here and inside the linear solver, by
- // calling this in the preprocessor.
- int row_block_size;
- int e_block_size;
- int f_block_size;
- DetectStructure(*static_cast<internal::BlockSparseMatrix*>(
- pp.minimizer_options.jacobian.get())
- ->block_structure(),
- pp.linear_solver_options.elimination_groups[0],
- &row_block_size,
- &e_block_size,
- &f_block_size);
- summary->schur_structure_given =
- SchurStructureToString(row_block_size, e_block_size, f_block_size);
- internal::GetBestSchurTemplateSpecialization(
- &row_block_size, &e_block_size, &f_block_size);
- summary->schur_structure_used =
- SchurStructureToString(row_block_size, e_block_size, f_block_size);
- }
- summary->fixed_cost = pp.fixed_cost;
- summary->preprocessor_time_in_seconds = WallTimeInSeconds() - start_time;
- if (status) {
- const double minimizer_start_time = WallTimeInSeconds();
- Minimize(&pp, summary);
- summary->minimizer_time_in_seconds =
- WallTimeInSeconds() - minimizer_start_time;
- } else {
- summary->message = pp.error;
- }
- const double postprocessor_start_time = WallTimeInSeconds();
- problem_impl = problem->mutable_impl();
- program = problem_impl->mutable_program();
- // On exit, ensure that the parameter blocks again point at the user
- // provided values and the parameter blocks are numbered according
- // to their position in the original user provided program.
- program->SetParameterBlockStatePtrsToUserStatePtrs();
- program->SetParameterOffsetsAndIndex();
- PostSolveSummarize(pp, summary);
- summary->postprocessor_time_in_seconds =
- WallTimeInSeconds() - postprocessor_start_time;
- // If the gradient checker reported an error, we want to report FAILURE
- // instead of USER_FAILURE and provide the error log.
- if (gradient_checking_callback.gradient_error_detected()) {
- summary->termination_type = FAILURE;
- summary->message = gradient_checking_callback.error_log();
- }
- summary->total_time_in_seconds = WallTimeInSeconds() - start_time;
- }
- void Solve(const Solver::Options& options,
- Problem* problem,
- Solver::Summary* summary) {
- Solver solver;
- solver.Solve(options, problem, summary);
- }
- std::string Solver::Summary::BriefReport() const {
- return StringPrintf(
- "Ceres Solver Report: "
- "Iterations: %d, "
- "Initial cost: %e, "
- "Final cost: %e, "
- "Termination: %s",
- num_successful_steps + num_unsuccessful_steps,
- initial_cost,
- final_cost,
- TerminationTypeToString(termination_type));
- }
- std::string Solver::Summary::FullReport() const {
- using internal::VersionString;
- // NOTE operator+ is not usable for concatenating a string and a string_view.
- std::string report =
- std::string{"\nSolver Summary (v "}.append(VersionString()) + ")\n\n";
- StringAppendF(&report, "%45s %21s\n", "Original", "Reduced");
- StringAppendF(&report,
- "Parameter blocks % 25d% 25d\n",
- num_parameter_blocks,
- num_parameter_blocks_reduced);
- StringAppendF(&report,
- "Parameters % 25d% 25d\n",
- num_parameters,
- num_parameters_reduced);
- if (num_effective_parameters_reduced != num_parameters_reduced) {
- StringAppendF(&report,
- "Effective parameters% 25d% 25d\n",
- num_effective_parameters,
- num_effective_parameters_reduced);
- }
- StringAppendF(&report,
- "Residual blocks % 25d% 25d\n",
- num_residual_blocks,
- num_residual_blocks_reduced);
- StringAppendF(&report,
- "Residuals % 25d% 25d\n",
- num_residuals,
- num_residuals_reduced);
- if (minimizer_type == TRUST_REGION) {
- // TRUST_SEARCH HEADER
- StringAppendF(
- &report, "\nMinimizer %19s\n", "TRUST_REGION");
- if (linear_solver_type_used == DENSE_NORMAL_CHOLESKY ||
- linear_solver_type_used == DENSE_SCHUR ||
- linear_solver_type_used == DENSE_QR) {
- const char* mixed_precision_suffix =
- (mixed_precision_solves_used ? "(Mixed Precision)" : "");
- StringAppendF(&report,
- "\nDense linear algebra library %15s %s\n",
- DenseLinearAlgebraLibraryTypeToString(
- dense_linear_algebra_library_type),
- mixed_precision_suffix);
- }
- StringAppendF(&report,
- "Trust region strategy %19s",
- TrustRegionStrategyTypeToString(trust_region_strategy_type));
- if (trust_region_strategy_type == DOGLEG) {
- if (dogleg_type == TRADITIONAL_DOGLEG) {
- StringAppendF(&report, " (TRADITIONAL)");
- } else {
- StringAppendF(&report, " (SUBSPACE)");
- }
- }
- const bool used_sparse_linear_algebra_library =
- linear_solver_type_used == SPARSE_NORMAL_CHOLESKY ||
- linear_solver_type_used == SPARSE_SCHUR ||
- linear_solver_type_used == CGNR ||
- (linear_solver_type_used == ITERATIVE_SCHUR &&
- (preconditioner_type_used == CLUSTER_JACOBI ||
- preconditioner_type_used == CLUSTER_TRIDIAGONAL));
- const bool linear_solver_ordering_required =
- linear_solver_type_used == SPARSE_SCHUR ||
- (linear_solver_type_used == ITERATIVE_SCHUR &&
- (preconditioner_type_used == CLUSTER_JACOBI ||
- preconditioner_type_used == CLUSTER_TRIDIAGONAL)) ||
- (linear_solver_type_used == CGNR && preconditioner_type_used == SUBSET);
- if (used_sparse_linear_algebra_library) {
- const char* mixed_precision_suffix =
- (mixed_precision_solves_used ? "(Mixed Precision)" : "");
- if (linear_solver_ordering_required) {
- StringAppendF(
- &report,
- "\nSparse linear algebra library %15s + %s %s\n",
- SparseLinearAlgebraLibraryTypeToString(
- sparse_linear_algebra_library_type),
- LinearSolverOrderingTypeToString(linear_solver_ordering_type),
- mixed_precision_suffix);
- } else {
- StringAppendF(&report,
- "\nSparse linear algebra library %15s %s\n",
- SparseLinearAlgebraLibraryTypeToString(
- sparse_linear_algebra_library_type),
- mixed_precision_suffix);
- }
- }
- StringAppendF(&report, "\n");
- StringAppendF(&report, "%45s %21s\n", "Given", "Used");
- StringAppendF(&report,
- "Linear solver %25s%25s\n",
- LinearSolverTypeToString(linear_solver_type_given),
- LinearSolverTypeToString(linear_solver_type_used));
- if (IsIterativeSolver(linear_solver_type_given)) {
- StringAppendF(&report,
- "Preconditioner %25s%25s\n",
- PreconditionerTypeToString(preconditioner_type_given),
- PreconditionerTypeToString(preconditioner_type_used));
- }
- if (preconditioner_type_used == CLUSTER_JACOBI ||
- preconditioner_type_used == CLUSTER_TRIDIAGONAL) {
- StringAppendF(
- &report,
- "Visibility clustering%24s%25s\n",
- VisibilityClusteringTypeToString(visibility_clustering_type),
- VisibilityClusteringTypeToString(visibility_clustering_type));
- }
- StringAppendF(&report,
- "Threads % 25d% 25d\n",
- num_threads_given,
- num_threads_used);
- std::string given;
- StringifyOrdering(linear_solver_ordering_given, &given);
- std::string used;
- StringifyOrdering(linear_solver_ordering_used, &used);
- StringAppendF(&report,
- "Linear solver ordering %22s %24s\n",
- given.c_str(),
- used.c_str());
- if (IsSchurType(linear_solver_type_used)) {
- StringAppendF(&report,
- "Schur structure %22s %24s\n",
- schur_structure_given.c_str(),
- schur_structure_used.c_str());
- }
- if (inner_iterations_given) {
- StringAppendF(&report,
- "Use inner iterations %20s %20s\n",
- inner_iterations_given ? "True" : "False",
- inner_iterations_used ? "True" : "False");
- }
- if (inner_iterations_used) {
- std::string given;
- StringifyOrdering(inner_iteration_ordering_given, &given);
- std::string used;
- StringifyOrdering(inner_iteration_ordering_used, &used);
- StringAppendF(&report,
- "Inner iteration ordering %20s %24s\n",
- given.c_str(),
- used.c_str());
- }
- } else {
- // LINE_SEARCH HEADER
- StringAppendF(&report, "\nMinimizer %19s\n", "LINE_SEARCH");
- std::string line_search_direction_string;
- if (line_search_direction_type == LBFGS) {
- line_search_direction_string = StringPrintf("LBFGS (%d)", max_lbfgs_rank);
- } else if (line_search_direction_type == NONLINEAR_CONJUGATE_GRADIENT) {
- line_search_direction_string = NonlinearConjugateGradientTypeToString(
- nonlinear_conjugate_gradient_type);
- } else {
- line_search_direction_string =
- LineSearchDirectionTypeToString(line_search_direction_type);
- }
- StringAppendF(&report,
- "Line search direction %19s\n",
- line_search_direction_string.c_str());
- const std::string line_search_type_string = StringPrintf(
- "%s %s",
- LineSearchInterpolationTypeToString(line_search_interpolation_type),
- LineSearchTypeToString(line_search_type));
- StringAppendF(&report,
- "Line search type %19s\n",
- line_search_type_string.c_str());
- StringAppendF(&report, "\n");
- StringAppendF(&report, "%45s %21s\n", "Given", "Used");
- StringAppendF(&report,
- "Threads % 25d% 25d\n",
- num_threads_given,
- num_threads_used);
- }
- StringAppendF(&report, "\nCost:\n");
- StringAppendF(&report, "Initial % 30e\n", initial_cost);
- if (termination_type != FAILURE && termination_type != USER_FAILURE) {
- StringAppendF(&report, "Final % 30e\n", final_cost);
- StringAppendF(&report, "Change % 30e\n", initial_cost - final_cost);
- }
- StringAppendF(&report,
- "\nMinimizer iterations % 16d\n",
- num_successful_steps + num_unsuccessful_steps);
- // Successful/Unsuccessful steps only matter in the case of the
- // trust region solver. Line search terminates when it encounters
- // the first unsuccessful step.
- if (minimizer_type == TRUST_REGION) {
- StringAppendF(&report,
- "Successful steps % 14d\n",
- num_successful_steps);
- StringAppendF(&report,
- "Unsuccessful steps % 14d\n",
- num_unsuccessful_steps);
- }
- if (inner_iterations_used) {
- StringAppendF(&report,
- "Steps with inner iterations % 14d\n",
- num_inner_iteration_steps);
- }
- const bool line_search_used =
- (minimizer_type == LINE_SEARCH ||
- (minimizer_type == TRUST_REGION && is_constrained));
- if (line_search_used) {
- StringAppendF(&report,
- "Line search steps % 14d\n",
- num_line_search_steps);
- }
- StringAppendF(&report, "\nTime (in seconds):\n");
- StringAppendF(
- &report, "Preprocessor %25.6f\n", preprocessor_time_in_seconds);
- StringAppendF(&report,
- "\n Residual only evaluation %18.6f (%d)\n",
- residual_evaluation_time_in_seconds,
- num_residual_evaluations);
- if (line_search_used) {
- StringAppendF(&report,
- " Line search cost evaluation %10.6f\n",
- line_search_cost_evaluation_time_in_seconds);
- }
- StringAppendF(&report,
- " Jacobian & residual evaluation %12.6f (%d)\n",
- jacobian_evaluation_time_in_seconds,
- num_jacobian_evaluations);
- if (line_search_used) {
- StringAppendF(&report,
- " Line search gradient evaluation %6.6f\n",
- line_search_gradient_evaluation_time_in_seconds);
- }
- if (minimizer_type == TRUST_REGION) {
- StringAppendF(&report,
- " Linear solver %23.6f (%d)\n",
- linear_solver_time_in_seconds,
- num_linear_solves);
- }
- if (inner_iterations_used) {
- StringAppendF(&report,
- " Inner iterations %23.6f\n",
- inner_iteration_time_in_seconds);
- }
- if (line_search_used) {
- StringAppendF(&report,
- " Line search polynomial minimization %.6f\n",
- line_search_polynomial_minimization_time_in_seconds);
- }
- StringAppendF(
- &report, "Minimizer %25.6f\n\n", minimizer_time_in_seconds);
- StringAppendF(
- &report, "Postprocessor %24.6f\n", postprocessor_time_in_seconds);
- StringAppendF(
- &report, "Total %25.6f\n\n", total_time_in_seconds);
- StringAppendF(&report,
- "Termination: %25s (%s)\n",
- TerminationTypeToString(termination_type),
- message.c_str());
- return report;
- }
- bool Solver::Summary::IsSolutionUsable() const {
- return internal::IsSolutionUsable(*this);
- }
- } // namespace ceres
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