///////////////////////////////////////////////////////////////////////////////// //// //// Verification routines for the jacobians employed in the expert & simple drivers //// for sparse bundle adjustment based on the Levenberg - Marquardt minimization algorithm //// Copyright (C) 2005-2008 Manolis Lourakis (lourakis at ics forth gr) //// Institute of Computer Science, Foundation for Research & Technology - Hellas //// Heraklion, Crete, Greece. //// //// This program is free software; you can redistribute it and/or modify //// it under the terms of the GNU General Public License as published by //// the Free Software Foundation; either version 2 of the License, or //// (at your option) any later version. //// //// This program is distributed in the hope that it will be useful, //// but WITHOUT ANY WARRANTY; without even the implied warranty of //// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the //// GNU General Public License for more details. //// /////////////////////////////////////////////////////////////////////////////////// #include #include #include #include #include "compiler.h" #include "sba.h" #define emalloc(sz) emalloc_(__FILE__, __LINE__, sz) #define FABS(x) (((x) >= 0) ? (x) : -(x)) /* auxiliary memory allocation routine with error checking */ inline static void *emalloc_(char *file, int line, size_t sz) { void *ptr; ptr = (void *)malloc(sz); if (ptr == NULL) { fprintf(stderr, "SBA: memory allocation request for %zu bytes failed in file %s, line %d, exiting", sz, file, line); exit(1); } return ptr; } /* * Check the jacobian of a projection function in nvars variables * evaluated at a point p, for consistency with the function itself. * Expert version * * Based on fortran77 subroutine CHKDER by * Burton S. Garbow, Kenneth E. Hillstrom, Jorge J. More * Argonne National Laboratory. MINPACK project. March 1980. * * * func points to a function from R^{nvars} --> R^{nobs}: Given a p in R^{nvars} * it yields hx in R^{nobs} * jacf points to a function implementing the jacobian of func, whose consistency with * func is to be tested. Given a p in R^{nvars}, jacf computes into the nvis*(Asz+Bsz) * matrix jac the jacobian of func at p. Note the jacobian is sparse, consisting of * all A_ij, B_ij and that row i of jac corresponds to the gradient of the i-th * component of func, evaluated at p. * p is an input array of length nvars containing the point of evaluation. * idxij, rcidxs, rcsubs, ncon, mcon, cnp, pnp, mnp are as usual. Note that if cnp=0 or * pnp=0 a jacobian corresponding resp. to motion or camera parameters * only is assumed. * func_adata, jac_adata point to possible additional data and are passed * uninterpreted to func, jacf respectively. * err is an array of length nobs. On output, err contains measures * of correctness of the respective gradients. if there is * no severe loss of significance, then if err[i] is 1.0 the * i-th gradient is correct, while if err[i] is 0.0 the i-th * gradient is incorrect. For values of err between 0.0 and 1.0, * the categorization is less certain. In general, a value of * err[i] greater than 0.5 indicates that the i-th gradient is * probably correct, while a value of err[i] less than 0.5 * indicates that the i-th gradient is probably incorrect. * * CAUTION: THIS FUNCTION IS NOT 100% FOOLPROOF. The * following excerpt comes from CHKDER's documentation: * * "The function does not perform reliably if cancellation or * rounding errors cause a severe loss of significance in the * evaluation of a function. therefore, none of the components * of p should be unusually small (in particular, zero) or any * other value which may cause loss of significance." */ void sba_motstr_chkjac_x(void (*func)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *hx, void *adata), void (*jacf)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *jac, void *adata), double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, int ncon, int mcon, int cnp, int pnp, int mnp, void *func_adata, void *jac_adata) { const double factor = 100.0, one = 1.0, zero = 0.0; double *fvec, *fjac, *pp, *fvecp, *buf, *err; int nvars, nobs, m, n, Asz, Bsz, ABsz, nnz; register int i, j, ii, jj; double eps, epsf, temp, epsmch, epslog; register double *ptr1, *ptr2, *pab; double *pa, *pb; int fvec_sz, pp_sz, fvecp_sz, numerr = 0; nobs = idxij->nnz * mnp; n = idxij->nr; m = idxij->nc; nvars = m * cnp + n * pnp; epsmch = DBL_EPSILON; eps = sqrt(epsmch); Asz = mnp * cnp; Bsz = mnp * pnp; ABsz = Asz + Bsz; fjac = (double *)emalloc(idxij->nnz * ABsz * sizeof(double)); fvec_sz = fvecp_sz = nobs; pp_sz = nvars; buf = (double *)emalloc((fvec_sz + pp_sz + fvecp_sz) * sizeof(double)); fvec = buf; pp = fvec + fvec_sz; fvecp = pp + pp_sz; err = (double *)emalloc(nobs * sizeof(double)); /* compute fvec=func(p) */ (*func)(p, idxij, rcidxs, rcsubs, fvec, func_adata); /* compute the jacobian at p */ (*jacf)(p, idxij, rcidxs, rcsubs, fjac, jac_adata); /* compute pp */ for (j = 0; j < nvars; ++j) { temp = eps * FABS(p[j]); if (temp == zero) temp = eps; pp[j] = p[j] + temp; } /* compute fvecp=func(pp) */ (*func)(pp, idxij, rcidxs, rcsubs, fvecp, func_adata); epsf = factor * epsmch; epslog = log10(eps); for (i = 0; i < nobs; ++i) err[i] = zero; pa = p; pb = p + m * cnp; for (i = 0; i < n; ++i) { nnz = sba_crsm_row_elmidxs(idxij, i, rcidxs, rcsubs); /* find nonzero A_ij, B_ij, j=0...m-1, actual column numbers in rcsubs */ for (j = 0; j < nnz; ++j) { ptr2 = err + idxij->val[rcidxs[j]] * mnp; // set ptr2 to point into err if (cnp && rcsubs[j] >= mcon) { // A_ij is nonzero ptr1 = fjac + idxij->val[rcidxs[j]] * ABsz; // set ptr1 to point to A_ij pab = pa + rcsubs[j] * cnp; for (jj = 0; jj < cnp; ++jj) { temp = FABS(pab[jj]); if (temp == zero) temp = one; for (ii = 0; ii < mnp; ++ii) ptr2[ii] += temp * ptr1[ii * cnp + jj]; } } if (pnp && i >= ncon) { // B_ij is nonzero ptr1 = fjac + idxij->val[rcidxs[j]] * ABsz + Asz; // set ptr1 to point to B_ij pab = pb + i * pnp; for (jj = 0; jj < pnp; ++jj) { temp = FABS(pab[jj]); if (temp == zero) temp = one; for (ii = 0; ii < mnp; ++ii) ptr2[ii] += temp * ptr1[ii * pnp + jj]; } } } } for (i = 0; i < nobs; ++i) { temp = one; if (fvec[i] != zero && fvecp[i] != zero && FABS(fvecp[i] - fvec[i]) >= epsf * FABS(fvec[i])) temp = eps * FABS((fvecp[i] - fvec[i]) / eps - err[i]) / (FABS(fvec[i]) + FABS(fvecp[i])); err[i] = one; if (temp > epsmch && temp < eps) err[i] = (log10(temp) - epslog) / epslog; if (temp >= eps) err[i] = zero; } free(fjac); free(buf); for (i = 0; i < n; ++i) { nnz = sba_crsm_row_elmidxs(idxij, i, rcidxs, rcsubs); /* find nonzero err_ij, j=0...m-1 */ for (j = 0; j < nnz; ++j) { if (i < ncon && rcsubs[j] < mcon) continue; // corresponding gradients are taken to be zero ptr1 = err + idxij->val[rcidxs[j]] * mnp; // set ptr1 to point into err for (ii = 0; ii < mnp; ++ii) if (ptr1[ii] <= 0.5) { fprintf(stderr, "SBA: gradient %d (corresponding to element %d of the projection of point %d on " "camera %d) is %s (err=%g)\n", idxij->val[rcidxs[j]] * mnp + ii, ii, i, rcsubs[j], (ptr1[ii] == 0.0) ? "wrong" : "probably wrong", ptr1[ii]); ++numerr; } } } if (numerr) fprintf(stderr, "SBA: found %d suspicious gradients out of %d\n\n", numerr, nobs); free(err); return; } void sba_mot_chkjac_x( void (*func)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *hx, void *adata), void (*jacf)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *jac, void *adata), double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, int mcon, int cnp, int mnp, void *func_adata, void *jac_adata) { sba_motstr_chkjac_x(func, jacf, p, idxij, rcidxs, rcsubs, 0, mcon, cnp, 0, mnp, func_adata, jac_adata); } void sba_str_chkjac_x( void (*func)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *hx, void *adata), void (*jacf)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *jac, void *adata), double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, int ncon, int pnp, int mnp, void *func_adata, void *jac_adata) { sba_motstr_chkjac_x(func, jacf, p, idxij, rcidxs, rcsubs, ncon, 0, 0, pnp, mnp, func_adata, jac_adata); } #if 0 /* Routines for directly checking the jacobians supplied to the simple drivers. * They shouldn't be necessary since these jacobians can be verified indirectly * through the expert sba_XXX_chkjac_x() routines. */ /*****************************************************************************************/ // Sample code for using sba_motstr_chkjac(): for(i=ncon; i R^{mnp}: Given a p=(aj, bi) in R^{cnp+pnp} * it yields hx in R^{mnp} * projac points to a function implementing the jacobian of func, whose consistency with proj * is to be tested. Given a p in R^{cnp+pnp}, jacf computes into the matrix jac=[Aij | Bij] * jacobian of proj at p. Note that row i of jac corresponds to the gradient of the i-th * component of proj, evaluated at p. * aj, bi are input arrays of lengths cnp, pnp containing the parameters for the point of * evaluation, i.e. j-th camera and i-th point * jj, ii specify the point (ii) whose projection jacobian in image (jj) is being checked * cnp, pnp, mnp are as usual. Note that if cnp=0 or * pnp=0 a jacobian corresponding resp. to motion or camera parameters * only is assumed. * func_adata, jac_adata point to possible additional data and are passed * uninterpreted to func, jacf respectively. * err is an array of length mnp. On output, err contains measures * of correctness of the respective gradients. if there is * no severe loss of significance, then if err[i] is 1.0 the * i-th gradient is correct, while if err[i] is 0.0 the i-th * gradient is incorrect. For values of err between 0.0 and 1.0, * the categorization is less certain. In general, a value of * err[i] greater than 0.5 indicates that the i-th gradient is * probably correct, while a value of err[i] less than 0.5 * indicates that the i-th gradient is probably incorrect. * * CAUTION: THIS FUNCTION IS NOT 100% FOOLPROOF. The * following excerpt comes from CHKDER's documentation: * * "The function does not perform reliably if cancellation or * rounding errors cause a severe loss of significance in the * evaluation of a function. therefore, none of the components * of p should be unusually small (in particular, zero) or any * other value which may cause loss of significance." */ static void sba_chkjac( union proj_projac *funcs, double *aj, double *bi, int jj, int ii, int cnp, int pnp, int mnp, void *func_adata, void *jac_adata) { const double factor=100.0, one=1.0, zero=0.0; double *fvec, *fjac, *Aij, *Bij, *ajp, *bip, *fvecp, *buf, *err; int Asz, Bsz; register int i, j; double eps, epsf, temp, epsmch, epslog; int fvec_sz, ajp_sz, bip_sz, fvecp_sz, err_sz, numerr=0; epsmch=DBL_EPSILON; eps=sqrt(epsmch); Asz=mnp*cnp; Bsz=mnp*pnp; fjac=(double *)emalloc((Asz+Bsz)*sizeof(double)); Aij=fjac; Bij=Aij+Asz; fvec_sz=fvecp_sz=mnp; ajp_sz=cnp; bip_sz=pnp; err_sz=mnp; buf=(double *)emalloc((fvec_sz + ajp_sz + bip_sz + fvecp_sz + err_sz)*sizeof(double)); fvec=buf; ajp=fvec+fvec_sz; bip=ajp+ajp_sz; fvecp=bip+bip_sz; err=fvecp+fvecp_sz; /* compute fvec=proj(p), p=(aj, bi) & the jacobian at p */ if(cnp && pnp){ (*(funcs->motstr.proj))(jj, ii, aj, bi, fvec, func_adata); (*(funcs->motstr.projac))(jj, ii, aj, bi, Aij, Bij, jac_adata); } else if(cnp){ (*(funcs->mot.proj))(jj, ii, aj, fvec, func_adata); (*(funcs->mot.projac))(jj, ii, aj, Aij, jac_adata); } else{ (*(funcs->str.proj))(jj, ii, bi, fvec, func_adata); (*(funcs->str.projac))(jj, ii, bi, Bij, jac_adata); } /* compute pp, pp=(ajp, bip) */ for(j=0; jmotstr.proj))(jj, ii, ajp, bip, fvecp, func_adata); else if(cnp) (*(funcs->mot.proj))(jj, ii, ajp, fvecp, func_adata); else (*(funcs->str.proj))(jj, ii, bip, fvecp, func_adata); epsf=factor*epsmch; epslog=log10(eps); for(i=0; i=epsf*FABS(fvec[i])) temp=eps*FABS((fvecp[i]-fvec[i])/eps - err[i])/(FABS(fvec[i])+FABS(fvecp[i])); err[i]=one; if(temp>epsmch && temp=eps) err[i]=zero; } for(i=0; i