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|
/////////////////////////////////////////////////////////////////////////////////
////
//// Expert drivers for sparse bundle adjustment based on the
//// Levenberg - Marquardt minimization algorithm
//// Copyright (C) 2004-2009 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 <float.h>
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include "compiler.h"
#include "sba.h"
#include "sba_chkjac.h"
#define SBA_EPSILON 1E-12
#define SBA_EPSILON_SQ ((SBA_EPSILON) * (SBA_EPSILON))
#define SBA_ONE_THIRD 0.3333333334 /* 1.0/3.0 */
#define emalloc(sz) emalloc_(__FILE__, __LINE__, sz)
#define FABS(x) (((x) >= 0) ? (x) : -(x))
#define ROW_MAJOR 0
#define COLUMN_MAJOR 1
#define MAT_STORAGE COLUMN_MAJOR
/* contains information necessary for computing a finite difference approximation to a jacobian,
* e.g. function to differentiate, problem dimensions and pointers to working memory buffers
*/
struct fdj_data_x_ {
void (*func)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *hx,
void *adata); /* function to differentiate */
int cnp, pnp, mnp; /* parameter numbers */
int *func_rcidxs, *func_rcsubs; /* working memory for func invocations.
* Notice that this has to be different
* than the working memory used for
* evaluating the jacobian!
*/
double *hx, *hxx; /* memory to save results in */
void *adata;
};
/* 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;
}
/* auxiliary routine for clearing an array of doubles */
inline static void _dblzero(register double *arr, register int count) {
while (--count >= 0)
*arr++ = 0.0;
}
/* auxiliary routine for computing the mean reprojection error; used for debugging */
static double sba_mean_repr_error(int n, int mnp, double *x, double *hx, struct sba_crsm *idxij, int *rcidxs,
int *rcsubs) {
register int i, j;
int nnz, nprojs;
double *ptr1, *ptr2;
double err;
for (i = nprojs = 0, err = 0.0; i < n; ++i) {
nnz = sba_crsm_row_elmidxs(idxij, i, rcidxs, rcsubs); /* find nonzero x_ij, j=0...m-1 */
nprojs += nnz;
for (j = 0; j < nnz; ++j) { /* point i projecting on camera rcsubs[j] */
ptr1 = x + idxij->val[rcidxs[j]] * mnp;
ptr2 = hx + idxij->val[rcidxs[j]] * mnp;
err += sqrt((ptr1[0] - ptr2[0]) * (ptr1[0] - ptr2[0]) + (ptr1[1] - ptr2[1]) * (ptr1[1] - ptr2[1]));
}
}
return err / ((double)(nprojs));
}
/* print the solution in p using sba's text format. If cnp/pnp==0 only points/cameras are printed */
static void sba_print_sol(int n, int m, double *p, int cnp, int pnp, double *x, int mnp, struct sba_crsm *idxij,
int *rcidxs, int *rcsubs) {
register int i, j, ii;
int nnz;
double *ptr;
if (cnp) {
/* print camera parameters */
for (j = 0; j < m; ++j) {
ptr = p + cnp * j;
for (ii = 0; ii < cnp; ++ii)
printf("%g ", ptr[ii]);
printf("\n");
}
}
if (pnp) {
/* 3D & 2D point parameters */
printf("\n\n\n# X Y Z nframes frame0 x0 y0 frame1 x1 y1 ...\n");
for (i = 0; i < n; ++i) {
ptr = p + cnp * m + i * pnp;
for (ii = 0; ii < pnp; ++ii) // print 3D coordinates
printf("%g ", ptr[ii]);
nnz = sba_crsm_row_elmidxs(idxij, i, rcidxs, rcsubs); /* find nonzero x_ij, j=0...m-1 */
printf("%d ", nnz);
for (j = 0; j < nnz; ++j) { /* point i projecting on camera rcsubs[j] */
ptr = x + idxij->val[rcidxs[j]] * mnp;
printf("%d ", rcsubs[j]);
for (ii = 0; ii < mnp; ++ii) // print 2D coordinates
printf("%g ", ptr[ii]);
}
printf("\n");
}
}
}
/* Compute e=x-y for two n-vectors x and y and return the squared L2 norm of e.
* e can coincide with either x or y.
* Uses loop unrolling and blocking to reduce bookkeeping overhead & pipeline
* stalls and increase instruction-level parallelism; see http://www.abarnett.demon.co.uk/tutorial.html
*/
static double nrmL2xmy(double *const e, const double *const x, const double *const y, const int n) {
const int blocksize = 8, bpwr = 3; /* 8=2^3 */
register int i;
int j1, j2, j3, j4, j5, j6, j7;
int blockn;
register double sum0 = 0.0, sum1 = 0.0, sum2 = 0.0, sum3 = 0.0;
/* n may not be divisible by blocksize,
* go as near as we can first, then tidy up.
*/
blockn = (n >> bpwr) << bpwr; /* (n / blocksize) * blocksize; */
/* unroll the loop in blocks of `blocksize'; looping downwards gains some more speed */
for (i = blockn - 1; i > 0; i -= blocksize) {
e[i] = x[i] - y[i];
sum0 += e[i] * e[i];
j1 = i - 1;
e[j1] = x[j1] - y[j1];
sum1 += e[j1] * e[j1];
j2 = i - 2;
e[j2] = x[j2] - y[j2];
sum2 += e[j2] * e[j2];
j3 = i - 3;
e[j3] = x[j3] - y[j3];
sum3 += e[j3] * e[j3];
j4 = i - 4;
e[j4] = x[j4] - y[j4];
sum0 += e[j4] * e[j4];
j5 = i - 5;
e[j5] = x[j5] - y[j5];
sum1 += e[j5] * e[j5];
j6 = i - 6;
e[j6] = x[j6] - y[j6];
sum2 += e[j6] * e[j6];
j7 = i - 7;
e[j7] = x[j7] - y[j7];
sum3 += e[j7] * e[j7];
}
/*
* There may be some left to do.
* This could be done as a simple for() loop,
* but a switch is faster (and more interesting)
*/
i = blockn;
if (i < n) {
/* Jump into the case at the place that will allow
* us to finish off the appropriate number of items.
*/
switch (n - i) {
case 7:
e[i] = x[i] - y[i];
sum0 += e[i] * e[i];
++i;
case 6:
e[i] = x[i] - y[i];
sum0 += e[i] * e[i];
++i;
case 5:
e[i] = x[i] - y[i];
sum0 += e[i] * e[i];
++i;
case 4:
e[i] = x[i] - y[i];
sum0 += e[i] * e[i];
++i;
case 3:
e[i] = x[i] - y[i];
sum0 += e[i] * e[i];
++i;
case 2:
e[i] = x[i] - y[i];
sum0 += e[i] * e[i];
++i;
case 1:
e[i] = x[i] - y[i];
sum0 += e[i] * e[i];
++i;
}
}
return sum0 + sum1 + sum2 + sum3;
}
/* Compute e=W*(x-y) for two n-vectors x and y and return the squared L2 norm of e.
* This norm equals the squared C norm of x-y with C=W^T*W, W being block diagonal
* matrix with nvis mnp*mnp blocks: e^T*e=(x-y)^T*W^T*W*(x-y)=||x-y||_C.
* Note that n=nvis*mnp; e can coincide with either x or y.
*
* Similarly to nrmL2xmy() above, uses loop unrolling and blocking
*/
static double nrmCxmy(double *const e, const double *const x, const double *const y, const double *const W,
const int mnp, const int nvis) {
const int n = nvis * mnp;
const int blocksize = 8, bpwr = 3; /* 8=2^3 */
register int i, ii, k;
int j1, j2, j3, j4, j5, j6, j7;
int blockn, mnpsq;
register double norm, sum;
register const double *Wptr, *auxptr;
register double *eptr;
/* n may not be divisible by blocksize,
* go as near as we can first, then tidy up.
*/
blockn = (n >> bpwr) << bpwr; /* (n / blocksize) * blocksize; */
/* unroll the loop in blocks of `blocksize'; looping downwards gains some more speed */
for (i = blockn - 1; i > 0; i -= blocksize) {
e[i] = x[i] - y[i];
j1 = i - 1;
e[j1] = x[j1] - y[j1];
j2 = i - 2;
e[j2] = x[j2] - y[j2];
j3 = i - 3;
e[j3] = x[j3] - y[j3];
j4 = i - 4;
e[j4] = x[j4] - y[j4];
j5 = i - 5;
e[j5] = x[j5] - y[j5];
j6 = i - 6;
e[j6] = x[j6] - y[j6];
j7 = i - 7;
e[j7] = x[j7] - y[j7];
}
/*
* There may be some left to do.
* This could be done as a simple for() loop,
* but a switch is faster (and more interesting)
*/
i = blockn;
if (i < n) {
/* Jump into the case at the place that will allow
* us to finish off the appropriate number of items.
*/
switch (n - i) {
case 7:
e[i] = x[i] - y[i];
++i;
case 6:
e[i] = x[i] - y[i];
++i;
case 5:
e[i] = x[i] - y[i];
++i;
case 4:
e[i] = x[i] - y[i];
++i;
case 3:
e[i] = x[i] - y[i];
++i;
case 2:
e[i] = x[i] - y[i];
++i;
case 1:
e[i] = x[i] - y[i];
++i;
}
}
/* compute w_x_ij e_ij in e and its L2 norm.
* Since w_x_ij is upper triangular, the products can be safely saved
* directly in e_ij, without the need for intermediate storage
*/
mnpsq = mnp * mnp;
/* Wptr, eptr point to w_x_ij, e_ij below */
for (i = 0, Wptr = W, eptr = e, norm = 0.0; i < nvis; ++i, Wptr += mnpsq, eptr += mnp) {
for (ii = 0, auxptr = Wptr; ii < mnp; ++ii, auxptr += mnp) { /* auxptr=Wptr+ii*mnp */
for (k = ii, sum = 0.0; k < mnp; ++k) // k>=ii since w_x_ij is upper triangular
sum += auxptr[k] * eptr[k]; // Wptr[ii*mnp+k]*eptr[k];
eptr[ii] = sum;
norm += sum * sum;
}
}
return norm;
}
/* search for & print image projection components that are infinite; useful for identifying errors */
static void sba_print_inf(double *hx, int nimgs, int mnp, struct sba_crsm *idxij, int *rcidxs, int *rcsubs) {
register int i, j, k;
int nnz;
double *phxij;
for (j = 0; j < nimgs; ++j) {
nnz = sba_crsm_col_elmidxs(idxij, j, rcidxs, rcsubs); /* find nonzero hx_ij, i=0...n-1 */
for (i = 0; i < nnz; ++i) {
phxij = hx + idxij->val[rcidxs[i]] * mnp;
for (k = 0; k < mnp; ++k)
if (!SBA_FINITE(phxij[k]))
printf("SBA: component %d of the estimated projection of point %d on camera %d is invalid!\n", k,
rcsubs[i], j);
}
}
}
/* Given a parameter vector p made up of the 3D coordinates of n points and the parameters of m cameras, compute in
* jac the jacobian of the predicted measurements, i.e. the jacobian of the projections of 3D points in the m images.
* The jacobian is approximated with the aid of finite differences and is returned in the order
* (A_11, B_11, ..., A_1m, B_1m, ..., A_n1, B_n1, ..., A_nm, B_nm),
* where A_ij=dx_ij/da_j and B_ij=dx_ij/db_i (see HZ).
* Notice that depending on idxij, some of the A_ij, B_ij might be missing
*
* Problem-specific information is assumed to be stored in a structure pointed to by "dat".
*
* NOTE: The jacobian (for n=4, m=3) in matrix form has the following structure:
* A_11 0 0 B_11 0 0 0
* 0 A_12 0 B_12 0 0 0
* 0 0 A_13 B_13 0 0 0
* A_21 0 0 0 B_21 0 0
* 0 A_22 0 0 B_22 0 0
* 0 0 A_23 0 B_23 0 0
* A_31 0 0 0 0 B_31 0
* 0 A_32 0 0 0 B_32 0
* 0 0 A_33 0 0 B_33 0
* A_41 0 0 0 0 0 B_41
* 0 A_42 0 0 0 0 B_42
* 0 0 A_43 0 0 0 B_43
* To reduce the total number of objective function evaluations, this structure can be
* exploited as follows: A certain d is added to the j-th parameters of all cameras and
* the objective function is evaluated at the resulting point. This evaluation suffices
* to compute the corresponding columns of *all* A_ij through finite differences. A similar
* strategy allows the computation of the B_ij. Overall, only cnp+pnp+1 objective function
* evaluations are needed to compute the jacobian, much fewer compared to the m*cnp+n*pnp+1
* that would be required by the naive strategy of computing one column of the jacobian
* per function evaluation. See Nocedal-Wright, ch. 7, pp. 169. Although this approach is
* much faster compared to the naive strategy, it is not preferable to analytic jacobians,
* since the latter are considerably faster to compute and result in fewer LM iterations.
*/
static void
sba_fdjac_x(double *p, /* I: current parameter estimate, (m*cnp+n*pnp)x1 */
struct sba_crsm *idxij, /* I: sparse matrix containing the location of x_ij in hx */
int *rcidxs, /* work array for the indexes of nonzero elements of a single sparse matrix row/column */
int *rcsubs, /* work array for the subscripts of nonzero elements in a single sparse matrix row/column */
double *jac, /* O: array for storing the approximated jacobian */
void *dat) /* I: points to a "fdj_data_x_" structure */
{
register int i, j, ii, jj;
double *pa, *pb, *pqr, *ppt;
register double *pAB, *phx, *phxx;
int n, m, nm, nnz, Asz, Bsz, ABsz, idx;
double *tmpd;
register double d;
struct fdj_data_x_ *fdjd;
void (*func)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *hx, void *adata);
double *hx, *hxx;
int cnp, pnp, mnp;
void *adata;
/* retrieve problem-specific information passed in *dat */
fdjd = (struct fdj_data_x_ *)dat;
func = fdjd->func;
cnp = fdjd->cnp;
pnp = fdjd->pnp;
mnp = fdjd->mnp;
hx = fdjd->hx;
hxx = fdjd->hxx;
adata = fdjd->adata;
n = idxij->nr;
m = idxij->nc;
pa = p;
pb = p + m * cnp;
Asz = mnp * cnp;
Bsz = mnp * pnp;
ABsz = Asz + Bsz;
nm = (n >= m) ? n : m; // max(n, m);
tmpd = (double *)emalloc(nm * sizeof(double));
(*func)(p, idxij, fdjd->func_rcidxs, fdjd->func_rcsubs, hx,
adata); // evaluate supplied function on current solution
if (cnp) { // is motion varying?
/* compute A_ij */
for (jj = 0; jj < cnp; ++jj) {
for (j = 0; j < m; ++j) {
pqr = pa + j * cnp; // j-th camera parameters
/* determine d=max(SBA_DELTA_SCALE*|pqr[jj]|, SBA_MIN_DELTA), see HZ */
d = (double)(SBA_DELTA_SCALE)*pqr[jj]; // force evaluation
d = FABS(d);
if (d < SBA_MIN_DELTA)
d = SBA_MIN_DELTA;
tmpd[j] = d;
pqr[jj] += d;
}
(*func)(p, idxij, fdjd->func_rcidxs, fdjd->func_rcsubs, hxx, adata);
for (j = 0; j < m; ++j) {
pqr = pa + j * cnp; // j-th camera parameters
pqr[jj] -= tmpd[j]; /* restore */
d = 1.0 / tmpd[j]; /* invert so that divisions can be carried out faster as multiplications */
nnz = sba_crsm_col_elmidxs(idxij, j, rcidxs, rcsubs); /* find nonzero A_ij, i=0...n-1 */
for (i = 0; i < nnz; ++i) {
idx = idxij->val[rcidxs[i]];
phx = hx + idx * mnp; // set phx to point to hx_ij
phxx = hxx + idx * mnp; // set phxx to point to hxx_ij
pAB = jac + idx * ABsz; // set pAB to point to A_ij
for (ii = 0; ii < mnp; ++ii)
pAB[ii * cnp + jj] = (phxx[ii] - phx[ii]) * d;
}
}
}
}
if (pnp) { // is structure varying?
/* compute B_ij */
for (jj = 0; jj < pnp; ++jj) {
for (i = 0; i < n; ++i) {
ppt = pb + i * pnp; // i-th point parameters
/* determine d=max(SBA_DELTA_SCALE*|ppt[jj]|, SBA_MIN_DELTA), see HZ */
d = (double)(SBA_DELTA_SCALE)*ppt[jj]; // force evaluation
d = FABS(d);
if (d < SBA_MIN_DELTA)
d = SBA_MIN_DELTA;
tmpd[i] = d;
ppt[jj] += d;
}
(*func)(p, idxij, fdjd->func_rcidxs, fdjd->func_rcsubs, hxx, adata);
for (i = 0; i < n; ++i) {
ppt = pb + i * pnp; // i-th point parameters
ppt[jj] -= tmpd[i]; /* restore */
d = 1.0 / tmpd[i]; /* invert so that divisions can be carried out faster as multiplications */
nnz = sba_crsm_row_elmidxs(idxij, i, rcidxs, rcsubs); /* find nonzero B_ij, j=0...m-1 */
for (j = 0; j < nnz; ++j) {
idx = idxij->val[rcidxs[j]];
phx = hx + idx * mnp; // set phx to point to hx_ij
phxx = hxx + idx * mnp; // set phxx to point to hxx_ij
pAB = jac + idx * ABsz + Asz; // set pAB to point to B_ij
for (ii = 0; ii < mnp; ++ii)
pAB[ii * pnp + jj] = (phxx[ii] - phx[ii]) * d;
}
}
}
}
free(tmpd);
}
typedef int (*PLS)(double *A, double *B, double *x, int m, int iscolmaj);
/* Bundle adjustment on camera and structure parameters
* using the sparse Levenberg-Marquardt as described in HZ p. 568
*
* Returns the number of iterations (>=0) if successfull, SBA_ERROR if failed
*/
int sba_motstr_levmar_x(
const int n, /* number of points */
const int ncon, /* number of points (starting from the 1st) whose parameters should not be modified.
* All B_ij (see below) with i<ncon are assumed to be zero
*/
const int m, /* number of images */
const int mcon, /* number of images (starting from the 1st) whose parameters should not be modified.
* All A_ij (see below) with j<mcon are assumed to be zero
*/
char *vmask, /* visibility mask: vmask[i, j]=1 if point i visible in image j, 0 otherwise. nxm */
double *p, /* initial parameter vector p0: (a1, ..., am, b1, ..., bn).
* aj are the image j parameters, bi are the i-th point parameters,
* size m*cnp + n*pnp
*/
const int cnp, /* number of parameters for ONE camera; e.g. 6 for Euclidean cameras */
const int pnp, /* number of parameters for ONE point; e.g. 3 for Euclidean points */
double *x, /* measurements vector: (x_11^T, .. x_1m^T, ..., x_n1^T, .. x_nm^T)^T where
* x_ij is the projection of the i-th point on the j-th image.
* NOTE: some of the x_ij might be missing, if point i is not visible in image j;
* see vmask[i, j], max. size n*m*mnp
*/
double *covx, /* measurements covariance matrices: (Sigma_x_11, .. Sigma_x_1m, ..., Sigma_x_n1, .. Sigma_x_nm),
* where Sigma_x_ij is the mnp x mnp covariance of x_ij stored row-by-row. Set to NULL if no
* covariance estimates are available (identity matrices are implicitly used in this case).
* NOTE: a certain Sigma_x_ij is missing if the corresponding x_ij is also missing;
* see vmask[i, j], max. size n*m*mnp*mnp
*/
const int mnp, /* number of parameters for EACH measurement; usually 2 */
void (*func)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *hx, void *adata),
/* functional relation describing measurements. Given a parameter vector p,
* computes a prediction of the measurements \hat{x}. p is (m*cnp + n*pnp)x1,
* \hat{x} is (n*m*mnp)x1, maximum
* rcidxs, rcsubs are max(m, n) x 1, allocated by the caller and can be used
* as working memory
*/
void (*fjac)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *jac, void *adata),
/* function to evaluate the sparse jacobian dX/dp.
* The Jacobian is returned in jac as
* (dx_11/da_1, ..., dx_1m/da_m, ..., dx_n1/da_1, ..., dx_nm/da_m,
* dx_11/db_1, ..., dx_1m/db_1, ..., dx_n1/db_n, ..., dx_nm/db_n), or (using HZ's notation),
* jac=(A_11, B_11, ..., A_1m, B_1m, ..., A_n1, B_n1, ..., A_nm, B_nm)
* Notice that depending on idxij, some of the A_ij and B_ij might be missing.
* Note also that A_ij and B_ij are mnp x cnp and mnp x pnp matrices resp. and they
* should be stored in jac in row-major order.
* rcidxs, rcsubs are max(m, n) x 1, allocated by the caller and can be used
* as working memory
*
* If NULL, the jacobian is approximated by repetitive func calls and finite
* differences. This is computationally inefficient and thus NOT recommended.
*/
void *adata, /* pointer to possibly additional data, passed uninterpreted to func, fjac */
const int itmax, /* I: maximum number of iterations. itmax==0 signals jacobian verification followed by immediate
return */
const int verbose, /* I: verbosity */
const double opts[SBA_OPTSSZ],
/* I: minim. options [\mu, \epsilon1, \epsilon2, \epsilon3, \epsilon4]. Respectively the scale factor for initial
* \mu,
* stopping thresholds for ||J^T e||_inf, ||dp||_2, ||e||_2 and (||e||_2-||e_new||_2)/||e||_2
*/
double info[SBA_INFOSZ]
/* O: information regarding the minimization. Set to NULL if don't care
* info[0]=||e||_2 at initial p.
* info[1-4]=[ ||e||_2, ||J^T e||_inf, ||dp||_2, mu/max[J^T J]_ii ], all computed at estimated p.
* info[5]= # iterations,
* info[6]=reason for terminating: 1 - stopped by small gradient J^T e
* 2 - stopped by small dp
* 3 - stopped by itmax
* 4 - stopped by small relative reduction in ||e||_2
* 5 - stopped by small ||e||_2
* 6 - too many attempts to increase damping. Restart with increased mu
* 7 - stopped by invalid (i.e. NaN or Inf) "func" values. This is a user error
* info[7]= # function evaluations
* info[8]= # jacobian evaluations
* info[9]= # number of linear systems solved, i.e. number of attempts for reducing error
*/
) {
register int i, j, ii, jj, k, l;
int nvis, nnz, retval;
/* The following are work arrays that are dynamically allocated by sba_motstr_levmar_x() */
double *jac; /* work array for storing the jacobian, max. size n*m*(mnp*cnp + mnp*pnp) */
double *U; /* work array for storing the U_j in the order U_1, ..., U_m, size m*cnp*cnp */
double
*V; /* work array for storing the *strictly upper triangles* of V_i in the order V_1, ..., V_n, size n*pnp*pnp.
* V also stores the lower triangles of (V*_i)^-1 in the order (V*_1)^-1, ..., (V*_n)^-1.
* Note that diagonal elements of V_1 are saved in diagUV
*/
double *e; /* work array for storing the e_ij in the order e_11, ..., e_1m, ..., e_n1, ..., e_nm,
max. size n*m*mnp */
double
*eab; /* work array for storing the ea_j & eb_i in the order ea_1, .. ea_m eb_1, .. eb_n size m*cnp + n*pnp */
double *E; /* work array for storing the e_j in the order e_1, .. e_m, size m*cnp */
/* Notice that the blocks W_ij, Y_ij are zero iff A_ij (equivalently B_ij) is zero. This means
* that the matrix consisting of blocks W_ij is itself sparse, similarly to the
* block matrix made up of the A_ij and B_ij (i.e. jac)
*/
double *W; /* work array for storing the W_ij in the order W_11, ..., W_1m, ..., W_n1, ..., W_nm,
max. size n*m*cnp*pnp */
double *Yj; /* work array for storing the Y_ij for a *fixed* j in the order Y_1j, Y_nj,
max. size n*cnp*pnp */
double *YWt; /* work array for storing \sum_i Y_ij W_ik^T, size cnp*cnp */
double *S; /* work array for storing the block array S_jk, size m*m*cnp*cnp */
double *dp; /* work array for storing the parameter vector updates da_1, ..., da_m, db_1, ..., db_n, size m*cnp +
n*pnp */
double *Wtda; /* work array for storing \sum_j W_ij^T da_j, size pnp */
double *wght = /* work array for storing the weights computed from the covariance inverses, max. size n*m*mnp*mnp */
NULL;
/* Of the above arrays, jac, e, W, Yj, wght are sparse and
* U, V, eab, E, S, dp are dense. Sparse arrays (except Yj) are indexed
* through idxij (see below), that is with the same mechanism as the input
* measurements vector x
*/
double *pa, *pb, *ea, *eb, *dpa, *dpb; /* pointers into p, jac, eab and dp respectively */
/* submatrices sizes */
int Asz, Bsz, ABsz, Usz, Vsz, Wsz, Ysz, esz, easz, ebsz, YWtsz, Wtdasz, Sblsz, covsz;
int Sdim; /* S matrix actual dimension */
register double *ptr1, *ptr2, *ptr3, *ptr4, sum;
struct sba_crsm idxij; /* sparse matrix containing the location of x_ij in x. This is also
* the location of A_ij, B_ij in jac, etc.
* This matrix can be thought as a map from a sparse set of pairs (i, j) to a continuous
* index k and it is used to efficiently lookup the memory locations where the non-zero
* blocks of a sparse matrix/vector are stored
*/
int maxCvis, /* max. of projections of a single point across cameras, <=m */
maxPvis, /* max. of projections in a single camera across points, <=n */
maxCPvis, /* max. of the above */
*rcidxs, /* work array for the indexes corresponding to the nonzero elements of a single row or
column in a sparse matrix, size max(n, m) */
*rcsubs; /* work array for the subscripts of nonzero elements in a single row or column of a
sparse matrix, size max(n, m) */
/* The following variables are needed by the LM algorithm */
register int itno; /* iteration counter */
int issolved;
/* temporary work arrays that are dynamically allocated */
double *hx, /* \hat{x}_i, max. size m*n*mnp */
*diagUV, /* diagonals of U_j, V_i, size m*cnp + n*pnp */
*pdp; /* p + dp, size m*cnp + n*pnp */
double *diagU, *diagV; /* pointers into diagUV */
register double mu, /* damping constant */
tmp; /* mainly used in matrix & vector multiplications */
double p_eL2, eab_inf, pdp_eL2; /* ||e(p)||_2, ||J^T e||_inf, ||e(p+dp)||_2 */
double p_L2, dp_L2 = DBL_MAX, dF, dL;
double tau = FABS(opts[0]), eps1 = FABS(opts[1]), eps2 = FABS(opts[2]), eps2_sq = opts[2] * opts[2],
eps3_sq = opts[3] * opts[3], eps4_sq = opts[4] * opts[4];
double init_p_eL2;
int nu = 2, nu2, stop = 0, nfev, njev = 0, nlss = 0;
int nobs, nvars;
const int mmcon = m - mcon;
PLS linsolver = NULL;
int (*matinv)(double *A, int m) = NULL;
struct fdj_data_x_ fdj_data;
void *jac_adata;
/* Initialization */
mu = eab_inf = 0.0; /* -Wall */
/* block sizes */
Asz = mnp * cnp;
Bsz = mnp * pnp;
ABsz = Asz + Bsz;
Usz = cnp * cnp;
Vsz = pnp * pnp;
Wsz = cnp * pnp;
Ysz = cnp * pnp;
esz = mnp;
easz = cnp;
ebsz = pnp;
YWtsz = cnp * cnp;
Wtdasz = pnp;
Sblsz = cnp * cnp;
Sdim = mmcon * cnp;
covsz = mnp * mnp;
/* count total number of visible image points */
for (i = nvis = 0, jj = n * m; i < jj; ++i)
nvis += (vmask[i] != 0);
nobs = nvis * mnp;
nvars = m * cnp + n * pnp;
if (nobs < nvars) {
fprintf(stderr,
"SBA: sba_motstr_levmar_x() cannot solve a problem with fewer measurements [%d] than unknowns [%d]\n",
nobs, nvars);
return SBA_ERROR;
}
/* allocate & fill up the idxij structure */
sba_crsm_alloc(&idxij, n, m, nvis);
for (i = k = 0; i < n; ++i) {
idxij.rowptr[i] = k;
ii = i * m;
for (j = 0; j < m; ++j)
if (vmask[ii + j]) {
idxij.val[k] = k;
idxij.colidx[k++] = j;
}
}
idxij.rowptr[n] = nvis;
/* find the maximum number (for all cameras) of visible image projections coming from a single 3D point */
for (i = maxCvis = 0; i < n; ++i)
if ((k = idxij.rowptr[i + 1] - idxij.rowptr[i]) > maxCvis)
maxCvis = k;
/* find the maximum number (for all points) of visible image projections in any single camera */
for (j = maxPvis = 0; j < m; ++j) {
for (i = ii = 0; i < n; ++i)
if (vmask[i * m + j])
++ii;
if (ii > maxPvis)
maxPvis = ii;
}
maxCPvis = (maxCvis >= maxPvis) ? maxCvis : maxPvis;
#if 0
/* determine the density of blocks in matrix S */
for(j=mcon, ii=0; j<m; ++j){
++ii; /* block Sjj is surely nonzero */
for(k=j+1; k<m; ++k)
if(sba_crsm_common_row(&idxij, j, k)) ii+=2; /* blocks Sjk & Skj are nonzero */
}
printf("\nS block density: %.5g\n", ((double)ii)/(mmcon*mmcon)); fflush(stdout);
#endif
/* allocate work arrays */
/* W is big enough to hold both jac & W. Note also the extra Wsz, see the initialization of jac below for
* explanation */
W = (double *)emalloc((nvis * ((Wsz >= ABsz) ? Wsz : ABsz) + Wsz) * sizeof(double));
U = (double *)emalloc(m * Usz * sizeof(double));
V = (double *)emalloc(n * Vsz * sizeof(double));
e = (double *)emalloc(nobs * sizeof(double));
eab = (double *)emalloc(nvars * sizeof(double));
E = (double *)emalloc(m * cnp * sizeof(double));
Yj = (double *)emalloc(maxPvis * Ysz * sizeof(double));
YWt = (double *)emalloc(YWtsz * sizeof(double));
S = (double *)emalloc(m * m * Sblsz * sizeof(double));
dp = (double *)emalloc(nvars * sizeof(double));
Wtda = (double *)emalloc(pnp * sizeof(double));
rcidxs = (int *)emalloc(maxCPvis * sizeof(int));
rcsubs = (int *)emalloc(maxCPvis * sizeof(int));
#ifndef SBA_DESTROY_COVS
if (covx != NULL)
wght = (double *)emalloc(nvis * covsz * sizeof(double));
#else
if (covx != NULL)
wght = covx;
#endif /* SBA_DESTROY_COVS */
hx = (double *)emalloc(nobs * sizeof(double));
diagUV = (double *)emalloc(nvars * sizeof(double));
pdp = (double *)emalloc(nvars * sizeof(double));
/* to save resources, W and jac share the same memory: First, the jacobian
* is computed in some working memory that is then overwritten during the
* computation of W. To account for the case of W being larger than jac,
* extra memory is reserved "before" jac.
* Care must be taken, however, to ensure that storing a certain W_ij
* does not overwrite the A_ij, B_ij used to compute it. To achieve
* this is, note that if p1 and p2 respectively point to the first elements
* of a certain W_ij and A_ij, B_ij pair, we should have p2-p1>=Wsz.
* There are two cases:
* a) Wsz>=ABsz: Then p1=W+k*Wsz and p2=jac+k*ABsz=W+Wsz+nvis*(Wsz-ABsz)+k*ABsz
* for some k (0<=k<nvis), thus p2-p1=(nvis-k)*(Wsz-ABsz)+Wsz.
* The right side of the last equation is obviously > Wsz for all 0<=k<nvis
*
* b) Wsz<ABsz: Then p1=W+k*Wsz and p2=jac+k*ABsz=W+Wsz+k*ABsz and
* p2-p1=Wsz+k*(ABsz-Wsz), which is again > Wsz for all 0<=k<nvis
*
* In conclusion, if jac is initialized as below, the memory allocated to all
* W_ij is guaranteed not to overlap with that allocated to their corresponding
* A_ij, B_ij pairs
*/
jac = W + Wsz + ((Wsz > ABsz) ? nvis * (Wsz - ABsz) : 0);
/* set up auxiliary pointers */
pa = p;
pb = p + m * cnp;
ea = eab;
eb = eab + m * cnp;
dpa = dp;
dpb = dp + m * cnp;
diagU = diagUV;
diagV = diagUV + m * cnp;
/* if no jacobian function is supplied, prepare to compute jacobian with finite difference */
if (!fjac) {
fdj_data.func = func;
fdj_data.cnp = cnp;
fdj_data.pnp = pnp;
fdj_data.mnp = mnp;
fdj_data.hx = hx;
fdj_data.hxx = (double *)emalloc(nobs * sizeof(double));
fdj_data.func_rcidxs = (int *)emalloc(2 * maxCPvis * sizeof(int));
fdj_data.func_rcsubs = fdj_data.func_rcidxs + maxCPvis;
fdj_data.adata = adata;
fjac = sba_fdjac_x;
jac_adata = (void *)&fdj_data;
} else {
fdj_data.hxx = NULL;
jac_adata = adata;
}
if (itmax == 0) { /* verify jacobian */
sba_motstr_chkjac_x(func, fjac, p, &idxij, rcidxs, rcsubs, ncon, mcon, cnp, pnp, mnp, adata, jac_adata);
retval = 0;
goto freemem_and_return;
}
/* covariances Sigma_x_ij are accommodated by computing the Cholesky decompositions of their
* inverses and using the resulting matrices w_x_ij to weigh A_ij, B_ij, and e_ij as w_x_ij A_ij,
* w_x_ij*B_ij and w_x_ij*e_ij. In this way, auxiliary variables as U_j=\sum_i A_ij^T A_ij
* actually become \sum_i (w_x_ij A_ij)^T w_x_ij A_ij= \sum_i A_ij^T w_x_ij^T w_x_ij A_ij =
* A_ij^T Sigma_x_ij^-1 A_ij
*
* ea_j, V_i, eb_i, W_ij are weighted in a similar manner
*/
if (covx != NULL) {
for (i = 0; i < n; ++i) {
nnz = sba_crsm_row_elmidxs(&idxij, i, rcidxs, rcsubs); /* find nonzero x_ij, j=0...m-1 */
for (j = 0; j < nnz; ++j) {
/* set ptr1, ptr2 to point to cov_x_ij, w_x_ij resp. */
ptr1 = covx + (k = idxij.val[rcidxs[j]] * covsz);
ptr2 = wght + k;
if (!sba_mat_cholinv(ptr1, ptr2, mnp)) { /* compute w_x_ij s.t. w_x_ij^T w_x_ij = cov_x_ij^-1 */
fprintf(stderr, "SBA: invalid covariance matrix for x_ij (i=%d, j=%d) in sba_motstr_levmar_x()\n",
i, rcsubs[j]);
retval = SBA_ERROR;
goto freemem_and_return;
}
}
}
sba_mat_cholinv(NULL, NULL, 0); /* cleanup */
}
/* compute the error vectors e_ij in hx */
(*func)(p, &idxij, rcidxs, rcsubs, hx, adata);
nfev = 1;
/* ### compute e=x - f(p) [e=w*(x - f(p)] and its L2 norm */
if (covx == NULL)
p_eL2 = nrmL2xmy(e, x, hx, nobs); /* e=x-hx, p_eL2=||e|| */
else
p_eL2 = nrmCxmy(e, x, hx, wght, mnp, nvis); /* e=wght*(x-hx), p_eL2=||e||=||x-hx||_Sigma^-1 */
if (verbose)
printf("initial motstr-SBA error %g [%g]\n", p_eL2, p_eL2 / nvis);
init_p_eL2 = p_eL2;
if (!SBA_FINITE(p_eL2))
stop = 7;
for (itno = 0; itno < itmax && !stop; ++itno) {
/* Note that p, e and ||e||_2 have been updated at the previous iteration */
/* compute derivative submatrices A_ij, B_ij */
(*fjac)(p, &idxij, rcidxs, rcsubs, jac, jac_adata);
++njev;
if (covx != NULL) {
/* compute w_x_ij A_ij and w_x_ij B_ij.
* Since w_x_ij is upper triangular, the products can be safely saved
* directly in A_ij, B_ij, without the need for intermediate storage
*/
for (i = 0; i < nvis; ++i) {
/* set ptr1, ptr2, ptr3 to point to w_x_ij, A_ij, B_ij, resp. */
ptr1 = wght + i * covsz;
ptr2 = jac + i * ABsz;
ptr3 = ptr2 + Asz; // ptr3=jac + i*ABsz + Asz;
/* w_x_ij is mnp x mnp, A_ij is mnp x cnp, B_ij is mnp x pnp
* NOTE: Jamming the outter (i.e., ii) loops did not run faster!
*/
/* A_ij */
for (ii = 0; ii < mnp; ++ii)
for (jj = 0; jj < cnp; ++jj) {
for (k = ii, sum = 0.0; k < mnp; ++k) // k>=ii since w_x_ij is upper triangular
sum += ptr1[ii * mnp + k] * ptr2[k * cnp + jj];
ptr2[ii * cnp + jj] = sum;
}
/* B_ij */
for (ii = 0; ii < mnp; ++ii)
for (jj = 0; jj < pnp; ++jj) {
for (k = ii, sum = 0.0; k < mnp; ++k) // k>=ii since w_x_ij is upper triangular
sum += ptr1[ii * mnp + k] * ptr3[k * pnp + jj];
ptr3[ii * pnp + jj] = sum;
}
}
}
/* compute U_j = \sum_i A_ij^T A_ij */ // \Sigma here!
/* U_j is symmetric, therefore its computation can be sped up by
* computing only the upper part and then reusing it for the lower one.
* Recall that A_ij is mnp x cnp
*/
/* Also compute ea_j = \sum_i A_ij^T e_ij */ // \Sigma here!
/* Recall that e_ij is mnp x 1
*/
_dblzero(U, m * Usz); /* clear all U_j */
_dblzero(ea, m * easz); /* clear all ea_j */
for (j = mcon; j < m; ++j) {
ptr1 = U + j * Usz; // set ptr1 to point to U_j
ptr2 = ea + j * easz; // set ptr2 to point to ea_j
nnz = sba_crsm_col_elmidxs(&idxij, j, rcidxs, rcsubs); /* find nonzero A_ij, i=0...n-1 */
for (i = 0; i < nnz; ++i) {
/* set ptr3 to point to A_ij, actual row number in rcsubs[i] */
ptr3 = jac + idxij.val[rcidxs[i]] * ABsz;
/* compute the UPPER TRIANGULAR PART of A_ij^T A_ij and add it to U_j */
for (ii = 0; ii < cnp; ++ii) {
for (jj = ii; jj < cnp; ++jj) {
for (k = 0, sum = 0.0; k < mnp; ++k)
sum += ptr3[k * cnp + ii] * ptr3[k * cnp + jj];
ptr1[ii * cnp + jj] += sum;
}
/* copy the LOWER TRIANGULAR PART of U_j from the upper one */
for (jj = 0; jj < ii; ++jj)
ptr1[ii * cnp + jj] = ptr1[jj * cnp + ii];
}
ptr4 = e + idxij.val[rcidxs[i]] * esz; /* set ptr4 to point to e_ij */
/* compute A_ij^T e_ij and add it to ea_j */
for (ii = 0; ii < cnp; ++ii) {
for (jj = 0, sum = 0.0; jj < mnp; ++jj)
sum += ptr3[jj * cnp + ii] * ptr4[jj];
ptr2[ii] += sum;
}
}
}
/* compute V_i = \sum_j B_ij^T B_ij */ // \Sigma here!
/* V_i is symmetric, therefore its computation can be sped up by
* computing only the upper part and then reusing it for the lower one.
* Recall that B_ij is mnp x pnp
*/
/* Also compute eb_i = \sum_j B_ij^T e_ij */ // \Sigma here!
/* Recall that e_ij is mnp x 1
*/
_dblzero(V, n * Vsz); /* clear all V_i */
_dblzero(eb, n * ebsz); /* clear all eb_i */
for (i = ncon; i < n; ++i) {
ptr1 = V + i * Vsz; // set ptr1 to point to V_i
ptr2 = eb + i * ebsz; // set ptr2 to point to eb_i
nnz = sba_crsm_row_elmidxs(&idxij, i, rcidxs, rcsubs); /* find nonzero B_ij, j=0...m-1 */
for (j = 0; j < nnz; ++j) {
/* set ptr3 to point to B_ij, actual column number in rcsubs[j] */
ptr3 = jac + idxij.val[rcidxs[j]] * ABsz + Asz;
/* compute the UPPER TRIANGULAR PART of B_ij^T B_ij and add it to V_i */
for (ii = 0; ii < pnp; ++ii) {
for (jj = ii; jj < pnp; ++jj) {
for (k = 0, sum = 0.0; k < mnp; ++k)
sum += ptr3[k * pnp + ii] * ptr3[k * pnp + jj];
ptr1[ii * pnp + jj] += sum;
}
}
ptr4 = e + idxij.val[rcidxs[j]] * esz; /* set ptr4 to point to e_ij */
/* compute B_ij^T e_ij and add it to eb_i */
for (ii = 0; ii < pnp; ++ii) {
for (jj = 0, sum = 0.0; jj < mnp; ++jj)
sum += ptr3[jj * pnp + ii] * ptr4[jj];
ptr2[ii] += sum;
}
}
}
/* compute W_ij = A_ij^T B_ij */ // \Sigma here!
/* Recall that A_ij is mnp x cnp and B_ij is mnp x pnp
*/
for (i = ncon; i < n; ++i) {
nnz = sba_crsm_row_elmidxs(&idxij, i, rcidxs, rcsubs); /* find nonzero W_ij, j=0...m-1 */
for (j = 0; j < nnz; ++j) {
/* set ptr1 to point to W_ij, actual column number in rcsubs[j] */
ptr1 = W + idxij.val[rcidxs[j]] * Wsz;
if (rcsubs[j] < mcon) { /* A_ij is zero */
//_dblzero(ptr1, Wsz); /* clear W_ij */
continue;
}
/* set ptr2 & ptr3 to point to A_ij & B_ij resp. */
ptr2 = jac + idxij.val[rcidxs[j]] * ABsz;
ptr3 = ptr2 + Asz;
/* compute A_ij^T B_ij and store it in W_ij
* Recall that storage for A_ij, B_ij does not overlap with that for W_ij,
* see the comments related to the initialization of jac above
*/
/* assert(ptr2-ptr1>=Wsz); */
for (ii = 0; ii < cnp; ++ii)
for (jj = 0; jj < pnp; ++jj) {
for (k = 0, sum = 0.0; k < mnp; ++k)
sum += ptr2[k * cnp + ii] * ptr3[k * pnp + jj];
ptr1[ii * pnp + jj] = sum;
}
}
}
/* Compute ||J^T e||_inf and ||p||^2 */
for (i = 0, p_L2 = eab_inf = 0.0; i < nvars; ++i) {
if (eab_inf < (tmp = FABS(eab[i])))
eab_inf = tmp;
p_L2 += p[i] * p[i];
}
// p_L2=sqrt(p_L2);
/* save diagonal entries so that augmentation can be later canceled.
* Diagonal entries are in U_j and V_i
*/
for (j = mcon; j < m; ++j) {
ptr1 = U + j * Usz; // set ptr1 to point to U_j
ptr2 = diagU + j * cnp; // set ptr2 to point to diagU_j
for (i = 0; i < cnp; ++i)
ptr2[i] = ptr1[i * cnp + i];
}
for (i = ncon; i < n; ++i) {
ptr1 = V + i * Vsz; // set ptr1 to point to V_i
ptr2 = diagV + i * pnp; // set ptr2 to point to diagV_i
for (j = 0; j < pnp; ++j)
ptr2[j] = ptr1[j * pnp + j];
}
/*
if(!(itno%100)){
printf("Current estimate: ");
for(i=0; i<nvars; ++i)
printf("%.9g ", p[i]);
printf("-- errors %.9g %0.9g\n", eab_inf, p_eL2);
}
*/
/* check for convergence */
if ((eab_inf <= eps1)) {
dp_L2 = 0.0; /* no increment for p in this case */
stop = 1;
break;
}
/* compute initial damping factor */
if (itno == 0) {
/* find max diagonal element */
for (i = mcon * cnp, tmp = DBL_MIN; i < m * cnp; ++i)
if (diagUV[i] > tmp)
tmp = diagUV[i];
for (i = m * cnp + ncon * pnp; i < nvars; ++i) /* tmp is not re-initialized! */
if (diagUV[i] > tmp)
tmp = diagUV[i];
mu = tau * tmp;
}
/* determine increment using adaptive damping */
while (1) {
/* augment U, V */
for (j = mcon; j < m; ++j) {
ptr1 = U + j * Usz; // set ptr1 to point to U_j
for (i = 0; i < cnp; ++i)
ptr1[i * cnp + i] += mu;
}
for (i = ncon; i < n; ++i) {
ptr1 = V + i * Vsz; // set ptr1 to point to V_i
for (j = 0; j < pnp; ++j)
ptr1[j * pnp + j] += mu;
/* compute V*_i^-1.
* Recall that only the upper triangle of the symmetric pnp x pnp matrix V*_i
* is stored in ptr1; its (also symmetric) inverse is saved in the lower triangle of ptr1
*/
/* inverting V*_i with LDLT seems to result in faster overall execution compared to when using LU or
* Cholesky */
// j=sba_symat_invert_LU(ptr1, pnp); matinv=sba_symat_invert_LU;
// j=sba_symat_invert_Chol(ptr1, pnp); matinv=sba_symat_invert_Chol;
j = sba_symat_invert_BK(ptr1, pnp);
matinv = sba_symat_invert_BK;
if (!j) {
fprintf(stderr, "SBA: singular matrix V*_i (i=%d) in sba_motstr_levmar_x(), increasing damping\n",
i);
goto moredamping; // increasing damping will eventually make V*_i diagonally dominant, thus
// nonsingular
// retval=SBA_ERROR;
// goto freemem_and_return;
}
}
_dblzero(E, m * easz); /* clear all e_j */
/* compute the mmcon x mmcon block matrix S and e_j */
/* Note that S is symmetric, therefore its computation can be
* sped up by computing only the upper part and then reusing
* it for the lower one.
*/
for (j = mcon; j < m; ++j) {
int mmconxUsz = mmcon * Usz;
nnz = sba_crsm_col_elmidxs(&idxij, j, rcidxs, rcsubs); /* find nonzero Y_ij, i=0...n-1 */
/* get rid of all Y_ij with i<ncon that are treated as zeros.
* In this way, all rcsubs[i] below are guaranteed to be >= ncon
*/
if (ncon) {
for (i = ii = 0; i < nnz; ++i) {
if (rcsubs[i] >= ncon) {
rcidxs[ii] = rcidxs[i];
rcsubs[ii++] = rcsubs[i];
}
}
nnz = ii;
}
/* compute all Y_ij = W_ij (V*_i)^-1 for a *fixed* j.
* To save memory, the block matrix consisting of the Y_ij
* is not stored. Instead, only a block column of this matrix
* is computed & used at each time: For each j, all nonzero
* Y_ij are computed in Yj and then used in the calculations
* involving S_jk and e_j.
* Recall that W_ij is cnp x pnp and (V*_i) is pnp x pnp
*/
for (i = 0; i < nnz; ++i) {
/* set ptr3 to point to (V*_i)^-1, actual row number in rcsubs[i] */
ptr3 = V + rcsubs[i] * Vsz;
/* set ptr1 to point to Y_ij, actual row number in rcsubs[i] */
ptr1 = Yj + i * Ysz;
/* set ptr2 to point to W_ij resp. */
ptr2 = W + idxij.val[rcidxs[i]] * Wsz;
/* compute W_ij (V*_i)^-1 and store it in Y_ij.
* Recall that only the lower triangle of (V*_i)^-1 is stored
*/
for (ii = 0; ii < cnp; ++ii) {
ptr4 = ptr2 + ii * pnp;
for (jj = 0; jj < pnp; ++jj) {
for (k = 0, sum = 0.0; k <= jj; ++k)
sum += ptr4[k] * ptr3[jj * pnp + k]; // ptr2[ii*pnp+k]*ptr3[jj*pnp+k];
for (; k < pnp; ++k)
sum += ptr4[k] * ptr3[k * pnp + jj]; // ptr2[ii*pnp+k]*ptr3[k*pnp+jj];
ptr1[ii * pnp + jj] = sum;
}
}
}
/* compute the UPPER TRIANGULAR PART of S */
for (k = j; k < m; ++k) { // j>=mcon
/* compute \sum_i Y_ij W_ik^T in YWt. Note that for an off-diagonal block defined by j, k
* YWt (and thus S_jk) is nonzero only if there exists a point that is visible in both the
* j-th and k-th images
*/
/* Recall that Y_ij is cnp x pnp and W_ik is cnp x pnp */
_dblzero(YWt, YWtsz); /* clear YWt */
for (i = 0; i < nnz; ++i) {
register double *pYWt;
/* find the min and max column indices of the elements in row i (actually rcsubs[i])
* and make sure that k falls within them. This test handles W_ik's which are
* certain to be zero without bothering to call sba_crsm_elmidx()
*/
ii = idxij.colidx[idxij.rowptr[rcsubs[i]]];
jj = idxij.colidx[idxij.rowptr[rcsubs[i] + 1] - 1];
if (k < ii || k > jj)
continue; /* W_ik == 0 */
/* set ptr2 to point to W_ik */
l = sba_crsm_elmidxp(&idxij, rcsubs[i], k, j, rcidxs[i]);
// l=sba_crsm_elmidx(&idxij, rcsubs[i], k);
if (l == -1)
continue; /* W_ik == 0 */
ptr2 = W + idxij.val[l] * Wsz;
/* set ptr1 to point to Y_ij, actual row number in rcsubs[i] */
ptr1 = Yj + i * Ysz;
for (ii = 0; ii < cnp; ++ii) {
ptr3 = ptr1 + ii * pnp;
pYWt = YWt + ii * cnp;
for (jj = 0; jj < cnp; ++jj) {
ptr4 = ptr2 + jj * pnp;
for (l = 0, sum = 0.0; l < pnp; ++l)
sum += ptr3[l] * ptr4[l]; // ptr1[ii*pnp+l]*ptr2[jj*pnp+l];
pYWt[jj] += sum; // YWt[ii*cnp+jj]+=sum;
}
}
}
/* since the linear system involving S is solved with lapack,
* it is preferable to store S in column major (i.e. fortran)
* order, so as to avoid unecessary transposing/copying.
*/
#if MAT_STORAGE == COLUMN_MAJOR
ptr2 = S + (k - mcon) * mmconxUsz +
(j - mcon) * cnp; // set ptr2 to point to the beginning of block j,k in S
#else
ptr2 = S + (j - mcon) * mmconxUsz +
(k - mcon) * cnp; // set ptr2 to point to the beginning of block j,k in S
#endif
if (j != k) { /* Kronecker */
for (ii = 0; ii < cnp; ++ii, ptr2 += Sdim)
for (jj = 0; jj < cnp; ++jj)
ptr2[jj] =
#if MAT_STORAGE == COLUMN_MAJOR
-YWt[jj * cnp + ii];
#else
-YWt[ii * cnp + jj];
#endif
} else {
ptr1 = U + j * Usz; // set ptr1 to point to U_j
for (ii = 0; ii < cnp; ++ii, ptr2 += Sdim)
for (jj = 0; jj < cnp; ++jj)
ptr2[jj] =
#if MAT_STORAGE == COLUMN_MAJOR
ptr1[jj * cnp + ii] - YWt[jj * cnp + ii];
#else
ptr1[ii * cnp + jj] - YWt[ii * cnp + jj];
#endif
}
}
/* copy the LOWER TRIANGULAR PART of S from the upper one */
for (k = mcon; k < j; ++k) {
#if MAT_STORAGE == COLUMN_MAJOR
ptr1 = S + (k - mcon) * mmconxUsz +
(j - mcon) * cnp; // set ptr1 to point to the beginning of block j,k in S
ptr2 = S + (j - mcon) * mmconxUsz +
(k - mcon) * cnp; // set ptr2 to point to the beginning of block k,j in S
#else
ptr1 = S + (j - mcon) * mmconxUsz +
(k - mcon) * cnp; // set ptr1 to point to the beginning of block j,k in S
ptr2 = S + (k - mcon) * mmconxUsz +
(j - mcon) * cnp; // set ptr2 to point to the beginning of block k,j in S
#endif
for (ii = 0; ii < cnp; ++ii, ptr1 += Sdim)
for (jj = 0, ptr3 = ptr2 + ii; jj < cnp; ++jj, ptr3 += Sdim)
ptr1[jj] = *ptr3;
}
/* compute e_j=ea_j - \sum_i Y_ij eb_i */
/* Recall that Y_ij is cnp x pnp and eb_i is pnp x 1 */
ptr1 = E + j * easz; // set ptr1 to point to e_j
for (i = 0; i < nnz; ++i) {
/* set ptr2 to point to Y_ij, actual row number in rcsubs[i] */
ptr2 = Yj + i * Ysz;
/* set ptr3 to point to eb_i */
ptr3 = eb + rcsubs[i] * ebsz;
for (ii = 0; ii < cnp; ++ii) {
ptr4 = ptr2 + ii * pnp;
for (jj = 0, sum = 0.0; jj < pnp; ++jj)
sum += ptr4[jj] * ptr3[jj]; // ptr2[ii*pnp+jj]*ptr3[jj];
ptr1[ii] += sum;
}
}
ptr2 = ea + j * easz; // set ptr2 to point to ea_j
for (i = 0; i < easz; ++i)
ptr1[i] = ptr2[i] - ptr1[i];
}
#if 0
if(verbose>1){ /* count the nonzeros in S */
for(i=ii=0; i<Sdim*Sdim; ++i)
if(S[i]!=0.0) ++ii;
printf("\nS density: %.5g\n", ((double)ii)/(Sdim*Sdim)); fflush(stdout);
}
#endif
/* solve the linear system S dpa = E to compute the da_j.
*
* Note that if MAT_STORAGE==1 S is modified in the following call;
* this is OK since S is recomputed for each iteration
*/
// issolved=sba_Axb_LU(S, E+mcon*cnp, dpa+mcon*cnp, Sdim, MAT_STORAGE); linsolver=sba_Axb_LU;
issolved = sba_Axb_Chol(S, E + mcon * cnp, dpa + mcon * cnp, Sdim, MAT_STORAGE);
linsolver = sba_Axb_Chol;
// issolved=sba_Axb_BK(S, E+mcon*cnp, dpa+mcon*cnp, Sdim, MAT_STORAGE); linsolver=sba_Axb_BK;
// issolved=sba_Axb_QRnoQ(S, E+mcon*cnp, dpa+mcon*cnp, Sdim, MAT_STORAGE); linsolver=sba_Axb_QRnoQ;
// issolved=sba_Axb_QR(S, E+mcon*cnp, dpa+mcon*cnp, Sdim, MAT_STORAGE); linsolver=sba_Axb_QR;
// issolved=sba_Axb_SVD(S, E+mcon*cnp, dpa+mcon*cnp, Sdim, MAT_STORAGE); linsolver=sba_Axb_SVD;
// issolved=sba_Axb_CG(S, E+mcon*cnp, dpa+mcon*cnp, Sdim, (3*Sdim)/2, 1E-10, SBA_CG_JACOBI, MAT_STORAGE);
// linsolver=(PLS)sba_Axb_CG;
++nlss;
_dblzero(dpa, mcon * cnp); /* no change for the first mcon camera params */
if (issolved) {
/* compute the db_i */
for (i = ncon; i < n; ++i) {
ptr1 = dpb + i * ebsz; // set ptr1 to point to db_i
/* compute \sum_j W_ij^T da_j */
/* Recall that W_ij is cnp x pnp and da_j is cnp x 1 */
_dblzero(Wtda, Wtdasz); /* clear Wtda */
nnz = sba_crsm_row_elmidxs(&idxij, i, rcidxs, rcsubs); /* find nonzero W_ij, j=0...m-1 */
for (j = 0; j < nnz; ++j) {
/* set ptr2 to point to W_ij, actual column number in rcsubs[j] */
if (rcsubs[j] < mcon)
continue; /* W_ij is zero */
ptr2 = W + idxij.val[rcidxs[j]] * Wsz;
/* set ptr3 to point to da_j */
ptr3 = dpa + rcsubs[j] * cnp;
for (ii = 0; ii < pnp; ++ii) {
ptr4 = ptr2 + ii;
for (jj = 0, sum = 0.0; jj < cnp; ++jj)
sum += ptr4[jj * pnp] * ptr3[jj]; // ptr2[jj*pnp+ii]*ptr3[jj];
Wtda[ii] += sum;
}
}
/* compute eb_i - \sum_j W_ij^T da_j = eb_i - Wtda in Wtda */
ptr2 = eb + i * ebsz; // set ptr2 to point to eb_i
for (ii = 0; ii < pnp; ++ii)
Wtda[ii] = ptr2[ii] - Wtda[ii];
/* compute the product (V*_i)^-1 Wtda = (V*_i)^-1 (eb_i - \sum_j W_ij^T da_j).
* Recall that only the lower triangle of (V*_i)^-1 is stored
*/
ptr2 = V + i * Vsz; // set ptr2 to point to (V*_i)^-1
for (ii = 0; ii < pnp; ++ii) {
for (jj = 0, sum = 0.0; jj <= ii; ++jj)
sum += ptr2[ii * pnp + jj] * Wtda[jj];
for (; jj < pnp; ++jj)
sum += ptr2[jj * pnp + ii] * Wtda[jj];
ptr1[ii] = sum;
}
}
_dblzero(dpb, ncon * pnp); /* no change for the first ncon point params */
/* parameter vector updates are now in dpa, dpb */
/* compute p's new estimate and ||dp||^2 */
for (i = 0, dp_L2 = 0.0; i < nvars; ++i) {
pdp[i] = p[i] + (tmp = dp[i]);
dp_L2 += tmp * tmp;
}
// dp_L2=sqrt(dp_L2);
if (dp_L2 <= eps2_sq * p_L2) { /* relative change in p is small, stop */
// if(dp_L2<=eps2*(p_L2 + eps2)){ /* relative change in p is small, stop */
stop = 2;
break;
}
if (dp_L2 >= (p_L2 + eps2) / SBA_EPSILON_SQ) { /* almost singular */
// if(dp_L2>=(p_L2+eps2)/SBA_EPSILON){ /* almost singular */
fprintf(stderr, "SBA: the matrix of the augmented normal equations is almost singular in "
"sba_motstr_levmar_x(),\n"
" minimization should be restarted from the current solution with an increased "
"damping term\n");
retval = SBA_ERROR;
goto freemem_and_return;
}
(*func)(pdp, &idxij, rcidxs, rcsubs, hx, adata);
++nfev; /* evaluate function at p + dp */
if (verbose > 1)
printf("mean reprojection error %g\n", sba_mean_repr_error(n, mnp, x, hx, &idxij, rcidxs, rcsubs));
/* ### compute ||e(pdp)||_2 */
if (covx == NULL)
pdp_eL2 = nrmL2xmy(hx, x, hx, nobs); /* hx=x-hx, pdp_eL2=||hx|| */
else
pdp_eL2 = nrmCxmy(hx, x, hx, wght, mnp, nvis); /* hx=wght*(x-hx), pdp_eL2=||hx|| */
if (!SBA_FINITE(pdp_eL2)) {
if (verbose) /* identify the offending point projection */
sba_print_inf(hx, m, mnp, &idxij, rcidxs, rcsubs);
stop = 7;
break;
}
for (i = 0, dL = 0.0; i < nvars; ++i)
dL += dp[i] * (mu * dp[i] + eab[i]);
dF = p_eL2 - pdp_eL2;
if (verbose > 1)
printf("\ndamping term %8g, gain ratio %8g, errors %8g / %8g = %g\n", mu,
dL != 0.0 ? dF / dL : dF / DBL_EPSILON, p_eL2 / nvis, pdp_eL2 / nvis, p_eL2 / pdp_eL2);
if (dL > 0.0 && dF > 0.0) { /* reduction in error, increment is accepted */
tmp = (2.0 * dF / dL - 1.0);
tmp = 1.0 - tmp * tmp * tmp;
mu = mu * ((tmp >= SBA_ONE_THIRD) ? tmp : SBA_ONE_THIRD);
nu = 2;
/* the test below is equivalent to the relative reduction of the RMS reprojection error:
* sqrt(p_eL2)-sqrt(pdp_eL2)<eps4*sqrt(p_eL2) */
if (pdp_eL2 - 2.0 * sqrt(p_eL2 * pdp_eL2) < (eps4_sq - 1.0) * p_eL2)
stop = 4;
for (i = 0; i < nvars; ++i) /* update p's estimate */
p[i] = pdp[i];
for (i = 0; i < nobs; ++i) /* update e and ||e||_2 */
e[i] = hx[i];
p_eL2 = pdp_eL2;
break;
}
} /* issolved */
moredamping:
/* if this point is reached (also via an explicit goto!), either the linear system could
* not be solved or the error did not reduce; in any case, the increment must be rejected
*/
mu *= nu;
nu2 = nu << 1; // 2*nu;
if (nu2 <= nu) { /* nu has wrapped around (overflown) */
fprintf(stderr, "SBA: too many failed attempts to increase the damping factor in "
"sba_motstr_levmar_x()! Singular Hessian matrix?\n");
// exit(1);
stop = 6;
break;
}
nu = nu2;
#if 0
/* restore U, V diagonal entries */
for(j=mcon; j<m; ++j){
ptr1=U + j*Usz; // set ptr1 to point to U_j
ptr2=diagU + j*cnp; // set ptr2 to point to diagU_j
for(i=0; i<cnp; ++i)
ptr1[i*cnp+i]=ptr2[i];
}
for(i=ncon; i<n; ++i){
ptr1=V + i*Vsz; // set ptr1 to point to V_i
ptr2=diagV + i*pnp; // set ptr2 to point to diagV_i
for(j=0; j<pnp; ++j)
ptr1[j*pnp+j]=ptr2[j];
}
#endif
} /* inner while loop */
if (p_eL2 <= eps3_sq)
stop = 5; // error is small, force termination of outer loop
}
if (itno >= itmax)
stop = 3;
/* restore U, V diagonal entries */
for (j = mcon; j < m; ++j) {
ptr1 = U + j * Usz; // set ptr1 to point to U_j
ptr2 = diagU + j * cnp; // set ptr2 to point to diagU_j
for (i = 0; i < cnp; ++i)
ptr1[i * cnp + i] = ptr2[i];
}
for (i = ncon; i < n; ++i) {
ptr1 = V + i * Vsz; // set ptr1 to point to V_i
ptr2 = diagV + i * pnp; // set ptr2 to point to diagV_i
for (j = 0; j < pnp; ++j)
ptr1[j * pnp + j] = ptr2[j];
}
if (info) {
info[0] = init_p_eL2;
info[1] = p_eL2;
info[2] = eab_inf;
info[3] = dp_L2;
for (j = mcon, tmp = DBL_MIN; j < m; ++j) {
ptr1 = U + j * Usz; // set ptr1 to point to U_j
for (i = 0; i < cnp; ++i)
if (tmp < ptr1[i * cnp + i])
tmp = ptr1[i * cnp + i];
}
for (i = ncon; i < n; ++i) {
ptr1 = V + i * Vsz; // set ptr1 to point to V_i
for (j = 0; j < pnp; ++j)
if (tmp < ptr1[j * pnp + j])
tmp = ptr1[j * pnp + j];
}
info[4] = mu / tmp;
info[5] = itno;
info[6] = stop;
info[7] = nfev;
info[8] = njev;
info[9] = nlss;
}
// sba_print_sol(n, m, p, cnp, pnp, x, mnp, &idxij, rcidxs, rcsubs);
retval = (stop != 7) ? itno : SBA_ERROR;
freemem_and_return: /* NOTE: this point is also reached via a goto! */
/* free whatever was allocated */
free(W);
free(U);
free(V);
free(e);
free(eab);
free(E);
free(Yj);
free(YWt);
free(S);
free(dp);
free(Wtda);
free(rcidxs);
free(rcsubs);
#ifndef SBA_DESTROY_COVS
if (wght)
free(wght);
#else
/* nothing to do */
#endif /* SBA_DESTROY_COVS */
free(hx);
free(diagUV);
free(pdp);
if (fdj_data.hxx) { // cleanup
free(fdj_data.hxx);
free(fdj_data.func_rcidxs);
}
sba_crsm_free(&idxij);
/* free the memory allocated by the matrix inversion & linear solver routines */
if (matinv)
(*matinv)(NULL, 0);
if (linsolver)
(*linsolver)(NULL, NULL, NULL, 0, 0);
return retval;
}
/* Bundle adjustment on camera parameters only
* using the sparse Levenberg-Marquardt as described in HZ p. 568
*
* Returns the number of iterations (>=0) if successfull, SBA_ERROR if failed
*/
int sba_mot_levmar_x(
const int n, /* number of points */
const int m, /* number of images */
const int mcon, /* number of images (starting from the 1st) whose parameters should not be modified.
* All A_ij (see below) with j<mcon are assumed to be zero
*/
char *vmask, /* visibility mask: vmask[i, j]=1 if point i visible in image j, 0 otherwise. nxm */
double *p, /* initial parameter vector p0: (a1, ..., am).
* aj are the image j parameters, size m*cnp */
const int cnp, /* number of parameters for ONE camera; e.g. 6 for Euclidean cameras */
double *x, /* measurements vector: (x_11^T, .. x_1m^T, ..., x_n1^T, .. x_nm^T)^T where
* x_ij is the projection of the i-th point on the j-th image.
* NOTE: some of the x_ij might be missing, if point i is not visible in image j;
* see vmask[i, j], max. size n*m*mnp
*/
double *covx, /* measurements covariance matrices: (Sigma_x_11, .. Sigma_x_1m, ..., Sigma_x_n1, .. Sigma_x_nm),
* where Sigma_x_ij is the mnp x mnp covariance of x_ij stored row-by-row. Set to NULL if no
* covariance estimates are available (identity matrices are implicitly used in this case).
* NOTE: a certain Sigma_x_ij is missing if the corresponding x_ij is also missing;
* see vmask[i, j], max. size n*m*mnp*mnp
*/
const int mnp, /* number of parameters for EACH measurement; usually 2 */
void (*func)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *hx, void *adata),
/* functional relation describing measurements. Given a parameter vector p,
* computes a prediction of the measurements \hat{x}. p is (m*cnp)x1,
* \hat{x} is (n*m*mnp)x1, maximum
* rcidxs, rcsubs are max(m, n) x 1, allocated by the caller and can be used
* as working memory
*/
void (*fjac)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *jac, void *adata),
/* function to evaluate the sparse jacobian dX/dp.
* The Jacobian is returned in jac as
* (dx_11/da_1, ..., dx_1m/da_m, ..., dx_n1/da_1, ..., dx_nm/da_m), or (using HZ's notation),
* jac=(A_11, ..., A_1m, ..., A_n1, ..., A_nm)
* Notice that depending on idxij, some of the A_ij might be missing.
* Note also that the A_ij are mnp x cnp matrices and they
* should be stored in jac in row-major order.
* rcidxs, rcsubs are max(m, n) x 1, allocated by the caller and can be used
* as working memory
*
* If NULL, the jacobian is approximated by repetitive func calls and finite
* differences. This is computationally inefficient and thus NOT recommended.
*/
void *adata, /* pointer to possibly additional data, passed uninterpreted to func, fjac */
const int itmax, /* I: maximum number of iterations. itmax==0 signals jacobian verification followed by immediate
return */
const int verbose, /* I: verbosity */
const double opts[SBA_OPTSSZ],
/* I: minim. options [\mu, \epsilon1, \epsilon2, \epsilon3, \epsilon4]. Respectively the scale factor for initial
* \mu,
* stopping thresholds for ||J^T e||_inf, ||dp||_2, ||e||_2 and (||e||_2-||e_new||_2)/||e||_2
*/
double info[SBA_INFOSZ]
/* O: information regarding the minimization. Set to NULL if don't care
* info[0]=||e||_2 at initial p.
* info[1-4]=[ ||e||_2, ||J^T e||_inf, ||dp||_2, mu/max[J^T J]_ii ], all computed at estimated p.
* info[5]= # iterations,
* info[6]=reason for terminating: 1 - stopped by small gradient J^T e
* 2 - stopped by small dp
* 3 - stopped by itmax
* 4 - stopped by small relative reduction in ||e||_2
* 5 - stopped by small ||e||_2
* 6 - too many attempts to increase damping. Restart with increased mu
* 7 - stopped by invalid (i.e. NaN or Inf) "func" values. This is a user error
* info[7]= # function evaluations
* info[8]= # jacobian evaluations
* info[9]= # number of linear systems solved, i.e. number of attempts for reducing error
*/
) {
register int i, j, ii, jj, k;
int nvis, nnz, retval;
/* The following are work arrays that are dynamically allocated by sba_mot_levmar_x() */
double *jac; /* work array for storing the jacobian, max. size n*m*mnp*cnp */
double *U; /* work array for storing the U_j in the order U_1, ..., U_m, size m*cnp*cnp */
double *e; /* work array for storing the e_ij in the order e_11, ..., e_1m, ..., e_n1, ..., e_nm,
max. size n*m*mnp */
double *ea; /* work array for storing the ea_j in the order ea_1, .. ea_m, size m*cnp */
double *dp; /* work array for storing the parameter vector updates da_1, ..., da_m, size m*cnp */
double *wght = /* work array for storing the weights computed from the covariance inverses, max. size n*m*mnp*mnp */
NULL;
/* Of the above arrays, jac, e, wght are sparse and
* U, ea, dp are dense. Sparse arrays are indexed through
* idxij (see below), that is with the same mechanism as the input
* measurements vector x
*/
/* submatrices sizes */
int Asz, Usz, esz, easz, covsz;
register double *ptr1, *ptr2, *ptr3, *ptr4, sum;
struct sba_crsm idxij; /* sparse matrix containing the location of x_ij in x. This is also the location of A_ij
* in jac, e_ij in e, etc.
* This matrix can be thought as a map from a sparse set of pairs (i, j) to a continuous
* index k and it is used to efficiently lookup the memory locations where the non-zero
* blocks of a sparse matrix/vector are stored
*/
int maxCPvis, /* max. of projections across cameras & projections across points */
*rcidxs, /* work array for the indexes corresponding to the nonzero elements of a single row or
column in a sparse matrix, size max(n, m) */
*rcsubs; /* work array for the subscripts of nonzero elements in a single row or column of a
sparse matrix, size max(n, m) */
/* The following variables are needed by the LM algorithm */
register int itno; /* iteration counter */
int nsolved;
/* temporary work arrays that are dynamically allocated */
double *hx, /* \hat{x}_i, max. size m*n*mnp */
*diagU, /* diagonals of U_j, size m*cnp */
*pdp; /* p + dp, size m*cnp */
register double mu, /* damping constant */
tmp; /* mainly used in matrix & vector multiplications */
double p_eL2, ea_inf, pdp_eL2; /* ||e(p)||_2, ||J^T e||_inf, ||e(p+dp)||_2 */
double p_L2, dp_L2 = DBL_MAX, dF, dL;
double tau = FABS(opts[0]), eps1 = FABS(opts[1]), eps2 = FABS(opts[2]), eps2_sq = opts[2] * opts[2],
eps3_sq = opts[3] * opts[3], eps4_sq = opts[4] * opts[4];
double init_p_eL2;
int nu = 2, nu2, stop = 0, nfev, njev = 0, nlss = 0;
int nobs, nvars;
PLS linsolver = NULL;
struct fdj_data_x_ fdj_data;
void *jac_adata;
/* Initialization */
mu = ea_inf = 0.0; /* -Wall */
/* block sizes */
Asz = mnp * cnp;
Usz = cnp * cnp;
esz = mnp;
easz = cnp;
covsz = mnp * mnp;
/* count total number of visible image points */
for (i = nvis = 0, jj = n * m; i < jj; ++i)
nvis += (vmask[i] != 0);
nobs = nvis * mnp;
nvars = m * cnp;
if (nobs < nvars) {
fprintf(stderr,
"SBA: sba_mot_levmar_x() cannot solve a problem with fewer measurements [%d] than unknowns [%d]\n",
nobs, nvars);
return SBA_ERROR;
}
/* allocate & fill up the idxij structure */
sba_crsm_alloc(&idxij, n, m, nvis);
for (i = k = 0; i < n; ++i) {
idxij.rowptr[i] = k;
ii = i * m;
for (j = 0; j < m; ++j)
if (vmask[ii + j]) {
idxij.val[k] = k;
idxij.colidx[k++] = j;
}
}
idxij.rowptr[n] = nvis;
/* find the maximum number of visible image points in any single camera or coming from a single 3D point */
/* cameras */
for (i = maxCPvis = 0; i < n; ++i)
if ((k = idxij.rowptr[i + 1] - idxij.rowptr[i]) > maxCPvis)
maxCPvis = k;
/* points, note that maxCPvis is not reinitialized! */
for (j = 0; j < m; ++j) {
for (i = ii = 0; i < n; ++i)
if (vmask[i * m + j])
++ii;
if (ii > maxCPvis)
maxCPvis = ii;
}
/* allocate work arrays */
jac = (double *)emalloc(nvis * Asz * sizeof(double));
U = (double *)emalloc(m * Usz * sizeof(double));
e = (double *)emalloc(nobs * sizeof(double));
ea = (double *)emalloc(nvars * sizeof(double));
dp = (double *)emalloc(nvars * sizeof(double));
rcidxs = (int *)emalloc(maxCPvis * sizeof(int));
rcsubs = (int *)emalloc(maxCPvis * sizeof(int));
#ifndef SBA_DESTROY_COVS
if (covx != NULL)
wght = (double *)emalloc(nvis * covsz * sizeof(double));
#else
if (covx != NULL)
wght = covx;
#endif /* SBA_DESTROY_COVS */
hx = (double *)emalloc(nobs * sizeof(double));
diagU = (double *)emalloc(nvars * sizeof(double));
pdp = (double *)emalloc(nvars * sizeof(double));
/* if no jacobian function is supplied, prepare to compute jacobian with finite difference */
if (!fjac) {
fdj_data.func = func;
fdj_data.cnp = cnp;
fdj_data.pnp = 0;
fdj_data.mnp = mnp;
fdj_data.hx = hx;
fdj_data.hxx = (double *)emalloc(nobs * sizeof(double));
fdj_data.func_rcidxs = (int *)emalloc(2 * maxCPvis * sizeof(int));
fdj_data.func_rcsubs = fdj_data.func_rcidxs + maxCPvis;
fdj_data.adata = adata;
fjac = sba_fdjac_x;
jac_adata = (void *)&fdj_data;
} else {
fdj_data.hxx = NULL;
jac_adata = adata;
}
if (itmax == 0) { /* verify jacobian */
sba_mot_chkjac_x(func, fjac, p, &idxij, rcidxs, rcsubs, mcon, cnp, mnp, adata, jac_adata);
retval = 0;
goto freemem_and_return;
}
/* covariances Sigma_x_ij are accommodated by computing the Cholesky decompositions of their
* inverses and using the resulting matrices w_x_ij to weigh A_ij and e_ij as w_x_ij A_ij
* and w_x_ij*e_ij. In this way, auxiliary variables as U_j=\sum_i A_ij^T A_ij
* actually become \sum_i (w_x_ij A_ij)^T w_x_ij A_ij= \sum_i A_ij^T w_x_ij^T w_x_ij A_ij =
* A_ij^T Sigma_x_ij^-1 A_ij
*
* ea_j are weighted in a similar manner
*/
if (covx != NULL) {
for (i = 0; i < n; ++i) {
nnz = sba_crsm_row_elmidxs(&idxij, i, rcidxs, rcsubs); /* find nonzero x_ij, j=0...m-1 */
for (j = 0; j < nnz; ++j) {
/* set ptr1, ptr2 to point to cov_x_ij, w_x_ij resp. */
ptr1 = covx + (k = idxij.val[rcidxs[j]] * covsz);
ptr2 = wght + k;
if (!sba_mat_cholinv(ptr1, ptr2, mnp)) { /* compute w_x_ij s.t. w_x_ij^T w_x_ij = cov_x_ij^-1 */
fprintf(stderr, "SBA: invalid covariance matrix for x_ij (i=%d, j=%d) in sba_motstr_levmar_x()\n",
i, rcsubs[j]);
retval = SBA_ERROR;
goto freemem_and_return;
}
}
}
sba_mat_cholinv(NULL, NULL, 0); /* cleanup */
}
/* compute the error vectors e_ij in hx */
(*func)(p, &idxij, rcidxs, rcsubs, hx, adata);
nfev = 1;
/* ### compute e=x - f(p) [e=w*(x - f(p)] and its L2 norm */
if (covx == NULL)
p_eL2 = nrmL2xmy(e, x, hx, nobs); /* e=x-hx, p_eL2=||e|| */
else
p_eL2 = nrmCxmy(e, x, hx, wght, mnp, nvis); /* e=wght*(x-hx), p_eL2=||e||=||x-hx||_Sigma^-1 */
if (verbose)
printf("initial mot-SBA error %g [%g]\n", p_eL2, p_eL2 / nvis);
init_p_eL2 = p_eL2;
if (!SBA_FINITE(p_eL2))
stop = 7;
for (itno = 0; itno < itmax && !stop; ++itno) {
/* Note that p, e and ||e||_2 have been updated at the previous iteration */
/* compute derivative submatrices A_ij */
(*fjac)(p, &idxij, rcidxs, rcsubs, jac, jac_adata);
++njev;
if (covx != NULL) {
/* compute w_x_ij A_ij
* Since w_x_ij is upper triangular, the products can be safely saved
* directly in A_ij, without the need for intermediate storage
*/
for (i = 0; i < nvis; ++i) {
/* set ptr1, ptr2 to point to w_x_ij, A_ij, resp. */
ptr1 = wght + i * covsz;
ptr2 = jac + i * Asz;
/* w_x_ij is mnp x mnp, A_ij is mnp x cnp */
for (ii = 0; ii < mnp; ++ii)
for (jj = 0; jj < cnp; ++jj) {
for (k = ii, sum = 0.0; k < mnp; ++k) // k>=ii since w_x_ij is upper triangular
sum += ptr1[ii * mnp + k] * ptr2[k * cnp + jj];
ptr2[ii * cnp + jj] = sum;
}
}
}
/* compute U_j = \sum_i A_ij^T A_ij */ // \Sigma here!
/* U_j is symmetric, therefore its computation can be sped up by
* computing only the upper part and then reusing it for the lower one.
* Recall that A_ij is mnp x cnp
*/
/* Also compute ea_j = \sum_i A_ij^T e_ij */ // \Sigma here!
/* Recall that e_ij is mnp x 1
*/
_dblzero(U, m * Usz); /* clear all U_j */
_dblzero(ea, m * easz); /* clear all ea_j */
for (j = mcon; j < m; ++j) {
ptr1 = U + j * Usz; // set ptr1 to point to U_j
ptr2 = ea + j * easz; // set ptr2 to point to ea_j
nnz = sba_crsm_col_elmidxs(&idxij, j, rcidxs, rcsubs); /* find nonzero A_ij, i=0...n-1 */
for (i = 0; i < nnz; ++i) {
/* set ptr3 to point to A_ij, actual row number in rcsubs[i] */
ptr3 = jac + idxij.val[rcidxs[i]] * Asz;
/* compute the UPPER TRIANGULAR PART of A_ij^T A_ij and add it to U_j */
for (ii = 0; ii < cnp; ++ii) {
for (jj = ii; jj < cnp; ++jj) {
for (k = 0, sum = 0.0; k < mnp; ++k)
sum += ptr3[k * cnp + ii] * ptr3[k * cnp + jj];
ptr1[ii * cnp + jj] += sum;
}
/* copy the LOWER TRIANGULAR PART of U_j from the upper one */
for (jj = 0; jj < ii; ++jj)
ptr1[ii * cnp + jj] = ptr1[jj * cnp + ii];
}
ptr4 = e + idxij.val[rcidxs[i]] * esz; /* set ptr4 to point to e_ij */
/* compute A_ij^T e_ij and add it to ea_j */
for (ii = 0; ii < cnp; ++ii) {
for (jj = 0, sum = 0.0; jj < mnp; ++jj)
sum += ptr3[jj * cnp + ii] * ptr4[jj];
ptr2[ii] += sum;
}
}
}
/* Compute ||J^T e||_inf and ||p||^2 */
for (i = 0, p_L2 = ea_inf = 0.0; i < nvars; ++i) {
if (ea_inf < (tmp = FABS(ea[i])))
ea_inf = tmp;
p_L2 += p[i] * p[i];
}
// p_L2=sqrt(p_L2);
/* save diagonal entries so that augmentation can be later canceled.
* Diagonal entries are in U_j
*/
for (j = mcon; j < m; ++j) {
ptr1 = U + j * Usz; // set ptr1 to point to U_j
ptr2 = diagU + j * cnp; // set ptr2 to point to diagU_j
for (i = 0; i < cnp; ++i)
ptr2[i] = ptr1[i * cnp + i];
}
/*
if(!(itno%100)){
printf("Current estimate: ");
for(i=0; i<nvars; ++i)
printf("%.9g ", p[i]);
printf("-- errors %.9g %0.9g\n", ea_inf, p_eL2);
}
*/
/* check for convergence */
if ((ea_inf <= eps1)) {
dp_L2 = 0.0; /* no increment for p in this case */
stop = 1;
break;
}
/* compute initial damping factor */
if (itno == 0) {
for (i = mcon * cnp, tmp = DBL_MIN; i < nvars; ++i)
if (diagU[i] > tmp)
tmp = diagU[i]; /* find max diagonal element */
mu = tau * tmp;
}
/* determine increment using adaptive damping */
while (1) {
/* augment U */
for (j = mcon; j < m; ++j) {
ptr1 = U + j * Usz; // set ptr1 to point to U_j
for (i = 0; i < cnp; ++i)
ptr1[i * cnp + i] += mu;
}
/* solve the linear systems U_j da_j = ea_j to compute the da_j */
_dblzero(dp, mcon * cnp); /* no change for the first mcon camera params */
for (j = nsolved = mcon; j < m; ++j) {
ptr1 = U + j * Usz; // set ptr1 to point to U_j
ptr2 = ea + j * easz; // set ptr2 to point to ea_j
ptr3 = dp + j * cnp; // set ptr3 to point to da_j
// nsolved+=sba_Axb_LU(ptr1, ptr2, ptr3, cnp, 0); linsolver=sba_Axb_LU;
nsolved += sba_Axb_Chol(ptr1, ptr2, ptr3, cnp, 0);
linsolver = sba_Axb_Chol;
// nsolved+=sba_Axb_BK(ptr1, ptr2, ptr3, cnp, 0); linsolver=sba_Axb_BK;
// nsolved+=sba_Axb_QRnoQ(ptr1, ptr2, ptr3, cnp, 0); linsolver=sba_Axb_QRnoQ;
// nsolved+=sba_Axb_QR(ptr1, ptr2, ptr3, cnp, 0); linsolver=sba_Axb_QR;
// nsolved+=sba_Axb_SVD(ptr1, ptr2, ptr3, cnp, 0); linsolver=sba_Axb_SVD;
// nsolved+=(sba_Axb_CG(ptr1, ptr2, ptr3, cnp, (3*cnp)/2, 1E-10, SBA_CG_JACOBI, 0) > 0);
// linsolver=(PLS)sba_Axb_CG;
++nlss;
}
if (nsolved == m) {
/* parameter vector updates are now in dp */
/* compute p's new estimate and ||dp||^2 */
for (i = 0, dp_L2 = 0.0; i < nvars; ++i) {
pdp[i] = p[i] + (tmp = dp[i]);
dp_L2 += tmp * tmp;
}
// dp_L2=sqrt(dp_L2);
if (dp_L2 <= eps2_sq * p_L2) { /* relative change in p is small, stop */
// if(dp_L2<=eps2*(p_L2 + eps2)){ /* relative change in p is small, stop */
stop = 2;
break;
}
if (dp_L2 >= (p_L2 + eps2) / SBA_EPSILON_SQ) { /* almost singular */
// if(dp_L2>=(p_L2+eps2)/SBA_EPSILON){ /* almost singular */
fprintf(
stderr,
"SBA: the matrix of the augmented normal equations is almost singular in sba_mot_levmar_x(),\n"
" minimization should be restarted from the current solution with an increased damping "
"term\n");
retval = SBA_ERROR;
goto freemem_and_return;
}
(*func)(pdp, &idxij, rcidxs, rcsubs, hx, adata);
++nfev; /* evaluate function at p + dp */
if (verbose > 1)
printf("mean reprojection error %g\n", sba_mean_repr_error(n, mnp, x, hx, &idxij, rcidxs, rcsubs));
/* ### compute ||e(pdp)||_2 */
if (covx == NULL)
pdp_eL2 = nrmL2xmy(hx, x, hx, nobs); /* hx=x-hx, pdp_eL2=||hx|| */
else
pdp_eL2 = nrmCxmy(hx, x, hx, wght, mnp, nvis); /* hx=wght*(x-hx), pdp_eL2=||hx|| */
if (!SBA_FINITE(pdp_eL2)) {
if (verbose) /* identify the offending point projection */
sba_print_inf(hx, m, mnp, &idxij, rcidxs, rcsubs);
stop = 7;
break;
}
for (i = 0, dL = 0.0; i < nvars; ++i)
dL += dp[i] * (mu * dp[i] + ea[i]);
dF = p_eL2 - pdp_eL2;
if (verbose > 1)
printf("\ndamping term %8g, gain ratio %8g, errors %8g / %8g = %g\n", mu,
dL != 0.0 ? dF / dL : dF / DBL_EPSILON, p_eL2 / nvis, pdp_eL2 / nvis, p_eL2 / pdp_eL2);
if (dL > 0.0 && dF > 0.0) { /* reduction in error, increment is accepted */
tmp = (2.0 * dF / dL - 1.0);
tmp = 1.0 - tmp * tmp * tmp;
mu = mu * ((tmp >= SBA_ONE_THIRD) ? tmp : SBA_ONE_THIRD);
nu = 2;
/* the test below is equivalent to the relative reduction of the RMS reprojection error:
* sqrt(p_eL2)-sqrt(pdp_eL2)<eps4*sqrt(p_eL2) */
if (pdp_eL2 - 2.0 * sqrt(p_eL2 * pdp_eL2) < (eps4_sq - 1.0) * p_eL2)
stop = 4;
for (i = 0; i < nvars; ++i) /* update p's estimate */
p[i] = pdp[i];
for (i = 0; i < nobs; ++i) /* update e and ||e||_2 */
e[i] = hx[i];
p_eL2 = pdp_eL2;
break;
}
} /* nsolved==m */
/* if this point is reached, either at least one linear system could not be solved or
* the error did not reduce; in any case, the increment must be rejected
*/
mu *= nu;
nu2 = nu << 1; // 2*nu;
if (nu2 <= nu) { /* nu has wrapped around (overflown) */
fprintf(stderr, "SBA: too many failed attempts to increase the damping factor in sba_mot_levmar_x()! "
"Singular Hessian matrix?\n");
// exit(1);
stop = 6;
break;
}
nu = nu2;
#if 0
/* restore U diagonal entries */
for(j=mcon; j<m; ++j){
ptr1=U + j*Usz; // set ptr1 to point to U_j
ptr2=diagU + j*cnp; // set ptr2 to point to diagU_j
for(i=0; i<cnp; ++i)
ptr1[i*cnp+i]=ptr2[i];
}
#endif
} /* inner while loop */
if (p_eL2 <= eps3_sq)
stop = 5; // error is small, force termination of outer loop
}
if (itno >= itmax)
stop = 3;
/* restore U diagonal entries */
for (j = mcon; j < m; ++j) {
ptr1 = U + j * Usz; // set ptr1 to point to U_j
ptr2 = diagU + j * cnp; // set ptr2 to point to diagU_j
for (i = 0; i < cnp; ++i)
ptr1[i * cnp + i] = ptr2[i];
}
if (info) {
info[0] = init_p_eL2;
info[1] = p_eL2;
info[2] = ea_inf;
info[3] = dp_L2;
for (j = mcon, tmp = DBL_MIN; j < m; ++j) {
ptr1 = U + j * Usz; // set ptr1 to point to U_j
for (i = 0; i < cnp; ++i)
if (tmp < ptr1[i * cnp + i])
tmp = ptr1[i * cnp + i];
}
info[4] = mu / tmp;
info[5] = itno;
info[6] = stop;
info[7] = nfev;
info[8] = njev;
info[9] = nlss;
}
// sba_print_sol(n, m, p, cnp, 0, x, mnp, &idxij, rcidxs, rcsubs);
retval = (stop != 7) ? itno : SBA_ERROR;
freemem_and_return: /* NOTE: this point is also reached via a goto! */
/* free whatever was allocated */
free(jac);
free(U);
free(e);
free(ea);
free(dp);
free(rcidxs);
free(rcsubs);
#ifndef SBA_DESTROY_COVS
if (wght)
free(wght);
#else
/* nothing to do */
#endif /* SBA_DESTROY_COVS */
free(hx);
free(diagU);
free(pdp);
if (fdj_data.hxx) { // cleanup
free(fdj_data.hxx);
free(fdj_data.func_rcidxs);
}
sba_crsm_free(&idxij);
/* free the memory allocated by the linear solver routine */
if (linsolver)
(*linsolver)(NULL, NULL, NULL, 0, 0);
return retval;
}
/* Bundle adjustment on structure parameters only
* using the sparse Levenberg-Marquardt as described in HZ p. 568
*
* Returns the number of iterations (>=0) if successfull, SBA_ERROR if failed
*/
int sba_str_levmar_x(
const int n, /* number of points */
const int ncon, /* number of points (starting from the 1st) whose parameters should not be modified.
* All B_ij (see below) with i<ncon are assumed to be zero
*/
const int m, /* number of images */
char *vmask, /* visibility mask: vmask[i, j]=1 if point i visible in image j, 0 otherwise. nxm */
double *p, /* initial parameter vector p0: (b1, ..., bn).
* bi are the i-th point parameters, * size n*pnp */
const int pnp, /* number of parameters for ONE point; e.g. 3 for Euclidean points */
double *x, /* measurements vector: (x_11^T, .. x_1m^T, ..., x_n1^T, .. x_nm^T)^T where
* x_ij is the projection of the i-th point on the j-th image.
* NOTE: some of the x_ij might be missing, if point i is not visible in image j;
* see vmask[i, j], max. size n*m*mnp
*/
double *covx, /* measurements covariance matrices: (Sigma_x_11, .. Sigma_x_1m, ..., Sigma_x_n1, .. Sigma_x_nm),
* where Sigma_x_ij is the mnp x mnp covariance of x_ij stored row-by-row. Set to NULL if no
* covariance estimates are available (identity matrices are implicitly used in this case).
* NOTE: a certain Sigma_x_ij is missing if the corresponding x_ij is also missing;
* see vmask[i, j], max. size n*m*mnp*mnp
*/
const int mnp, /* number of parameters for EACH measurement; usually 2 */
void (*func)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *hx, void *adata),
/* functional relation describing measurements. Given a parameter vector p,
* computes a prediction of the measurements \hat{x}. p is (n*pnp)x1,
* \hat{x} is (n*m*mnp)x1, maximum
* rcidxs, rcsubs are max(m, n) x 1, allocated by the caller and can be used
* as working memory
*/
void (*fjac)(double *p, struct sba_crsm *idxij, int *rcidxs, int *rcsubs, double *jac, void *adata),
/* function to evaluate the sparse jacobian dX/dp.
* The Jacobian is returned in jac as
* (dx_11/db_1, ..., dx_1m/db_1, ..., dx_n1/db_n, ..., dx_nm/db_n), or (using HZ's notation),
* jac=(B_11, ..., B_1m, ..., B_n1, ..., B_nm)
* Notice that depending on idxij, some of the B_ij might be missing.
* Note also that B_ij are mnp x pnp matrices and they
* should be stored in jac in row-major order.
* rcidxs, rcsubs are max(m, n) x 1, allocated by the caller and can be used
* as working memory
*
* If NULL, the jacobian is approximated by repetitive func calls and finite
* differences. This is computationally inefficient and thus NOT recommended.
*/
void *adata, /* pointer to possibly additional data, passed uninterpreted to func, fjac */
const int itmax, /* I: maximum number of iterations. itmax==0 signals jacobian verification followed by immediate
return */
const int verbose, /* I: verbosity */
const double opts[SBA_OPTSSZ],
/* I: minim. options [\mu, \epsilon1, \epsilon2, \epsilon3, \epsilon4]. Respectively the scale factor for initial
* \mu,
* stopping thresholds for ||J^T e||_inf, ||dp||_2, ||e||_2 and (||e||_2-||e_new||_2)/||e||_2
*/
double info[SBA_INFOSZ]
/* O: information regarding the minimization. Set to NULL if don't care
* info[0]=||e||_2 at initial p.
* info[1-4]=[ ||e||_2, ||J^T e||_inf, ||dp||_2, mu/max[J^T J]_ii ], all computed at estimated p.
* info[5]= # iterations,
* info[6]=reason for terminating: 1 - stopped by small gradient J^T e
* 2 - stopped by small dp
* 3 - stopped by itmax
* 4 - stopped by small relative reduction in ||e||_2
* 5 - stopped by small ||e||_2
* 6 - too many attempts to increase damping. Restart with increased mu
* 7 - stopped by invalid (i.e. NaN or Inf) "func" values. This is a user error
* info[7]= # function evaluations
* info[8]= # jacobian evaluations
* info[9]= # number of linear systems solved, i.e. number of attempts for reducing error
*/
) {
register int i, j, ii, jj, k;
int nvis, nnz, retval;
/* The following are work arrays that are dynamically allocated by sba_str_levmar_x() */
double *jac; /* work array for storing the jacobian, max. size n*m*mnp*pnp */
double *V; /* work array for storing the V_i in the order V_1, ..., V_n, size n*pnp*pnp */
double *e; /* work array for storing the e_ij in the order e_11, ..., e_1m, ..., e_n1, ..., e_nm,
max. size n*m*mnp */
double *eb; /* work array for storing the eb_i in the order eb_1, .. eb_n size n*pnp */
double *dp; /* work array for storing the parameter vector updates db_1, ..., db_n, size n*pnp */
double *wght = /* work array for storing the weights computed from the covariance inverses, max. size n*m*mnp*mnp */
NULL;
/* Of the above arrays, jac, e, wght are sparse and
* V, eb, dp are dense. Sparse arrays are indexed through
* idxij (see below), that is with the same mechanism as the input
* measurements vector x
*/
/* submatrices sizes */
int Bsz, Vsz, esz, ebsz, covsz;
register double *ptr1, *ptr2, *ptr3, *ptr4, sum;
struct sba_crsm idxij; /* sparse matrix containing the location of x_ij in x. This is also the location
* of B_ij in jac, etc.
* This matrix can be thought as a map from a sparse set of pairs (i, j) to a continuous
* index k and it is used to efficiently lookup the memory locations where the non-zero
* blocks of a sparse matrix/vector are stored
*/
int maxCPvis, /* max. of projections across cameras & projections across points */
*rcidxs, /* work array for the indexes corresponding to the nonzero elements of a single row or
column in a sparse matrix, size max(n, m) */
*rcsubs; /* work array for the subscripts of nonzero elements in a single row or column of a
sparse matrix, size max(n, m) */
/* The following variables are needed by the LM algorithm */
register int itno; /* iteration counter */
int nsolved;
/* temporary work arrays that are dynamically allocated */
double *hx, /* \hat{x}_i, max. size m*n*mnp */
*diagV, /* diagonals of V_i, size n*pnp */
*pdp; /* p + dp, size n*pnp */
register double mu, /* damping constant */
tmp; /* mainly used in matrix & vector multiplications */
double p_eL2, eb_inf, pdp_eL2; /* ||e(p)||_2, ||J^T e||_inf, ||e(p+dp)||_2 */
double p_L2, dp_L2 = DBL_MAX, dF, dL;
double tau = FABS(opts[0]), eps1 = FABS(opts[1]), eps2 = FABS(opts[2]), eps2_sq = opts[2] * opts[2],
eps3_sq = opts[3] * opts[3], eps4_sq = opts[4] * opts[4];
double init_p_eL2;
int nu = 2, nu2, stop = 0, nfev, njev = 0, nlss = 0;
int nobs, nvars;
PLS linsolver = NULL;
struct fdj_data_x_ fdj_data;
void *jac_adata;
/* Initialization */
mu = eb_inf = tmp = 0.0; /* -Wall */
/* block sizes */
Bsz = mnp * pnp;
Vsz = pnp * pnp;
esz = mnp;
ebsz = pnp;
covsz = mnp * mnp;
/* count total number of visible image points */
for (i = nvis = 0, jj = n * m; i < jj; ++i)
nvis += (vmask[i] != 0);
nobs = nvis * mnp;
nvars = n * pnp;
if (nobs < nvars) {
fprintf(stderr,
"SBA: sba_str_levmar_x() cannot solve a problem with fewer measurements [%d] than unknowns [%d]\n",
nobs, nvars);
return SBA_ERROR;
}
/* allocate & fill up the idxij structure */
sba_crsm_alloc(&idxij, n, m, nvis);
for (i = k = 0; i < n; ++i) {
idxij.rowptr[i] = k;
ii = i * m;
for (j = 0; j < m; ++j)
if (vmask[ii + j]) {
idxij.val[k] = k;
idxij.colidx[k++] = j;
}
}
idxij.rowptr[n] = nvis;
/* find the maximum number of visible image points in any single camera or coming from a single 3D point */
/* cameras */
for (i = maxCPvis = 0; i < n; ++i)
if ((k = idxij.rowptr[i + 1] - idxij.rowptr[i]) > maxCPvis)
maxCPvis = k;
/* points, note that maxCPvis is not reinitialized! */
for (j = 0; j < m; ++j) {
for (i = ii = 0; i < n; ++i)
if (vmask[i * m + j])
++ii;
if (ii > maxCPvis)
maxCPvis = ii;
}
/* allocate work arrays */
jac = (double *)emalloc(nvis * Bsz * sizeof(double));
V = (double *)emalloc(n * Vsz * sizeof(double));
e = (double *)emalloc(nobs * sizeof(double));
eb = (double *)emalloc(nvars * sizeof(double));
dp = (double *)emalloc(nvars * sizeof(double));
rcidxs = (int *)emalloc(maxCPvis * sizeof(int));
rcsubs = (int *)emalloc(maxCPvis * sizeof(int));
#ifndef SBA_DESTROY_COVS
if (covx != NULL)
wght = (double *)emalloc(nvis * covsz * sizeof(double));
#else
if (covx != NULL)
wght = covx;
#endif /* SBA_DESTROY_COVS */
hx = (double *)emalloc(nobs * sizeof(double));
diagV = (double *)emalloc(nvars * sizeof(double));
pdp = (double *)emalloc(nvars * sizeof(double));
/* if no jacobian function is supplied, prepare to compute jacobian with finite difference */
if (!fjac) {
fdj_data.func = func;
fdj_data.cnp = 0;
fdj_data.pnp = pnp;
fdj_data.mnp = mnp;
fdj_data.hx = hx;
fdj_data.hxx = (double *)emalloc(nobs * sizeof(double));
fdj_data.func_rcidxs = (int *)emalloc(2 * maxCPvis * sizeof(int));
fdj_data.func_rcsubs = fdj_data.func_rcidxs + maxCPvis;
fdj_data.adata = adata;
fjac = sba_fdjac_x;
jac_adata = (void *)&fdj_data;
} else {
fdj_data.hxx = NULL;
jac_adata = adata;
}
if (itmax == 0) { /* verify jacobian */
sba_str_chkjac_x(func, fjac, p, &idxij, rcidxs, rcsubs, ncon, pnp, mnp, adata, jac_adata);
retval = 0;
goto freemem_and_return;
}
/* covariances Sigma_x_ij are accommodated by computing the Cholesky decompositions of their
* inverses and using the resulting matrices w_x_ij to weigh B_ij and e_ij as
* w_x_ij*B_ij and w_x_ij*e_ij. In this way, auxiliary variables as V_i=\sum_j B_ij^T B_ij
* actually become \sum_j (w_x_ij B_ij)^T w_x_ij B_ij= \sum_j B_ij^T w_x_ij^T w_x_ij B_ij =
* B_ij^T Sigma_x_ij^-1 B_ij
*
* eb_i are weighted in a similar manner
*/
if (covx != NULL) {
for (i = 0; i < n; ++i) {
nnz = sba_crsm_row_elmidxs(&idxij, i, rcidxs, rcsubs); /* find nonzero x_ij, j=0...m-1 */
for (j = 0; j < nnz; ++j) {
/* set ptr1, ptr2 to point to cov_x_ij, w_x_ij resp. */
ptr1 = covx + (k = idxij.val[rcidxs[j]] * covsz);
ptr2 = wght + k;
if (!sba_mat_cholinv(ptr1, ptr2, mnp)) { /* compute w_x_ij s.t. w_x_ij^T w_x_ij = cov_x_ij^-1 */
fprintf(stderr, "SBA: invalid covariance matrix for x_ij (i=%d, j=%d) in sba_motstr_levmar_x()\n",
i, rcsubs[j]);
retval = SBA_ERROR;
goto freemem_and_return;
}
}
}
sba_mat_cholinv(NULL, NULL, 0); /* cleanup */
}
/* compute the error vectors e_ij in hx */
(*func)(p, &idxij, rcidxs, rcsubs, hx, adata);
nfev = 1;
/* ### compute e=x - f(p) [e=w*(x - f(p)] and its L2 norm */
if (covx == NULL)
p_eL2 = nrmL2xmy(e, x, hx, nobs); /* e=x-hx, p_eL2=||e|| */
else
p_eL2 = nrmCxmy(e, x, hx, wght, mnp, nvis); /* e=wght*(x-hx), p_eL2=||e||=||x-hx||_Sigma^-1 */
if (verbose)
printf("initial str-SBA error %g [%g]\n", p_eL2, p_eL2 / nvis);
init_p_eL2 = p_eL2;
if (!SBA_FINITE(p_eL2))
stop = 7;
for (itno = 0; itno < itmax && !stop; ++itno) {
/* Note that p, e and ||e||_2 have been updated at the previous iteration */
/* compute derivative submatrices B_ij */
(*fjac)(p, &idxij, rcidxs, rcsubs, jac, jac_adata);
++njev;
if (covx != NULL) {
/* compute w_x_ij B_ij.
* Since w_x_ij is upper triangular, the products can be safely saved
* directly in B_ij, without the need for intermediate storage
*/
for (i = 0; i < nvis; ++i) {
/* set ptr1, ptr2 to point to w_x_ij, B_ij, resp. */
ptr1 = wght + i * covsz;
ptr2 = jac + i * Bsz;
/* w_x_ij is mnp x mnp, B_ij is mnp x pnp */
for (ii = 0; ii < mnp; ++ii)
for (jj = 0; jj < pnp; ++jj) {
for (k = ii, sum = 0.0; k < mnp; ++k) // k>=ii since w_x_ij is upper triangular
sum += ptr1[ii * mnp + k] * ptr2[k * pnp + jj];
ptr2[ii * pnp + jj] = sum;
}
}
}
/* compute V_i = \sum_j B_ij^T B_ij */ // \Sigma here!
/* V_i is symmetric, therefore its computation can be sped up by
* computing only the upper part and then reusing it for the lower one.
* Recall that B_ij is mnp x pnp
*/
/* Also compute eb_i = \sum_j B_ij^T e_ij */ // \Sigma here!
/* Recall that e_ij is mnp x 1
*/
_dblzero(V, n * Vsz); /* clear all V_i */
_dblzero(eb, n * ebsz); /* clear all eb_i */
for (i = ncon; i < n; ++i) {
ptr1 = V + i * Vsz; // set ptr1 to point to V_i
ptr2 = eb + i * ebsz; // set ptr2 to point to eb_i
nnz = sba_crsm_row_elmidxs(&idxij, i, rcidxs, rcsubs); /* find nonzero B_ij, j=0...m-1 */
for (j = 0; j < nnz; ++j) {
/* set ptr3 to point to B_ij, actual column number in rcsubs[j] */
ptr3 = jac + idxij.val[rcidxs[j]] * Bsz;
/* compute the UPPER TRIANGULAR PART of B_ij^T B_ij and add it to V_i */
for (ii = 0; ii < pnp; ++ii) {
for (jj = ii; jj < pnp; ++jj) {
for (k = 0, sum = 0.0; k < mnp; ++k)
sum += ptr3[k * pnp + ii] * ptr3[k * pnp + jj];
ptr1[ii * pnp + jj] += sum;
}
/* copy the LOWER TRIANGULAR PART of V_i from the upper one */
for (jj = 0; jj < ii; ++jj)
ptr1[ii * pnp + jj] = ptr1[jj * pnp + ii];
}
ptr4 = e + idxij.val[rcidxs[j]] * esz; /* set ptr4 to point to e_ij */
/* compute B_ij^T e_ij and add it to eb_i */
for (ii = 0; ii < pnp; ++ii) {
for (jj = 0, sum = 0.0; jj < mnp; ++jj)
sum += ptr3[jj * pnp + ii] * ptr4[jj];
ptr2[ii] += sum;
}
}
}
/* Compute ||J^T e||_inf and ||p||^2 */
for (i = 0, p_L2 = eb_inf = 0.0; i < nvars; ++i) {
if (eb_inf < (tmp = FABS(eb[i])))
eb_inf = tmp;
p_L2 += p[i] * p[i];
}
// p_L2=sqrt(p_L2);
/* save diagonal entries so that augmentation can be later canceled.
* Diagonal entries are in V_i
*/
for (i = ncon; i < n; ++i) {
ptr1 = V + i * Vsz; // set ptr1 to point to V_i
ptr2 = diagV + i * pnp; // set ptr2 to point to diagV_i
for (j = 0; j < pnp; ++j)
ptr2[j] = ptr1[j * pnp + j];
}
/*
if(!(itno%100)){
printf("Current estimate: ");
for(i=0; i<nvars; ++i)
printf("%.9g ", p[i]);
printf("-- errors %.9g %0.9g\n", eb_inf, p_eL2);
}
*/
/* check for convergence */
if ((eb_inf <= eps1)) {
dp_L2 = 0.0; /* no increment for p in this case */
stop = 1;
break;
}
/* compute initial damping factor */
if (itno == 0) {
for (i = ncon * pnp, tmp = DBL_MIN; i < nvars; ++i)
if (diagV[i] > tmp)
tmp = diagV[i]; /* find max diagonal element */
mu = tau * tmp;
}
/* determine increment using adaptive damping */
while (1) {
/* augment V */
for (i = ncon; i < n; ++i) {
ptr1 = V + i * Vsz; // set ptr1 to point to V_i
for (j = 0; j < pnp; ++j)
ptr1[j * pnp + j] += mu;
}
/* solve the linear systems V*_i db_i = eb_i to compute the db_i */
_dblzero(dp, ncon * pnp); /* no change for the first ncon point params */
for (i = nsolved = ncon; i < n; ++i) {
ptr1 = V + i * Vsz; // set ptr1 to point to V_i
ptr2 = eb + i * ebsz; // set ptr2 to point to eb_i
ptr3 = dp + i * pnp; // set ptr3 to point to db_i
// nsolved+=sba_Axb_LU(ptr1, ptr2, ptr3, pnp, 0); linsolver=sba_Axb_LU;
nsolved += sba_Axb_Chol(ptr1, ptr2, ptr3, pnp, 0);
linsolver = sba_Axb_Chol;
// nsolved+=sba_Axb_BK(ptr1, ptr2, ptr3, pnp, 0); linsolver=sba_Axb_BK;
// nsolved+=sba_Axb_QRnoQ(ptr1, ptr2, ptr3, pnp, 0); linsolver=sba_Axb_QRnoQ;
// nsolved+=sba_Axb_QR(ptr1, ptr2, ptr3, pnp, 0); linsolver=sba_Axb_QR;
// nsolved+=sba_Axb_SVD(ptr1, ptr2, ptr3, pnp, 0); linsolver=sba_Axb_SVD;
// nsolved+=(sba_Axb_CG(ptr1, ptr2, ptr3, pnp, (3*pnp)/2, 1E-10, SBA_CG_JACOBI, 0) > 0);
// linsolver=(PLS)sba_Axb_CG;
++nlss;
}
if (nsolved == n) {
/* parameter vector updates are now in dp */
/* compute p's new estimate and ||dp||^2 */
for (i = 0, dp_L2 = 0.0; i < nvars; ++i) {
pdp[i] = p[i] + (tmp = dp[i]);
dp_L2 += tmp * tmp;
}
// dp_L2=sqrt(dp_L2);
if (dp_L2 <= eps2_sq * p_L2) { /* relative change in p is small, stop */
// if(dp_L2<=eps2*(p_L2 + eps2)){ /* relative change in p is small, stop */
stop = 2;
break;
}
if (dp_L2 >= (p_L2 + eps2) / SBA_EPSILON_SQ) { /* almost singular */
// if(dp_L2>=(p_L2+eps2)/SBA_EPSILON){ /* almost singular */
fprintf(stderr, "SBA: the matrix of the augmented normal equations is almost singular in "
"sba_motstr_levmar_x(),\n"
" minimization should be restarted from the current solution with an increased "
"damping term\n");
retval = SBA_ERROR;
goto freemem_and_return;
}
(*func)(pdp, &idxij, rcidxs, rcsubs, hx, adata);
++nfev; /* evaluate function at p + dp */
if (verbose > 1)
printf("mean reprojection error %g\n", sba_mean_repr_error(n, mnp, x, hx, &idxij, rcidxs, rcsubs));
/* ### compute ||e(pdp)||_2 */
if (covx == NULL)
pdp_eL2 = nrmL2xmy(hx, x, hx, nobs); /* hx=x-hx, pdp_eL2=||hx|| */
else
pdp_eL2 = nrmCxmy(hx, x, hx, wght, mnp, nvis); /* hx=wght*(x-hx), pdp_eL2=||hx|| */
if (!SBA_FINITE(pdp_eL2)) {
if (verbose) /* identify the offending point projection */
sba_print_inf(hx, m, mnp, &idxij, rcidxs, rcsubs);
stop = 7;
break;
}
for (i = 0, dL = 0.0; i < nvars; ++i)
dL += dp[i] * (mu * dp[i] + eb[i]);
dF = p_eL2 - pdp_eL2;
if (verbose > 1)
printf("\ndamping term %8g, gain ratio %8g, errors %8g / %8g = %g\n", mu,
dL != 0.0 ? dF / dL : dF / DBL_EPSILON, p_eL2 / nvis, pdp_eL2 / nvis, p_eL2 / pdp_eL2);
if (dL > 0.0 && dF > 0.0) { /* reduction in error, increment is accepted */
tmp = (2.0 * dF / dL - 1.0);
tmp = 1.0 - tmp * tmp * tmp;
mu = mu * ((tmp >= SBA_ONE_THIRD) ? tmp : SBA_ONE_THIRD);
nu = 2;
/* the test below is equivalent to the relative reduction of the RMS reprojection error:
* sqrt(p_eL2)-sqrt(pdp_eL2)<eps4*sqrt(p_eL2) */
if (pdp_eL2 - 2.0 * sqrt(p_eL2 * pdp_eL2) < (eps4_sq - 1.0) * p_eL2)
stop = 4;
for (i = 0; i < nvars; ++i) /* update p's estimate */
p[i] = pdp[i];
for (i = 0; i < nobs; ++i) /* update e and ||e||_2 */
e[i] = hx[i];
p_eL2 = pdp_eL2;
break;
}
} /* nsolved==n */
/* if this point is reached, either at least one linear system could not be solved or
* the error did not reduce; in any case, the increment must be rejected
*/
mu *= nu;
nu2 = nu << 1; // 2*nu;
if (nu2 <= nu) { /* nu has wrapped around (overflown) */
fprintf(stderr, "SBA: too many failed attempts to increase the damping factor in sba_str_levmar_x()! "
"Singular Hessian matrix?\n");
// exit(1);
stop = 6;
break;
}
nu = nu2;
#if 0
/* restore V diagonal entries */
for(i=ncon; i<n; ++i){
ptr1=V + i*Vsz; // set ptr1 to point to V_i
ptr2=diagV + i*pnp; // set ptr2 to point to diagV_i
for(j=0; j<pnp; ++j)
ptr1[j*pnp+j]=ptr2[j];
}
#endif
} /* inner while loop */
if (p_eL2 <= eps3_sq)
stop = 5; // error is small, force termination of outer loop
}
if (itno >= itmax)
stop = 3;
/* restore V diagonal entries */
for (i = ncon; i < n; ++i) {
ptr1 = V + i * Vsz; // set ptr1 to point to V_i
ptr2 = diagV + i * pnp; // set ptr2 to point to diagV_i
for (j = 0; j < pnp; ++j)
ptr1[j * pnp + j] = ptr2[j];
}
if (info) {
info[0] = init_p_eL2;
info[1] = p_eL2;
info[2] = eb_inf;
info[3] = dp_L2;
for (i = ncon; i < n; ++i) {
ptr1 = V + i * Vsz; // set ptr1 to point to V_i
for (j = 0; j < pnp; ++j)
if (tmp < ptr1[j * pnp + j])
tmp = ptr1[j * pnp + j];
}
info[4] = mu / tmp;
info[5] = itno;
info[6] = stop;
info[7] = nfev;
info[8] = njev;
info[9] = nlss;
}
// sba_print_sol(n, m, p, 0, pnp, x, mnp, &idxij, rcidxs, rcsubs);
retval = (stop != 7) ? itno : SBA_ERROR;
freemem_and_return: /* NOTE: this point is also reached via a goto! */
/* free whatever was allocated */
free(jac);
free(V);
free(e);
free(eb);
free(dp);
free(rcidxs);
free(rcsubs);
#ifndef SBA_DESTROY_COVS
if (wght)
free(wght);
#else
/* nothing to do */
#endif /* SBA_DESTROY_COVS */
free(hx);
free(diagV);
free(pdp);
if (fdj_data.hxx) { // cleanup
free(fdj_data.hxx);
free(fdj_data.func_rcidxs);
}
sba_crsm_free(&idxij);
/* free the memory allocated by the linear solver routine */
if (linsolver)
(*linsolver)(NULL, NULL, NULL, 0, 0);
return retval;
}
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