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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
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// http://code.google.com/p/ceres-solver/
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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// Author: keir@google.com (Keir Mierle)
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// The ProgramEvaluator runs the cost functions contained in each residual block
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// and stores the result into a jacobian. The particular type of jacobian is
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// abstracted out using two template parameters:
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// - An "EvaluatePreparer" that is responsible for creating the array with
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// pointers to the jacobian blocks where the cost function evaluates to.
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// - A "JacobianWriter" that is responsible for storing the resulting
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// jacobian blocks in the passed sparse matrix.
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// This abstraction affords an efficient evaluator implementation while still
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// supporting writing to multiple sparse matrix formats. For example, when the
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// ProgramEvaluator is parameterized for writing to block sparse matrices, the
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// residual jacobians are written directly into their final position in the
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// block sparse matrix by the user's CostFunction; there is no copying.
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// The evaluation is threaded with OpenMP.
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// The EvaluatePreparer and JacobianWriter interfaces are as follows:
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// class EvaluatePreparer {
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// // Prepare the jacobians array for use as the destination of a call to
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// // a cost function's evaluate method.
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// void Prepare(const ResidualBlock* residual_block,
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// int residual_block_index,
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// SparseMatrix* jacobian,
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// double** jacobians);
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// class JacobianWriter {
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// // Create a jacobian that this writer can write. Same as
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// // Evaluator::CreateJacobian.
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// SparseMatrix* CreateJacobian() const;
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// // Create num_threads evaluate preparers. Caller owns result which must
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// // be freed with delete[]. Resulting preparers are valid while *this is.
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// EvaluatePreparer* CreateEvaluatePreparers(int num_threads);
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// // Write the block jacobians from a residual block evaluation to the
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// // larger sparse jacobian.
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// void Write(int residual_id,
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// int residual_offset,
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// double** jacobians,
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// SparseMatrix* jacobian);
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// Note: The ProgramEvaluator is not thread safe, since internally it maintains
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// some per-thread scratch space.
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#ifndef CERES_INTERNAL_PROGRAM_EVALUATOR_H_
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#define CERES_INTERNAL_PROGRAM_EVALUATOR_H_
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#ifdef CERES_USE_OPENMP
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#include "ceres/parameter_block.h"
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#include "ceres/program.h"
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#include "ceres/residual_block.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/internal/scoped_ptr.h"
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template<typename EvaluatePreparer, typename JacobianWriter>
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class ProgramEvaluator : public Evaluator {
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ProgramEvaluator(const Evaluator::Options &options, Program* program)
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jacobian_writer_(options, program),
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jacobian_writer_.CreateEvaluatePreparers(options.num_threads)) {
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#ifndef CERES_USE_OPENMP
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CHECK_EQ(1, options_.num_threads)
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<< "OpenMP support is not compiled into this binary; "
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<< "only options.num_threads=1 is supported.";
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BuildResidualLayout(*program, &residual_layout_);
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evaluate_scratch_.reset(CreateEvaluatorScratch(*program,
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options.num_threads));
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// Implementation of Evaluator interface.
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SparseMatrix* CreateJacobian() const {
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return jacobian_writer_.CreateJacobian();
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bool Evaluate(const double* state,
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SparseMatrix* jacobian) {
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// The parameters are stateful, so set the state before evaluating.
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if (!program_->StateVectorToParameterBlocks(state)) {
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if (residuals != NULL) {
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VectorRef(residuals, program_->NumResiduals()).setZero();
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if (jacobian != NULL) {
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// Each thread gets it's own cost and evaluate scratch space.
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for (int i = 0; i < options_.num_threads; ++i) {
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evaluate_scratch_[i].cost = 0.0;
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// This bool is used to disable the loop if an error is encountered
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// without breaking out of it. The remaining loop iterations are still run,
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// but with an empty body, and so will finish quickly.
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int num_residual_blocks = program_->NumResidualBlocks();
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#pragma omp parallel for num_threads(options_.num_threads)
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for (int i = 0; i < num_residual_blocks; ++i) {
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// Disable the loop instead of breaking, as required by OpenMP.
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#pragma omp flush(abort)
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#ifdef CERES_USE_OPENMP
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int thread_id = omp_get_thread_num();
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EvaluatePreparer* preparer = &evaluate_preparers_[thread_id];
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EvaluateScratch* scratch = &evaluate_scratch_[thread_id];
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// Prepare block residuals if requested.
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const ResidualBlock* residual_block = program_->residual_blocks()[i];
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double* block_residuals = NULL;
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if (residuals != NULL) {
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block_residuals = residuals + residual_layout_[i];
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} else if (gradient != NULL) {
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block_residuals = scratch->residual_block_residuals.get();
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// Prepare block jacobians if requested.
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double** block_jacobians = NULL;
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if (jacobian != NULL || gradient != NULL) {
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preparer->Prepare(residual_block,
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scratch->jacobian_block_ptrs.get());
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block_jacobians = scratch->jacobian_block_ptrs.get();
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// Evaluate the cost, residuals, and jacobians.
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if (!residual_block->Evaluate(
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scratch->residual_block_evaluate_scratch.get())) {
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// This ensures that the OpenMP threads have a consistent view of 'abort'. Do
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// the flush inside the failure case so that there is usually only one
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// synchronization point per loop iteration instead of two.
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#pragma omp flush(abort)
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scratch->cost += block_cost;
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// Store the jacobians, if they were requested.
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if (jacobian != NULL) {
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jacobian_writer_.Write(i,
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// Compute and store the gradient, if it was requested.
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if (gradient != NULL) {
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int num_residuals = residual_block->NumResiduals();
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int num_parameter_blocks = residual_block->NumParameterBlocks();
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for (int j = 0; j < num_parameter_blocks; ++j) {
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const ParameterBlock* parameter_block =
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residual_block->parameter_blocks()[j];
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if (parameter_block->IsConstant()) {
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MatrixRef block_jacobian(block_jacobians[j],
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parameter_block->LocalSize());
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VectorRef block_gradient(scratch->gradient.get() +
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parameter_block->delta_offset(),
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parameter_block->LocalSize());
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VectorRef block_residual(block_residuals, num_residuals);
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block_gradient += block_residual.transpose() * block_jacobian;
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// Sum the cost and gradient (if requested) from each thread.
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int num_parameters = program_->NumEffectiveParameters();
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if (gradient != NULL) {
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VectorRef(gradient, num_parameters).setZero();
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for (int i = 0; i < options_.num_threads; ++i) {
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(*cost) += evaluate_scratch_[i].cost;
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if (gradient != NULL) {
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VectorRef(gradient, num_parameters) +=
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VectorRef(evaluate_scratch_[i].gradient.get(), num_parameters);
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bool Plus(const double* state,
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double* state_plus_delta) const {
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return program_->Plus(state, delta, state_plus_delta);
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int NumParameters() const {
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return program_->NumParameters();
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int NumEffectiveParameters() const {
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return program_->NumEffectiveParameters();
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int NumResiduals() const {
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return program_->NumResiduals();
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// Per-thread scratch space needed to evaluate and store each residual block.
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struct EvaluateScratch {
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void Init(int max_parameters_per_residual_block,
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int max_scratch_doubles_needed_for_evaluate,
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int max_residuals_per_residual_block,
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int num_parameters) {
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residual_block_evaluate_scratch.reset(
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new double[max_scratch_doubles_needed_for_evaluate]);
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gradient.reset(new double[num_parameters]);
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VectorRef(gradient.get(), num_parameters).setZero();
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residual_block_residuals.reset(
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new double[max_residuals_per_residual_block]);
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jacobian_block_ptrs.reset(
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new double*[max_parameters_per_residual_block]);
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scoped_array<double> residual_block_evaluate_scratch;
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// The gradient in the local parameterization.
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scoped_array<double> gradient;
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// Enough space to store the residual for the largest residual block.
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scoped_array<double> residual_block_residuals;
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scoped_array<double*> jacobian_block_ptrs;
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static void BuildResidualLayout(const Program& program,
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vector<int>* residual_layout) {
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const vector<ResidualBlock*>& residual_blocks = program.residual_blocks();
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residual_layout->resize(program.NumResidualBlocks());
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int residual_pos = 0;
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for (int i = 0; i < residual_blocks.size(); ++i) {
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const int num_residuals = residual_blocks[i]->NumResiduals();
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(*residual_layout)[i] = residual_pos;
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residual_pos += num_residuals;
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// Create scratch space for each thread evaluating the program.
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static EvaluateScratch* CreateEvaluatorScratch(const Program& program,
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int max_parameters_per_residual_block =
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program.MaxParametersPerResidualBlock();
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int max_scratch_doubles_needed_for_evaluate =
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program.MaxScratchDoublesNeededForEvaluate();
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int max_residuals_per_residual_block =
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program.MaxResidualsPerResidualBlock();
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int num_parameters = program.NumEffectiveParameters();
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EvaluateScratch* evaluate_scratch = new EvaluateScratch[num_threads];
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for (int i = 0; i < num_threads; i++) {
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evaluate_scratch[i].Init(max_parameters_per_residual_block,
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max_scratch_doubles_needed_for_evaluate,
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max_residuals_per_residual_block,
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return evaluate_scratch;
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Evaluator::Options options_;
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JacobianWriter jacobian_writer_;
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scoped_array<EvaluatePreparer> evaluate_preparers_;
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scoped_array<EvaluateScratch> evaluate_scratch_;
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vector<int> residual_layout_;
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} // namespace internal
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#endif // CERES_INTERNAL_PROGRAM_EVALUATOR_H_