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Bundle.cc
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// Copyright 2008 Isis Innovation Limited
#include "Bundle.h"
#include "MEstimator.h"
#include <TooN/helpers.h>
#include <TooN/Cholesky.h>
#include <fstream>
#include <iomanip>
#include <gvars3/instances.h>
using namespace GVars3;
using namespace std;
#ifdef WIN32
inline bool isnan(double d) {return !(d==d);}
#endif
#define cout if(*mgvnBundleCout) cout
// Some inlines which replace standard matrix multiplications
// with LL-triangle-only versions.
inline void BundleTriangle_UpdateM6U_LL(Matrix<6> &m6U, Matrix<2,6> &m26A)
{
for(int r=0; r<6; r++)
for(int c=0; c<=r; c++)
m6U(r,c)+= m26A.T()(r,0)*m26A(0,c) + m26A.T()(r,1)*m26A(1,c);
}
inline void BundleTriangle_UpdateM3V_LL(Matrix<3> &m3V, Matrix<2,3> &m23B)
{
for(int r=0; r<3; r++)
for(int c=0; c<=r; c++)
m3V(r,c)+= m23B.T()(r,0)*m23B(0,c) + m23B.T()(r,1)*m23B(1,c);
}
// Constructor copies MapMaker's camera parameters
Bundle::Bundle(const ATANCamera &TCam)
: mCamera(TCam)
{
mnCamsToUpdate = 0;
mnStartRow = 0;
GV3::Register(mgvnMaxIterations, "Bundle.MaxIterations", 20, SILENT);
GV3::Register(mgvdUpdateConvergenceLimit, "Bundle.UpdateSquaredConvergenceLimit", 1e-06, SILENT);
GV3::Register(mgvnBundleCout, "Bundle.Cout", 0, SILENT);
};
// Add a camera to the system, return value is the bundle adjuster's ID for the camera
int Bundle::AddCamera(SE3<> se3CamFromWorld, bool bFixed)
{
int n = mvCameras.size();
Camera c;
c.bFixed = bFixed;
c.se3CfW = se3CamFromWorld;
if(!bFixed)
{
c.nStartRow = mnStartRow;
mnStartRow += 6;
mnCamsToUpdate++;
}
else
c.nStartRow = -999999999;
mvCameras.push_back(c);
return n;
}
// Add a map point to the system, return value is the bundle adjuster's ID for the point
int Bundle::AddPoint(Vector<3> v3Pos)
{
int n = mvPoints.size();
Point p;
if(isnan(v3Pos * v3Pos))
{
cerr << " You sucker, tried to give me a nan " << v3Pos << endl;
v3Pos = Zeros;
}
p.v3Pos = v3Pos;
mvPoints.push_back(p);
return n;
}
// Add a measurement of one point with one camera
void Bundle::AddMeas(int nCam, int nPoint, Vector<2> v2Pos, double dSigmaSquared)
{
assert(nCam < (int) mvCameras.size());
assert(nPoint < (int) mvPoints.size());
mvPoints[nPoint].nMeasurements++;
mvPoints[nPoint].sCameras.insert(nCam);
Meas m;
m.p = nPoint;
m.c = nCam;
m.v2Found = v2Pos;
m.dSqrtInvNoise = sqrt(1.0 / dSigmaSquared);
mMeasList.push_back(m);
}
// Zero temporary quantities stored in cameras and points
void Bundle::ClearAccumulators()
{
for(size_t i=0; i<mvPoints.size(); ++i)
{
mvPoints[i].m3V = Zeros;
mvPoints[i].v3EpsilonB = Zeros;
}
for(size_t i=0; i<mvCameras.size(); ++i)
{
mvCameras[i].m6U = Zeros;
mvCameras[i].v6EpsilonA = Zeros;
}
}
// Perform bundle adjustment. The parameter points to a signal bool
// which mapmaker will set to high if another keyframe is incoming
// and bundle adjustment needs to be aborted.
// Returns number of accepted iterations if all good, negative
// value for big error.
int Bundle::Compute(bool *pbAbortSignal)
{
mpbAbortSignal = pbAbortSignal;
// Some speedup data structures
GenerateMeasLUTs();
GenerateOffDiagScripts();
// Initially behave like gauss-newton
mdLambda = 0.0001;
mdLambdaFactor = 2.0;
mbConverged = false;
mbHitMaxIterations = false;
mnCounter = 0;
mnAccepted = 0;
// What MEstimator are we using today?
static gvar3<string> gvsMEstimator("BundleMEstimator", "Tukey", SILENT);
while(!mbConverged && !mbHitMaxIterations && !*pbAbortSignal)
{
bool bNoError;
if(*gvsMEstimator == "Cauchy")
bNoError = Do_LM_Step<Cauchy>(pbAbortSignal);
else if(*gvsMEstimator == "Tukey")
bNoError = Do_LM_Step<Tukey>(pbAbortSignal);
else if(*gvsMEstimator == "Huber")
bNoError = Do_LM_Step<Huber>(pbAbortSignal);
else
{
cout << "Invalid BundleMEstimator selected !! " << endl;
cout << "Defaulting to Tukey." << endl;
*gvsMEstimator = "Tukey";
bNoError = Do_LM_Step<Tukey>(pbAbortSignal);
};
if(!bNoError)
return -1;
}
if(mbHitMaxIterations)
cout << " Hit max iterations." << endl;
cout << "Final Sigma Squared: " << mdSigmaSquared << " (= " << sqrt(mdSigmaSquared) / 4.685 << " pixels.)" << endl;
return mnAccepted;
};
// Reproject a single measurement, find error
inline void Bundle::ProjectAndFindSquaredError(Meas &meas)
{
Camera &cam = mvCameras[meas.c];
Point &point = mvPoints[meas.p];
// Project the point.
meas.v3Cam = cam.se3CfW * point.v3Pos;
if(meas.v3Cam[2] <= 0)
{
meas.bBad = true;
return;
}
meas.bBad = false;
Vector<2> v2ImPlane = project(meas.v3Cam);
Vector<2> v2Image = mCamera.Project(v2ImPlane);
meas.m2CamDerivs = mCamera.GetProjectionDerivs();
meas.v2Epsilon = meas.dSqrtInvNoise * (meas.v2Found - v2Image);
meas.dErrorSquared = meas.v2Epsilon * meas.v2Epsilon;
}
template<class MEstimator>
bool Bundle::Do_LM_Step(bool *pbAbortSignal)
{
// Reset all accumulators to zero
ClearAccumulators();
// Do a LM step according to Hartley and Zisserman Algo A6.4 in MVG 2nd Edition
// Actual work starts a bit further down - first we have to work out the
// projections and errors for each point, so we can do tukey reweighting
vector<double> vdErrorSquared;
for(list<Meas>::iterator itr = mMeasList.begin(); itr!=mMeasList.end(); itr++)
{
Meas &meas = *itr;
ProjectAndFindSquaredError(meas);
if(!meas.bBad)
vdErrorSquared.push_back(meas.dErrorSquared);
};
// Projected all points and got vector of errors; find the median,
// And work out robust estimate of sigma, then scale this for the tukey
// estimator
mdSigmaSquared = MEstimator::FindSigmaSquared(vdErrorSquared);
// Initially the median error might be very small - set a minimum
// value so that good measurements don't get erased!
static gvar3<double> gvdMinSigma("Bundle.MinTukeySigma", 0.4, SILENT);
const double dMinSigmaSquared = *gvdMinSigma * *gvdMinSigma;
if(mdSigmaSquared < dMinSigmaSquared)
mdSigmaSquared = dMinSigmaSquared;
// OK - good to go! weights can now be calced on second run through the loop.
// Back to Hartley and Zisserman....
// `` (i) Compute the derivative matrices Aij = [dxij/daj]
// and Bij = [dxij/dbi] and the error vectors eij''
//
// Here we do this by looping over all measurements
//
// While we're here, might as well update the accumulators U, ea, B, eb
// from part (ii) as well, and let's calculate Wij while we're here as well.
double dCurrentError = 0.0;
for(list<Meas>::iterator itr = mMeasList.begin(); itr!=mMeasList.end(); itr++)
{
Meas &meas = *itr;
Camera &cam = mvCameras[meas.c];
Point &point = mvPoints[meas.p];
// Project the point.
// We've done this before - results are still cached in meas.
if(meas.bBad)
{
dCurrentError += 1.0;
continue;
};
// What to do with the weights? The easiest option is to independently weight
// The two jacobians, A and B, with sqrt of the tukey weight w;
// And also weight the error vector v2Epsilon.
// That makes everything else automatic.
// Calc the square root of the tukey weight:
double dWeight= MEstimator::SquareRootWeight(meas.dErrorSquared, mdSigmaSquared);
// Re-weight error:
meas.v2Epsilon = dWeight * meas.v2Epsilon;
if(dWeight == 0)
{
meas.bBad = true;
dCurrentError += 1.0;
continue;
}
dCurrentError += MEstimator::ObjectiveScore(meas.dErrorSquared, mdSigmaSquared);
// To re-weight the jacobians, I'll just re-weight the camera param matrix
// This is only used for the jacs and will save a few fmuls
Matrix<2> m2CamDerivs = dWeight * meas.m2CamDerivs;
const double dOneOverCameraZ = 1.0 / meas.v3Cam[2];
const Vector<4> v4Cam = unproject(meas.v3Cam);
// Calculate A: (the proj derivs WRT the camera)
if(cam.bFixed)
meas.m26A = Zeros;
else
{
for(int m=0;m<6;m++)
{
const Vector<4> v4Motion = SE3<>::generator_field(m, v4Cam);
Vector<2> v2CamFrameMotion;
v2CamFrameMotion[0] = (v4Motion[0] - v4Cam[0] * v4Motion[2] * dOneOverCameraZ) * dOneOverCameraZ;
v2CamFrameMotion[1] = (v4Motion[1] - v4Cam[1] * v4Motion[2] * dOneOverCameraZ) * dOneOverCameraZ;
meas.m26A.T()[m] = meas.dSqrtInvNoise * m2CamDerivs * v2CamFrameMotion;
};
}
// Calculate B: (the proj derivs WRT the point)
for(int m=0;m<3;m++)
{
const Vector<3> v3Motion = cam.se3CfW.get_rotation().get_matrix().T()[m];
Vector<2> v2CamFrameMotion;
v2CamFrameMotion[0] = (v3Motion[0] - v4Cam[0] * v3Motion[2] * dOneOverCameraZ) * dOneOverCameraZ;
v2CamFrameMotion[1] = (v3Motion[1] - v4Cam[1] * v3Motion[2] * dOneOverCameraZ) * dOneOverCameraZ;
meas.m23B.T()[m] = meas.dSqrtInvNoise * m2CamDerivs * v2CamFrameMotion;
};
// Update the accumulators
if(!cam.bFixed)
{
// cam.m6U += meas.m26A.T() * meas.m26A; // SLOW SLOW this matrix is symmetric
BundleTriangle_UpdateM6U_LL(cam.m6U, meas.m26A);
cam.v6EpsilonA += meas.m26A.T() * meas.v2Epsilon;
// NOISE COVAR OMITTED because it's the 2-Identity
}
// point.m3V += meas.m23B.T() * meas.m23B; // SLOW-ish this is symmetric too
BundleTriangle_UpdateM3V_LL(point.m3V, meas.m23B);
point.v3EpsilonB += meas.m23B.T() * meas.v2Epsilon;
if(cam.bFixed)
meas.m63W = Zeros;
else
meas.m63W = meas.m26A.T() * meas.m23B;
}
// OK, done (i) and most of (ii) except calcing Yij; this depends on Vi, which should
// be finished now. So we can find V*i (by adding lambda) and then invert.
// The next bits depend on mdLambda! So loop this next bit until error goes down.
double dNewError = dCurrentError + 9999;
while(dNewError > dCurrentError && !mbConverged && !mbHitMaxIterations && !*pbAbortSignal)
{
// Rest of part (ii) : find V*i inverse
for(vector<Point>::iterator itr = mvPoints.begin(); itr!=mvPoints.end(); itr++)
{
Point &point = *itr;
Matrix<3> m3VStar = point.m3V;
if(m3VStar[0][0] * m3VStar[1][1] * m3VStar[2][2] == 0)
point.m3VStarInv = Zeros;
else
{
// Fill in the upper-r triangle from the LL;
m3VStar[0][1] = m3VStar[1][0];
m3VStar[0][2] = m3VStar[2][0];
m3VStar[1][2] = m3VStar[2][1];
for(int i=0; i<3; i++)
m3VStar[i][i] *= (1.0 + mdLambda);
Cholesky<3> chol(m3VStar);
point.m3VStarInv = chol.get_inverse();
};
}
// Done part (ii), except calculating Yij;
// But we can do this inline when we calculate S in part (iii).
// Part (iii): Construct the the big block-matrix S which will be inverted.
Matrix<> mS(mnCamsToUpdate * 6, mnCamsToUpdate * 6);
mS = Zeros;
Vector<> vE(mnCamsToUpdate * 6);
vE = Zeros;
Matrix<6> m6; // Temp working space
Vector<6> v6; // Temp working space
// Calculate on-diagonal blocks of S (i.e. only one camera at a time:)
for(unsigned int j=0; j<mvCameras.size(); j++)
{
Camera &cam_j = mvCameras[j];
if(cam_j.bFixed) continue;
int nCamJStartRow = cam_j.nStartRow;
// First, do the diagonal elements.
//m6= cam_j.m6U; // can't do this anymore because cam_j.m6U is LL!!
for(int r=0; r<6; r++)
{
for(int c=0; c<r; c++)
m6[r][c] = m6[c][r] = cam_j.m6U[r][c];
m6[r][r] = cam_j.m6U[r][r];
};
for(int nn = 0; nn< 6; nn++)
m6[nn][nn] *= (1.0 + mdLambda);
v6 = cam_j.v6EpsilonA;
vector<Meas*> &vMeasLUTj = mvMeasLUTs[j];
// Sum over measurements (points):
for(unsigned int i=0; i<mvPoints.size(); i++)
{
Meas* pMeas = vMeasLUTj[i];
if(pMeas == NULL || pMeas->bBad)
continue;
m6 -= pMeas->m63W * mvPoints[i].m3VStarInv * pMeas->m63W.T(); // SLOW SLOW should by 6x6sy
v6 -= pMeas->m63W * (mvPoints[i].m3VStarInv * mvPoints[i].v3EpsilonB);
}
mS.slice(nCamJStartRow, nCamJStartRow, 6, 6) = m6;
vE.slice(nCamJStartRow,6) = v6;
}
// Now find off-diag elements of S. These are camera-point-camera combinations, of which there are lots.
// New code which doesn't waste as much time finding i-jk pairs; these are pre-stored in a per-i list.
for(unsigned int i=0; i<mvPoints.size(); i++)
{
Point &p = mvPoints[i];
int nCurrentJ = -1;
int nJRow = -1;
Meas* pMeas_ij;
Meas* pMeas_ik;
Matrix<6,3> m63_MIJW_times_m3VStarInv;
for(vector<OffDiagScriptEntry>::iterator it=p.vOffDiagonalScript.begin();
it!=p.vOffDiagonalScript.end();
it++)
{
OffDiagScriptEntry &e = *it;
pMeas_ik = mvMeasLUTs[e.k][i];
if(pMeas_ik == NULL || pMeas_ik->bBad)
continue;
if(e.j != nCurrentJ)
{
pMeas_ij = mvMeasLUTs[e.j][i];
if(pMeas_ij == NULL || pMeas_ij->bBad)
continue;
nCurrentJ = e.j;
nJRow = mvCameras[e.j].nStartRow;
m63_MIJW_times_m3VStarInv = pMeas_ij->m63W * p.m3VStarInv;
}
int nKRow = mvCameras[pMeas_ik->c].nStartRow;
#ifndef WIN32
mS.slice(nJRow, nKRow, 6, 6) -= m63_MIJW_times_m3VStarInv * pMeas_ik->m63W.T();
#else
Matrix<6> m = mS.slice(nJRow, nKRow, 6, 6);
m -= m63_MIJW_times_m3VStarInv * pMeas_ik->m63W.T();
mS.slice(nJRow, nKRow, 6, 6) = m;
#endif
assert(nKRow < nJRow);
}
}
// Did this purely LL triangle - now update the TR bit as well!
// (This is actually unneccessary since the lapack cholesky solver
// uses only one triangle, but I'm leaving it in here anyway.)
for(int i=0; i<mS.num_rows(); i++)
for(int j=0; j<i; j++)
mS[j][i] = mS[i][j];
// Got fat matrix S and vector E from part(iii). Now Cholesky-decompose
// the matrix, and find the camera update vector.
Vector<> vCamerasUpdate(mS.num_rows());
vCamerasUpdate = Cholesky<>(mS).backsub(vE);
// Part (iv): Compute the map updates
Vector<> vMapUpdates(mvPoints.size() * 3);
for(unsigned int i=0; i<mvPoints.size(); i++)
{
Vector<3> v3Sum;
v3Sum = Zeros;
for(unsigned int j=0; j<mvCameras.size(); j++)
{
Camera &cam = mvCameras[j];
if(cam.bFixed)
continue;
Meas *pMeas = mvMeasLUTs[j][i];
if(pMeas == NULL || pMeas->bBad)
continue;
v3Sum+=pMeas->m63W.T() * vCamerasUpdate.slice(cam.nStartRow,6);
}
Vector<3> v3 = mvPoints[i].v3EpsilonB - v3Sum;
vMapUpdates.slice(i * 3, 3) = mvPoints[i].m3VStarInv * v3;
if(isnan(vMapUpdates.slice(i * 3, 3) * vMapUpdates.slice(i * 3, 3)))
{
cerr << "NANNERY! " << endl;
cerr << mvPoints[i].m3VStarInv << endl;
};
}
// OK, got the two update vectors.
// First check for convergence..
// (this is a very poor convergence test)
double dSumSquaredUpdate = vCamerasUpdate * vCamerasUpdate + vMapUpdates * vMapUpdates;
if(dSumSquaredUpdate< *mgvdUpdateConvergenceLimit)
mbConverged = true;
// Now re-project everything and measure the error;
// NB we don't keep these projections, SLOW, bit of a waste.
// Temp versions of updated pose and pos:
for(unsigned int j=0; j<mvCameras.size(); j++)
{
if(mvCameras[j].bFixed)
mvCameras[j].se3CfWNew = mvCameras[j].se3CfW;
else
mvCameras[j].se3CfWNew = SE3<>::exp(vCamerasUpdate.slice(mvCameras[j].nStartRow, 6)) * mvCameras[j].se3CfW;
}
for(unsigned int i=0; i<mvPoints.size(); i++)
mvPoints[i].v3PosNew = mvPoints[i].v3Pos + vMapUpdates.slice(i*3, 3);
// Calculate new error by re-projecting, doing tukey, etc etc:
dNewError = FindNewError<MEstimator>();
cout <<setprecision(1) << "L" << mdLambda << setprecision(3) << "\tOld " << dCurrentError << " New " << dNewError << " Diff " << dCurrentError - dNewError << "\t";
// Was the step good? If not, modify lambda and try again!!
// (if it was good, will break from this loop.)
if(dNewError > dCurrentError)
{
cout << " TRY AGAIN " << endl;
ModifyLambda_BadStep();
};
mnCounter++;
if(mnCounter >= *mgvnMaxIterations)
mbHitMaxIterations = true;
} // End of while error too big loop
if(dNewError < dCurrentError) // Was the last step a good one?
{
cout << " WINNER ------------ " << endl;
// Woo! got somewhere. Update lambda and make changes permanent.
ModifyLambda_GoodStep();
for(unsigned int j=0; j<mvCameras.size(); j++)
mvCameras[j].se3CfW = mvCameras[j].se3CfWNew;
for(unsigned int i=0; i<mvPoints.size(); i++)
mvPoints[i].v3Pos = mvPoints[i].v3PosNew;
mnAccepted++;
}
// Finally, ditch all the outliers.
vector<list<Meas>::iterator> vit;
for(list<Meas>::iterator itr = mMeasList.begin(); itr!=mMeasList.end(); itr++)
if(itr->bBad)
{
vit.push_back(itr);
mvOutlierMeasurementIdx.push_back(make_pair(itr->p, itr->c));
mvPoints[itr->p].nOutliers++;
mvMeasLUTs[itr->c][itr->p] = NULL;
};
for(unsigned int i=0; i<vit.size(); i++)
mMeasList.erase(vit[i]);
cout << "Nuked " << vit.size() << " measurements." << endl;
return true;
}
// Find the new total error if cameras and points used their
// new coordinates
template<class MEstimator>
double Bundle::FindNewError()
{
ofstream ofs;
double dNewError = 0;
vector<double> vdErrorSquared;
for(list<Meas>::iterator itr = mMeasList.begin(); itr!=mMeasList.end(); itr++)
{
Meas &meas = *itr;
// Project the point.
Vector<3> v3Cam = mvCameras[meas.c].se3CfWNew * mvPoints[meas.p].v3PosNew;
if(v3Cam[2] <= 0)
{
dNewError += 1.0;
cout << ".";
continue;
};
Vector<2> v2ImPlane = project(v3Cam);
Vector<2> v2Image = mCamera.Project(v2ImPlane);
Vector<2> v2Error = meas.dSqrtInvNoise * (meas.v2Found - v2Image);
double dErrorSquared = v2Error * v2Error;
dNewError += MEstimator::ObjectiveScore(dErrorSquared, mdSigmaSquared);
}
return dNewError;
}
// Optimisation: make a bunch of tables, one per camera
// which point to measurements (if any) for each point
// This is faster than a std::map lookup.
void Bundle::GenerateMeasLUTs()
{
mvMeasLUTs.clear();
for(unsigned int nCam = 0; nCam < mvCameras.size(); nCam++)
{
mvMeasLUTs.push_back(vector<Meas*>());
mvMeasLUTs.back().resize(mvPoints.size(), NULL);
};
for(list<Meas>::iterator it = mMeasList.begin(); it!=mMeasList.end(); it++)
mvMeasLUTs[it->c][it->p] = &(*it);
}
// Optimisation: make a per-point list of all
// observation camera-camera pairs; this is then
// scanned to make the off-diagonal elements of matrix S
void Bundle::GenerateOffDiagScripts()
{
for(unsigned int i=0; i<mvPoints.size(); i++)
{
Point &p = mvPoints[i];
p.vOffDiagonalScript.clear();
for(set<int>::iterator it_j = p.sCameras.begin(); it_j!=p.sCameras.end(); it_j++)
{
int j = *it_j;
if(mvCameras[j].bFixed)
continue;
Meas *pMeas_j = mvMeasLUTs[j][i];
assert(pMeas_j != NULL);
for(set<int>::iterator it_k = p.sCameras.begin(); it_k!=it_j; it_k++)
{
int k = *it_k;
if(mvCameras[k].bFixed)
continue;
Meas *pMeas_k = mvMeasLUTs[k][i];
assert(pMeas_k != NULL);
OffDiagScriptEntry e;
e.j = j;
e.k = k;
p.vOffDiagonalScript.push_back(e);
}
}
}
}
void Bundle::ModifyLambda_GoodStep()
{
mdLambdaFactor = 2.0;
mdLambda *= 0.3;
};
void Bundle::ModifyLambda_BadStep()
{
mdLambda = mdLambda * mdLambdaFactor;
mdLambdaFactor = mdLambdaFactor * 2;
};
Vector<3> Bundle::GetPoint(int n)
{
return mvPoints.at(n).v3Pos;
}
SE3<> Bundle::GetCamera(int n)
{
return mvCameras.at(n).se3CfW;
}
set<int> Bundle::GetOutliers()
{
set<int> sOutliers;
set<int>::iterator hint = sOutliers.begin();
for(unsigned int i=0; i<mvPoints.size(); i++)
{
Point &p = mvPoints[i];
if(p.nMeasurements > 0 && p.nMeasurements == p.nOutliers)
hint = sOutliers.insert(hint, i);
}
return sOutliers;
};
vector<pair<int, int> > Bundle::GetOutlierMeasurements()
{
return mvOutlierMeasurementIdx;
}