边缘化（marginalization ）和稀疏化(sparsification)---ceres-solver

我拿港科技沈老师的VINS中的BA优化来阐述ceres-solver怎么做边缘化和稀疏化.

代码如下：

void Estimator::optimization()
{
    ceres::Problem problem;
    ceres::LossFunction *loss_function;
    //loss_function = new ceres::HuberLoss(1.0);
    loss_function = new ceres::CauchyLoss(1.0);

//添加需要优化的变量（camera的pose，imu的biases）
    for (int i = 0; i < WINDOW_SIZE + 1; i++)
    {
        ceres::LocalParameterization *local_parameterization = new PoseLocalParameterization();
        problem.AddParameterBlock(para_Pose[i], SIZE_POSE, local_parameterization);
        problem.AddParameterBlock(para_SpeedBias[i], SIZE_SPEEDBIAS);
    }

//添加camera和IMU的坐标变换的变量
    for (int i = 0; i < NUM_OF_CAM; i++)
    {
        ceres::LocalParameterization *local_parameterization = new PoseLocalParameterization();
        problem.AddParameterBlock(para_Ex_Pose[i], SIZE_POSE, local_parameterization);
        if (!ESTIMATE_EXTRINSIC)
        {
            ROS_DEBUG("fix extinsic param");
            problem.SetParameterBlockConstant(para_Ex_Pose[i]);
        }
        else
            ROS_DEBUG("estimate extinsic param");
    }

    TicToc t_whole, t_prepare;

//把要优化的变量转成数组的形式
    vector2double();
//添加上一次边缘化的parameter blocks
    if (last_marginalization_info)
    {
        // construct new marginlization_factor
        MarginalizationFactor *marginalization_factor = new MarginalizationFactor(last_marginalization_info);
        problem.AddResidualBlock(marginalization_factor, NULL,
                                 last_marginalization_parameter_blocks);
    }
//添加当前sliding window中的优化变量
    for (int i = 0; i < WINDOW_SIZE; i++)
    {
        int j = i + 1;
        if (pre_integrations[j]->sum_dt > 10.0)
            continue;
        IMUFactor* imu_factor = new IMUFactor(pre_integrations[j]);
        problem.AddResidualBlock(imu_factor, NULL, para_Pose[i], para_SpeedBias[i], para_Pose[j], para_SpeedBias[j]);
    }
    int f_m_cnt = 0;
    int feature_index = -1;
    for (auto &it_per_id : f_manager.feature)//遍历sliding window的帧数
    {
        it_per_id.used_num = it_per_id.feature_per_frame.size();//每一帧图像feature的个数
        if (!(it_per_id.used_num >= 2 && it_per_id.start_frame < WINDOW_SIZE - 2))
            continue;
 
        ++feature_index;

        int imu_i = it_per_id.start_frame, imu_j = imu_i - 1;
        
        Vector3d pts_i = it_per_id.feature_per_frame[0].point;

        for (auto &it_per_frame : it_per_id.feature_per_frame)//遍历每一帧图像所有features
        {
            imu_j++;
            if (imu_i == imu_j)
            {
                continue;
            }
            Vector3d pts_j = it_per_frame.point;
            ProjectionFactor *f = new ProjectionFactor(pts_i, pts_j);
            problem.AddResidualBlock(f, loss_function, para_Pose[imu_i], para_Pose[imu_j], para_Ex_Pose[0], para_Feature[feature_index]);
            f_m_cnt++;
        }
    }
    relocalize = false;
    //loop close factor//闭环检测，闭环这里就不说了
    if(LOOP_CLOSURE)
    {
        int loop_constraint_num = 0;
        for (int k =