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Multiple dense linear algebra backends.

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1. When a LAPACK implementation is present, then
DENSE_QR, DENSE_NORMAL_CHOLESKY and DENSE_SCHUR
can use it for doing dense linear algebra operations.

2. The user can switch dense linear algebra libraries
by setting Solver::Options::dense_linear_algebra_library_type.

3. Solver::Options::sparse_linear_algebra_library is now
Solver::Options::sparse_linear_algebra_library_type to be consistent
with all the other enums in Solver::Options.

4. Updated documentation as well as Solver::Summary::FullReport
to reflect these changes.

Change-Id: I5ab930bc15e90906b648bc399b551e6bd5d6498f
This commit is contained in:
Sameer Agarwal
2013-08-09 10:35:37 -07:00
parent 080d1d04bd
commit 367b65e17a
34 changed files with 1192 additions and 489 deletions
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include/ceres/solver.h
+19 -5
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@@ -73,7 +73,6 @@ class Solver {
max_num_line_search_direction_restarts = 5;
line_search_sufficient_curvature_decrease = 0.9;
max_line_search_step_expansion = 10.0;
trust_region_strategy_type = LEVENBERG_MARQUARDT;
dogleg_type = TRADITIONAL_DOGLEG;
use_nonmonotonic_steps = false;
@@ -100,11 +99,12 @@ class Solver {
preconditioner_type = JACOBI;
sparse_linear_algebra_library = SUITE_SPARSE;
sparse_linear_algebra_library_type = SUITE_SPARSE;
#if defined(CERES_NO_SUITESPARSE) && !defined(CERES_NO_CXSPARSE)
sparse_linear_algebra_library = CX_SPARSE;
sparse_linear_algebra_library_type = CX_SPARSE;
#endif
dense_linear_algebra_library_type = EIGEN;
num_linear_solver_threads = 1;
linear_solver_ordering = NULL;
use_postordering = false;
@@ -388,7 +388,20 @@ class Solver {
// for sparse matrix ordering and factorizations. Currently,
// SUITE_SPARSE and CX_SPARSE are the valid choices, depending on
// whether they are linked into Ceres at build time.
SparseLinearAlgebraLibraryType sparse_linear_algebra_library;
SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type;
// Ceres supports using multiple dense linear algebra libraries
// for dense matrix factorizations. Currently EIGEN and LAPACK are
// the valid choices. EIGEN is always available, LAPACK refers to
// the system BLAS + LAPACK library which may or may not be
// available.
//
// This setting affects the DENSE_QR, DENSE_NORMAL_CHOLESKY and
// DENSE_SCHUR solvers. For small to moderate sized probem EIGEN
// is a fine choice but for large problems, an optimized LAPACK +
// BLAS implementation can make a substantial difference in
// performance.
DenseLinearAlgebraLibraryType dense_linear_algebra_library_type;
// Number of threads used by Ceres to solve the Newton
// step. Currently only the SPARSE_SCHUR solver is capable of
@@ -783,7 +796,8 @@ class Solver {
TrustRegionStrategyType trust_region_strategy_type;
DoglegType dogleg_type;
SparseLinearAlgebraLibraryType sparse_linear_algebra_library;
DenseLinearAlgebraLibraryType dense_linear_algebra_library_type;
SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type;
LineSearchDirectionType line_search_direction_type;
LineSearchType line_search_type;