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Expose SubsetPreconditioner in the API

Browse Source 
https://github.com/ceres-solver/ceres-solver/issues/270

Detailed list of changes:

1. Add SUBSET to the PreconditionerType enum.
2. Add Solver::Options::residual_blocks_for_subset_preconditioner
3. Integrate SubsetPreconditioner into the CGNR solver.
4. Add the reordering logic needed for this to TrustRegionPreprocessor.
5. Expect CreateJacobianBlockTranspose to take the starting row block
   so that we can work with subparts of the Jacobian matrix.
6. Extend the denoising example to use this preconditioner.

As an illustration of its performance, we consider the performance of
denoising -input ../data/ceres_noisy.pgm  --foe_file ../data/5x5.foe

tl;dr

For the same cost,

SPARSE_NORMAL_CHOLESKY -  81s
CGNR + JACOBI          - 718s
CGNR + SUBSET          -  57s

SPARSE_NORMAL_CHOLESKY
======================

Cost:
Initial                          2.317806e+05
Final                            2.232323e+04
Change                           2.094574e+05

Minimizer iterations                       10
Successful steps                           10
Unsuccessful steps                          0

Time (in seconds):
Preprocessor                         2.999746

  Residual only evaluation           2.306811 (10)
  Jacobian & residual evaluation     7.421727 (10)
  Linear solver                     65.517273 (10)
Minimizer                           78.731011

Postprocessor                        0.026079
Total                               81.756836

Termination:                      CONVERGENCE (Function tolerance reached. |cost_change|/cost: 8.573046e-04 <= 1.000000e-03)

CGNR + JACOBI
=============
Cost:
Initial                          2.317806e+05
Final                            2.232344e+04
Change                           2.094572e+05

Minimizer iterations                       10
Successful steps                           10
Unsuccessful steps                          0

Time (in seconds):
Preprocessor                         0.648814

  Residual only evaluation           2.297607 (10)
  Jacobian & residual evaluation     7.327886 (10)
  Linear solver                    699.601248 (10)
Minimizer                          712.419493

Postprocessor                        0.024014
Total                              713.092321

Termination:                      CONVERGENCE (Function tolerance reached. |cost_change|/cost: 8.528538e-04 <= 1.000000e-03)

CGNR + SUBSET (random 20% residuals used for the preconditioner)
===============================================================
Cost:
Initial                          2.317806e+05
Final                            2.232327e+04
Change                           2.094574e+05

Minimizer iterations                       10
Successful steps                           10
Unsuccessful steps                          0

Time (in seconds):
Preprocessor                         1.472743

  Residual only evaluation           2.428315 (10)
  Jacobian & residual evaluation     7.367796 (10)
  Linear solver                     42.585999 (10)
Minimizer                           55.664459

Postprocessor                        0.024098
Total                               57.161301

Termination:                      CONVERGENCE (Function tolerance reached. |cost_change|/cost: 8.538277e-04 <= 1.000000e-03)

Change-Id: Ifb011408bd53edbb9439b0b7345649a38f999e18
This commit is contained in:
Sameer Agarwal
2019-07-10 04:41:46 +02:00
parent bf709ecac2
commit 487c1aa51f
17 changed files with 364 additions and 121 deletions
Download Patch File Download Diff File Expand all files Collapse all files
internal/ceres/solver.cc
+35 -34
View File
@@ -153,47 +153,38 @@ bool TrustRegionOptionsAreValid(const Solver::Options& options, string* error) {
return false;
}
if (options.sparse_linear_algebra_library_type == NO_SPARSE) {
const char* error_template =
"Can't use %s with "
"Solver::Options::sparse_linear_algebra_library_type = NO_SPARSE.";
const char* name = nullptr;
if (options.linear_solver_type == SPARSE_NORMAL_CHOLESKY ||
options.linear_solver_type == SPARSE_SCHUR) {
name = LinearSolverTypeToString(options.linear_solver_type);
} else if (options.linear_solver_type == ITERATIVE_SCHUR &&
(options.preconditioner_type == CLUSTER_JACOBI ||
options.preconditioner_type == CLUSTER_TRIDIAGONAL)) {
name = PreconditionerTypeToString(options.preconditioner_type);
}
if (name != nullptr) {
*error = StringPrintf(error_template, name);
return false;
}
} else if (!IsSparseLinearAlgebraLibraryTypeAvailable(
options.sparse_linear_algebra_library_type)) {
const char* error_template =
"Can't use %s with "
"Solver::Options::sparse_linear_algebra_library_type = %s, "
"because support was not enabled when Ceres Solver was built.";
{
const char* sparse_linear_algebra_library_name =
SparseLinearAlgebraLibraryTypeToString(
options.sparse_linear_algebra_library_type);
const char* name = nullptr;
if (options.linear_solver_type == SPARSE_NORMAL_CHOLESKY ||
options.linear_solver_type == SPARSE_SCHUR) {
name = LinearSolverTypeToString(options.linear_solver_type);
} else if (options.linear_solver_type == ITERATIVE_SCHUR &&
(options.preconditioner_type == CLUSTER_JACOBI ||
options.preconditioner_type == CLUSTER_TRIDIAGONAL)) {
} else if ((options.linear_solver_type == ITERATIVE_SCHUR &&
(options.preconditioner_type == CLUSTER_JACOBI ||
options.preconditioner_type == CLUSTER_TRIDIAGONAL)) ||
(options.linear_solver_type == CGNR &&
options.preconditioner_type == SUBSET)) {
name = PreconditionerTypeToString(options.preconditioner_type);
}
if (name != nullptr) {
*error = StringPrintf(error_template,
name,
SparseLinearAlgebraLibraryTypeToString(
options.sparse_linear_algebra_library_type));
return false;
if (name) {
if (options.sparse_linear_algebra_library_type == NO_SPARSE) {
*error = StringPrintf(
"Can't use %s with "
"Solver::Options::sparse_linear_algebra_library_type = %s.",
name, sparse_linear_algebra_library_name);
return false;
} else if (!IsSparseLinearAlgebraLibraryTypeAvailable(
options.sparse_linear_algebra_library_type)) {
*error = StringPrintf(
"Can't use %s with "
"Solver::Options::sparse_linear_algebra_library_type = %s, "
"because support was not enabled when Ceres Solver was built.",
name, sparse_linear_algebra_library_name);
return false;
}
}
}
@@ -226,6 +217,16 @@ bool TrustRegionOptionsAreValid(const Solver::Options& options, string* error) {
}
}
if (options.linear_solver_type == CGNR &&
options.preconditioner_type == SUBSET &&
options.residual_blocks_for_subset_preconditioner.size() == 0) {
*error =
"When using SUBSET preconditioner, "
"Solver::Options::residual_blocks_for_subset_preconditioner cannot be "
"empty";
return false;
}
return true;
}