Add a Covariance object to the API.
Given a Problem object and a set of parameter block pairs the
Covariance object computes a sparse covariance matrix corresponding
to those block pairs and provides random access to them.
Constant parameter blocks and parameter blocks with local parameterizations
are correctly handled.
Sparse and dense implementations are provided. With the dense implementation
rank deficient Jacobians can also be handled.
Parts of the code are threaded using OpenMP if available.
Change-Id: I5b49583b3d79579df3e0f334c22567acb23ed4ad
1. Add the ability to evaluate the problem without loss function.
2. Remove static Evaluator::Evaluate
3. Refactor the common code from problem_test.cc and
evaluator_test.cc into evaluator_test_utils.cc
Change-Id: I1aa841580afe91d288fbb65288b0ffdd1e43e827
This adds support for removing parameter and residual blocks.
There are two modes of operation: in the first, removals of
paremeter blocks are expensive, since each remove requires
scanning all residual blocks to find ones that depend on the
removed parameter. In the other, extra memory is sacrificed to
maintain a list of the residuals a parameter block depends on,
removing the need to scan. In both cases, removing residual blocks
is fast.
As a caveat, any removals destroys the ordering of the parameters,
so the residuals or jacobian returned from Solver::Solve() is
meaningless. There is some debate on the best way to handle this;
the details remain for a future change.
This also adds some overhead, even in the case that fast removals
are not requested:
- 1 int32 to each residual, to track its position in the program.
- 1 pointer to each parameter, to store the dependent residuals.
Change-Id: I71dcac8656679329a15ee7fc12c0df07030c12af
Following the last commit, which extends the number of parameters blocks autodiff can accept, the interface of Problem::AddResidualBlock is extended to accept up to 10 parameter blocks.
Change-Id: I162c3d1b1868fdda32c1522d57e9a211a9c02f90
This fixes the bug introduced in a previous commit,
and adds a test to check that constant parameter
blocks work as expected.
This also refactors the Solver/SolverImpl split so
that SolverImpl is no longer a friend of Problem;
instead, Solver is. This makes it possible to
verify the invariant on parameter block states in
the unit test, and is a more symmetric design
anyway.
Bug: 51
Change-Id: Id503f5b526cfb8bc24aae3aaad2e414b14063d78
Sameer Agarwal