1. Bug fix in NumericDiffCostFunction (Thanks to Nicolas Brodu).
2. Minor documentation update in solver.h
3. Version history update.
4. Bump the version and ABI version.
Change-Id: I951574ddd0b2c4c03b9c79ff33eb9bea549071e7
Sparse Cholesky factorization algorithms use a fill-reducing
ordering to permute the columns of the Jacobian matrix. There
are two ways of doing this.
1. Compute the Jacobian matrix in some order and then have the
factorization algorithm permute the columns of the Jacobian.
2. Compute the Jacobian with its columns already permuted.
The first option incurs a significant memory penalty. The
factorization algorithm has to make a copy of the permuted
Jacobian matrix.
Starting with this change Ceres pre-permutes the columns of the
Jacobian matrix and generally speaking, there is no performance
penalty for doing so.
In some rare cases, it is worth using a more complicated
reordering algorithm which has slightly better runtime
performance at the expense of an extra copy of the Jacobian
matrix. Setting Solver::Options::use_postordering to true
enables this tradeoff.
This change also removes Solver::Options::use_block_amd
as an option. All matrices are ordered using their block
structure. The ability to order them by their scalar
sparsity structure has been removed.
Here is what performance on looks like on some BAL problems.
Memory
======
HEAD pre-ordering
16-22106 137957376.0 113516544.0
49-7776 56688640.0 46628864.0
245-198739 1718005760.0 1383550976.0
257-65132 387715072.0 319512576.0
356-226730 2014826496.0 1626087424.0
744-543562 4903358464.0 3957878784.0
1024-110968 968626176.0 822071296.0
Time
====
HEAD pre-ordering
16-22106 3.8 3.7
49-7776 1.9 1.8
245-198739 82.6 81.9
257-65132 14.0 13.4
356-226730 98.8 95.8
744-543562 325.2 301.6
1024-110968 42.1 37.1
Change-Id: I6b2e25f3fed7310f88905386a7898ac94d37467e
This class is used to create local parameterization
with Jacobians computed via automatic differentiation.
To get an auto differentiated local parameterization,
class with a templated operator() (a functor) that
computes
plus_delta = Plus(x, delta);
shall be defined.
Then given such functor, the auto differentiated local
parameterization can be constructed as
LocalParameterization* local_parameterization =
new AutoDiffLocalParameterization<PlusFunctor, 4, 3>;
| |
Global Size ---------------+ |
Local Size -------------------+
See autodiff_local_parameterization.h for more information
and usage example.
Initial implementation by Keir Mierle, finished by self
and integrated into Ceres and covered with unit tests
by Sameer Agarwal.
Change-Id: I1b3e48ae89f81e0cf1f51416c5696e18223f4b21
1. Introduce new typdefs in eigen.h to allow for column
major matrices.
2. Clean up old unused typedefs, and the aligned typedefs
since they do not actually add any real performance.
3. Made eigen.h conform to the google style guide by removing
the using directives. They were polluting the ceres namespace.
4. Made the template specialization generator work again.
Change-Id: Ic2268c784534b737ebd6e1a043e2a327adaeca37
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
Here is an example report, obtained by running:
bin/Debug/bundle_adjuster \
--input=../ceres-solver/data/problem-16-22106-pre.txt \
--linear_solver=iterative_schur \
--num_iterations=1 \
--alsologtostderr \
--use_local_parameterization \
--use_quaternions
Note that effective parameters is less than parameters by 16, which is the
number of cameras. In this case the local parameterization has a 3 dimensional
tangent space for the 4-dimensional quaternions.
Ceres Solver Report
-------------------
Original Reduced
Parameter blocks 22138 22138
Parameters 66478 66478
Effective parameters 66462 66462
Residual blocks 83718 83718
Residual 167436 167436
Minimizer TRUST_REGION
Trust Region Strategy LEVENBERG_MARQUARDT
Given Used
Linear solver ITERATIVE_SCHUR ITERATIVE_SCHUR
Preconditioner JACOBI JACOBI
Threads: 1 1
Linear solver threads 1 1
Linear solver ordering AUTOMATIC 22106, 32
Cost:
Initial 4.185660e+06
Final 7.221647e+04
Change 4.113443e+06
Number of iterations:
Successful 1
Unsuccessful 0
Total 1
Time (in seconds):
Preprocessor 0.697
Residual Evaluations 0.063
Jacobian Evaluations 27.608
Linear Solver 13.360
Minimizer 43.973
Postprocessor 0.004
Total 44.756
Termination: NO_CONVERGENCE
Change-Id: I6b6b8ac24f71bd187e67d95651290917642be74f
This patch introduces a matrix wrapper (MatrixAdapter) that allows to
transparently pass pointers to row-major or column-major matrices
to the conversion functions.
Change-Id: I7f1683a8722088cffcc542f593ce7eb46fca109b
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
1. Added a Preconditioner interface.
2. SCHUR_JACOBI is now its own class and is independent of
SuiteSparse.
Change-Id: Id912ab19cf3736e61d1b90ddaf5bfba33e877ec4
1. Add an ExecutionSummary object to record execution
information about Ceres objects.
2. Add an EventLogger object to log events in a function call.
3. Add a ScopedExecutionTimer object to log times in ExecutionSummary.
4. Instrument ProgramEvaluator and all the linear solvers
to report their timing statistics.
5. Connect the timing statistics to Summary::FullReport.
6. Add high precision timer on unix systems using
gettimeofday() call.
7. Various minor clean ups all around.
Change-Id: I5e09804b730b09535484124be7dbc1c58eccd1d4
A wrapper class that takes a variadic functor evaluating a
function, numerically differentiates it and makes it available as a
templated functor so that it can be easily used as part of Ceres'
automatic differentiation framework.
The tests for NumericDiffCostFunction and NumericDiffFunctor have
a lot of stuff that is common, so refactor them to reduce code.
Change-Id: I83b01e58b05e575fb2530d15cbd611928298646a
The interface for NumericDiffCostFunction and AutoDiffCostFunction
are not comparable. They both accept variadic functors.
The change is backward compatible, as it still supports numeric
differentiation of CostFunction objects.
Some refactoring of documentation and code in auto_diff_cost_function
and its relatives was also done to make things consistent.
Change-Id: Ib5f230a1d4a85738eb187803b9c1cd7166bb3b92
CostFunctionToFunctor wraps a CostFunction, and makes it available
as a templated functor that can be called from other templated
functors. This is useful for when one wants to mix automatic,
numeric and analytic differentiated functions.
Also a bug fix in autodiff.h
Change-Id: If8ba281a89fda976ef2ce10a5844a74c4ac7b84a
1. Add a line search based minimization loop.
2. Currently this loop supports steepest descent and three
kinds of non-linear conjugate gradient algorithms.
3. Update SolverImpl to talk to LineSearchMinimizer.
4. Update IterationCallback to carry information about
line search.
5. Update LineSearch to take the initial point as input,
saving on one function evaluation.
6. Updates to the external API.
Change-Id: I901a0e89fc948451ab34c743e70f3dec57c9405e
The GradientChecker is a utility class written by
William Rucklidge that can be used to check that the
derivatives returned by a cost function match those
returned by numerically differentiating the residuals
returned by the same cost function.
This is useful when developing CostFunction objects
and testing them before plugging them into an optimization
problem.
Change-Id: Ic60f859b48b6246406448555d25556784e097b81
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
Supporting only 6 parameters in autodiff was enough for most
cases, but 6 was not always sufficient. This extends the
current implementation to work with up to 10 parameters.
This also increases the number of parameters supported in
SizedCostFunction to 10.
Change-Id: Ic783602f93e6ddf4af24fa34eff37c0a4b775dc1
Add automatic recursive independent set decomposition.
Clean up the naming and the API for inner iterations.
Change-Id: I3d7d6babb9756842d7367e14b7279d2df98fb724
A non-linear generalization of Ruhe & Wedin's algorithm
for separable non-linear least squares problem. It is implemented
as coordinate descent on an independent subset of the parameter
blocks at the end of every successful Newton step. The resulting
algorithm has much improved convergence at the cost of some
execution time.
Change-Id: I8fdc5edbd0ba1e702c9658b98041b2c2ae705402
Sameer Agarwal