This introduces a simple C API for a subset of Ceres. This opens the door to
using languages like Python to call Ceres, since it is much easier to bind to C
than it is to bind to C++. It will mean giving up the native Ceres autodiff.
The implementation in this patch does not attempt to do everything but is only
just enough to get started. Subsequent patches will increase the surface area
of Ceres that is covered by the C API.
Change-Id: Ic51804bac6865e1a2e476553248aabc91dff3409
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
1. Quicker starting point.
2. Better discussion of derivatives.
3. Better hyperlinking to code and class documentation.
4. New robust estimation example.
5. Better naming of example code.
6. Removed dependency on gflags in all the core examples covered
in the tutorial.
Change-Id: Ibf3c7fe946fa2b4d22f8916a9366df267d34ca26
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
The snavely reprojection error is wrong both in the sample code and
in the documentation. It should not multiply by the focal length
before calculating the distortion.
Change-Id: I292af962e634506a7cc57af9ce72b08f81ce3425
Using Ceres in your application involves linking several dependent
libraries, depending on how you compiled Ceres. The example makes
it easier for users to leverage Ceres in their applications.
Change-Id: I6331fd9c6e36c3eac464be2a7a6b905cc76ed843
Remove the old ordering API, and modify solver_impl.cc
to use the new API everywhere.
In the process also clean up the linear solver instantion
logic in solver_impl.cc a bit too.
Change-Id: Ia66898abc7f622070b184b21fce8cc6140c4cebf
We have permission from Stefan Roth to use the coefficients from his
Matlab toolbox. They have been added as *.foe files.
Change-Id: Ice529e5cab0302b9f27648dd3c8e5ed7b9662aba
Previously, the return status was ignored, which meant that e.g. a
numerical failure (which returns 0 final error) would be counted as
correct answer (as the final error is at least as good as the certified
error).
Change-Id: Ia627d5fadf9b20100e628519af794ce0c0b195f4
More flexible testing.
Read and parse the certified cost value from the data file.
Remove the ugly hack for computing the certified cost.
Refactored the flags parsing logic
Change-Id: I8f2e6be183b758b2453302fcdc6696bfa0db5eb8
Extend nist.cc to test more nonlinear and linear solvers.
(Thanks to Markus Moll for finding the Roszman1 bug)
Change-Id: I92b4bab0771de85f7fe711fb0853f155991f4aaf
1. CostFunction returning false is handled better.
If only the cost is being evaluated, it is possible to
use the false value as an infinite value signal/outside
a region of validity. This allows a weak form of constraint
handling. Useful for example in handling infinities.
2. Changed the way how the slop around zero when model_cost
is larger than the current cost. Relative instead of absolute
tolerances are used. The same logic is propagated how the
corresponding clamping of the model_cost is done.
3. Fixed a minor indexing bug in nist.cc.
4. Some minor logging fixes to nist.cc to make it more
compatible with the rest of ceres.
Together these changes, take the successful solve count from
41/54 to 46/54 and eliminate all NUMERICAL_FAILURE problems.
Change-Id: If94170ea4731af5b243805c0200963dd31aa94a7
For problems with a small number of variables, but a large
number of residuals, it is sometimes beneficial to use the
Cholesky factorization on the normal equations, instead of
the dense QR factorization of the Jacobian, even though it
is numerically the better thing to do.
Change-Id: I3506b006195754018deec964e6e190b7e8c9ac8f
Refactor some of the perturbation code so that the
normalization and perturbation code can share the
camera decomposition code.
Change-Id: I084064976804a92f9240d8f5e10d1bb23dcb5ff2
The camera perturbation is now done so that after
the perturbation, the translation vector can still
be transformed back into the perturbed camera center.
Change-Id: Ib9e854e2456b2b33669724f348bb37c2d3b40dcd
1. Add the ability to perturb the camera pose and the
point positions using user specified parameters.
2. Re-order the flags.
3. Minor name correction.
4. Added Box-Mueller generator to random.h
Change-Id: I2c9ce74c237f5bde9a7299cc71b205d1ca9bc742
Non-monotonic trust region algorithm based on the work of Phil Toint, as
described in
Non-monotone trust region algorithms for nonlinear
optimization subject to convex constraints.
Philippe L. Toint
Mathematical Programming 77 (1997), 69-94.
Change-Id: I199ecc644e8d1a8cb43666052aef66fb93e15569
This is a preliminary, but full, port of Ceres to Windows.
Currently all tests compile and run, with only system_test
failing to work correctly due to a path issue.
Change-Id: I4152c1588bf51ffd7f4d9401ef9759f5d28c299c
1. A new dogleg trust region strategy.
2. Consistent naming of all variables taking and reporting
time. Also all are doubles now.
3. Enum to stringification routines.
4. bundle_adjuster.cc accepts max solver time and trust_region_strategy.
5. Time accounting is pushed into solver_impl.cc and there is now
postprocessing time accounted for explicitly.
6. IterationCallback now has cumulative time.
7. LoggingCallback logs per iteration and cumulative time.
8. TrustRegionStrategy now allows for Invalid steps to be indicated
explicitly.
9. Trust region minimizer actually terminates on max_solver_time.
Change-Id: I7e3b82c8beebc17b6b355ea46ddd280754a2d8b2
By virtue of the modeling layer in Ceres being block oriented,
all the matrices used by Ceres are also block oriented.
When doing sparse direct factorization of these matrices, the
fill-reducing ordering algorithms can either be run on the
block or the scalar form of these matrices. Running it on the
block form exposes more of the super-nodal structure of the
matrix to the Cholesky factorization routines. This leads to
substantial gains in factorization performance.
This changelist adds support for approximate minimium degree
orderings to be computed on the block structure of the
Schur complement matrix. This affects, SchurComplementSolver
and VisibilityBasedPreconditioner and SparseNormalCholesky
when using SuiteSparse.
A bool, use_block_amd has been added to Solver::Options and
bundle_adjuster.cc has been updated to allow testing with it.
When combined with a multithreaded Schur elimination, speed ups
can be seen quite uniformly across the board. For some problems
this can be dramatic, reducing the factorization time from 70
seconds down to 17 seconds.
Change-Id: I15ebb0afcbc85ada032ec8d179ee3a2f7c8d3e46
1. New TrustRegionMinimizer and basic tests for it.
2. New TrustRegionStrategy interface.
3. New LevenbergMarquardtStrategy and tests for it.
4. Updates to SolverImpl to reflect this.
5. Changes to Solver::Options and IterationSummary related to this.
6. Deleted levenberg_marquardt.cc/h/_test.cc
Change-Id: I6c1d1a7c774f014856f9f26263a830aa886e1400
Updated the value of the version of cmake needed to build
ceres. Since the way booleans and literals are handled has changed
recently.
Change-Id: If13877f4403705cc29c3cf66c4e66dec26bbb3e9
2. Corrected a number of typos and reorganized the CMakefile to handle the corner cases better.
3. Moved the various search paths to the top of the CMakefile so that they are more easily accessible.
4. Tests that depend on gflags are only built if gflags support is compiled in.
1. Make the mechanism for writing problems to disk, generic and
controllable using an enum DumpType visible in the API.
2. Instead of single file containing protocol buffers, now matrices can
be written in a matlab/octave friendly format. This is now the default.
3. The support for writing problems to disk is moved into
linear_least_squares_problem.cc/h
4. SparseMatrix now has a ToTextFile virtual method which is
implemented by each of its subclasses to write a (i,j,s) triplets.
5. Minor changes to simple_bundle_adjuster to enable logging at startup.
- Rename BlockDiagonalPreconditioner to BlockJacobiPreconditioner
- Include the diagonal in the block jacobi preconditioner.
- Better flag help for eta.
- Enable test for CGNR
- Rename CONJUGATE_GRADIENTS to CGNR.
- etc.
Keir Mierle