This is a follow-up on c/7470. GradientCheckingCostFunction calls
callback_->SetGradientErrorDetected() in its Evaluate method,
which will run in multiple threads simultaneously when enabling
this option in the solver. Thus, the string append operation
inside that method has to be protected by a mutex.
Change-Id: I314ef1df2be52595370d9af05851bf6da39bb45e
Change the Ceres gradient checking API to make is useful for
unit testing, clean up code duplication and fix interaction between
gradient checking and local parameterizations.
There were two gradient checking implementations, one being used
when using the check_gradients flag in the Solver, the other
being a standalone class. The standalone version was restricted
to cost functions with fixed parameter sizes at compile time, which
is being lifted here. This enables it to be used inside the
GradientCheckingCostFunction as well.
In addition, this installs new hooks in the Solver to ensure
that Solve will fail if any incorrect gradients are detected. This
way, you can set the check_gradient flags to true and detect
errors in an automated way, instead of just printing error information
to the log. The error log is now also returned in the Solver summary
instead of being printed directly. The user can then decide what to
do with it. The existing hooks for user callbacks are used for
this purpose to keep the internal API changes minimal and non-invasive.
The last and biggest change is the way the the interaction between
local parameterizations and the gradient checker works. Before,
local parameterizations would be ignored by the checker. However,
if a cost function does not compute its Jacobian along the null
space of the local parameterization, this wil not have any effect
on the solver, but would result in a gradient checker error.
With this change, the Jacobians are multiplied by the Jacobians
of the respective local parameterization and thus being compared
in the tangent space only.
The typical use case for this are quaternion parameters, where
a cost function will typically assume that the quaternion is
always normalized, skipping the correct computation of the Jacobian
along the normal to save computation cost.
Change-Id: I5e1bb97b8a899436cea25101efe5011b0bb13282
This method numerically computes function derivatives in different
scales, extrapolating between intermediate results to conserve function
evaluations. Adaptive differentiation is essential to produce accurate
results for functions with noisy derivatives.
Full changelist:
-Created a new type of NumericDiffMethod (RIDDERS).
-Implemented EvaluateRiddersJacobianColumn in NumericDiff.
-Created unit tests with f(x) = x^2 + [random noise] and
f(x) = exp(x).
Change-Id: I2d6e924d7ff686650272f29a8c981351e6f72091
Since Ceres is moving to using GitHub for issues, and the Google
Code URL in the current copyright header will soon become invalid,
update all the headers.
Change-Id: I1fce70375d1bcf098591f07b4d8f01a5c1e0789c
For historical reasons we had a "using namespace std;" in port.h. This
is generally a bad idea. So removing it and along the way doing a bunch
of cpplint cleanup.
Change-Id: Ia125601a55ae62695e247fb0250df4c6f86c46c6
Ensure that when a new problem object is constructed for validing
gradients, the parameter blocks have their data pointers point to
the user's parameter blocks.
We used to do this inside solver_impl.cc, but doing this at
construction is the right thing to do.
Change-Id: I3bfdc89bb0027c8d67cde937e8f2fa385d89c30c
CostFunction now uses int32 instead of int16
to store the size of its parameter blocks.
This is an API breaking change.
Change-Id: I032ea583bc7ea4b3009be25d23a3be143749c73e
Move the GradientCheckingCostFunction to DynamicNumericDiffCostFunction.
Also fix a const correctness issue with DynamicNumericDiffCostFunction.
Change-Id: Id446810f43374e7b7db7fe4dd01a891e3c54abb9
David Gossow