Commit Graph

3 Commits

Author SHA1 Message Date
Sameer Agarwal d05515b3eb Remove spurious conversion from doubles to Jets.
Binary operations between Jets and doubles are well defined
and should not require an explicit conversion to Jets to work.
This was an oversight earlier and lead to overzealous conversions
all over our in our example code.

Change-Id: I1799770818e136edfc0a5802d86037ce9aec4923
2017-02-10 11:36:58 -08:00
Keir Mierle 7492b0d8de Update copyright headers with new year and URL
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
2015-03-18 05:43:23 +00:00
Richard Stebbing 32530788d0 Add dynamic_sparsity option.
The standard sparse normal Cholesky solver assumes a fixed
sparsity pattern which is useful for a large number of problems
presented to Ceres. However, some problems are symbolically dense
but numerically sparse i.e. each residual is a function of a
large number of parameters but at any given state the residual
only depends on a sparse subset of them. For these class of
problems it is faster to re-analyse the sparsity pattern of the
jacobian at each iteration of the non-linear optimisation instead
of including all of the zero entries in the step computation.

The proposed solution adds the dynamic_sparsity option which can
be used with SPARSE_NORMAL_CHOLESKY. A
DynamicCompressedRowSparseMatrix type (which extends
CompressedRowSparseMatrix) has been introduced which allows
dynamic addition and removal of elements. A Finalize method is
provided which then consolidates the matrix so that it can be
used in place of a regular CompressedRowSparseMatrix. An
associated jacobian writer has also been provided.

Changes that were required to make this extension were adding the
SetMaxNumNonZeros method to CompressedRowSparseMatrix and adding
a JacobianFinalizer template parameter to the ProgramEvaluator.

Change-Id: Ia5a8a9523fdae8d5b027bc35e70b4611ec2a8d01
2014-04-28 07:13:09 +00:00