Commit Graph

20 Commits

Author SHA1 Message Date
Sameer Agarwal 29eef08be0 Fix a mathematical typo.
Thanks to Rafael Spring for pointing this out.

Change-Id: I37a403160898f1f2617a360ef8909696d6bdbf74
2018-01-08 15:42:54 -08:00
Yury Prokazov 4ffec20a44 Add TBB threading support.
There are platforms where OpenMP is not available. This
patch adds support for Intel Threading Building Blocks (TBB)
as an alternative threading backend.

Change-Id: I94497d7cba0c3cfaccfc992169236f17fe948ae9
2017-09-25 12:43:14 +02:00
Sameer Agarwal 14d8297cf9 Refactor Covariance::Options::algorithm_type.
THIS IS AN API BREAKING CHANGE.

Decouple the algorithm from the sparse linear algebra
library being used to perform the computation.

Before this change

Covariance::AlgorithmType had values

DENSE_SVD
EIGEN_SPARSE_QR
SUITE_SPARSE_QR

This has been replaced by two enums now.

Covariance::Options::sparse_linear_algebra_library_type
which can take values EIGEN_SPARSE, SUITE_SPARSE or CX_SPARSE.
The last one is currently not supported.

And Covariance::Options::algorithm_type takes values

DENSE_SVD
SPARSE_QR

This sets the stage for future extensions of the covariance
computation algorithm.

Also as part of this change, the covariance computation chapter
has been made a top level chapter on its own instead of being
buried deep inside the Solving Non-linear Least Squares problem.

Change-Id: Ibfbf60902d8d17694d9ff585047a5a57d329ab22
2017-04-17 09:43:22 -07:00
Alex Stewart 0a50cd8244 Fix typo in docs: max_lbfs_rank -> max_lbfgs_rank.
Change-Id: I49ffec85c2b43fe4f51fd214f461c2ec51360270
2017-04-04 16:56:46 +01:00
Sameer Agarwal 5f87f35cec Changes from William Rucklidge
Change-Id: Ia5d724edef947870fe13050a71aa1cba878352a8
2017-02-27 11:09:08 -08:00
Sameer Agarwal 1cfec3c666 Improvements to Schur template specializations
1. Refactor the python code that generates the template specializations
   to remove code duplication.
2. Improved the logic for template specialization selection where
   Eigen::Dynamic now serves as a wildcard.
3. Added schur_templates.h/cc which allows querying the set of available
   template specializations without instantiating a linear solver.
4. Added Solver::Summary::schur_structre_given and
   Solver::Summary::schur_structure_used and expose them in
   Solver::Summary::FullReport for better performance debugging.
5. Updated the templates with newer dates and some minor comments cleanup
   which lead to the the template specializations to be re-generated.

Change-Id: Iaf3c6f714353597899916c300465da01f151c3de
2017-02-23 14:52:59 -08:00
Sameer Agarwal 9ba2d46d37 Add an article on derivatives
Change-Id: I4d3efbc38dc068035f30ff808dfdc7970408a010
2017-02-16 13:01:45 -08:00
Sameer Agarwal e857c1b5a7 Fix a latex bug.
Change-Id: I4e4ba9dc51d2929d88201b4d83c434ca1ecfbf7a
2016-12-22 02:10:54 -08:00
Sameer Agarwal 79a28d1e49 Rename a confusingly named member of Solver::Options
Solver::Options::numeric_derivative_relative_step_size to
Solver::Options::gradient_check_numeric_derivative_relative_step_size

Change-Id: Ib89ae3f87e588d4aba2a75361770d2cec26f07aa
2016-08-31 07:47:29 -07:00
David Gossow ac3b8e8217 Gradient checking cleanup and local parameterization bugfix
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
2016-08-18 06:18:43 +00:00
Sameer Agarwal 992ae55e84 Report the number of line search steps in FullReport.
Accumulate the number of steps of the line search algorithm
and report it as part of Summary::FullReport.

Change-Id: I1de12784009a3e08f2a2c2aff5085d57a3c73828
2015-12-01 14:26:13 -08:00
Sameer Agarwal ba67ed1e01 A variety of small updates
1. Add answers to a number of FAQs.
2. Add a note to the documentation for NumericDiffCostFunction that
   NumericDiffOptions needs to be documented and mentioned.
3. Update the docs for Solver::Options::numeric_derivative_relative_step_size
   to indicate that this setting only applies to the gradient checker.
4. Remove deprecated constructors from NumericDiffCostFunction and
   DynamicNumericDiffCostFunction.

Change-Id: If8fc011b2a5996dbc2c51268aa477550ed014a1c
2015-11-08 10:59:42 -08:00
Sameer Agarwal 0794f41cca Documentation updates.
1. Fix a typo in the Trust Region algorithm.
2. Add ARL in the list of users.
3. Update the version history.

Change-Id: Ic286e8ef1a71af07f3890b7592dd3aed9c5f87ce
2015-09-26 14:14:20 -07:00
Johannes Schönberger 239dd59ea5 Homogenize convergence operators in docs and code
Change-Id: Iec7c12e971b331d1847f9aa91349317eb6524856
2015-04-16 16:01:18 -04:00
Steve Hsu a1579be80b Add method to return covariance in tangent space
This CL is required to build Tango.

Inspired by this commit in RedwoodInternal repository:
  commit 09dde53c248e04f432b5eccceea5daeedb706aea
  Author: Mike Vitus <mike@hidof.com>
  Date:   Wed Apr 23 11:05:17 2014 -0700

Change-Id: I328b6634969de4ccdd71947945aa67a49ee9073f
2015-03-12 11:40:18 -07:00
Sameer Agarwal 264bf456df Lint changes from William Rucklidge.
Change-Id: Ib468fbe7e0e8220870ddf9968ac59295c21f1e43
2015-02-06 14:34:50 -08:00
Sameer Agarwal eb15489a21 Improve preconditioner documentation.
Change-Id: Ied811fc16f0c1c553e37af6d3111de71baea8462
2015-02-02 22:02:51 -08:00
Alex Stewart 60cc520f63 Add explicit no sparse linear algebra library available option.
- Previously we had no defined default value for
  sparse_linear_algebra_library_type in Solver::Options if Ceres
  was compiled with no sparse library available.  Thus in that case,
  the default value (dependent upon the compiler) would indicate that
  one was available.
- Now we have an explicit option that means no sparse library is
  available, which is now the default value in Solver::Options in this
  case.
- Add a warning in CMake when the user disables all sparse libraries.
- Fix typos in trust_region_preprocessor_test:
  (SUITE/CX)_SPARSE -> (SUITE/CX)SPARSE that induced failures when
  no sparse libraries were available.

Change-Id: I869c399a12d42bfc44220cbb25ce6d6dd80236bd
2015-01-01 18:51:45 +00:00
Sameer Agarwal 6768b3586a Minor cleanups in preparation for a release.
1. Fix the release script to ignore the version.h checking.
2. Fix some ceres documentation formatting errors.

Change-Id: I3fd6b85e771b242f463d6a36c3efd8d691f9242f
2014-10-08 12:48:16 -07:00
Sameer Agarwal 7b6bd1cd31 Documentation update.
1. Complete restructuring of the documentation to account for
   GradientProblemSolver.
2. Update the version history to account for changes since 1.9.0.
3. Add links and document the various examples that ship with ceres.
4. Documentation for GradientProblem GradientProblemSolver.

Change-Id: If3a18f2850cbc98be1bc34435e9ea468785b8b27
2014-10-08 08:47:34 -07:00