The row, E, F block pattern 2, 4, 6 is a common one for
bundle adjustment with reprojection error (2 residuals),
homogeneous 3d points (4 params in the E-block), and camera
poses (3 rotation + 3 position = 6 params for the
F-block). This provides a major speedup for BA in the
TheiaSfM library and likely in other applications.
Change-Id: If5df8bfadc7f154856b74c3b38479c14856db47d
The JacobiSVD algorithm in Eigen does not accept fixed sized
matrices when performing a thin SVD. The assert enforcing this
is only triggered in non-Release builds.
So this change calls JacobiSVD with dynamically sized matrices
as a template parameter rather than a fixed size matrix.
https://github.com/ceres-solver/ceres-solver/issues/304#issuecomment-317965814
Thanks to @debalance for reporting this and @leokoppel for
providing a reproduction.
Change-Id: Ifc3d9ff20d5597f08c0f8573bf2fd99a3ed3d4d3
Skip the test in dynamic_sparsity_test when there are no sparse
linear algebra libraries available.
Also fix a minor typo in version_history.rst
Change-Id: Ie7cc14e655c58b6bd9625ce9f9025f94d0624d2d
Update the version history in preparation for 1.13.0RC1 and
also reformat older parts of the version history file.
Change-Id: I133e5966629e8277631ec5d407165ad188efa1e1
1. Replace LineSearch::Summary::optimal_step_size with
LineSearch:Summary::optimal_point which is a FunctionSample.
2. Add the actual vector position and vector gradient of the
point in the FunctionSample
3. Use the above two to get rid of an extraneous function evalation
in LineSearchMinimizer.
Runtime performance is almost 2x improved as a result.
Thanks to @svenpilz for reporting this.
https://github.com/ceres-solver/ceres-solver/issues/296
Change-Id: Iebf2db7acecb2c95c9b1683b73cdc5faab78b02e
1. Move FunctionSample to its own .h/.cc files.
2. Migrate LineSearchFunction::Evaluate to use FunctionSample
for input and output.
Change-Id: I8bfb97e1900d95a4686c9621dda5b584458b45c0
The FindSuiteSparse.cmake refactor had a typo where CCOLAMD
and COLAMD were conflated.
Thanks to @jasjuang for reporting this issue and finding the exact
commit where this bug was introduced.
Change-Id: If8ef6624df3b8b2fd7f0861eafc4700173401435
We keep track of evaluator call and time statistics
via a hashmap containing magic strings. These strings
need to be consistent across the GradientProblemSolver
and Solver as the LineSearchMinimizer is used by both
of these solvers. Previously they were inconsistent
in a manner that GradientProblemSolver was not getting
information about the evaluation timing, and in the
process of fixing that I made it so that the TrustRegionMinimizer
when solving bounds constrained probelms will access/update
this information correctly.
So while I look for a more elegant solution, this CL
is meant to fix the inconsistency by making sure that the
same magic strings are used everywhere.
Change-Id: I120ca0bd1c2f77fde2db15edd9e33286a49dbae9
1. Fix a bug which was causing the cost and gradient evaluation
time to not be reported.
2. Add the number of times cost and gradients are evaluated to
the Summary object and to the output of FullReport.
Change-Id: Id0703cd2dafbf437f3e537fbdc30ae81d5f4f540
1. Remove unused variable.
2. Make inner_product_computer compatible with older versions of Eigen,
which don't have a named enum for Eigen::Upper/Lower.
Change-Id: I927af297f93fc74f7f4b29b39e400ef2d75edbd4
Remove outer product computation code from CompressedRowSparseMatrix.
In the process also remove the crsb_cols and crsb_rows vectors from
the matrix, which were added to carry the block sparsity of the matrix
so that the outer product could be computed fast.
InnerProductComputer and its reliance on BlockSparseMatrix has
rendered all of this code moot.
Change-Id: If3ee0dc8ad4ff79594fd1eebc15a647c4495d726
Despite its relative size, this is very significant change
to Ceres.
Why
===
Up till now, when the user chose SPARSE_NORMAL_CHOLESKY,
the Jacobian was evaluated in a CompressedRowSparseMatrix,
which was then use to compute the normal equations which were
passed to a sparse linear algebra library for factorization.
The reason to do this was because in the case of SuiteSparse,
we were able to pass the Jacobian matrix directly without
computing the normal equations and SuiteSparse/CHOLMOD did the
normal equation computation.
This turned out to be slow, so Cheng Wang implemented a high
performance version of the matrix-matrix multiply to compute
the normal equations, and all the sparse linear algebra libraries
now are passed the normal equations.
So that raises the question, as to what the best representation
of the Jacobian which is suitable for the normal equation computation.
Turns out BlockSparseMatrix is ideal. It brings two advantages.
1. Jacobian evaluation into a BlockSparseMatrix is considerably
faster when using a BlockSparseMatrix than
CompressedRowSparseMatrix. This is because we save on a bunch
of memory copies.
2. To make the matrix multiplication fast and use the block structure
Cheng Wang had to essentially make the CompressedRowSparseMatrix
carry a bunch of sidecar information about the block sparsity,
essentially making it behave like a BlockSparseMatrix. The resulting
code had fairly complicated indexing and complicated the semantics
of CompressedRowSparseMatrix. The new InnerProductComputer class
does away with all that and once this CL goes in, I will be able to
remove all that code and simplify the semantics of
CompressedRowSparseMatrix.
Changes
=======
1. Use InnerProductComputer in SparseNormalCholeskySolver.
2. Change the evaluator instantiated for SPARSE_NORMAL_CHOLESKY with
static sparsity inside evaluator.cc
3. The former change necessitates that we change ProblemImpl::Evaluate
to create the evaluate it needs on its own, because it was
depending on passing "SPARSE_NORMAL_CHOLESKY" as linear solver type
to the evaluator factor to get an Evaluator which can use
CompressedRowSparseMatrix objects for storing the Jacobian.
4. Update the tests for SparseNormalCholeskySolver.
5. Separate out the tests for DynamicSparseNormalCholeskySolver into its
own file.
Change-Id: I2ef7ef8fbfbb4967d0c1ec2068c1c778248fdf5b
Add a class that given a block sparse matrix m will compute
the product m'*m efficiently.
This code is refactoring and cleanup of the code in
CompressedRowSparseMatrix devoted to computing the inner product.
In that class, the code is mistakenly said to be computing
the outer product. It is also devoted to computing the inner
product of a CompressedRowSparseMatrix with itself.
This code works with BlockSparseMatrix objects instead, which
are simpler to deal with as they are better structured to handle
block sparse matrices.
Change-Id: I920fee1a396bb0fcae9e6f7e46a308c7391d21aa
There was a bug in the trust region preprocessor where no fill
reducing ordering was computed for the case of SPARSE_SCHUR + CX_SPARSE
but this was not signaled to SchurComplementSolver, so it was using
a naive/natural ordering. To fix this two changes are made:
1. TrustRegionProcessor's logic for signaling the ordering to the
linear solver has been re-worked. The surrounding code has also
been re-organized for better readability.
2. In SchurComplementSolver::SolveReducedSystem the row and column
block structure has been added to the CompressedRowSparseMatrix
containing the Schur complement so that block AMD can be used.
As a result of these changes the linear solve time for
problem-744-543562-pre.txt has been brought down from 58 seconds to
35 seconds.
Change-Id: I4d82efce05175260f97b1f925f8a1b4a9d650cae
It appears that interspersing ifdefs with macros causes problems
with Visual Studio. This patch changes the way we condition
the tests for dense linear solvers based on whether LAPACK is
available or not.
Change-Id: I306247496265c3551edad6bc8fcec9d4cf09e68d
1. Break up unsymmetric_linear_solver_test into
a. dense_linear_solver_test which covers DENSE_QR and
DENSE_NORMAL_CHOLESKY.
b. sparse_normal_cholesky_solver_test which covers
SPARSE_NORMAL_CHOLESKY.
2. dense_linear_solver_test has been completely re-written. It now
uses value parameterized tests for better logging. The number of
test problems as been increased to 2. Last but not the least
the actual test of correctness is not based on a golden solution
computed using another linear solver. We now compute the residual
and ensure that it is small.
https://github.com/ceres-solver/ceres-solver/issues/279
Change-Id: I9546a43e8ae85c31b2096a99405e47da326755ee
- As reported as Issue #285, previously we passed user-specified hint
locations as PATHS to find_path/library which means that they are
searched after system locations. Now we pass them as HINTS, which are
searched before system locations.
- Also clean-up FindSuiteSparse to replace repeated code for finding
each component with a common macro.
Change-Id: I20a1f905d929a23037b1d0b7fb7ffe817abaa3e3
- Use the same logic as per gflags & glog whereby we perform (up to)
two find_package() calls such that installed packages are preferred
to exported build directories across all platforms.
Change-Id: Ifb9a7ba322ee43ed18c5774633e4bb527ce7cd75
SchurComplementSolver implements a variant of ITERATIVE_SCHUR
when explicit_schur_complement is set to true. In this case
the SparseCholesky object should not be instantiated. Even
though there is no CPU cost, it can be the case that ITERATIVE_SCHUR
is being used when there are not sparse linear algebra libraries
are available, and this can result in a crash.
Change-Id: I349d5f79201782689b3ab0ccc2c5001804b44c7b
- Previously we were only adding the OpenMP flags when compiling for C++
which could cause linker issues when compiling the C examples.
Change-Id: Ie7d8192b9da6fb17b8f554e6d164ec0a65403c99
Parametric tests in gunit use tuple, which can be in the std::tr1
or the std namespaces depending on the version of STL one is using.
This change adds conditions the choice of namespace on whether
CXX11 mode is enabled or not.
It is entirely possible that we will have to come back and add
detection for this along the lines of shared_ptr.
Change-Id: I7fc85a32cf9f3f3bf30f86d9ba972ac67c6635fb
The code for creating and updating preconditioners has been pulled
out in into its own function for better readability.
Change-Id: I5335de3b158a8485cf6d052ee37d0d8fd57145e9
The addition of crsb_rows and crsb_cols to CompressedRowSparseMatrix
broke the build for problems with dynamic sparsity.
The fix is to remove unnecessarily filling of row_blocks and col_blocks,
which was triggering a check inside CompressedRowSparseMatrix around
block handling, since block structure makes no sense for matrices with
dynamic sparsity anyways.
Also added a test "dynamic_sparsity_test" based on i
examples/ellipse_approximation.cc
Thanks to Richard Stebbing for reporting this.
Change-Id: Ic1d49e97690ac17e0ea2949772271bd915277d68
SparseCholesky is an interface to sparse cholesky factorization
routines across sparse linear algebra libraries. Each sparse
linear algebra library is responsible for implementing its own
instance of this interface.
As a result the various places - SparseNormalCholeskySolver,
SparseSchurComplementSolver and VisibilityBasedPreconditioner
are significantly simplified.
Change-Id: I8b465705eae83bba9e1adfffcc741a05c70faf2e
Chris Sweeney