A Ceres Context holds common global state that can be re-used within
Ceres. The Context current contains a thread pool if compiling with
C++11 threading support. Threads are expensive to create and destroy so
it is good to maintain across multiple Ceres solves.
Tested by compiling with and without TBB support and ran unit tests. Ran
bazel as well.
Change-Id: I82f598dfae642aa0e81a6039dc174608a5e8dbfb
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
Sameer Agarwal