Commit Graph

15 Commits

Author SHA1 Message Date
Sameer Agarwal 2ffddaccfe Use override & final instead of just using virtual.
This is safer than using virtual and this lead to a minor
bug fixes.

Change-Id: Id69cb1cc569bf6bf245f22f029c7871b6c712568
2019-07-25 16:29:14 -07:00
Johannes Beck 5ec88f6e44 Fix Jacobian evaluation for constant parameter
This CL fixes a regression bug in numeric differentiation where the
differentiation is called even if the parameter block is hold constant.
This resulted into a write to a nullptr.

A unit test is added for Jacobian evaluation of constant parameters.

Change-Id: Ia0f7c6cc7ef18f0f2cd6d758a839729b8ff606a0
2018-11-02 08:51:24 +01:00
Sameer Agarwal 31f24521cc Deprecate macros.h and fpclassify.h
1. Replace CERES_DISALLOW_* with explicitly deleted constructors.
2. Replace use of CERES_ARRAY_SIZE and stack allocated arrays
   with std::vector.
3. Move CERES_ALIGN_* macros into manual_constructor.h, which is
   the one place they are used and will be deprecated along with that
   file.
4. Introduce isnan,isnormal,isinf and isfinite for Jets.
5. Replace IsNormal,IsFinite,IsNaN and IsInfinite with corresponding
   c++11 function calls.

Change-Id: I04f33a221aae77d247602150988b6d4aa4efeeab
2018-04-18 09:54:42 -07:00
Keir Mierle 7c4e8a454e Replace scoped_ptr with C++11's unique_ptr
Change-Id: Ib5a504c491e3a79af52a95accf009df473470c6b
2018-04-02 14:47:47 -07:00
Sameer Agarwal 2dd907744d Ensure that partial evaluation of residuals triggers an error
ResidualBlock evaluation has logic to ensure that CostFunction
should always fill out the residual and jacobian arrays completely
by using a special value to pre-populate these arrays.

This works for CostFunctions with analytical Jacobians but not for
AutoDiffCostFunction and NumericDiffCostFunction Jacobians.

There is no way to fix this for NumericDiffCostFunctions without
introducing significant performance penalties but the residual
evaluation fails, which should be enough to catch such errors.

For AutoDiffCostFunction the way the Jets are default initialized
was sidestepping this check. So now, the Jet that is used to
capture the output residuals is now initialized with
kImpossibleValue, which will ensure that if the user forgets
to fill all output fields, it triggers an evaluation error.

This change required that ceres::internal::kImpossibleValue be moved
out of array_utils.h/cc to types.h.

Change-Id: I35bb0946cf0785a5d43c7b5459a2272848fb2a9b
2017-01-16 10:00:36 -08:00
Tal Ben-Nun 4f049db7c2 Adaptive numeric differentiation using Ridders' method.
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
2015-08-30 14:06:13 +03:00
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
Sameer Agarwal 12eb389b4e Fix Eigen Row/ColMajor bug in NumericDiffCostFunction.
If the parameter block size is 1, asking Eigen to create
a row-major matrix triggers a compile time error. Previously
we were handling the case where the number of rows in the
jacobian block was known statically, but the problem is present
when the nummber of rows is dynamic.

This CL fixes this problem.

Thanks to Dominik Reitzle for reporting this.

Change-Id: I99c3eec3558e66ebf4efa51c4dee8ce292ffe0c1
2014-08-28 16:34:22 +00:00
Sameer Agarwal 3a2158d728 NumericDiffCostFunction supports dynamic number of residuals.
1. Update AutoDiffCostFunction template parameters to be consistent
with NumericDiffCostFunction.

2. Update the documentation for NumericDiffCostFunction and
AutoDiffCostFunction.

Change-Id: I113038abb5bedebb0f6f326f2a4ac31480d785fc
2013-10-03 20:09:59 +00:00
Sameer Agarwal 2f0d7249cc NumericDiffFunctor.
A wrapper class that takes a variadic functor evaluating a
function, numerically differentiates it and makes it available as a
templated functor so that it can be easily used as part of Ceres'
automatic differentiation framework.

The tests for NumericDiffCostFunction and NumericDiffFunctor have
a lot of stuff that is common, so refactor them to reduce code.

Change-Id: I83b01e58b05e575fb2530d15cbd611928298646a
2013-01-18 14:01:47 -08:00
Sameer Agarwal 2fc0ed6143 Change NumericDiffCostFunction to accept variadic functors.
The interface for NumericDiffCostFunction and AutoDiffCostFunction
are not comparable. They both accept variadic functors.

The change is backward compatible, as it still supports numeric
differentiation of CostFunction objects.

Some refactoring of documentation and code in auto_diff_cost_function
and its relatives was also done to make things consistent.

Change-Id: Ib5f230a1d4a85738eb187803b9c1cd7166bb3b92
2013-01-18 13:06:31 -08:00
Sameer Agarwal 295ade1122 Fix Eigen3 Row/Column Major storage issue.
Eigen3 does not allow column vectors to be stored in row-major
format. NumericDiffCostFunction by default stores its Jacobian
matrices in row-major format. This works fine if the residual
contains more than one variable. But if the residual block
depends on one variable and has more than one residuals, the
resulting Jacobian matrix is a column matrix in row-major format
resulting in a compile time error.

The fix is to check the template parameters and switch to column-major
storage as needed.

Thanks to Lena Gieseke for reporting this.

Change-Id: Icc51c5b38e1f3609e0e1ecb3c4e4a02aecd72c3b
2012-08-22 08:20:06 -07:00
Sameer Agarwal 0beab86dfa Fix glog includes and include sorting order.
Change-Id: I0ec85218e82d1714279d41f7635104d480fb91c3
2012-08-13 15:47:24 -07:00
Keir Mierle efe7ac60a0 Port Ceres to Windows
This is a preliminary, but full, port of Ceres to Windows.
Currently all tests compile and run, with only system_test
failing to work correctly due to a path issue.

Change-Id: I4152c1588bf51ffd7f4d9401ef9759f5d28c299c
2012-06-24 23:22:04 -07:00
Keir Mierle 8ebb073038 Initial commit of Ceres Solver. 2012-04-30 23:09:08 -07:00