1. Added CRSMatrix object which will store the initial
and final jacobians if requested by the user.
2. Conversion routine and test for converting a
CompressedRowSparseMatrix to CRSMatrix.
3. New Evaluator::Evaluate function to do the actual evaluation.
4. Changes to Program::StateVectorToParmeterBlocks and
Program::SetParameterBlockStatePtrstoUserStatePtrs so that
they do not try to set the state of constant parameter blocks.
5. Tests for Evaluator::Evaluate.
6. Minor cleanups in SolverImpl.
7. Minor cpplint cleanups triggered by this CL.
Change-Id: I3ac446484692f943c28f2723b719676f8c83ca3d
This extends the Evaluator interface to support evaluating the
gradient in addition to the residuals and jacobian, if requested.
bool Evaluate(const double* state,
double* cost,
double* residuals,
double* gradient, <----------- NEW
SparseMatrix* jacobian) = 0;
The ProgramEvaluator is extended to support the new gradient
evaluation. This required some gymnastics around the block
evaluate preparer, which now contains a scratch evaluate preparer
for the case that no jacobian is requested but the gradient is.
Gradient evaluation is a prerequisite for the planned suite of
first order methods, including nonlinear conjugate gradient,
CG_DESCENT, L-BFGS, trust region with line search, and more.
This also considerably refactors the evaluator_test to make it
shorter and check the results for all combinations of the optional
parameters [residuals, gradient, jacobian].
Change-Id: Ic7d0fec028dc5ffebc08ee079ad04eeaf6e02582
This fixes the bug introduced in a previous commit,
and adds a test to check that constant parameter
blocks work as expected.
This also refactors the Solver/SolverImpl split so
that SolverImpl is no longer a friend of Problem;
instead, Solver is. This makes it possible to
verify the invariant on parameter block states in
the unit test, and is a more symmetric design
anyway.
Bug: 51
Change-Id: Id503f5b526cfb8bc24aae3aaad2e414b14063d78
The SolverImpl::Solve() method incorrectly assumed that the
state pointers inside the parameter blocks always pointed to
the user state at the start of the method. That is not true.
Change-Id: I73f8eeda453422c99e09d71a3cd0bfa92dd45742
Keir Mierle