This is a workaround for anyone building Ceres in an environment
where there is a non-standard string implementation in the global
namespace. Due to the way the standard is written, a "using
namespace X" import is not high enough precedence to resolve a
naked reference to "string". Instead, by explicitly importing
string, the lookup becomes unambiguous.
Change-Id: I8d70463de01c482796c5bc09da05b37d21e7af96
Non-monotonic trust region algorithm based on the work of Phil Toint, as
described in
Non-monotone trust region algorithms for nonlinear
optimization subject to convex constraints.
Philippe L. Toint
Mathematical Programming 77 (1997), 69-94.
Change-Id: I199ecc644e8d1a8cb43666052aef66fb93e15569
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 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
Ceres has traditionally battled with portability issues
when trying to classify floating point values as one
type or another. For example, in C99 'isnan' is a
macro. Since it is a macro, it is impossible to
override the name in other namespaces.
Instead of trying to use preprocessor hacks to work
around the issue, define our own set of camel-case
names for use internally and by Ceres clients. For
example do this:
template<typename T>
void MyFunction(T x, T y) {
if (ceres::IsNaN(x)) {
...
}
}
instead of using "isnan" or "std::isnan". Note that
while GCC and Apple GCC both import 'isnan' into
the std namespace, it is not standard until C++11
which Ceres will not require for some years.
Change-Id: Ibcc96a8bb4ba63aa67cbbc58658b2e5671cd5824
Added EIGEN_MAKE_ALIGNED_OPERATOR_NEW to the struct so that
the Jet members are aligned. This fixes an eigen assert in
autodiff_test reported by multiple Ceres users.
Thanks Koichi Akabe & Stephan Kassemeyer
Change-Id: Id3574e926deffa57d205dddaa9d08389b5dc33a8
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
1. Test that reproduces the failure on macos.
2. Move the alignment macros from manual_constructor.h
to macros.h and rename them to prevent conflicts.
3. The inline array used by FixedArray is now aligned.
4. Jet has been modified to be eigen friendly.
Change-Id: I4563847a767a92156dabab1ab420f0cdddb8ba77
1. Document the use of dogleg and a general discussion of
trust region methods.
2. Added a TBD section on compiler/linker flags.
3. Summary::FullReport now prints out sparse_linear_algebra_library
and trust_region_strategy_type.
Change-Id: I01f680070d510715900f345364855689005d54bb
1. A new dogleg trust region strategy.
2. Consistent naming of all variables taking and reporting
time. Also all are doubles now.
3. Enum to stringification routines.
4. bundle_adjuster.cc accepts max solver time and trust_region_strategy.
5. Time accounting is pushed into solver_impl.cc and there is now
postprocessing time accounted for explicitly.
6. IterationCallback now has cumulative time.
7. LoggingCallback logs per iteration and cumulative time.
8. TrustRegionStrategy now allows for Invalid steps to be indicated
explicitly.
9. Trust region minimizer actually terminates on max_solver_time.
Change-Id: I7e3b82c8beebc17b6b355ea46ddd280754a2d8b2
By virtue of the modeling layer in Ceres being block oriented,
all the matrices used by Ceres are also block oriented.
When doing sparse direct factorization of these matrices, the
fill-reducing ordering algorithms can either be run on the
block or the scalar form of these matrices. Running it on the
block form exposes more of the super-nodal structure of the
matrix to the Cholesky factorization routines. This leads to
substantial gains in factorization performance.
This changelist adds support for approximate minimium degree
orderings to be computed on the block structure of the
Schur complement matrix. This affects, SchurComplementSolver
and VisibilityBasedPreconditioner and SparseNormalCholesky
when using SuiteSparse.
A bool, use_block_amd has been added to Solver::Options and
bundle_adjuster.cc has been updated to allow testing with it.
When combined with a multithreaded Schur elimination, speed ups
can be seen quite uniformly across the board. For some problems
this can be dramatic, reducing the factorization time from 70
seconds down to 17 seconds.
Change-Id: I15ebb0afcbc85ada032ec8d179ee3a2f7c8d3e46
1. New TrustRegionMinimizer and basic tests for it.
2. New TrustRegionStrategy interface.
3. New LevenbergMarquardtStrategy and tests for it.
4. Updates to SolverImpl to reflect this.
5. Changes to Solver::Options and IterationSummary related to this.
6. Deleted levenberg_marquardt.cc/h/_test.cc
Change-Id: I6c1d1a7c774f014856f9f26263a830aa886e1400
1. Added support for CXSparse - SparseNormalCholesky and
SchurComplementSolver support SuiteSparse and CXSparse now.
I am not sure I will add suport for visibility based
preconditioning using CXSparse. Its not a high priority.
2. New enum SparseLinearAlgebraLibraryType which allows the user
to indicate which sparse linear algebra library should be used.
3. Updated tests for SolverImpl and system_test.
4. Build system changes to automatically detect CXSparse and
link to it by default -- just like SuiteSparse.
5. Minor bug fixes dealing in the cmake files and VBP.
6. Changed the order of the system test.
7. Deduped the unsymmetric linear solver test.
Change-Id: I33252a103c87b722ecb7ed7b5f0ae7fd91249244
In some cases the Levenberg-Marquardt can oscillate between,
two values of the regularizer mu. A small value which causes
the linear solver to fail and a higher value at which the solver
makes progress. This can cause significant wastage of solver
effort, and mu should just be clamped to some value.
This CL provides this setting as Solver::Options::min_mu,
and updates the documentation to reflect this.
This commit modifies the only function in autodiff that takes a
templated number of outputs (i.e. residuals) and makes that
template parameter a normal parameter. With that change, it
is a trivial matter to support a dynamic number of residuals.
The API for dynamic residuals is to pass a fake number of
residuals as the second template argument to
AutoDiffCostFunction, and to pass the real number of
parameters as a second constructor argument.
1. Make the mechanism for writing problems to disk, generic and
controllable using an enum DumpType visible in the API.
2. Instead of single file containing protocol buffers, now matrices can
be written in a matlab/octave friendly format. This is now the default.
3. The support for writing problems to disk is moved into
linear_least_squares_problem.cc/h
4. SparseMatrix now has a ToTextFile virtual method which is
implemented by each of its subclasses to write a (i,j,s) triplets.
5. Minor changes to simple_bundle_adjuster to enable logging at startup.
- Rename BlockDiagonalPreconditioner to BlockJacobiPreconditioner
- Include the diagonal in the block jacobi preconditioner.
- Better flag help for eta.
- Enable test for CGNR
- Rename CONJUGATE_GRADIENTS to CGNR.
- etc.
Keir Mierle