Commit Graph

16 Commits

Author SHA1 Message Date
Keir Mierle 6196cba4e5 Fix broken constant parameter blocks
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
2012-06-19 00:09:53 -07:00
Keir Mierle 4df0b7c208 Remove obsolete bulid_defs file.
Change-Id: I3c33edaba43f2d79f3693d46564ed077f3cbdf72
2012-06-18 15:07:30 -07:00
Sameer Agarwal eb893404fa Fix alignment issues with Jets.
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
2012-06-18 11:08:20 -07:00
Sameer Agarwal 97fb6d9715 Documentation & Logging cleanups.
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
2012-06-17 18:59:34 -07:00
Sameer Agarwal fa01519c47 Dogleg strategy and timing cleanups.
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
2012-06-11 22:16:02 -07:00
Sameer Agarwal 7a3c43b847 Block oriented fill reducing orderings.
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
2012-06-06 22:02:17 -07:00
Sameer Agarwal 237d659b8d Added CERES_ prefix to the DISALLOW macros.
Change-Id: Ib81e9112e8bbc6ed6cb52f21825df0f6e659be51
2012-05-30 21:50:32 -07:00
Sameer Agarwal aa9a83c657 New Trust region loop.
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
2012-05-30 21:44:46 -07:00
Sameer Agarwal b051873a55 Multiple sparse linear algebra backends.
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
2012-05-29 19:44:43 -07:00
Sameer Agarwal 835911ec94 Add a lower bound on the regularization constant in LM.
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.
2012-05-14 12:41:10 -07:00
Keir Mierle fdeb5772cc Support varying numbers of residuals in autodiff.
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.
2012-05-09 12:53:00 -07:00
Keir Mierle eaccbb3456 Remove unused template parameter from VariadicEvaluate. 2012-05-09 05:31:29 -07:00
Sameer Agarwal 82f4b88c34 Extend support writing linear least squares problems to disk.
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.
2012-05-08 17:40:16 -07:00
Keir Mierle e2a6cdc081 Address some of the comments on CGNR patch
- 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.
2012-05-07 06:39:56 -07:00
Sameer Agarwal 6447219826 1. Changes the tutorial to refer to BriefReport.
2. Some of the enums have commas at the end.
3. Fix a bug in the default value of circle_fit.cc in the examples.
2012-05-03 21:53:07 -07:00
Keir Mierle 8ebb073038 Initial commit of Ceres Solver. 2012-04-30 23:09:08 -07:00