Commit Graph

18 Commits

Author SHA1 Message Date
Sameer Agarwal a0c282adbd Add EIGEN_STRONG_INLINE annotation to jet.h
This improves performance when using MSVC on Windows. On GCC
there will be no effect.

Change-Id: I555a81ff6823c2855d64773073f75af50c48d716
2014-08-25 08:32:41 -07:00
Filippo Basso 91da310aeb Added epsilon() method to NumTraits<ceres::Jet<T, N> >.
Change-Id: Ie849b4ae5c7260976ebf2fb21a00f13d1e6bb647
2014-01-19 14:35:23 +01:00
Sameer Agarwal 8c155d51fa Speed up the application of robust loss functions.
Since we added special handling for the case for rho[2] < 0,
the bulk of CorrectJacobian is pointless in the common case.
So add a simple one dimensional loop which rescales the Jacobian.
This speeds up this method immensely.

The robustification of a Jacobian gets speeded up by > 50%.

Change-Id: I97c4e897ccbb5521c053e1fb931c5d0d32f542c7
2013-11-08 22:18:14 -08:00
Sameer Agarwal ecae1f07ea Lint cleanups.
Thanks to William Rucklidge and Jim Roseborough.

Change-Id: Ibc1a2daf0af878f737ea43e878990ead4e73f63d
2013-09-24 11:20:19 -07:00
Tim Langlois 91087e8936 Added some small optimizations to the jet class (initialize values
directly from eigen expressions, instead of creating a temporary). Also
changed several variable names from temp to tmp to be consistent with
the code base.

Change-Id: I3f7b834cedca9c4af8e5e086237b40301dbde619
2013-09-23 20:39:28 +00:00
Sameer Agarwal 11bf5ffb96 Add RequireInitialization = 1 to NumTraits::Jet.
Thanks to Nima Kevian for reporting this.

Change-Id: I9c45f4cabc8d5ce246c2a6ebe102161c6a771df5
2013-09-19 22:46:29 +00:00
Sameer Agarwal f0b071bac4 Lint and other fixes from William Rucklidge
Change-Id: Ic18561a5cdadccc75e97818fa4422bb5d9d43df9
2013-05-31 13:22:51 -07:00
Johannes Schönberger a8d38d438a Add sinh, cosh, tanh and tan functions to automatic differentiation
Change-Id: I6eb43fe9b340d4074ed3eed1461dda315f6e8ce8
2013-05-30 00:39:43 +02:00
Sameer Agarwal 487250eb27 Minor cleanups.
1. Further BLAS and heap allocation cleanups in  schur_eliminator_impl.h
2. Modularize blas.h using macros.
3. Lint cleanups from William Rucklidge.
4. Small changes to jet.h
5. ResidualBlock now uses blas.h

Performance improvements:

For static and dynamic sized blocks, the peformance is not changed much.

-use_quaternions -ordering user -linear_solver sparse_schur

                                        master         change
problem: 16-22106
gcc                                        3.4            3.3
clang                                      2.8            2.7

problem: 49-7776
gcc                                        1.7            1.7
clang                                      1.4            1.4

problem: 245-198739
gcc                                       80.1           79.6
clang                                     80.6           76.2

problem: 257-65132
gcc                                       12.2           12.0
clang                                     10.4           10.2

problem: 356-226730
gcc                                       99.0           96.8
clang                                     88.9           88.3

problem: 744-543562
gcc                                      361.5          356.2
clang                                    352.7          343.5

problem: 1024-110968
gcc                                       45.9           45.6
clang                                     42.6           42.1

However, performance when using local parameterizations is
significantly improved due to residual_block.cc using blas.h

-use_quaternions -use_local_parameterization -ordering user -linear_solver sparse_schur

                                        master         change
problem: 16-22106
gcc                                        3.6            3.3
clang                                      3.5            2.8

problem: 49-7776
gcc                                        1.8            1.6
clang                                      1.7            1.4

problem: 245-198739
gcc                                       79.7           76.1
clang                                     79.7           73.0

problem: 257-65132
gcc                                       12.8           11.9
clang                                     12.3            9.8

problem: 356-226730
gcc                                      101.9           93.5
clang                                    105.0           86.8

problem: 744-543562
gcc                                      367.9          350.5
clang                                    355.3          323.1

problem: 1024-110968
gcc                                       43.0           40.3
clang                                     41.0           37.5

Change-Id: I6dcf7476ddaa77cb116558d112a9cf1e832f5fc9
2013-04-14 09:33:11 -07:00
Sameer Agarwal 25ac54807e Speed up Jets.
Change-Id: I101bac1b1a1cf72ca49ffcf843b73c0ef5a6dfcb
2013-04-03 18:51:27 -07:00
Keir Mierle 8e68ff395b Zero-initialize Jet derivative components.
Change-Id: I9606aadb1a1f275608f6f332858af9258a120b05
2012-08-14 14:40:42 -07:00
Sameer Agarwal 1d7c49224a Add shared library targets.
Fix a grammo from a previous CL.

Change-Id: Icc683d3a73a542519a6ccefc0f653664f236c24b
2012-07-17 10:23:35 -07:00
Sameer Agarwal 45ccb51701 Drop alignment requirements for Jets.
Change-Id: I7cd1e8f73c6d3e0b9369e567149205075bfbcd82
2012-07-16 21:13:38 -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 517e196ca8 Fix IsInfinite on jets
Change-Id: Ibe1933caf681829b978b507a87539d1b75c7c54b
2012-06-24 17:47:13 -07:00
Keir Mierle 58ede2772e Add a portable floating point classification API
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
2012-06-24 17:42:53 -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
Keir Mierle 8ebb073038 Initial commit of Ceres Solver. 2012-04-30 23:09:08 -07:00