This was an ill-advised and complicated to interpret option
which offers nothing particularly useful.
Change-Id: Ia7741ed62ef977c96fa52299a884e404bee659ac
With this change, the user can now choose between Approximate Minimum
Degree and Nested Dissection as a fill reducing algorithm when using
a sparse direct factorization based linear solver like SPARSE_NORMAL_CHOLESKY
or SPARSE_SCHUR.
Currenly only SUITE_SPARSE is supported. It requires that
SuiteSparse be compiled with Metis support enabled.
On most problems AMD is still the better choice, but in some cases
like the grid3D dataset from https://lucacarlone.mit.edu/datasets/
the solution time with AMD is 57s and with NESDIS 38 on my M1 Mac.
On some other problems at Google we have observed speedups of 10x,
there is also a corresponding decrease in the total amount of memory
used.
This patch is based on the original work done by NeroBurner in
https://ceres-solver-review.googlesource.com/c/ceres-solver/+/20580
1. Add a new enum to the public api LinearSolverOrderingType and
a setting Solver::Options::linear_solver_ordering_type.
2. TrustRegionPreprocessor had some complicated logic which determined
when linear solvers should reorder their matrices on their own and not
this has been refactored into a more readable function that lives
inside reorder_program.h/cc.
3. Plumbing in reorder_program.cc and trust_region_processor.cc to use
nested dissection.
4. Update bundle_adjuster.cc to use nested dissection.
Change-Id: I388b027934f86c58b4da2b65a4fa5204ea73bf40
covariance.h was using SUITE_SPARSE even when SUITESPARSE
was disabled because it did not have config.h included in it
so it did not see that CERES_NO_SUITESPARSE was defined.
Add more config.h includes to files that are using these
configuration macros.
Change-Id: I6b1d2c2bd9e559de40a6332cd6be85ad4da3377b
Currently, the logic for exporting symbols is rather complicated: when
tests are enabled internal symbols are exported in addition to the
public symbols. Such logic causes several problems. (1) Test binaries
link against a Ceres build that is different from the final release
since fewer optimizations are applied if more symbols are exported. (2)
Also, some toolchains hide symbols by default breaking the existing
logic eventually causing linker errors.
Since internal symbols are not intended to be used outside of the
project, we can compile them into object files and use exactly the same
binary code both for the final build and the tests without relying on
conditionals.
By default, all symbols are now hidden unless annotated as public.
Internal symbols are explicitly marked as not being exported in case
users chose not to hide symbols by default.
Change-Id: I589dd10be2f6f438508783cf99d141af0120057b
- Change formatting standard to Cpp11. Main difference is not having
the space between two closing >> for nested templates. We don't
choose c++14, because older versions of clang-format (version 9
and earlier) don't know this value yet, and it doesn't make a
difference in the formatting.
- Apply clang-format to all (non generated) internal source files.
- Manually fix some code sections (clang-format on/off) and c-strings
- Exclude some embedded external files with very different formatting
(gtest/gmock)
- Add script to format all source files
Change-Id: Ic6cea41575ad6e37c9e136dbce176b0d505dc44d
https://github.com/ceres-solver/ceres-solver/issues/270
Detailed list of changes:
1. Add SUBSET to the PreconditionerType enum.
2. Add Solver::Options::residual_blocks_for_subset_preconditioner
3. Integrate SubsetPreconditioner into the CGNR solver.
4. Add the reordering logic needed for this to TrustRegionPreprocessor.
5. Expect CreateJacobianBlockTranspose to take the starting row block
so that we can work with subparts of the Jacobian matrix.
6. Extend the denoising example to use this preconditioner.
As an illustration of its performance, we consider the performance of
denoising -input ../data/ceres_noisy.pgm --foe_file ../data/5x5.foe
tl;dr
For the same cost,
SPARSE_NORMAL_CHOLESKY - 81s
CGNR + JACOBI - 718s
CGNR + SUBSET - 57s
SPARSE_NORMAL_CHOLESKY
======================
Cost:
Initial 2.317806e+05
Final 2.232323e+04
Change 2.094574e+05
Minimizer iterations 10
Successful steps 10
Unsuccessful steps 0
Time (in seconds):
Preprocessor 2.999746
Residual only evaluation 2.306811 (10)
Jacobian & residual evaluation 7.421727 (10)
Linear solver 65.517273 (10)
Minimizer 78.731011
Postprocessor 0.026079
Total 81.756836
Termination: CONVERGENCE (Function tolerance reached. |cost_change|/cost: 8.573046e-04 <= 1.000000e-03)
CGNR + JACOBI
=============
Cost:
Initial 2.317806e+05
Final 2.232344e+04
Change 2.094572e+05
Minimizer iterations 10
Successful steps 10
Unsuccessful steps 0
Time (in seconds):
Preprocessor 0.648814
Residual only evaluation 2.297607 (10)
Jacobian & residual evaluation 7.327886 (10)
Linear solver 699.601248 (10)
Minimizer 712.419493
Postprocessor 0.024014
Total 713.092321
Termination: CONVERGENCE (Function tolerance reached. |cost_change|/cost: 8.528538e-04 <= 1.000000e-03)
CGNR + SUBSET (random 20% residuals used for the preconditioner)
===============================================================
Cost:
Initial 2.317806e+05
Final 2.232327e+04
Change 2.094574e+05
Minimizer iterations 10
Successful steps 10
Unsuccessful steps 0
Time (in seconds):
Preprocessor 1.472743
Residual only evaluation 2.428315 (10)
Jacobian & residual evaluation 7.367796 (10)
Linear solver 42.585999 (10)
Minimizer 55.664459
Postprocessor 0.024098
Total 57.161301
Termination: CONVERGENCE (Function tolerance reached. |cost_change|/cost: 8.538277e-04 <= 1.000000e-03)
Change-Id: Ifb011408bd53edbb9439b0b7345649a38f999e18
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
Program::SetParameterOffsetsAndIndex() was being called willy nilly.
Now the invariant is that any function that actually reorders the
program, updates the offsets and indices.
Also the logic around handling EIGEN_SPARSE has been simplified in
anticipation of the block AMD code that is forthcoming.
Last but not the least, num_eliminate_blocks, which is a rather
cryptic name to begin with has been replaced by the more meaningful
size_of_first_elimination_group.
Change-Id: I77e684f699a93b53e76aa406d64f40f8704df813
Move all the program reordering programs into their own file.
Also split the reordering routines for SPARSE_NORMAL_CHOLESKY
into individual library dependent routines.
Also get rid of RemovedFixedBlocksFromProgram.
Change-Id: Ie969f529e6d20dded9da021b9df1a040e08287c1
Sameer Agarwal