This has been a long requested feature so that users can minimize
functions using numeric differentiation.
As part of this, I have also redone rosenbrock.cc, which now has three
variants.
rosenbrock.cc now uses automatic differentiation.
rosenbrock_numeric_diff.cc uses numeric differentiation.
rosenbrock_analytic_diff.cc uses analytic derivatives.
This is analogus to how the helloworld example code is structured.
The tutorial for GradientProblemSolver has also been updated to reflect
this.
https://github.com/ceres-solver/ceres-solver/issues/691
Change-Id: Ib0fb9e35127fe4c8299d4793bea3558722c70dd7
1. Add function_tolerance based termination, updating the
termination logic to be in line with Ceres.
2. Replace the use of "error" with "residuals" in the code.
Change-Id: I3fd543f3a8226fe7f07eeec358559cba934679b2
This is needed to add a layer of indirection which will allow
us to use gflags in the public version and absl inside Google.
Change-Id: I32f3da23200a01c9b658bbf8aaa66cb8fddc2cc3
When the examples are built from an external repo, the -I flag doesn't
point anywhere useful. Bazel has an includes option to handle this, so
just use that instead.
Change-Id: Ic768bd60c547948959912193765d4097ec0adf8c
- 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
This is mostly just applying the existing clang format config, except:
- Use NOLINT on overlong comment lines.
- Wrap some sections in 'clang-format off' / 'clang format on'.
- Manually split or join some multi-line strings.
Change-Id: Ia1a40eeb92112e12c3a169309afe087af55b2f4f
Add Ownership semantics to the AutoDiffCostFunction
This allows several benefits, such as pointer ordering always being the
same for numerical repeatability (due to blocks being ordered by
pointer address), memory adjacency for better cache performance, and
reduced allocator pressure / overhead.
This is then made use of in libmv by preallocating the errors and
cost functions into vectors
Change-Id: Ia5b97e7249b55a463264b6e26f7a02291927c9f2
- As our minimum required version of gflags (2.2) exports itself as
a CMake package and this is the case for the default 18.04 package
we can use the gflags target directly.
- Replaces forced use of CONFIG in find_package(gflags) with a check
that the gflags imported target exists to avoid ambiguity with
libgflags if installed in a default location. This permits users to
override the gflags detection should they so choose, provided that
they do so via an imported target.
- Also removes some previously removed legacy GLAGS_ vars from the
installation docs.
Change-Id: I015f5a751e5b22f956bbf9df692e63a6825c9f0d
- Removes all workarounds for pre-C++14 versions
- Removes '11' qualifier from C++ threading option and associated
defines.
- Fix missing inclusion of 'Multithreading' in reported Ceres components
when C++ threading model is enabled.
- Update Sphinx documentation to specify C++14 as minimum requirement.
Change-Id: I706c8b367b3221e3c4d1a0aaf669a8f9c911e438
Fix typos in docs/source/features.rst and examples/helloworld.cc. Alter a NULL to nullptr in include/ceres/autodiff_cost_function.h
Change-Id: Ibcf00b6ef665ad6be9af14b3add2dd4f3852e7e6
- This reflects modern CMake style, and also provides a measure of
protection against missing find_package() imports in downstream
clients resulting in linker errors when 'ceres' matches the compiled
library and not the imported target.
- The original 'ceres' target remains, as a local imported interface
target created by CeresConfig for backwards compatibility.
Change-Id: Ie9ed8de9b7059bc0cae1ae5002bb94d8fe617188
This patch integrates the code generation module into the build
system. All depenendcies are tracked through CMake targets.
Modifying the cost functor will automatically trigger code
re-generation.
All this functionality is defined in the CMake function
ceres_generate_cost_function_implementation_for_functor
in CeresCodeGeneration.cmake. A hello world usage example
is included in examples/CMakeLists.txt.
Change-Id: I23b8b6698d1ea51cf3d788a47afcf39f8c5ce327
After this patch, users have to add -DCODE_GENERATION=ON to the
cmake command, if they want to compile the code generation module.
A warning is printed if they enable code generation.
This informs the users that the code generation is still under
development and should be used with care. Also, we don't break
the master branch immediately if one of the bigger codegen
patches fails to build on some platform.
When this system is finished, we can enable it by default or
remove this option again.
Change-Id: Ib26498f0d5bd8b3c165807ffd774c057c2d21d39
The public API for the Autodiff Codegen system consist of a single
function, GenerateCodeForFunctor. This function takes as template
argument a cost functor type and the residual/parameter structure.
The output is the C++ for the residual and derivative. This class
mainly serves as a wrapper for the different codegen modules.
Change-Id: I8ee974199219805d54eed5e07c0e8d1394940779
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
This commit includes the following:
- Changes to CMake to make it safer to see which compiler flags are supported,
so this way we do not need to worry about version checks in CMake.
- Unix platforms (which includes both Linux and Apple as far as i can tell)
will now enable -Wmissing-declarations warning for the whole Ceres.
- Changes in all sources to solve missing declaration warning. In most cases
it was either matter of using static qualifier or moving functions to an
anonymous namespace.
In one case the function got removed, since it seems to be unused.
Additionally, in slam examples there was a non-inlined function implementation
in a header, which is a direct way to cause linking errors if other .cc file
will include that helper header.
- All third party sources (which is currently only gmock) has this extra
paranoid warning disabled.
This warning is important in the following cases:
- Detect helper functions which are not needed anymore.
- Avoid unnoticed pollution of namespace.
- Avoid bad level calls.
- Avoid missing updates in header files after changes in implementation file.
- Helps integrating Ceres into software where paranoid warnings are important.
Change-Id: I9b1044aced3910d8c6b2356cfe2bf57f3c8c58db
1. Add Solver::Options::use_mixed_precision_solves,
and Solver::Options::max_num_refinement_iterations.
2. Make SparseCholesky::Create return a unique_ptr.
3. SparseCholesky::Create now takes LinearSolver::Options
as an argument.
4. IterativeRefiner's constructor does not require num_cols
as an argument.
5. SparseNormalCholeskySolver now uses a separate rhs vector.
This basic implementation results in a 10% reduction in solver time
and 30% reduction in linear solver memory usage.
Change-Id: I6830f32cae2febf082d2733262eb2c9f0482b0ea
1. Solver::Options::num_threads now controls parallelism in Ceres
Solver. The user specified value of
Solver::Options::num_linear_solver_threads is ignored.
2. If the user specifies Solver::Options::num_linear_solver_threads
and it is different from Solver::Options::num_threads,
a warning is printed.
3. Solver::Summary:num_linear_solver_threads_given and
Solver::Summary::num_linear_solver_threads_used are also
deprecated and are always set to Solver::Summary::num_threads_given
and Solver::Summary::num_threads_used.
Change-Id: I20b9336d9336e400e6f0a15b63857c0c43eb271c
1. Default linear solver is Eigen::LDLT
2. Options::max_iterations -> Options::max_num_iterations
3. Options::error_threshold -> Options::cost_threshold
4. Options::relative_step_threshold -> Options::parameter_threshold
5. Options::initial_scale_factor -> Options::initial_trust_region_radius
6. The default values of the above parameters have been changed
to match those in ceres::Solver::Options
7. Status::RUNNING has been removed
8. Update now returns a bool instead of a Status enum and
the status handling has been included in the main loop.
9. Summary::gradient_norm has been changed to Summary::gradient_max_norm
to match the convergence test
10. A member variable cost_ has been added which is computed by Update
11. The test for parameter_tolerance based convergence is made
more robust near zero.
12. Use of double has been replaced by Scalar.
13. Minor clang-formatting
Change-Id: I3cb0e2fd0a0204476bb8718761dc740cdf5e42ce
Binary operations between Jets and doubles are well defined
and should not require an explicit conversion to Jets to work.
This was an oversight earlier and lead to overzealous conversions
all over our in our example code.
Change-Id: I1799770818e136edfc0a5802d86037ce9aec4923
- Previously we were not listing gflags as a public dependency of Ceres
if it and glog were found (and MINIGLOG was not being used). This
does not reflect that if glog was compiled with gflags then it will
#include gflags/gflags.h in glog/logging.h, thus making gflags a
public dependency of anything linking against glog.
- On *nix OSs if glog/gflags are shared libraries this did not result
in a link error when compiling Ceres as the gflags symbols were
indirectly resolved. However, on MSVC this is not the case, and this
could result in unresolved gflags symbol link errors when compiling
Ceres.
- Now we add gflags to the list of public Ceres dependencies if both
glog and gflags are found (and MINIGLOG is not enabled).
Change-Id: I5ce6038fa816781cc81b378522068dc563d29c51
Previously, when using a quaternion to parameterize the camera
orientation, the camera parameter block was split into two
parameter blocks. One for the rotation and another for the
translation and intrinsics. This was to enable the use of the
Quaternion parameterization.
Now that we have a ProductParameterization which allows us
to compose multiple parameterizations, this is no longer needed
and we use a size 10 parameter block instead.
This leads to a more than 2x improvements in the linear solver time.
Change-Id: I78b8f06696f81fee54cfe1a4ae193ee8a5f8e920
Sameer Agarwal