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
1. Add EigenDenseQR & tests.
This implementation now uses an in place decomposition,
which means that we are not allocating, deallocating
memory every call.
2. Add LAPACKDenseQR and tests.
The LAPACK implementation instead of using dgels which is a
routine which does the factorization and solve in one
call, now uses dgeqrf for factorization and then
dormqr and dtrtrs for solving. This allows us to
have a factorize and solve interface like DenseCholesky.
And opens the door to iterative refinement and mixed
precision solves.
3. The refactor also allows us to simplify the interface to
DenseSparseMatrix considerably. The internals of this
class were complicated because we had the AppendDiagonal
and RemoveDiagonal methods and we did not want to allocate
deallocate memory every call. But since we pay the cost
of the copy anyways, we can just hold that buffer
in DenseQRSolver.
4. Delete lapack.cc/h
5. The net result is that everything seems to be a bit faster.
For LAPACK we are not doing some of the scaling work that
dgels was doing. For Eigen I think it maybe the inplace
decomposition.
Benchmark Time CPU Time Old Time New CPU Old CPU New
----------------------------------------------------------------------------------------------------------------------------------------------------------
BM_DenseSolver<ceres::EIGEN, ceres::DENSE_QR>/1/1 -0.1154 -0.1159 692 612 691 611
BM_DenseSolver<ceres::EIGEN, ceres::DENSE_QR>/2/1 -0.1601 -0.1553 717 603 712 601
BM_DenseSolver<ceres::EIGEN, ceres::DENSE_QR>/3/1 -0.1673 -0.1575 733 610 724 610
BM_DenseSolver<ceres::EIGEN, ceres::DENSE_QR>/6/2 -0.1008 -0.1003 886 797 884 796
BM_DenseSolver<ceres::EIGEN, ceres::DENSE_QR>/10/3 -0.1489 -0.1514 1283 1092 1281 1087
BM_DenseSolver<ceres::EIGEN, ceres::DENSE_QR>/12/4 -0.1040 -0.1104 1556 1394 1553 1381
BM_DenseSolver<ceres::EIGEN, ceres::DENSE_QR>/20/5 -0.0007 -0.0097 1911 1910 1908 1890
BM_DenseSolver<ceres::EIGEN, ceres::DENSE_QR>/40/5 -0.1033 -0.1022 2981 2673 2957 2655
BM_DenseSolver<ceres::EIGEN, ceres::DENSE_QR>/100/10 -0.0147 +0.0015 9275 9138 9026 9040
BM_DenseSolver<ceres::EIGEN, ceres::DENSE_QR>/200/10 -0.1408 -0.1284 15093 12968 14778 12880
BM_DenseSolver<ceres::EIGEN, ceres::DENSE_QR>/200/20 -0.0310 -0.0355 38973 37765 38837 37460
BM_DenseSolver<ceres::LAPACK, ceres::DENSE_QR>/1/1 -0.1228 -0.1256 736 646 731 640
BM_DenseSolver<ceres::LAPACK, ceres::DENSE_QR>/2/1 -0.1401 -0.1396 740 636 735 633
BM_DenseSolver<ceres::LAPACK, ceres::DENSE_QR>/3/1 -0.1731 -0.1695 744 615 738 613
BM_DenseSolver<ceres::LAPACK, ceres::DENSE_QR>/6/2 -0.1399 -0.1408 1121 965 1113 956
BM_DenseSolver<ceres::LAPACK, ceres::DENSE_QR>/10/3 -0.1110 -0.1145 1571 1397 1560 1382
BM_DenseSolver<ceres::LAPACK, ceres::DENSE_QR>/12/4 -0.1411 -0.1417 2006 1722 1993 1710
BM_DenseSolver<ceres::LAPACK, ceres::DENSE_QR>/20/5 -0.1740 -0.1729 2741 2264 2724 2253
BM_DenseSolver<ceres::LAPACK, ceres::DENSE_QR>/40/5 -0.0966 -0.1123 3462 3128 3425 3040
BM_DenseSolver<ceres::LAPACK, ceres::DENSE_QR>/100/10 -0.0387 -0.0998 10365 9964 10339 9307
BM_DenseSolver<ceres::LAPACK, ceres::DENSE_QR>/200/10 -0.2044 -0.2049 16031 12754 15998 12720
BM_DenseSolver<ceres::LAPACK, ceres::DENSE_QR>/200/20 -0.2391 -0.2386 35777 27223 35716 27193
Change-Id: I782f0d7664efe1435eebda92ddf47a0fe66c9c72
Like SparseCholesky, the DenseCholesky interface abstracts
away the solution of dense linear systems using Cholesky factorization.
This allows the client code to not worry about the type of dense
linear algebra library being used.
DenseNormalCholeskySolver and DenseSchurComplementSolver code
is considerably simpler as a result.
Change-Id: Ie15f09ee376d5f9a64609e6a55ad83e99c76352a
- 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 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
Also update all callsites to use INSTANTIATE_TEST_SUITE_P instead
of INSTANTIATE_TEST_CASE_P which has been deprecated.
Also some minor clang-format changes.
Change-Id: If9d0a77931536ac0765d8435068d00e4471f59d0
A Ceres Context holds common global state that can be re-used within
Ceres. The Context current contains a thread pool if compiling with
C++11 threading support. Threads are expensive to create and destroy so
it is good to maintain across multiple Ceres solves.
Tested by compiling with and without TBB support and ran unit tests. Ran
bazel as well.
Change-Id: I82f598dfae642aa0e81a6039dc174608a5e8dbfb
It appears that interspersing ifdefs with macros causes problems
with Visual Studio. This patch changes the way we condition
the tests for dense linear solvers based on whether LAPACK is
available or not.
Change-Id: I306247496265c3551edad6bc8fcec9d4cf09e68d
1. Break up unsymmetric_linear_solver_test into
a. dense_linear_solver_test which covers DENSE_QR and
DENSE_NORMAL_CHOLESKY.
b. sparse_normal_cholesky_solver_test which covers
SPARSE_NORMAL_CHOLESKY.
2. dense_linear_solver_test has been completely re-written. It now
uses value parameterized tests for better logging. The number of
test problems as been increased to 2. Last but not the least
the actual test of correctness is not based on a golden solution
computed using another linear solver. We now compute the residual
and ensure that it is small.
https://github.com/ceres-solver/ceres-solver/issues/279
Change-Id: I9546a43e8ae85c31b2096a99405e47da326755ee
Sameer Agarwal