Commit Graph

17 Commits

Author SHA1 Message Date
Nikolaus Demmel 7b8f675bfd fix formatting for (non-generated) internal source files
- 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
2020-09-21 02:52:07 +02:00
Sameer Agarwal 667062dcc8 Introduce BlockSparseMatrixData
A number of algorithms like the SchurEliminator do not need
access to the full BlockSparseMatrix interface. They only
need read only access to the values array and the block structure.

This change introduces, BlockSparseDataMatrix a struct that carries
these two bits of information and modifies the Schur type algorithms
to use it.

What this change will allow us to do, in a subsequent CL is to
take the values array of a BlockSparseMatrix and pair it with
a different blocks structure for subset preconditioning.

Change-Id: I1808f12531b586c9ff4d6a70b3d390c7b0d9f441
2019-09-24 06:53:30 -07:00
Sameer Agarwal 2ffddaccfe Use override & final instead of just using virtual.
This is safer than using virtual and this lead to a minor
bug fixes.

Change-Id: Id69cb1cc569bf6bf245f22f029c7871b6c712568
2019-07-25 16:29:14 -07:00
Sameer Agarwal 94712db5c7 Convert calls to CHECK_NOTNULL to CHECK.
CHECK_NOTNULL is being deprecated and removed from the
glog library.

Change-Id: I4a6d1eec6e82a768c7861c8f776bf1f9c0b50c74
2018-08-28 08:14:19 -07:00
Keir Mierle 7c4e8a454e Replace scoped_ptr with C++11's unique_ptr
Change-Id: Ib5a504c491e3a79af52a95accf009df473470c6b
2018-04-02 14:47:47 -07:00
Mike Vitus f408f89e8b Adds a Ceres Context structure.
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
2018-02-26 10:37:53 -08:00
Sameer Agarwal 0859fe8a57 Integrate InvertPSDMatrix into the SchurEliminator.
SchurEliminator::Init now takes a bool that tells it whether
it can assume that the diagonal blocks it is inverting can
be assumed to be full rank or not.

This information is then passed onto InvertPSDMatrix.

Change-Id: I26037b6233f2aad5584fed245f631c3959928afe
2017-04-25 10:08:45 -07:00
Sameer Agarwal e712ce1810 Revert 81219ff.
Eigen upstream was broken a little while ago, and it seemed to be
the case that we needed a fix for using the LLT factorization on
ARM.

This has been fixed and AFAIK there are no stable eigen releases
with this bug in it.

For full gore, see

http://eigen.tuxfamily.org/bz/show_bug.cgi?id=992

In light of the fix, the extra layer of indirection introduced earlier
is not needed and we are reverting to normal programming.

Change-Id: I16929d2145253b38339b573b27b6b8fabd523704
2015-04-07 14:13:25 -07:00
Sameer Agarwal 81219fff78 Allow using Eigen's LDLT factorization instead of LLT factorization
It seems that Eigen's LLT factorization is broken on ARM.
This patch enables the use of LDLT factorization instead of LLT
factorization. The switch is controlled at compile time using a
preprocessor define - CERES_USE_EIGEN_LDLT.

By default we continue to use LLT factorization though.

To make the switching easier without introducing the Cholesky factorization
based inversion and linear system solve routines have been abstracted into
two new functions.

Android.mk has been updated to enable the LDLT factorization, but
the cmake file has not been updated as I will leave it to Alex's
capable hands to do proper detection of ARM as a target platform.

Change-Id: Iffe3abd2ce894de2a388b454df3da909b482d5e5
2015-04-05 22:50:41 -07:00
Keir Mierle 7492b0d8de Update copyright headers with new year and URL
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
2015-03-18 05:43:23 +00:00
Sameer Agarwal bcc865f81c Remove using namespace std;
For historical reasons we had a "using namespace std;" in port.h. This
is generally a bad idea. So removing it and along the way doing a bunch
of cpplint cleanup.

Change-Id: Ia125601a55ae62695e247fb0250df4c6f86c46c6
2015-01-07 14:26:53 -08:00
Sameer Agarwal 5a161a2b96 Template specializations for PartitionedMatrixView.
This speeds up the matrix vector products in the
IterativeSchurSolver by upto 40%.

Change-Id: Ib5e8d77c7269cf5ffdd2d161893734bb6d38215d
2013-10-30 21:21:31 -07:00
Sameer Agarwal 080d1d04bd Use more performant, less conservative Eigen solvers.
colPivHouseholderQR -> householderQR
ldlt -> llt.

The resulting performance differences are significant enough
to justify switching.

LAPACK's dgels routine used for solving linear least squares
problems does not use pivoting either.

Similarly, we are not actually using the fact that the matrix
being factorized can be indefinite when using LDLT factorization, so
its not clear that the performance hit is worth it.

These two changes result in Eigen being able to use blocking
algorithms, which for Cholesky factorization, brings the performance
closer to hardware optimized LAPACK. Similarly for dense QR
factorization, on intel there is a 2x speedup.

Change-Id: I4459ee0fc8eb87d58e2b299dfaa9e656d539dc5e
2013-08-13 21:27:55 +00:00
Sameer Agarwal 0c52f1e29b LinearSolver::Options::num_eliminate_blocks is dead.
Replaced with LinearSolver::Options::elimination_groups.

Change-Id: I7c07542ec19279a35ddf6da498d417a79395c77f
2012-09-17 11:40:03 -07:00
Sameer Agarwal 0beab86dfa Fix glog includes and include sorting order.
Change-Id: I0ec85218e82d1714279d41f7635104d480fb91c3
2012-08-13 15:47:24 -07:00
Sameer Agarwal a9d8ef847f 1. Remove constant_sparsity from LinearSolver::Options. It introduces
unnecessarily complexity in the structure of linear solvers and preconditioners.
This is the first step towards cleaning up the Preconditioner interface.

2. Minor tweaks and cleanups to the various linear solvers.
2012-05-14 02:28:05 -07:00
Keir Mierle 8ebb073038 Initial commit of Ceres Solver. 2012-04-30 23:09:08 -07:00