ResidualBlock evaluation has logic to ensure that CostFunction
should always fill out the residual and jacobian arrays completely
by using a special value to pre-populate these arrays.
This works for CostFunctions with analytical Jacobians but not for
AutoDiffCostFunction and NumericDiffCostFunction Jacobians.
There is no way to fix this for NumericDiffCostFunctions without
introducing significant performance penalties but the residual
evaluation fails, which should be enough to catch such errors.
For AutoDiffCostFunction the way the Jets are default initialized
was sidestepping this check. So now, the Jet that is used to
capture the output residuals is now initialized with
kImpossibleValue, which will ensure that if the user forgets
to fill all output fields, it triggers an evaluation error.
This change required that ceres::internal::kImpossibleValue be moved
out of array_utils.h/cc to types.h.
Change-Id: I35bb0946cf0785a5d43c7b5459a2272848fb2a9b
- Eigen versions < 3.3 only supported SIMD instructions that required
16-byte alignment (SSE), whereas Eigen >= 3.3 also supports AVX
instructions which require 32+-byte alignment.
- Previously we only ever requested 16-byte alignment for Jets (if >=
C++11 was enabled) which resulted in Eigen assertions being triggered
on some compilers as reported as Issue #251:
https://github.com/ceres-solver/ceres-solver/issues/251.
- Now we use Eigen’s EIGEN_MAX_ALIGN_BYTES macro, defined in Eigen >=
3.3 to specify the byte alignment for Jets when C++11 is enabled for
Eigen >= 3.3. For Eigen versions < 3.3, we maintain the previous
behaviour of 16.
Change-Id: I749af7a70ae794e0c2a59301128db781e338422c
- As per Andrew Hunter’s comments in the commit which added Jet
alignment when using C++11 here:
https://ceres-solver-review.googlesource.com/#/c/7100, there is wide
lattitude in the standard about what the maximum supported alignment
can be.
- Previously, we were forcing the alignment to 1, if the value of
alignof(std::max_align_t), which we use as a proxy for the maximum
supported alignment on the platform, was < 16.
- An alignment of 1 is not valid for Jets, as it would weaken the
natural alignment of the types within a Jet, which would typically be
4 (32-bit systems) or 8 (64-bit systems), thus resulting in a compiler
error.
- This was reported as issue 235 for Clang 3.8 on i386:
https://github.com/ceres-solver/ceres-solver/issues/235.
Change-Id: Ie39e5499c64f9231f29ebf4392992b5c9ce2e385
I169b637a1e2a106956b536c41d6a514a266e7cc0 marked Jets (in C++11) as
aligned to 16 bytes, and enabled Eigen vectorization. However, to
implement this, we added Eigen includes to port.h.
Turns out this broke some other tricks Ceres uses (redefining Eigen
constants for better performance), so we don't want to do that. Move
most of the implementation to jet.h where it is safe.
Change-Id: I47c6fc4180db1ff674bc660723dd5a2b84254e0d
We currently don't align the infinitesimal part of a Jet to a 16-byte
boundary (and thus force Eigen to avoid using SSE ops)--as a member of a
larger struct, we couldn't guarantee Jets would be allocated on
appropriately-aligned boundaries. However, C++11 adds better support
for requesting alignment: we can use it to guarantee the members will be
properly aligned, and tell Eigen to vectorize.
There is a significant gotcha here: the standard gives wide latitude to
implementations as to which alignments they choose to support. If we
ask for 16 and the system only supports 8, we may have misaligned
Jets. So we test (using alignof(std::max_align_t)) that the current
system supports 16-byte aligned values; if not, we fall back to the
current solution.
Two other small notes:
- This is obviously gated on C++11 support, and
thus we put the logic in port.h and export some useful #defines.
- GCC 4.8.x has a
bug (https://gcc.gnu.org/bugzilla/show_bug.cgi?id=56019) that has
max_align_t in the wrong namespace. This will not be a problem with a
modern GCC, but add a small workaround since many systems still ship 4.8.
This results (on a x86 workstation) in a 60% speedup in Jacobian
evaluation on bin/simple_bundle_adjuster problem-16-22106-pre.txt.
Change-Id: I169b637a1e2a106956b536c41d6a514a266e7cc0
This method numerically computes function derivatives in different
scales, extrapolating between intermediate results to conserve function
evaluations. Adaptive differentiation is essential to produce accurate
results for functions with noisy derivatives.
Full changelist:
-Created a new type of NumericDiffMethod (RIDDERS).
-Implemented EvaluateRiddersJacobianColumn in NumericDiff.
-Created unit tests with f(x) = x^2 + [random noise] and
f(x) = exp(x).
Change-Id: I2d6e924d7ff686650272f29a8c981351e6f72091
Before this change, the default step size
for a function F(x) at x was
step_size = |x| * relative_step_size
if step_size was exactly zero, then to prevent
division by zero we would fall back to relative_step_size.
This however is not good enough, as values of x say 1e-64
would lead to step sizes ~ 1e-70 and dividing by such numbers
leads to inaccurate results. For even smaller numbers, like
1e-300, which I have observed can occur as the optimization
algorithm makes progress, this leads to NaNs.
The key change in this CL is to change the fallback mechanism
to be
step_size = max(|x| * relative_step_size, min_step_size)
where
min_step_size = sqrt(DBL_EPSILON)
This is the recommended minimum value for the step size
for double precision arithmetic on the interwebs.
This results in a small loss of precision in the transcendental
functions test, but that is unavoidable as we are not taking
sufficiently small steps anymore.
On the whole though this will improve the numerical performance
of the algorithm.
To validate this approach, one of the parameter values for the
EasyFunctorTest has been set to 1e-64, which causes the test
to start failing without the corrected fallback logic.
This change should also address some if not all of
https://github.com/ceres-solver/ceres-solver/issues/121
Change-Id: I4a9013ef358626c1ba7b8abad60b3904163d63f6
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
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
If the parameter block size is 1, asking Eigen to create
a row-major matrix triggers a compile time error. Previously
we were handling the case where the number of rows in the
jacobian block was known statically, but the problem is present
when the nummber of rows is dynamic.
This CL fixes this problem.
Thanks to Dominik Reitzle for reporting this.
Change-Id: I99c3eec3558e66ebf4efa51c4dee8ce292ffe0c1
- Previously we overwrote the default (empty) config.h in the source
tree with a configured config.h, generated using the current compile
options.
- This was undesirable as it could lead to inadvertant commits of the
generated config.h.
- This patch moves the default config.h to <src>/config/ceres/internal,
separate from the other headers, thus if Ceres is compiled without
CMake this directory will now also have to be included. This
directory is _not_ added to the CMake include directories for Ceres
(thus the default config.h is never used when compiling with CMake).
- When using CMake, the generated config.h is now placed in
<build>/config/ceres/internal, which is in turn added to the include
directories for Ceres when it is compiled, and the resulting config.h
is copied to ceres/internal when installed.
Change-Id: Ib1ba45e66e383ade2ebb08603af9165c1df616f2
- Previously we passed all compile options to Ceres via add_definitions
in CMake. This was fine for private definitions (used only by Ceres)
but required additional work for public definitions to ensure they
were correctly propagated to clients via CMake using
target_compile_definitions() (>= 2.8.11) or add_definitions().
- A drawback to these approaches is that they did not work for chained
dependencies on Ceres, as in if in the users project B <- A <- Ceres,
then although the required Ceres public compile definitions would
be used when compiling A, they would not be propagated to B.
- This patch replaces the addition of compile definitions via
add_definitions() with an autogenerated config.h header which
is installed with Ceres and defines all of the enabled Ceres compile
options.
- This removes the need for the user to propagate any compile
definitions in their projects, and additionally allows post-install
inspect of the options with which Ceres was compiled.
Change-Id: Idbdb6abdad0eb31e7540370e301afe87a07f2260
This compiler defines shared_ptr in std::tr1 namespace, but
for this <tr1/memory> is to be included. Further, this compiler
also does have <memory> header which confused previous shared
pointer check.
Simplified logic around defines now, so currently we've got:
- CERES_TR1_MEMORY_HEADER defined if <tr1/memory> is to be
used for shared_ptr, otherwise <memory> is to be used.
- CERES_TR1_SHARED_PTR defined if shared_ptr is defined in
std::tr1 namespace, otherwise it's defined in std namespace.
All the shared_ptr checks are now moved to own file FindSharedPtr
which simplifies main CMakeLists.
Change-Id: I558a74793baaa0bd088801910a356be4ef17c31b
Fix variable names in port.h and fix fpclassify when
using gnustl. This was tested by switching to gnustl
in the JNI build.
Thanks to Carlos Hernandez for suggesting the gnustl fixes.
Change-Id: I690b73caf495ccc79061f45288e416da1604cc72
By default shared_ptr is now assumed to be
in the standard <memory> header and in the
std namespace.
Previously the way the ifdefs were structured if the appropriate
variable was not defined, it would default to <t1/memory>.
The new defaults are more future proof.
Change-Id: If457806191196be2b6425b8289ea7a3488a27445
Solver::Options::linear_solver_ordering and
Solver::Options::inner_iteration_ordering
were bare pointers even though Solver::Options took ownership of these
objects.
This lead to buggy user code and the inability to copy Solver::Options
objects around.
With this change, these naked pointers have been replaced by a
shared_ptr object which will managed the lifetime of these objects. This
also leads to simplification of the lifetime handling of these objects
inside the solver.
The Android.mk and Application.mk files have also been updated
to use a newer NDK revision which ships with LLVM's libc++.
Change-Id: I25161fb3ddf737be0b3e5dfd8e7a0039b22548cd
This triggers -Wtype-limits warnings on comparisons
which are always true, since the test being done is
n >= 0, where n is of type size_t, which is always
true.
This causes problems when compiling Ceres on linux
with miniglog.
Change-Id: Ia1d1d1483e03469c71fde029b62ca6d84e9b27e0
1. Update AutoDiffCostFunction template parameters to be consistent
with NumericDiffCostFunction.
2. Update the documentation for NumericDiffCostFunction and
AutoDiffCostFunction.
Change-Id: I113038abb5bedebb0f6f326f2a4ac31480d785fc
1. Introduce new typdefs in eigen.h to allow for column
major matrices.
2. Clean up old unused typedefs, and the aligned typedefs
since they do not actually add any real performance.
3. Made eigen.h conform to the google style guide by removing
the using directives. They were polluting the ceres namespace.
4. Made the template specialization generator work again.
Change-Id: Ic2268c784534b737ebd6e1a043e2a327adaeca37
The interface for NumericDiffCostFunction and AutoDiffCostFunction
are not comparable. They both accept variadic functors.
The change is backward compatible, as it still supports numeric
differentiation of CostFunction objects.
Some refactoring of documentation and code in auto_diff_cost_function
and its relatives was also done to make things consistent.
Change-Id: Ib5f230a1d4a85738eb187803b9c1cd7166bb3b92
CostFunctionToFunctor wraps a CostFunction, and makes it available
as a templated functor that can be called from other templated
functors. This is useful for when one wants to mix automatic,
numeric and analytic differentiated functions.
Also a bug fix in autodiff.h
Change-Id: If8ba281a89fda976ef2ce10a5844a74c4ac7b84a
Supporting only 6 parameters in autodiff was enough for most
cases, but 6 was not always sufficient. This extends the
current implementation to work with up to 10 parameters.
This also increases the number of parameters supported in
SizedCostFunction to 10.
Change-Id: Ic783602f93e6ddf4af24fa34eff37c0a4b775dc1
The warnings got disabled at some point; this re-enables some of them, and
fixes some of the warnings.
Change-Id: I290a4fdfad18cea85e9177ba57744d97b6856bb2
This is a workaround for anyone building Ceres in an environment
where there is a non-standard string implementation in the global
namespace. Due to the way the standard is written, a "using
namespace X" import is not high enough precedence to resolve a
naked reference to "string". Instead, by explicitly importing
string, the lookup becomes unambiguous.
Change-Id: I8d70463de01c482796c5bc09da05b37d21e7af96
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
Added EIGEN_MAKE_ALIGNED_OPERATOR_NEW to the struct so that
the Jet members are aligned. This fixes an eigen assert in
autodiff_test reported by multiple Ceres users.
Thanks Koichi Akabe & Stephan Kassemeyer
Change-Id: Id3574e926deffa57d205dddaa9d08389b5dc33a8
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
This commit modifies the only function in autodiff that takes a
templated number of outputs (i.e. residuals) and makes that
template parameter a normal parameter. With that change, it
is a trivial matter to support a dynamic number of residuals.
The API for dynamic residuals is to pass a fake number of
residuals as the second template argument to
AutoDiffCostFunction, and to pass the real number of
parameters as a second constructor argument.
Sameer Agarwal