Commit Graph

20 Commits

Author SHA1 Message Date
Sergiu Deitsch f0851667be Fix MSVC compilation errors
Disable the definition of `min`/`max` macros by defining `NOMINMAX`
and prevent macro substitution in the public interface.

Also, quiet floating-point comparisons are defined as template functions
by the MSVC STL which causes compilation errors due to ambiguities in
resolving the template parameter types.

Fixes #668
Fixes #716
Fixes #718

Change-Id: I5fe7832a6a3a7ad0421a2557527528c34b88e9c7
2022-02-27 13:24:42 +01:00
Sergiu Deitsch c8658c8992 Modernize more
Apply clang-tidy Google and modernize fixes without trailing return type
using:

$ clang-tidy -p <build-dir> \
  -checks='-*,google-*,modernize-*,-modernize-use-trailing-return-type' {} -fix

Change-Id: I7450cc58ea9abf928f73a467e87876083217fa26
2022-02-26 22:16:56 +00:00
Nikolaus Demmel 9d762d74f0 fix formatting for public header files
- ensure all public headers files adhere to clang-format
- preserve one-per-line for enums by adding trailing comma
- preserve include order for en/disable_warning.h

Change-Id: I78dbd0527a294ab2ec5f074fb426e48b20c393e6
2020-09-07 23:14:51 +02:00
Alex Stewart 7ef83e0759 Update minimum required C++ version for Ceres to C++14
- 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
2020-05-30 19:15:03 +01:00
Johannes Beck 25e1cdbb6f Switch to FixedArray implementation from abseil.
This PR changes the implementation of the current fixed array to the
abseil one, which has proper allocator support.
Some minor changes are made to make the fixed array implementation
self-contained (no dependent to abseil):
- No address sanitizer support (red zones, etc.)
- Remove of noexecpt specified for copy and move constructor.
- Remove of 'at' function as Ceres does not use exceptions.
- Use std::tuple instead of absl::CompressedTuple as it uses the  abseil
  utility header which includes a whole bunch of other headers.

Change-Id: I43445b42c37f944509b5353a587d0efce74cbccf
2019-04-08 19:44:16 +00:00
Sameer Agarwal e243fd292d remove the use of DCHECK_NOTNULL from numeric_diff.h
Change-Id: I7fc258812b1fe4aa727eaeb9b9b834d04a631abd
2018-11-02 06:33:21 -07:00
Johannes Beck 5ec88f6e44 Fix Jacobian evaluation for constant parameter
This CL fixes a regression bug in numeric differentiation where the
differentiation is called even if the parameter block is hold constant.
This resulted into a write to a nullptr.

A unit test is added for Jacobian evaluation of constant parameters.

Change-Id: Ia0f7c6cc7ef18f0f2cd6d758a839729b8ff606a0
2018-11-02 08:51:24 +01:00
Johannes Beck 8eef94de4e Sized cost function using variadic templates
This PR changes the interface of sized_cost_fucntion,
autodiff_cost_function and numeric_diff_costfunction from using ten
hardcoded parameter blocks to a variable number of parameter blocks
using variadic templates.

Trailing parameter blocks of size zero are now considered as error.

Change-Id: I37b9a0a420ef0eda6476a46672bbf6bd57e19760
2018-10-23 20:46:16 +02:00
Keir Mierle 7c4e8a454e Replace scoped_ptr with C++11's unique_ptr
Change-Id: Ib5a504c491e3a79af52a95accf009df473470c6b
2018-04-02 14:47:47 -07:00
Sameer Agarwal 67622b080c Fix a pointer access bug in Ridders' algorithm.
A pointer to an Eigen matrix was being used as an array.

Change-Id: Ifaea14fa3416eda5953de49afb78dc5a6ea816eb
2015-09-05 21:37:22 +00:00
Sameer Agarwal 2701429f77 Use Eigen::Dynamic instead of ceres::DYNAMIC in numeric_diff.h
Change-Id: Iccb0284a8fb4c2160748dfae24bcd595f1d4cb5c
2015-08-30 21:33:57 -07:00
Tal Ben-Nun 4f049db7c2 Adaptive numeric differentiation using Ridders' method.
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
2015-08-30 14:06:13 +03:00
Alex Stewart c80ce3525d Fix unused parameter compiler warnings in numeric_diff.h
Change-Id: I2b35babba17229387c6d346c46a2c6960db96e47
2015-07-11 18:27:00 +01:00
Sameer Agarwal 9064b4ed27 Improve numeric differentation near zero.
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
2015-05-13 21:37:15 -07:00
Tal Ben-Nun b2dcef36e7 Refactored DynamicNumericDiffCostFunction to use NumericDiff
Change-Id: I2fc4b203e984beaa7af96fb3cbe8ce14e5bca614
2015-05-07 01:48:27 +03:00
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 12eb389b4e Fix Eigen Row/ColMajor bug in NumericDiffCostFunction.
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
2014-08-28 16:34:22 +00:00
Sameer Agarwal 3a2158d728 NumericDiffCostFunction supports dynamic number of residuals.
1. Update AutoDiffCostFunction template parameters to be consistent
with NumericDiffCostFunction.

2. Update the documentation for NumericDiffCostFunction and
AutoDiffCostFunction.

Change-Id: I113038abb5bedebb0f6f326f2a4ac31480d785fc
2013-10-03 20:09:59 +00:00
Sameer Agarwal 509f68cfe3 Problem::Evaluate implementation.
1. Add Problem::Evaluate and tests.
2. Remove Solver::Summary::initial/final_*
3. Remove Solver::Options::return_* members.
4. Various cpplint cleanups.

Change-Id: I4266de53489896f72d9c6798c5efde6748d68a47
2013-02-24 19:04:21 +00:00
Sameer Agarwal 2fc0ed6143 Change NumericDiffCostFunction to accept variadic functors.
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
2013-01-18 13:06:31 -08:00