Use the more modern form of accessing the data array of a vector
rather than grabbing the pointer to the first element. The latter
can lead to errors if the vector is of zero length.
Change-Id: Ifc8fc969b06b3ba1a9385e8a3a8d5c50b25db5a8
* Split `CERES_NO_METIS` into two defines: `CERES_NO_PARTITION` and
`CERES_NO_METIS`. The former refers to METIS support in SuiteSparse,
the latter to the Eigen's MetisSupport module. This enables the use of
sparse matrix reordering independent from SuiteSparse.
* Run Linux, macOS, and macOS Github workflows with METIS enabled
SuiteSparse.
Fixes#808
Change-Id: I5076b7e1268d32cc3e7e56650edcbaf7fb3b59ce
Eigen provides all the functionality that we need from CXSparse
with a more liberal license.
I will update the documentation in a follow up CL.
Change-Id: I0b9fd8be3c27754cc2986cc0e06595c8b3fdec0b
This was an ill-advised and complicated to interpret option
which offers nothing particularly useful.
Change-Id: Ia7741ed62ef977c96fa52299a884e404bee659ac
With this change, the user can now choose between Approximate Minimum
Degree and Nested Dissection as a fill reducing algorithm when using
a sparse direct factorization based linear solver like SPARSE_NORMAL_CHOLESKY
or SPARSE_SCHUR.
Currenly only SUITE_SPARSE is supported. It requires that
SuiteSparse be compiled with Metis support enabled.
On most problems AMD is still the better choice, but in some cases
like the grid3D dataset from https://lucacarlone.mit.edu/datasets/
the solution time with AMD is 57s and with NESDIS 38 on my M1 Mac.
On some other problems at Google we have observed speedups of 10x,
there is also a corresponding decrease in the total amount of memory
used.
This patch is based on the original work done by NeroBurner in
https://ceres-solver-review.googlesource.com/c/ceres-solver/+/20580
1. Add a new enum to the public api LinearSolverOrderingType and
a setting Solver::Options::linear_solver_ordering_type.
2. TrustRegionPreprocessor had some complicated logic which determined
when linear solvers should reorder their matrices on their own and not
this has been refactored into a more readable function that lives
inside reorder_program.h/cc.
3. Plumbing in reorder_program.cc and trust_region_processor.cc to use
nested dissection.
4. Update bundle_adjuster.cc to use nested dissection.
Change-Id: I388b027934f86c58b4da2b65a4fa5204ea73bf40
1. Generalize SuiteSparse::AnalyzeCholesky and
SuiteSparse::BlockAnalyzeCholesky from just doing AMD to taking
OrderingType as an argument and using that to determine whether
AMD & Nested Dissection algorithms are used for computing the
fill-reducing ordering or a natural ordering when computing
the symbolic factorization.
2. Remove AnalyzeCholeskyWithNaturalOrdering.
3. Replace and generalize SuiteSparse::BlockAMDOrdering with
SuiteSparse::BlockOrdering which also takes OrderingType as an
argument. Same for SuiteSparse::ApproximateMinimumDegreeOrdering
and SuiteSparse::NestedDissectionOrdering by
SuiteSparse::Ordering.
4. Remove LinearSolver::Options::use_postordering and replace it
with LinearSolver::Options::ordering_type.
5. Replace Preconditioner::Options::use_postordering and replace it
with Preconditioner::Options::ordering_type.
6. Add NESDIS to OrderingType. With the above changes, the linear
solvers can now use Nested Dissection once this information
is piped through the nonlinear solver.
Change-Id: Ib8e93fbf34ae2981bf2ac54dcda9e25c7c213790
With this change we can drop the complicated/conditional handling
around CAMD and assume that it is always available.
Change-Id: I93e1da676fb75817f79824b8b2b6549d03f278b0
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
Currently, the logic for exporting symbols is rather complicated: when
tests are enabled internal symbols are exported in addition to the
public symbols. Such logic causes several problems. (1) Test binaries
link against a Ceres build that is different from the final release
since fewer optimizations are applied if more symbols are exported. (2)
Also, some toolchains hide symbols by default breaking the existing
logic eventually causing linker errors.
Since internal symbols are not intended to be used outside of the
project, we can compile them into object files and use exactly the same
binary code both for the final build and the tests without relying on
conditionals.
By default, all symbols are now hidden unless annotated as public.
Internal symbols are explicitly marked as not being exported in case
users chose not to hide symbols by default.
Change-Id: I589dd10be2f6f438508783cf99d141af0120057b
- 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
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. Replace HashMap and HashSet with std::unordered_map and
std::unordered_set respectively.
2. Extract the pair hasher into a struct pair_hash.
3. Delete collections_port.h
4. Convert explicit iterator based loops to auto based
loops where sensible.
Change-Id: Ib88bcd13a7463d18435639d3b771abaa52080efb
When the user provides an ordering which starts at a non-zero group id,
or has gaps in the groups, then CAMD, the algorithm used to reorder
the program can crash or return garbage results.
The solution is to map the ordering into grouping constraints, and then
to re-number the groups to be contiguous using a call to
MapValuesToContiguousRange. This was already done for CAMD based
ordering for Schur type solvers, but was not done for SPARSE_NORMAL_CHOLESKY.
Thanks to Bernhard Zeisl for not only reporting the bug but also
providing a reproduction.
Change-Id: I5cfae222d701dfdb8e1bda7f0b4670a30417aa89
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
- CreateBlockJacobian() is only ever used when Eigen >= 3.2.2 is
detected, but was previously defined whenever CERES_USE_EIGEN_SPARSE
was defined with no check on the Eigen version.
- This resulted in an unused-function compile warning that became an
error due to -Werror, preventing compilation when using Eigen < 3.2.2.
Change-Id: I24628ff329f14b087ece66bf2626bdc0de4ba224
Ordering routines for the Schur complement when using EIGEN_SPARSE.
Also integration into SchurComplementSolver.
Part of this CL is also a refactoring of the block jacobian matrix
construction.
Change-Id: I11d665cc7d4867c64190e6fed1118f4d2e13d59b
This is just the reordering routine. The integration with
SparseNormalCholesky shall happen in a subsequent CL.
Change-Id: I39ddc32aa66b11c368faf75404850fa0ae0d2b3a
Program::SetParameterOffsetsAndIndex() was being called willy nilly.
Now the invariant is that any function that actually reorders the
program, updates the offsets and indices.
Also the logic around handling EIGEN_SPARSE has been simplified in
anticipation of the block AMD code that is forthcoming.
Last but not the least, num_eliminate_blocks, which is a rather
cryptic name to begin with has been replaced by the more meaningful
size_of_first_elimination_group.
Change-Id: I77e684f699a93b53e76aa406d64f40f8704df813
1. Base class for preprocessors.
2. A preprocessor for problems that will be solved using
the trust region minimizer.
3. Added sanity tests to the program reordering options
for Schur type linear solvers.
4. Tests for the TrustRegionPreprocessor.
Change-Id: I88cd926f0053bbbf2bd6b11e03ec55b8bf473cf1
SPARSE_NORMAL_CHOLESKY and SPARSE_SCHUR can now be used
with EIGEN_SPARSE as the backend.
The performance is not as good as CXSparse. This needs to be
investigated. Is it because the quality of AMD ordering that
we are computing is not as good as the one for CXSparse? This
could be because we are working with the scalar matrix instead
of the block matrix.
Also, the upper/lower triangular story is not completely clear.
Both of these issues will be benchmarked and tackled in the
near future.
Also included in this change is a bunch of cleanup to the
SparseNormalCholeskySolver and SparseSchurComplementSolver
classes around the use of the of defines used to conditionally
compile out parts of the code.
The system_test has been updated to test EIGEN_SPARSE also.
Change-Id: I46a57e9c4c97782696879e0b15cfc7a93fe5496a
Move all the program reordering programs into their own file.
Also split the reordering routines for SPARSE_NORMAL_CHOLESKY
into individual library dependent routines.
Also get rid of RemovedFixedBlocksFromProgram.
Change-Id: Ie969f529e6d20dded9da021b9df1a040e08287c1
Sameer Agarwal