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13 Commits

Author SHA1 Message Date
Sameer Agarwal 9d02b76dce An implementation of SubsetPreconditioner. 
The key idea being, use some subset of the rows of the Jacobian
as the preconditioner.

This CL only implements the preconditioner assuming that the row
selection has already been done. How the rows are selected will be
left to the user based on their knowledge of the problem.

A follow up CL will hook this preconditioner into the rest of the
solver.

Change-Id: I3e18dc57811116534e9ddf35d7b154bcce496d3b
 2018-02-21 13:58:45 -08:00
Sameer Agarwal 04325145c9 Performance improvements to BlockSparseMatrix 
Re-allocations only happen if the already allocated buffer is
not large enough.

Change-Id: I5ff170a400e32a0ad64ee7c2e8ab59216db1e51b
 2017-06-21 22:01:32 -07:00
Sameer Agarwal ef31944726 A number of changes to BlockSparseMatrix. 
1. Add BlockSparseMatrix::CreateDiagonalMatrix
2. Add BlockSparseMatrix::AppendRows
3. Add BlockSparseMatrix::DeleteRowBlocks
4. Add BlockSparseMatrix::CreateRandomMatrix
5. Add a non-default constructor to Compressedlist.

Change-Id: I7cc7656616d059cef4471335f6d5b636807953e6
 2017-06-14 10:57:27 -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 367b65e17a Multiple dense linear algebra backends. 
1. When a LAPACK implementation is present, then
DENSE_QR, DENSE_NORMAL_CHOLESKY and DENSE_SCHUR
can use it for doing dense linear algebra operations.

2. The user can switch dense linear algebra libraries
by setting Solver::Options::dense_linear_algebra_library_type.

3. Solver::Options::sparse_linear_algebra_library is now
Solver::Options::sparse_linear_algebra_library_type to be consistent
with all the other enums in Solver::Options.

4. Updated documentation as well as Solver::Summary::FullReport
to reflect these changes.

Change-Id: I5ab930bc15e90906b648bc399b551e6bd5d6498f
 2013-08-13 14:57:03 -07:00
Sameer Agarwal 79d9353036 Remove Protocol Buffers support. 
Change-Id: I451c543c82cdfb566736aab94d836abcfb5c689d
 2013-06-24 14:28:40 -07:00
Sameer Agarwal 487250eb27 Minor cleanups. 
1. Further BLAS and heap allocation cleanups in  schur_eliminator_impl.h
2. Modularize blas.h using macros.
3. Lint cleanups from William Rucklidge.
4. Small changes to jet.h
5. ResidualBlock now uses blas.h

Performance improvements:

For static and dynamic sized blocks, the peformance is not changed much.

-use_quaternions -ordering user -linear_solver sparse_schur

                                        master         change
problem: 16-22106
gcc                                        3.4            3.3
clang                                      2.8            2.7

problem: 49-7776
gcc                                        1.7            1.7
clang                                      1.4            1.4

problem: 245-198739
gcc                                       80.1           79.6
clang                                     80.6           76.2

problem: 257-65132
gcc                                       12.2           12.0
clang                                     10.4           10.2

problem: 356-226730
gcc                                       99.0           96.8
clang                                     88.9           88.3

problem: 744-543562
gcc                                      361.5          356.2
clang                                    352.7          343.5

problem: 1024-110968
gcc                                       45.9           45.6
clang                                     42.6           42.1

However, performance when using local parameterizations is
significantly improved due to residual_block.cc using blas.h

-use_quaternions -use_local_parameterization -ordering user -linear_solver sparse_schur

                                        master         change
problem: 16-22106
gcc                                        3.6            3.3
clang                                      3.5            2.8

problem: 49-7776
gcc                                        1.8            1.6
clang                                      1.7            1.4

problem: 245-198739
gcc                                       79.7           76.1
clang                                     79.7           73.0

problem: 257-65132
gcc                                       12.8           11.9
clang                                     12.3            9.8

problem: 356-226730
gcc                                      101.9           93.5
clang                                    105.0           86.8

problem: 744-543562
gcc                                      367.9          350.5
clang                                    355.3          323.1

problem: 1024-110968
gcc                                       43.0           40.3
clang                                     41.0           37.5

Change-Id: I6dcf7476ddaa77cb116558d112a9cf1e832f5fc9
 2013-04-14 09:33:11 -07:00
Sameer Agarwal 3d6eceb45c Replace more instances of Eigen GEMV with Ceres BLAS. 
With this ITERATIVE_SCHUR with JACOBI preconditioner went down from
280 seconds to 150 seconds on problem-744-543562-pre.txt.

Change-Id: I4f319c1108421e8d59f58654a4c0576ad65df609
 2013-04-03 16:07:26 -07:00
Sameer Agarwal dd2b17d7dd CERES_DONT_HAVE_PROTOCOL_BUFFERS -> CERES_NO_PROTOCOL_BUFFERS. 
Change-Id: I6c9f50e4c006faf4e75a8f417455db18357f3187
 2012-08-17 13:21:33 -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 82f4b88c34 Extend support writing linear least squares problems to disk. 
1. Make the mechanism for writing problems to disk, generic and
controllable using an enum DumpType visible in the API.

2. Instead of single file containing protocol buffers, now matrices can
be written in a matlab/octave friendly format. This is now the default.

3. The support for writing problems to disk is moved into
linear_least_squares_problem.cc/h

4. SparseMatrix now has a ToTextFile virtual method which is
implemented by each of its subclasses to write a (i,j,s) triplets.

5. Minor changes to simple_bundle_adjuster to enable logging at startup.
 2012-05-08 17:40:16 -07:00
Keir Mierle 8ebb073038 Initial commit of Ceres Solver. 2012-04-30 23:09:08 -07:00