Commit Graph

13 Commits

Author SHA1 Message Date
Sameer Agarwal faf33e66ec Conditionally compile gflag dependencies.
Add data_fitting.cc to the cmake file.

Based on a patch by Casey Goodlett.

Change-Id: Iab17ae91e6fe26b3e01d430154e2f5cdbc1abca5
2012-07-16 10:55:40 -07:00
Keir Mierle efe7ac60a0 Port Ceres to Windows
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
2012-06-24 23:22:04 -07:00
Sameer Agarwal fa01519c47 Dogleg strategy and timing cleanups.
1. A new dogleg trust region strategy.
2. Consistent naming of all variables taking and reporting
   time. Also all are doubles now.
3. Enum to stringification routines.
4. bundle_adjuster.cc accepts max solver time and trust_region_strategy.
5. Time accounting is pushed into solver_impl.cc and there is now
   postprocessing time accounted for explicitly.
6. IterationCallback now has cumulative time.
7. LoggingCallback logs per iteration and cumulative time.
8. TrustRegionStrategy now allows for Invalid steps to be indicated
   explicitly.
9. Trust region minimizer actually terminates on max_solver_time.

Change-Id: I7e3b82c8beebc17b6b355ea46ddd280754a2d8b2
2012-06-11 22:16:02 -07:00
Sameer Agarwal 7a3c43b847 Block oriented fill reducing orderings.
By virtue of the modeling layer in Ceres being block oriented,
all the matrices used by Ceres are also block oriented.
When doing sparse direct factorization of these matrices, the
fill-reducing ordering algorithms can either be run on the
block or the scalar form of these matrices. Running it on the
block form exposes more of the super-nodal structure of the
matrix to the Cholesky factorization routines. This leads to
substantial gains in factorization performance.

This changelist adds support for approximate minimium degree
orderings to be computed on the block structure of the
Schur complement matrix. This affects, SchurComplementSolver
and VisibilityBasedPreconditioner and SparseNormalCholesky
 when using SuiteSparse.

A bool, use_block_amd has been added to Solver::Options and
bundle_adjuster.cc has been updated to allow testing with it.

When combined with a multithreaded Schur elimination, speed ups
can be seen quite uniformly across the board. For some problems
this can be dramatic, reducing the factorization time from 70
seconds down to 17 seconds.

Change-Id: I15ebb0afcbc85ada032ec8d179ee3a2f7c8d3e46
2012-06-06 22:02:17 -07:00
Sameer Agarwal aa9a83c657 New Trust region loop.
1. New TrustRegionMinimizer and basic tests for it.
2. New TrustRegionStrategy interface.
3. New LevenbergMarquardtStrategy and tests for it.
4. Updates to SolverImpl to reflect this.
5. Changes to Solver::Options and IterationSummary related to this.
6. Deleted levenberg_marquardt.cc/h/_test.cc

Change-Id: I6c1d1a7c774f014856f9f26263a830aa886e1400
2012-05-30 21:44:46 -07:00
Sameer Agarwal d11469093c Better handling of booleans in CMakeLists.txt
Updated the value of the version of cmake needed to build
ceres. Since the way booleans and literals are handled has changed
recently.

Change-Id: If13877f4403705cc29c3cf66c4e66dec26bbb3e9
2012-05-30 09:41:45 -07:00
Sameer Agarwal daa9824e56 1. Changed the semantics of how SuiteSparse dependencies are checked and used. Now SuiteSparse is built by default, only if all of its
2. Corrected a number of typos and reorganized the CMakefile to handle the corner cases better.

3. Moved the various search paths to the top of the CMakefile so that they are more easily accessible.

4. Tests that depend on gflags are only built if gflags support is compiled in.
2012-05-11 11:26:38 -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 e2a6cdc081 Address some of the comments on CGNR patch
- Rename BlockDiagonalPreconditioner to BlockJacobiPreconditioner
- Include the diagonal in the block jacobi preconditioner.
- Better flag help for eta.
- Enable test for CGNR
- Rename CONJUGATE_GRADIENTS to CGNR.
- etc.
2012-05-07 06:39:56 -07:00
Keir Mierle 211812a573 Better error handling in bundle_adjuster.cc 2012-05-07 04:33:50 -07:00
Keir Mierle f7898fba1b Add a general sparse iterative solver: CGNR
This adds a new LinearOperator which implements symmetric
products of a matrix, and a new CGNR solver to leverage
CG to directly solve the normal equations. This also
includes a block diagonal preconditioner. In experiments
on problem-16, the non-preconditioned version is about
1/5 the speed of SPARSE_SCHUR, and the preconditioned
version using block cholesky is about 20% slower than
SPARSE_SCHUR.
2012-05-05 20:55:08 -07:00
Sameer Agarwal 6447219826 1. Changes the tutorial to refer to BriefReport.
2. Some of the enums have commas at the end.
3. Fix a bug in the default value of circle_fit.cc in the examples.
2012-05-03 21:53:07 -07:00
Keir Mierle 8ebb073038 Initial commit of Ceres Solver. 2012-04-30 23:09:08 -07:00