Files
ceres-solver/internal/ceres/dynamic_compressed_row_finalizer.h
T
Richard Stebbing 32530788d0 Add dynamic_sparsity option.
The standard sparse normal Cholesky solver assumes a fixed
sparsity pattern which is useful for a large number of problems
presented to Ceres. However, some problems are symbolically dense
but numerically sparse i.e. each residual is a function of a
large number of parameters but at any given state the residual
only depends on a sparse subset of them. For these class of
problems it is faster to re-analyse the sparsity pattern of the
jacobian at each iteration of the non-linear optimisation instead
of including all of the zero entries in the step computation.

The proposed solution adds the dynamic_sparsity option which can
be used with SPARSE_NORMAL_CHOLESKY. A
DynamicCompressedRowSparseMatrix type (which extends
CompressedRowSparseMatrix) has been introduced which allows
dynamic addition and removal of elements. A Finalize method is
provided which then consolidates the matrix so that it can be
used in place of a regular CompressedRowSparseMatrix. An
associated jacobian writer has also been provided.

Changes that were required to make this extension were adding the
SetMaxNumNonZeros method to CompressedRowSparseMatrix and adding
a JacobianFinalizer template parameter to the ProgramEvaluator.

Change-Id: Ia5a8a9523fdae8d5b027bc35e70b4611ec2a8d01
2014-04-28 07:13:09 +00:00

52 lines
2.3 KiB
C++

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2014 Google Inc. All rights reserved.
// http://code.google.com/p/ceres-solver/
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
//
// * Redistributions of source code must retain the above copyright notice,
// this list of conditions and the following disclaimer.
// * Redistributions in binary form must reproduce the above copyright notice,
// this list of conditions and the following disclaimer in the documentation
// and/or other materials provided with the distribution.
// * Neither the name of Google Inc. nor the names of its contributors may be
// used to endorse or promote products derived from this software without
// specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
// POSSIBILITY OF SUCH DAMAGE.
//
// Author: richie.stebbing@gmail.com (Richard Stebbing)
#ifndef CERES_INTERNAL_DYNAMIC_COMPRESED_ROW_FINALIZER_H_
#define CERES_INTERNAL_DYNAMIC_COMPRESED_ROW_FINALIZER_H_
#include "ceres/casts.h"
#include "ceres/dynamic_compressed_row_sparse_matrix.h"
namespace ceres {
namespace internal {
struct DynamicCompressedRowJacobianFinalizer {
void operator()(SparseMatrix* base_jacobian, int num_parameters) {
DynamicCompressedRowSparseMatrix* jacobian =
down_cast<DynamicCompressedRowSparseMatrix*>(base_jacobian);
jacobian->Finalize(num_parameters);
}
};
} // namespace internal
} // namespace ceres
#endif // CERES_INTERNAL_DYNAMIC_COMPRESED_ROW_FINALISER_H_