docs/source/version_history.rst

.. _chapter-version-history:

===============
Version History
===============

HEAD
====

New Features
------------
#. Added ``CubicInterpolator`` and ``BiCubicInterpolator`` to allow
   smooth interpolation of sampled functions and integration with
   automatic differentiation.
#. Add method to return covariance in tangent space. (Michael Vitus &
   Steve Hsu)
#. Add Homogeneous vector parameterization. (Michael Vitus)

Bug Fixes & Minor Changes
-------------------------
#. Rename macros in the public API to have a ``CERES_`` prefix.
#. Fix ``OrderedGroup::Reverse()`` when it is empty.
#. Update the code to point to ceres-solver.org.
#. Update documentation to point to the GitHub issue tracker.
#. Disable ``LAPACK`` for iOS builds. (Greg Coombe)
#. Force use of single-thread in ``Problem::Evaluate()`` without OpenMP.
#. Less strict check for multithreading. (Chris Sweeney)
#. Update tolerances in small_blas_test.cc (Philipp Hubner)
#. Documentation corrections (Steve Hsu)
#. Fixed ``sampled_function.cc`` (Pablo Speciale)
#. Fix example code in the documentation. (Rodney Hoskinson)
#. Improve the error handling in Conjugate Gradients.
#. Improve preconditioner documentation.
#. Remove dead code from fpclassify.h.
#. Make Android.mk threads sensitive.
#. Changed the ``CURRENT_CONFIG_INSTALL_DIR`` to be a variable local
   to Ceres. (Chris Sweeney)
#. Fix typo in the comments in ``Jet.h``. (Julius Ziegler)
#. Add the ASL at ETH Zurich to the list of users.
#. Fixed a typo in the documentation. (Richard Stebbing)
#. Fixed a boundary handling bug in the BiCubic interpolation
   code. (Bernhard Zeisl)
#. Fixed a ``MSVC`` compilation bug in the cubic interpolation code
   (Johannes Schönberger)
#. Add covariance related files to the Android build.
#. Update Ubuntu 14.04 installation instructions. (Filippo Basso)
#. Improved logging for linear solver failures.
#. Improved crash messages in ``Problem``.
#. Hide Homebrew related variables in CMake GUI.
#. Add SuiteSparse link dependency for
   compressed_col_sparse_matrix_utils_test.
#. Autodetect Homebrew install prefix on OSX.
#. Lint changes from William Rucklidge and Jim Roseborough.
#. Remove ``using namespace std:`` from ``port.h``
#. Add note about glog not currently compiling against gflags 2.1.
#. Add explicit no sparse linear algebra library available option.
#. Improve some wording in the FAQ. (Vasily Vylkov)
#. Delete Incomplete LQ Factorization.
#. Add a pointer to MacPorts. (Markus Moll)

1.10.0
======

New Features
------------
#. Ceres Solver can now be used to solve general unconstrained
   optimization problems. See the documentation for
   ``GradientProblem`` and ``GradientProblemSolver``.
#. ``Eigen`` can now be as a sparse linear algebra backend. This can
   be done by setting
   ``Solver::Options::sparse_linear_algebra_library_type`` to
   ``EIGEN_SPARSE``. Performance should be comparable to ``CX_SPARSE``.

   .. NOTE::

      Because ``Eigen`` is a header only library, and some of the code
      related to sparse Cholesky factorization is LGPL, building Ceres
      with support for Eigen's sparse linear algebra is disabled by
      default and should be enabled explicitly.

   .. NOTE::

      For good performance, use Eigen version 3.2.2 or later.

#. Added ``EIGEN_SPARSE_QR`` algorithm for covariance estimation using
   ``Eigen``'s sparse QR factorization. (Michael Vitus)
#. Faster inner iterations when using multiple threads.
#. Faster ``ITERATIVE_SCHUR`` + ``SCHUR_JACOBI`` for small to medium
   sized problems (see documentation for
   ``Solver::Options::use_explicit_schur_complement``).
#. Faster automatic Schur ordering.
#. Reduced memory usage when solving problems with dynamic sparsity.
#. ``CostFunctionToFunctor`` now supports dynamic number of residuals.
#. A complete re-write of the problem preprocessing phase.
#. ``Solver::Summary::FullReport`` now reports the build configuration
   for Ceres.
#. When building on Android, the ``NDK`` version detection logic has
   been improved.
#. The ``CERES_VERSION`` macro has been improved and replaced with the
   ``CERES_VERSION_STRING`` macro.
#. Added ``Solver::Options::IsValid`` which allows users to validate
   their solver configuration before calling ``Solve``.
#. Added ``Problem::GetCostFunctionForResidualBlock`` and
   ``Problem::GetLossFunctionForResidualBlock``.
#. Added Tukey's loss function. (Michael Vitus)
#. Added RotationMatrixToQuaternion
#. Compute & report timing information for line searches.
#. Autodetect gflags namespace.
#. Expanded ``more_garbow_hillstrom.cc``.
#. Added a pointer to Tal Ben-Nun's MSVC wrapper to the docs.
#. Added the ``<2,3,6>`` Schur template specialization. (Alessandro
   Dal Grande)

Backward Incompatible API Changes
---------------------------------
#. ``NumericDiffFunctor`` has been removed. It's API was broken, and
   the implementation was an unnecessary layer of abstraction over
   ``CostFunctionToFunctor``.
#. ``POLAK_RIBIRERE`` conjugate gradients direction type has been
   renamed to ``POLAK_RIBIERE``.
#. ``Solver::Options::solver_log`` has been removed. If needed this
   iteration callback can easily be implemented in user code.
#. The ``SPARSE_CHOLESKY`` algorithm for covariance estimation has
   been removed. It is not rank revealing and numerically poorly
   behaved. Sparse QR factorization is a much better way to do this.
#. The ``SPARSE_QR`` algorithm for covariance estimation has been
   renamed to ``SUITE_SPARSE_QR`` to be consistent with
   ``EIGEN_SPARSE_QR``.
#. ``Solver::Summary::preconditioner_type`` has been replaced with
   ``Solver::Summary::preconditioner_type_given`` and
   ``Solver::Summary::preconditioner_type_used`` to be more consistent
   with how information about the linear solver is communicated.
#. ``CERES_VERSION`` and ``CERES_ABI_VERSION`` macros were not
   terribly useful. They have been replaced with
   ``CERES_VERSION_MAJOR``, ``CERES_VERSION_MINOR`` ,
   ``CERES_VERSION_REVISION`` and ``CERES_VERSION_ABI`` macros. In
   particular the functionality of ``CERES_VERSION`` is provided by
   ``CERES_VERSION_STRING`` macro.

Bug Fixes
---------
#. Do not try the gradient step if TR step line search fails.
#. Fix missing include in libmv_bundle_adjuster on OSX.
#. Conditionally log evaluation failure warnings.
#. Runtime uses four digits after the decimal in Summary:FullReport.
#. Better options checking for TrustRegionMinimizer.
#. Fix RotationMatrixToAngleAxis when the angle of rotation is near
   PI. (Tobias Strauss)
#. Sometimes gradient norm based convergence would miss a step with a
   substantial solution quality improvement. (Rodney Hoskinson)
#. Ignore warnings from within Eigen/SparseQR (3.2.2).
#. Fix empty Cache HELPSTRING parsing error on OS X 10.10 Yosemite.
#. Fix a formatting error TrustRegionMinimizer logging.
#. Add an explicit include for local_parameterization.h (cooordz)
#. Fix a number of typos in the documentation (Martin Baeuml)
#. Made the logging in TrustRegionMinimizer consistent with
   LineSearchMinimizer.
#. Fix some obsolete documentation in CostFunction::Evaluate.
#. Fix CG solver options for ITERATIVE_SCHUR, which did not copy
   min_num_iterations (Johannes Schönberger)
#. Remove obsolete include of numeric_diff_functor.h. (Martin Baeuml)
#. Fix max. linear solver iterations in ConjugateGradientsSolver
   (Johannes Schönberger)
#. Expand check for lack of a sparse linear algebra library. (Michael
   Samples and Domink Reitzle)
#. Fix Eigen Row/ColMajor bug in NumericDiffCostFunction. (Dominik
   Reitzle)
#. Fix crash in Covariance if # threads > 1 requested without OpenMP.
#. Fixed Malformed regex. (Björn Piltz)
#. Fixed MSVC error C2124: divide or mod by zero. (Björn Piltz)
#. Add missing #include of <limits> for loss functions.
#. Make canned loss functions more robust.
#. Fix type of suppressed compiler warning for Eigen 3.2.0.
#. Suppress unused variable warning from Eigen 3.2.0.
#. Add "make install" to the install instructions.
#. Correct formula in documentation of
   Solver::Options::function_tolerance. (Alessandro Gentilini)
#. Add release flags to iOS toolchain.
#. Fix a broken hyperlink in the documentation. (Henrique Mendonca)
#. Add fixes for multiple definitions of ERROR on Windows to docs.
#. Compile miniglog into Ceres if enabled on all platforms.
#. Add two missing files to Android.mk (Greg Coombe)
#. Fix Cmake error when using miniglog. (Greg Coombe)
#. Don't build miniglog unconditionally as a static library (Björn Piltz)
#. Added a missing include. (Björn Piltz)
#. Conditionally disable SparseNormalCholesky.
#. Fix a memory leak in program_test.cc.


1.9.0
=====

New Features
------------

#. Bounds constraints: Support for upper and/or lower bounds on
   parameters when using the trust region minimizer.
#. Dynamic Sparsity: Problems in which the sparsity structure of the
   Jacobian changes over the course of the optimization can now be
   solved much more efficiently. (Richard Stebbing)
#. Improved support for Microsoft Visual C++ including the ability to
   build and ship DLLs. (Björn Piltz, Alex Stewart and Sergey
   Sharybin)
#. Support for building on iOS 6.0 or higher (Jack Feng).
#. Autogeneration of config.h that captures all the defines used to
   build and use Ceres Solver.
#. Simpler and more informative solver termination type
   reporting. (See below for more details)
#. New `website <http://www.ceres-solver.org>`_ based entirely on
   Sphinx.
#. ``AutoDiffLocalParameterization`` allows the use of automatic
   differentiation for defining ``LocalParameterization`` objects
   (Alex Stewart)
#. LBFGS is faster due to fewer memory copies.
#. Parameter blocks are not restricted to be less than 32k in size,
   they can be up to 2G in size.
#. Faster ``SPARSE_NORMAL_CHOLESKY`` solver when using ``CX_SPARSE``
   as the sparse linear algebra library.
#. Added ``Problem::IsParameterBlockPresent`` and
   ``Problem::GetParameterization``.
#. Added the (2,4,9) and (2,4,8) template specializations.
#. An example demonstrating the use of
   DynamicAutoDiffCostFunction. (Joydeep Biswas)
#. Homography estimation example from Blender demonstrating the use of
   a custom ``IterationCallback``. (Sergey Sharybin)
#. Support user passing a custom CMAKE_MODULE_PATH (for BLAS /
   LAPACK).

Backward Incompatible API Changes
---------------------------------

#. ``Solver::Options::linear_solver_ordering`` used to be a naked
   pointer that Ceres took ownership of. This is error prone behaviour
   which leads to problems when copying the ``Solver::Options`` struct
   around. This has been replaced with a ``shared_ptr`` to handle
   ownership correctly across copies.

#. The enum used for reporting the termination/convergence status of
   the solver has been renamed from ``SolverTerminationType`` to
   ``TerminationType``.

   The enum values have also changed. ``FUNCTION_TOLERANCE``,
   ``GRADIENT_TOLERANCE`` and ``PARAMETER_TOLERANCE`` have all been
   replaced by ``CONVERGENCE``.

   ``NUMERICAL_FAILURE`` has been replaed by ``FAILURE``.

   ``USER_ABORT`` has been renamed to ``USER_FAILURE``.

   Further ``Solver::Summary::error`` has been renamed to
   ``Solver::Summary::message``. It contains a more detailed
   explanation for why the solver terminated.

#. ``Solver::Options::gradient_tolerance`` used to be a relative
   gradient tolerance. i.e., The solver converged when

   .. math::
      \|g(x)\|_\infty < \text{gradient_tolerance} * \|g(x_0)\|_\infty

   where :math:`g(x)` is the gradient of the objective function at
   :math:`x` and :math:`x_0` is the parmeter vector at the start of
   the optimization.

   This has changed to an absolute tolerance, i.e. the solver
   converges when

   .. math::
      \|g(x)\|_\infty < \text{gradient_tolerance}

#. Ceres cannot be built without the line search minimizer
   anymore. Thus the preprocessor define
   ``CERES_NO_LINE_SEARCH_MINIMIZER`` has been removed.

Bug Fixes
---------

#. Disabled warning C4251. (Björn Piltz)
#. Do not propagate 3d party libs through
   `IMPORTED_LINK_INTERFACE_LIBRARIES_[DEBUG/RELEASE]` mechanism when
   building shared libraries. (Björn Piltz)
#. Fixed errant verbose levels (Björn Piltz)
#. Variety of code cleanups, optimizations and bug fixes to the line
   search minimizer code (Alex Stewart)
#. Fixed ``BlockSparseMatrix::Transpose`` when the matrix has row and
   column blocks. (Richard Bowen)
#. Better error checking when ``Problem::RemoveResidualBlock`` is
   called. (Alex Stewart)
#. Fixed a memory leak in ``SchurComplementSolver``.
#. Added ``epsilon()`` method to ``NumTraits<ceres::Jet<T, N> >``. (Filippo
   Basso)
#. Fixed a bug in `CompressedRowSparseMatrix::AppendRows`` and
   ``DeleteRows``.q
#. Handle empty problems consistently.
#. Restore the state of the ``Problem`` after a call to
   ``Problem::Evaluate``. (Stefan Leutenegger)
#. Better error checking and reporting for linear solvers.
#. Use explicit formula to solve quadratic polynomials instead of the
   eigenvalue solver.
#. Fix constant parameter handling in inner iterations (Mikael
   Persson).
#. SuiteSparse errors do not cause a fatal crash anymore.
#. Fix ``corrector_test.cc``.
#. Relax the requirements on loss function derivatives.
#. Minor bugfix to logging.h (Scott Ettinger)
#. Updated ``gmock`` and ``gtest`` to the latest upstream version.
#. Fix build breakage on old versions of SuiteSparse.
#. Fixed build issues related to Clang / LLVM 3.4 (Johannes
   Schönberger)
#. METIS_FOUND is never set. Changed the commit to fit the setting of
   the other #._FOUND definitions. (Andreas Franek)
#. Variety of bug fixes and cleanups to the ``CMake`` build system
   (Alex Stewart)
#. Removed fictious shared library target from the NDK build.
#. Solver::Options now uses ``shared_ptr`` to handle ownership of
   ``Solver::Options::linear_solver_ordering`` and
   ``Solver::Options::inner_iteration_ordering``. As a consequence the
   ``NDK`` build now depends on ``libc++`` from the ``LLVM`` project.
#. Variety of lint cleanups (William Rucklidge & Jim Roseborough)
#. Various internal cleanups including dead code removal.


1.8.0
=====

New Features
------------
#. Significant improved ``CMake`` files with better robustness,
   dependency checking and GUI support. (Alex Stewart)
#. Added ``DynamicNumericDiffCostFunction`` for numerically
   differentiated cost functions whose sizing is determined at run
   time.
#. ``NumericDiffCostFunction`` now supports a dynamic number of
   residuals just like ``AutoDiffCostFunction``.
#. ``Problem`` exposes more of its structure in its API.
#. Faster automatic differentiation (Tim Langlois)
#. Added the commonly occuring ``2_d_d`` template specialization for
   the Schur Eliminator.
#. Faster ``ITERATIVE_SCHUR`` solver using template specializations.
#. Faster ``SCHUR_JACOBI`` preconditioner construction.
#. Faster ``AngleAxisRotatePoint``.
#. Faster Jacobian evaluation when a loss function is used.
#. Added support for multiple clustering algorithms in visibility
   based preconditioning, including a new fast single linkage
   clustering algorithm.

Bug Fixes
---------
#. Fix ordering of ParseCommandLineFlags() & InitGoogleTest() for
   Windows. (Alex Stewart)
#. Remove DCHECK_GE checks from fixed_array.h.
#. Fix build on MSVC 2013 (Petter Strandmark)
#. Fixed ``AngleAxisToRotationMatrix`` near zero.
#. Move ``CERES_HASH_NAMESPACE`` macros to ``collections_port.h``.
#. Fix handling of unordered_map/unordered_set on OSX 10.9.0.
#. Explicitly link to libm for ``curve_fitting_c.c``. (Alex Stewart)
#. Minor type conversion fix to autodiff.h
#. Remove RuntimeNumericDiffCostFunction.
#. Fix operator= ambiguity on some versions of Clang. (Alex Stewart)
#. Various Lint cleanups (William Rucklidge & Jim Roseborough)
#. Modified installation folders for Windows. (Pablo Speciale)
#. Added librt to link libraries for SuiteSparse_config on Linux. (Alex Stewart)
#. Check for presence of return-type-c-linkage option with
   Clang. (Alex Stewart)
#. Fix Problem::RemoveParameterBlock after calling solve. (Simon Lynen)
#. Fix a free/delete bug in covariance_impl.cc
#. Fix two build errors. (Dustin Lang)
#. Add RequireInitialization = 1 to NumTraits::Jet.
#. Update gmock/gtest to 1.7.0
#. Added IterationSummary::gradient_norm.
#. Reduced verbosity of the inner iteration minimizer.
#. Fixed a bug in TrustRegionMinimizer. (Michael Vitus)
#. Removed android/build_android.sh.


1.7.0
=====

Backward Incompatible API Changes
---------------------------------

#. ``Solver::Options::sparse_linear_algebra_library`` has been renamed
   to ``Solver::Options::sparse_linear_algebra_library_type``.

New Features
------------

#. Sparse and dense covariance estimation.
#. A new Wolfe line search. (Alex Stewart)
#. ``BFGS`` line search direction. (Alex Stewart)
#. C API
#. Speeded up the use of loss functions > 17x.
#. Faster ``DENSE_QR``, ``DENSE_NORMAL_CHOLESKY`` and ``DENSE_SCHUR``
   solvers.
#. Support for multiple dense linear algebra backends. In particular
   optimized ``BLAS`` and ``LAPACK`` implementations (e.g., Intel MKL,
   ACML, OpenBLAS etc) can now be used to do the dense linear
   algebra for ``DENSE_QR``, ``DENSE_NORMAL_CHOLESKY`` and
   ``DENSE_SCHUR``
#. Use of Inner iterations can now be adaptively stopped. Iteration
   and runtime statistics for inner iterations are not reported in
   ``Solver::Summary`` and ``Solver::Summary::FullReport``.
#. Improved inner iteration step acceptance criterion.
#. Add BlockRandomAccessCRSMatrix.
#. Speeded up automatic differentiation by 7\%.
#. Bundle adjustment example from libmv/Blender (Sergey Sharybin)
#. Shared library building is now controlled by CMake, rather than a custom
   solution. Previously, Ceres had a custom option, but this is now deprecated
   in favor of CMake's built in support for switching between static and
   shared. Turn on BUILD_SHARED_LIBS to get shared Ceres libraries.
#. No more dependence on Protocol Buffers.
#. Incomplete LQ factorization.
#. Ability to write trust region problems to disk.
#. Add sinh, cosh, tanh and tan functions to automatic differentiation
   (Johannes Schönberger)
#. Simplifications to the cmake build file.
#. ``miniglog`` can now be used as a replacement for ``google-glog``
   on non Android platforms. (This is NOT recommended).

Bug Fixes
---------

#. Fix ``ITERATIVE_SCHUR`` solver to work correctly when the schur
   complement is of size zero. (Soohyun Bae)
#. Fix the ``spec`` file for generating ``RPM`` packages (Brian Pitts
   and Taylor Braun-Jones).
#. Fix how ceres calls CAMD (Manas Jagadev)
#. Fix breakage on old versions of SuiteSparse. (Fisher Yu)
#. Fix warning C4373 in Visual Studio (Petter Strandmark)
#. Fix compilation error caused by missing suitesparse headers and
   reorganize them to be more robust. (Sergey Sharybin)
#. Check GCC Version before adding -fast compiler option on
   OSX. (Steven Lovegrove)
#. Add documentation for minimizer progress output.
#. Lint and other cleanups (William Rucklidge and James Roseborough)
#. Collections port fix for MSC 2008 (Sergey Sharybin)
#. Various corrections and cleanups in the documentation.
#. Change the path where CeresConfig.cmake is installed (Pablo
   Speciale)
#. Minor errors in documentation (Pablo Speciale)
#. Updated depend.cmake to follow CMake IF convention. (Joydeep
   Biswas)
#. Stablize the schur ordering algorithm.
#. Update license header in split.h.
#. Enabling -O4 (link-time optimization) only if compiler/linker
   support it. (Alex Stewart)
#. Consistent glog path across files.
#. ceres-solver.spec: Use cleaner, more conventional Release string
   (Taylor Braun-Jones)
#. Fix compile bug on RHEL6 due to missing header (Taylor Braun-Jones)
#. CMake file is less verbose.
#. Use the latest upstream version of google-test and gmock.
#. Rationalize some of the variable names in ``Solver::Options``.
#. Improve Summary::FullReport when line search is used.
#. Expose line search parameters in ``Solver::Options``.
#. Fix update of L-BFGS history buffers after they become full. (Alex
   Stewart)
#. Fix configuration error on systems without SuiteSparse installed
   (Sergey Sharybin)
#. Enforce the read call returns correct value in ``curve_fitting_c.c``
   (Arnaud Gelas)
#. Fix DynamicAutoDiffCostFunction (Richard Stebbing)
#. Fix Problem::RemoveParameterBlock documentation (Johannes
   Schönberger)
#. Fix a logging bug in parameter_block.h
#. Refactor the preconditioner class structure.
#. Fix an uninitialized variable warning when building with ``GCC``.
#. Fix a reallocation bug in
   ``CreateJacobianBlockSparsityTranspose``. (Yuliy Schwartzburg)
#. Add a define for O_BINARY.
#. Fix miniglog-based Android NDK build; now works with NDK r9. (Scott Ettinger)


1.6.0
=====

New Features
------------

#. Major Performance improvements.

   a. Schur type solvers (``SPARSE_SCHUR``, ``DENSE_SCHUR``,
      ``ITERATIVE_SCHUR``) are significantly faster due to custom BLAS
      routines and fewer heap allocations.

   b. ``SPARSE_SCHUR`` when used with ``CX_SPARSE`` now uses a block
      AMD for much improved factorization performance.

   c. The jacobian matrix is pre-ordered so that
      ``SPARSE_NORMAL_CHOLESKY`` and ``SPARSE_SCHUR`` do not have to
      make copies inside ``CHOLMOD``.

   d. Faster autodiff by replacing division by multplication by inverse.

   e. When compiled without threads, the schur eliminator does not pay
      the penalty for locking and unlocking mutexes.

#. Users can now use ``linear_solver_ordering`` to affect the
   fill-reducing ordering used by ``SUITE_SPARSE`` for
   ``SPARSE_NORMAL_CHOLESKY``.
#. ``Problem`` can now report the set of parameter blocks it knows about.
#. ``TrustRegionMinimizer`` uses the evaluator to compute the gradient
   instead of a matrix vector multiply.
#. On ``Mac OS``, whole program optimization is enabled.
#. Users can now use automatic differentiation to define new
   ``LocalParameterization`` objects. (Sergey Sharybin)
#. Enable larger tuple sizes for Visual Studio 2012. (Petter Strandmark)


Bug Fixes
---------

#. Update the documentation for ``CostFunction``.
#. Fixed a typo in the documentation. (Pablo Speciale)
#. Fix a typo in suitesparse.cc.
#. Bugfix in ``NumericDiffCostFunction``. (Nicolas Brodu)
#. Death to BlockSparseMatrixBase.
#. Change Minimizer::Options::min_trust_region_radius to double.
#. Update to compile with stricter gcc checks. (Joydeep Biswas)
#. Do not modify cached CMAKE_CXX_FLAGS_RELEASE. (Sergey Sharybin)
#. ``<iterator>`` needed for back_insert_iterator. (Petter Strandmark)
#. Lint cleanup. (William Rucklidge)
#. Documentation corrections. (Pablo Speciale)


1.5.0
=====

Backward Incompatible API Changes
---------------------------------

#. Added ``Problem::Evaluate``. Now you can evaluate a problem or any
   part of it without calling the solver.

   In light of this the following settings have been deprecated and
   removed from the API.

   - ``Solver::Options::return_initial_residuals``
   - ``Solver::Options::return_initial_gradient``
   - ``Solver::Options::return_initial_jacobian``
   - ``Solver::Options::return_final_residuals``
   - ``Solver::Options::return_final_gradient``
   - ``Solver::Options::return_final_jacobian``

   Instead we recommend using something like this.

   .. code-block:: c++

     Problem problem;
     // Build problem

     vector<double> initial_residuals;
     problem.Evaluate(Problem::EvaluateOptions(),
                      NULL, /* No cost */
                      &initial_residuals,
                      NULL, /* No gradient */
                      NULL  /* No jacobian */ );

     Solver::Options options;
     Solver::Summary summary;
     Solver::Solve(options, &problem, &summary);

     vector<double> final_residuals;
     problem.Evaluate(Problem::EvaluateOptions(),
                      NULL, /* No cost */
                      &final_residuals,
                      NULL, /* No gradient */
                      NULL  /* No jacobian */ );


New Features
------------
#. Problem now supports removal of ParameterBlocks and
   ResidualBlocks. There is a space/time tradeoff in doing this which
   is controlled by
   ``Problem::Options::enable_fast_parameter_block_removal``.

#. Ceres now supports Line search based optimization algorithms in
   addition to trust region algorithms. Currently there is support for
   gradient descent, non-linear conjugate gradient and LBFGS search
   directions.
#. Added ``Problem::Evaluate``. Now you can evaluate a problem or any
   part of it without calling the solver. In light of this the
   following settings have been deprecated and removed from the API.

   - ``Solver::Options::return_initial_residuals``
   - ``Solver::Options::return_initial_gradient``
   - ``Solver::Options::return_initial_jacobian``
   - ``Solver::Options::return_final_residuals``
   - ``Solver::Options::return_final_gradient``
   - ``Solver::Options::return_final_jacobian``

#. New, much improved HTML documentation using Sphinx.
#. Changed ``NumericDiffCostFunction`` to take functors like
   ``AutoDiffCostFunction``.
#. Added support for mixing automatic, analytic and numeric
   differentiation. This is done by adding ``CostFunctionToFunctor``
   and ``NumericDiffFunctor`` objects to the API.
#. Sped up the robust loss function correction logic when residual is
   one dimensional.
#. Sped up ``DenseQRSolver`` by changing the way dense jacobians are
   stored. This is a 200-500% improvement in linear solver performance
   depending on the size of the problem.
#. ``DENSE_SCHUR`` now supports multi-threading.
#. Greatly expanded ``Summary::FullReport``:

   - Report the ordering used by the ``LinearSolver``.
   - Report the ordering used by the inner iterations.
   - Execution timing breakdown into evaluations and linear solves.
   - Effective size of the problem solved by the solver, which now
     accounts for the size of the tangent space when using a
     ``LocalParameterization``.
#. Ceres when run at the ``VLOG`` level 3 or higher will report
   detailed timing information about its internals.
#. Remove extraneous initial and final residual evaluations. This
   speeds up the solver a bit.
#. Automatic differenatiation with a dynamic number of parameter
   blocks. (Based on an idea by Thad Hughes).
#. Sped up problem construction and destruction.
#. Added matrix adapters to ``rotation.h`` so that the rotation matrix
   routines can work with row and column major matrices. (Markus Moll)
#. ``SCHUR_JACOBI`` can now be used without ``SuiteSparse``.
#. A ``.spec`` file for producing RPMs. (Taylor Braun-Jones)
#. ``CMake`` can now build the sphinx documentation (Pablo Speciale)
#. Add support for creating a CMake config file during build to make
   embedding Ceres in other CMake-using projects easier. (Pablo
   Speciale).
#. Better error reporting in ``Problem`` for missing parameter blocks.
#. A more flexible ``Android.mk`` and a more modular build. If binary
   size and/or compile time is a concern, larger parts of the solver
   can be disabled at compile time.

Bug Fixes
---------
#. Compilation fixes for MSVC2010 (Sergey Sharybin)
#. Fixed "deprecated conversion from string constant to char*"
   warnings. (Pablo Speciale)
#. Correctly propagate ifdefs when building without Schur eliminator
   template specializations.
#. Correct handling of ``LIB_SUFFIX`` on Linux. (Yuliy Schwartzburg).
#. Code and signature cleanup in ``rotation.h``.
#. Make examples independent of internal code.
#. Disable unused member in ``gtest`` which results in build error on
   OS X with latest Xcode. (Taylor Braun-Jones)
#. Pass the correct flags to the linker when using
   ``pthreads``. (Taylor Braun-Jones)
#. Only use ``cmake28`` macro when building on RHEL6. (Taylor
   Braun-Jones)
#. Remove ``-Wno-return-type-c-linkage`` when compiling with
   GCC. (Taylor Braun-Jones)
#. Fix ``No previous prototype`` warnings. (Sergey Sharybin)
#. MinGW build fixes. (Sergey Sharybin)
#. Lots of minor code and lint fixes. (William Rucklidge)
#. Fixed a bug in ``solver_impl.cc`` residual evaluation. (Markus
   Moll)
#. Fixed varidic evaluation bug in ``AutoDiff``.
#. Fixed ``SolverImpl`` tests.
#. Fixed a bug in ``DenseSparseMatrix::ToDenseMatrix()``.
#. Fixed an initialization bug in ``ProgramEvaluator``.
#. Fixes to Android.mk paths (Carlos Hernandez)
#. Modify ``nist.cc`` to compute accuracy based on ground truth
   solution rather than the ground truth function value.
#. Fixed a memory leak in ``cxsparse.cc``. (Alexander Mordvintsev).
#. Fixed the install directory for libraries by correctly handling
   ``LIB_SUFFIX``. (Taylor Braun-Jones)

1.4.0
=====

Backward Incompatible API Changes
---------------------------------

The new ordering API breaks existing code. Here the common case fixes.

**Before**

.. code-block:: c++

 options.linear_solver_type = ceres::DENSE_SCHUR
 options.ordering_type = ceres::SCHUR

**After**


.. code-block:: c++

  options.linear_solver_type = ceres::DENSE_SCHUR


**Before**

.. code-block:: c++

 options.linear_solver_type = ceres::DENSE_SCHUR;
 options.ordering_type = ceres::USER;
 for (int i = 0; i < num_points; ++i) {
   options.ordering.push_back(my_points[i])
 }
 for (int i = 0; i < num_cameras; ++i) {
   options.ordering.push_back(my_cameras[i])
 }
 options.num_eliminate_blocks = num_points;


**After**

.. code-block:: c++

 options.linear_solver_type = ceres::DENSE_SCHUR;
 options.ordering = new ceres::ParameterBlockOrdering;
 for (int i = 0; i < num_points; ++i) {
   options.linear_solver_ordering->AddElementToGroup(my_points[i], 0);
 }
 for (int i = 0; i < num_cameras; ++i) {
   options.linear_solver_ordering->AddElementToGroup(my_cameras[i], 1);
 }


New Features
------------

#. A new richer, more expressive and consistent API for ordering
   parameter blocks.
#. A non-linear generalization of Ruhe & Wedin's Algorithm II. This
   allows the user to use variable projection on separable and
   non-separable non-linear least squares problems. With
   multithreading, this results in significant improvements to the
   convergence behavior of the solver at a small increase in run time.
#. An image denoising example using fields of experts. (Petter
   Strandmark)
#. Defines for Ceres version and ABI version.
#. Higher precision timer code where available. (Petter Strandmark)
#. Example Makefile for users of Ceres.
#. IterationSummary now informs the user when the step is a
   non-monotonic step.
#. Fewer memory allocations when using ``DenseQRSolver``.
#. GradientChecker for testing CostFunctions (William Rucklidge)
#. Add support for cost functions with 10 parameter blocks in
   ``Problem``. (Fisher)
#. Add support for 10 parameter blocks in ``AutoDiffCostFunction``.


Bug Fixes
---------

#. static cast to force Eigen::Index to long conversion
#. Change LOG(ERROR) to LOG(WARNING) in ``schur_complement_solver.cc``.
#. Remove verbose logging from ``DenseQRSolve``.
#. Fix the Android NDK build.
#. Better handling of empty and constant Problems.
#. Remove an internal header that was leaking into the public API.
#. Memory leak in ``trust_region_minimizer.cc``
#. Schur ordering was operating on the wrong object (Ricardo Martin)
#. MSVC fixes (Petter Strandmark)
#. Various fixes to ``nist.cc`` (Markus Moll)
#. Fixed a jacobian scaling bug.
#. Numerically robust computation of ``model_cost_change``.
#. Signed comparison compiler warning fixes (Ricardo Martin)
#. Various compiler warning fixes all over.
#. Inclusion guard fixes (Petter Strandmark)
#. Segfault in test code (Sergey Popov)
#. Replaced ``EXPECT/ASSERT_DEATH`` with the more portable
   ``EXPECT_DEATH_IF_SUPPORTED`` macros.
#. Fixed the camera projection model in Ceres' implementation of
   Snavely's camera model. (Ricardo Martin)


1.3.0
=====

New Features
------------

#. Android Port (Scott Ettinger also contributed to the port)
#. Windows port. (Changchang Wu and Pierre Moulon also contributed to the port)
#. New subspace Dogleg Solver. (Markus Moll)
#. Trust region algorithm now supports the option of non-monotonic steps.
#. New loss functions ``ArcTanLossFunction``, ``TolerantLossFunction``
   and ``ComposedLossFunction``. (James Roseborough).
#. New ``DENSE_NORMAL_CHOLESKY`` linear solver, which uses Eigen's
   LDLT factorization on the normal equations.
#. Cached symbolic factorization when using ``CXSparse``.
   (Petter Strandark)
#. New example ``nist.cc`` and data from the NIST non-linear
   regression test suite. (Thanks to Douglas Bates for suggesting this.)
#. The traditional Dogleg solver now uses an elliptical trust
   region (Markus Moll)
#. Support for returning initial and final gradients & Jacobians.
#. Gradient computation support in the evaluators, with an eye
   towards developing first order/gradient based solvers.
#. A better way to compute ``Solver::Summary::fixed_cost``. (Markus Moll)
#. ``CMake`` support for building documentation, separate examples,
   installing and uninstalling the library and Gerrit hooks (Arnaud
   Gelas)
#. ``SuiteSparse4`` support (Markus Moll)
#. Support for building Ceres without ``TR1`` (This leads to
   slightly slower ``DENSE_SCHUR`` and ``SPARSE_SCHUR`` solvers).
#. ``BALProblem`` can now write a problem back to disk.
#. ``bundle_adjuster`` now allows the user to normalize and perturb the
   problem before solving.
#. Solver progress logging to file.
#. Added ``Program::ToString`` and ``ParameterBlock::ToString`` to
   help with debugging.
#. Ability to build Ceres as a shared library (MacOS and Linux only),
   associated versioning and build release script changes.
#. Portable floating point classification API.


Bug Fixes
---------

#. Fix how invalid step evaluations are handled.
#. Change the slop handling around zero for model cost changes to use
   relative tolerances rather than absolute tolerances.
#. Fix an inadvertant integer to bool conversion. (Petter Strandmark)
#. Do not link to ``libgomp`` when building on
   windows. (Petter Strandmark)
#. Include ``gflags.h`` in ``test_utils.cc``. (Petter
   Strandmark)
#. Use standard random number generation routines. (Petter Strandmark)
#. ``TrustRegionMinimizer`` does not implicitly negate the
   steps that it takes. (Markus Moll)
#. Diagonal scaling allows for equal upper and lower bounds. (Markus Moll)
#. TrustRegionStrategy does not misuse LinearSolver:Summary anymore.
#. Fix Eigen3 Row/Column Major storage issue. (Lena Gieseke)
#. QuaternionToAngleAxis now guarantees an angle in $[-\pi, \pi]$. (Guoxuan Zhang)
#. Added a workaround for a compiler bug in the Android NDK to the
   Schur eliminator.
#. The sparse linear algebra library is only logged in
   Summary::FullReport if it is used.
#. Rename the macro ``CERES_DONT_HAVE_PROTOCOL_BUFFERS``
   to ``CERES_NO_PROTOCOL_BUFFERS`` for consistency.
#. Fix how static structure detection for the Schur eliminator logs
   its results.
#. Correct example code in the documentation. (Petter Strandmark)
#. Fix ``fpclassify.h`` to work with the Android NDK and STLport.
#. Fix a memory leak in the ``levenber_marquardt_strategy_test.cc``
#. Fix an early return bug in the Dogleg solver. (Markus Moll)
#. Zero initialize Jets.
#. Moved ``internal/ceres/mock_log.h`` to ``internal/ceres/gmock/mock-log.h``
#. Unified file path handling in tests.
#. ``data_fitting.cc`` includes ``gflags``
#. Renamed Ceres' Mutex class and associated macros to avoid
   namespace conflicts.
#. Close the BAL problem file after reading it (Markus Moll)
#. Fix IsInfinite on Jets.
#. Drop alignment requirements for Jets.
#. Fixed Jet to integer comparison. (Keith Leung)
#. Fix use of uninitialized arrays. (Sebastian Koch & Markus Moll)
#. Conditionally compile gflag dependencies.(Casey Goodlett)
#. Add ``data_fitting.cc`` to the examples ``CMake`` file.


1.2.3
=====

Bug Fixes
---------

#. ``suitesparse_test`` is enabled even when ``-DSUITESPARSE=OFF``.
#. ``FixedArray`` internal struct did not respect ``Eigen``
   alignment requirements (Koichi Akabe & Stephan Kassemeyer).
#. Fixed ``quadratic.cc`` documentation and code mismatch
   (Nick Lewycky).

1.2.2
=====

Bug Fixes
---------

#. Fix constant parameter blocks, and other minor fixes (Markus Moll)
#. Fix alignment issues when combining ``Jet`` and
   ``FixedArray`` in automatic differeniation.
#. Remove obsolete ``build_defs`` file.

1.2.1
=====

New Features
------------

#. Powell's Dogleg solver
#. Documentation now has a brief overview of Trust Region methods and
   how the Levenberg-Marquardt and Dogleg methods work.

Bug Fixes
---------

#. Destructor for ``TrustRegionStrategy`` was not virtual (Markus Moll)
#. Invalid ``DCHECK`` in ``suitesparse.cc`` (Markus Moll)
#. Iteration callbacks were not properly invoked (Luis Alberto Zarrabeiti)
#. Logging level changes in ConjugateGradientsSolver
#. VisibilityBasedPreconditioner setup does not account for skipped camera pairs. This was debugging code.
#. Enable SSE support on MacOS
#. ``system_test`` was taking too long and too much memory (Koichi Akabe)

1.2.0
=====

New Features
------------

#. ``CXSparse`` support.
#. Block oriented fill reducing orderings. This reduces the
   factorization time for sparse ``CHOLMOD`` significantly.
#. New Trust region loop with support for multiple trust region step
   strategies. Currently only Levenberg-Marquardt is supported, but
   this refactoring opens the door for Dog-leg, Stiehaug and others.
#. ``CMake`` file restructuring.  Builds in ``Release`` mode by   default, and now has platform specific tuning flags.
#. Re-organized documentation. No new content, but better
   organization.


Bug Fixes
---------

#. Fixed integer overflow bug in ``block_random_access_sparse_matrix.cc``.
#. Renamed some macros to prevent name conflicts.
#. Fixed incorrent input to ``StateUpdatingCallback``.
#. Fixes to AutoDiff tests.
#. Various internal cleanups.


1.1.1
=====

Bug Fixes
---------

#. Fix a bug in the handling of constant blocks. (Louis Simard)
#. Add an optional lower bound to the Levenberg-Marquardt regularizer
   to prevent oscillating between well and ill posed linear problems.
#. Some internal refactoring and test fixes.

1.1.0
=====

New Features
------------

#. New iterative linear solver for general sparse problems - ``CGNR``
   and a block Jacobi preconditioner for it.
#. Changed the semantics of how ``SuiteSparse`` dependencies are
   checked and used. Now ``SuiteSparse`` is built by default, only if
   all of its dependencies are present.
#. Automatic differentiation now supports dynamic number of residuals.
#. Support for writing the linear least squares problems to disk in
   text format so that they can loaded into ``MATLAB``.
#. Linear solver results are now checked for nan and infinities.
#. Added ``.gitignore`` file.
#. A better more robust build system.


Bug Fixes
---------

#. Fixed a strict weak ordering bug in the schur ordering.
#. Grammar and typos in the documents and code comments.
#. Fixed tests which depended on exact equality between floating point values.

1.0.0
=====

Initial open source release. Nathan Wiegand contributed to the Mac OSX
port.


Origins
=======

Ceres Solver grew out of the need for general least squares solving at
Google. In early 2010, Sameer Agarwal and Fredrik Schaffalitzky
started the development of Ceres Solver. Fredrik left Google shortly
thereafter and Keir Mierle stepped in to take his place. After two
years of on-and-off development, Ceres Solver was released as open
source in May of 2012.