commit | 487c1aa51fee4fa3edb149392c92faebc0d537b1 | [log] [tgz] |
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author | Sameer Agarwal <sameeragarwal@google.com> | Wed Jul 10 04:41:46 2019 +0200 |

committer | Sameer Agarwal <sameeragarwal@google.com> | Fri Jul 12 16:08:36 2019 +0200 |

tree | 1d740314b431c4149ae8e7121dd90a858c7dc552 | |

parent | bf709ecac2e0acc57e37d02243f51031403ededc [diff] |

Expose SubsetPreconditioner in the API 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

- docs/source/nnls_solving.rst[diff]
- examples/denoising.cc[diff]
- include/ceres/solver.h[diff]
- include/ceres/types.h[diff]
- internal/ceres/cgnr_solver.cc[diff]
- internal/ceres/linear_solver.h[diff]
- internal/ceres/program.cc[diff]
- internal/ceres/program.h[diff]
- internal/ceres/program_test.cc[diff]
- internal/ceres/reorder_program.cc[diff]
- internal/ceres/reorder_program.h[diff]
- internal/ceres/reorder_program_test.cc[diff]
- internal/ceres/solver.cc[diff]
- internal/ceres/subset_preconditioner.cc[diff]
- internal/ceres/subset_preconditioner.h[diff]
- internal/ceres/trust_region_preprocessor.cc[diff]
- internal/ceres/types.cc[diff]

17 files changed

tree: 1d740314b431c4149ae8e7121dd90a858c7dc552

- .clang-format
- .gitignore
- .travis.yml
- BUILD
- CMakeLists.txt
- CONTRIBUTING.md
- LICENSE
- README.md
- WORKSPACE
- bazel/
- cmake/
- config/
- data/
- docs/
- examples/
- include/
- internal/
- package.xml
- scripts/
- travis/

README.md

Ceres Solver is an open source C++ library for modeling and solving large, complicated optimization problems. It is a feature rich, mature and performant library which has been used in production at Google since 2010. Ceres Solver can solve two kinds of problems.

- Non-linear Least Squares problems with bounds constraints.
- General unconstrained optimization problems.

Please see ceres-solver.org for more information.