Return jacobians and gradients to the user.
1. Added CRSMatrix object which will store the initial
and final jacobians if requested by the user.
2. Conversion routine and test for converting a
CompressedRowSparseMatrix to CRSMatrix.
3. New Evaluator::Evaluate function to do the actual evaluation.
4. Changes to Program::StateVectorToParmeterBlocks and
Program::SetParameterBlockStatePtrstoUserStatePtrs so that
they do not try to set the state of constant parameter blocks.
5. Tests for Evaluator::Evaluate.
6. Minor cleanups in SolverImpl.
7. Minor cpplint cleanups triggered by this CL.
Change-Id: I3ac446484692f943c28f2723b719676f8c83ca3d
diff --git a/docs/solving.tex b/docs/solving.tex
index e6bee4a..c2b7317 100644
--- a/docs/solving.tex
+++ b/docs/solving.tex
@@ -357,8 +357,24 @@
\item{\texttt{return\_initial\_residuals }}(\texttt{false})
\item{\texttt{return\_final\_residuals }}(\texttt{false})
+If true, the vectors \texttt{Solver::Summary::initial\_residuals } and \texttt{Solver::Summary::final\_residuals } are filled with the residuals before and after the optimization. The entries of these vectors are in the order in which ResidualBlocks were added to the Problem object.
+
+\item{\texttt{return\_initial\_gradient }}(\texttt{false})
+\item{\texttt{return\_final\_gradient }}(\texttt{false})
+If true, the vectors \texttt{Solver::Summary::initial\_gradient } and \texttt{Solver::Summary::final\_gradient } are filled with the gradient before and after the optimization. The entries of these vectors are in the order in which ParameterBlocks were added to the Problem object.
+Since \texttt{AddResidualBlock } adds ParameterBlocks to the \texttt{Problem } automatically if they do not already exist, if you wish to have explicit control over the ordering of the vectors, then use \texttt{Problem::AddParameterBlock } to explicitly add the ParameterBlocks in the order desired.
+
+\item{\texttt{return\_initial\_jacobian }}(\texttt{false})
+\item{\texttt{return\_initial\_jacobian }}(\texttt{false})
+If true, the Jacobian matrices before and after the optimization are returned in \texttt{Solver::Summary::initial\_jacobian } and \texttt{Solver::Summary::final\_jacobian } respectively.
+The rows of these matrices are in the same order in which the ResidualBlocks were added to the Problem object. The columns are in the same order in which the ParameterBlocks were added to the Problem object.
+
+Since \texttt{AddResidualBlock } adds ParameterBlocks to the \texttt{Problem } automatically if they do not already exist, if you wish to have explicit control over the column ordering of the matrix, then use \texttt{Problem::AddParameterBlock } to explicitly add the ParameterBlocks in the order desired.
+
+The Jacobian matrices are stored as compressed row sparse matrices. Please see \texttt{ceres/crs\_matrix.h } for more details of the format.
+
\item{\texttt{lsqp\_iterations\_to\_dump }}
List of iterations at which the optimizer should dump the
linear least squares problem to disk. Useful for testing and
