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/include/ceres/crs_matrix.h b/include/ceres/crs_matrix.h
new file mode 100644
index 0000000..c9fe8f7
--- /dev/null
+++ b/include/ceres/crs_matrix.h
@@ -0,0 +1,65 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2012 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: sameeragarwal@google.com (Sameer Agarwal)
+
+#ifndef CERES_PUBLIC_CRS_MATRIX_H_
+#define CERES_PUBLIC_CRS_MATRIX_H_
+
+#include <vector>
+#include "ceres/internal/port.h"
+
+namespace ceres {
+
+// A compressed row sparse matrix used primarily for communicating the
+// Jacobian matrix to the user.
+struct CRSMatrix {
+ CRSMatrix() : num_rows(0), num_cols(0) {}
+
+ int num_rows;
+ int num_cols;
+
+ // A compressed row matrix stores its contents in three arrays.
+ // The non-zero pattern of the i^th row is given by
+ //
+ // rows[cols[i] ... cols[i + 1]]
+ //
+ // and the corresponding values by
+ //
+ // values[cols[i] ... cols[i + 1]]
+ //
+ // Thus, cols is a vector of size num_cols + 1, and rows and values
+ // have as many entries as number of non-zeros in the matrix.
+ vector<int> cols;
+ vector<int> rows;
+ vector<double> values;
+};
+
+} // namespace ceres
+
+#endif // CERES_PUBLIC_CRS_MATRIX_H_
diff --git a/include/ceres/solver.h b/include/ceres/solver.h
index 1084884..4d59bde 100644
--- a/include/ceres/solver.h
+++ b/include/ceres/solver.h
@@ -34,10 +34,10 @@
#include <cmath>
#include <string>
#include <vector>
-
-#include "ceres/iteration_callback.h"
+#include "ceres/crs_matrix.h"
#include "ceres/internal/macros.h"
#include "ceres/internal/port.h"
+#include "ceres/iteration_callback.h"
#include "ceres/types.h"
namespace ceres {
@@ -102,7 +102,11 @@
logging_type = PER_MINIMIZER_ITERATION;
minimizer_progress_to_stdout = false;
return_initial_residuals = false;
+ return_initial_gradient = false;
+ return_initial_jacobian = false;
return_final_residuals = false;
+ return_final_gradient = false;
+ return_final_jacobian = false;
lsqp_dump_directory = "/tmp";
lsqp_dump_format_type = TEXTFILE;
check_gradients = false;
@@ -264,7 +268,12 @@
bool minimizer_progress_to_stdout;
bool return_initial_residuals;
+ bool return_initial_gradient;
+ bool return_initial_jacobian;
+
bool return_final_residuals;
+ bool return_final_gradient;
+ bool return_final_jacobian;
// List of iterations at which the optimizer should dump the
// linear least squares problem to disk. Useful for testing and
@@ -367,13 +376,54 @@
// blocks that they depend on were fixed.
double fixed_cost;
- // Residuals before and after the optimization. Each vector
- // contains problem.NumResiduals() elements. Residuals are in the
- // same order in which they were added to the problem object when
- // constructing this problem.
+ // Vectors of residuals before and after the optimization. The
+ // entries of these vectors are in the order in which
+ // ResidualBlocks were added to the Problem object.
+ //
+ // Whether the residual vectors are populated with values is
+ // controlled by Solver::Options::return_initial_residuals and
+ // Solver::Options::return_final_residuals respectively.
vector<double> initial_residuals;
vector<double> final_residuals;
+ // Gradient vectors, before and after the optimization. The rows
+ // are in the same order in which the ParameterBlocks were added
+ // to the Problem object.
+ //
+ // NOTE: Since AddResidualBlock adds ParameterBlocks to the
+ // Problem automatically if they do not already exist, if you wish
+ // to have explicit control over the ordering of the vectors, then
+ // use Problem::AddParameterBlock to explicitly add the
+ // ParameterBlocks in the order desired.
+ //
+ // Whether the vectors are populated with values is controlled by
+ // Solver::Options::return_initial_gradient and
+ // Solver::Options::return_final_gradient respectively.
+ vector<double> initial_gradient;
+ vector<double> final_gradient;
+
+ // Jacobian matrices before and after the optimization. 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.
+ //
+ // NOTE: Since AddResidualBlock adds ParameterBlocks to the
+ // Problem automatically if they do not already exist, if you wish
+ // to have explicit control over the column ordering of the
+ // matrix, then use Problem::AddParameterBlock to explicitly add
+ // the ParameterBlocks in the order desired.
+ //
+ // The Jacobian matrices are stored as compressed row sparse
+ // matrices. Please see ceres/crs_matrix.h for more details of the
+ // format.
+ //
+ // Whether the Jacboan matrices are populated with values is
+ // controlled by Solver::Options::return_initial_jacobian and
+ // Solver::Options::return_final_jacobian respectively.
+ CRSMatrix initial_jacobian;
+ CRSMatrix final_jacobian;
+
vector<IterationSummary> iterations;
int num_successful_steps;
