commit 4997cbc437009d5d6a419f9b53e6792b1682b942
author Sameer Agarwal <sameeragarwal@google.com> Mon Jul 02 12:44:34 2012 -0700
committer Sameer Agarwal <sameeragarwal@google.com> Mon Jul 16 12:17:34 2012 -0700
tree 0496187435b62348f2a5439a148ff1e522f944a4
parent faf33e66ec2e8bdcca22e1efd571681d115e31d2

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

include/ceres/solver.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;