ceres-solver / ceres-solver / 79bbf95103672fa4b5485e055ff7692ee4a1f9da / . / docs / source / features.rst

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Why? | |

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.. _chapter-features: | |

* **Code Quality** - Ceres Solver has been used in production at | |

Google for more than four years now. It is clean, extensively tested | |

and well documented code that is actively developed and supported. | |

* **Modeling API** - It is rarely the case that one starts with the | |

exact and complete formulation of the problem that one is trying to | |

solve. Ceres's modeling API has been designed so that the user can | |

easily build and modify the objective function, one term at a | |

time. And to do so without worrying about how the solver is going to | |

deal with the resulting changes in the sparsity/structure of the | |

underlying problem. | |

- **Derivatives** Supplying derivatives is perhaps the most tedious | |

and error prone part of using an optimization library. Ceres | |

ships with `automatic`_ and `numeric`_ differentiation. So you | |

never have to compute derivatives by hand (unless you really want | |

to). Not only this, Ceres allows you to mix automatic, numeric and | |

analytical derivatives in any combination that you want. | |

- **Robust Loss Functions** Most non-linear least squares problems | |

involve data. If there is data, there will be outliers. Ceres | |

allows the user to *shape* their residuals using a | |

:class:`LossFunction` to reduce the influence of outliers. | |

- **Local Parameterization** In many cases, some parameters lie on a | |

manifold other than Euclidean space, e.g., rotation matrices. In | |

such cases, the user can specify the geometry of the local tangent | |

space by specifying a :class:`LocalParameterization` object. | |

* **Solver Choice** Depending on the size, sparsity structure, time & | |

memory budgets, and solution quality requirements, different | |

optimization algorithms will suit different needs. To this end, | |

Ceres Solver comes with a variety of optimization algorithms: | |

- **Trust Region Solvers** - Ceres supports Levenberg-Marquardt, | |

Powell's Dogleg, and Subspace dogleg methods. The key | |

computational cost in all of these methods is the solution of a | |

linear system. To this end Ceres ships with a variety of linear | |

solvers - dense QR and dense Cholesky factorization (using | |

`Eigen`_ or `LAPACK`_) for dense problems, sparse Cholesky | |

factorization (`SuiteSparse`_, `CXSparse`_ or `Eigen`_) for large | |

sparse problems, custom Schur complement based dense, sparse, and | |

iterative linear solvers for `bundle adjustment`_ problems. | |

- **Line Search Solvers** - When the problem size is so large that | |

storing and factoring the Jacobian is not feasible or a low | |

accuracy solution is required cheaply, Ceres offers a number of | |

line search based algorithms. This includes a number of variants | |

of Non-linear Conjugate Gradients, BFGS and LBFGS. | |

* **Speed** - Ceres Solver has been extensively optimized, with C++ | |

templating, hand written linear algebra routines and OpenMP or | |

modern C++ threads based multithreading of the Jacobian evaluation | |

and the linear solvers. | |

* **Solution Quality** Ceres is the `best performing`_ solver on the NIST | |

problem set used by Mondragon and Borchers for benchmarking | |

non-linear least squares solvers. | |

* **Covariance estimation** - Evaluate the sensitivity/uncertainty of | |

the solution by evaluating all or part of the covariance | |

matrix. Ceres is one of the few solvers that allows you to do | |

this analysis at scale. | |

* **Community** Since its release as an open source software, Ceres | |

has developed an active developer community that contributes new | |

features, bug fixes and support. | |

* **Portability** - Runs on *Linux*, *Windows*, *Mac OS X*, *Android* | |

*and iOS*. | |

* **BSD Licensed** The BSD license offers the flexibility to ship your | |

application | |

.. _best performing: https://groups.google.com/forum/#!topic/ceres-solver/UcicgMPgbXw | |

.. _bundle adjustment: http://en.wikipedia.org/wiki/Bundle_adjustment | |

.. _SuiteSparse: http://www.cise.ufl.edu/research/sparse/SuiteSparse/ | |

.. _Eigen: http://eigen.tuxfamily.org/ | |

.. _LAPACK: http://www.netlib.org/lapack/ | |

.. _CXSparse: https://www.cise.ufl.edu/research/sparse/CXSparse/ | |

.. _automatic: http://en.wikipedia.org/wiki/Automatic_differentiation | |

.. _numeric: http://en.wikipedia.org/wiki/Numerical_differentiation |