Expose lbfgs rank in solver.h
Change-Id: Ibc184b1a2f94a4057fa6569d539ca3a55d6d6098
diff --git a/include/ceres/solver.h b/include/ceres/solver.h
index 8aa91ee..88358bc 100644
--- a/include/ceres/solver.h
+++ b/include/ceres/solver.h
@@ -62,6 +62,7 @@
line_search_direction_type = STEEPEST_DESCENT;
line_search_type = ARMIJO;
nonlinear_conjugate_gradient_type = FLETCHER_REEVES;
+ max_lbfgs_rank = 20;
trust_region_strategy_type = LEVENBERG_MARQUARDT;
dogleg_type = TRADITIONAL_DOGLEG;
use_nonmonotonic_steps = false;
@@ -155,6 +156,17 @@
LineSearchType line_search_type;
NonlinearConjugateGradientType nonlinear_conjugate_gradient_type;
+ // The LBFGS hessian approximation is a low rank approximation to
+ // the inverse of the Hessian matrix. The rank of the
+ // approximation determines (linearly) the space and time
+ // complexity of using the approximation. Higher the rank, the
+ // better is the quality of the approximation. For more details,
+ // please see:
+ //
+ // Nocedal, J. (1980). "Updating Quasi-Newton Matrices with
+ // Limited Storage". Mathematics of Computation 35 (151): 773–782.
+ int max_lbfgs_rank;
+
TrustRegionStrategyType trust_region_strategy_type;
// Type of dogleg strategy to use.
diff --git a/internal/ceres/line_search_minimizer.cc b/internal/ceres/line_search_minimizer.cc
index db0e814..a52d4de 100644
--- a/internal/ceres/line_search_minimizer.cc
+++ b/internal/ceres/line_search_minimizer.cc
@@ -47,7 +47,6 @@
#include <limits>
#include <string>
#include <vector>
-#include <iostream>
#include "Eigen/Dense"
#include "ceres/array_utils.h"
@@ -194,7 +193,7 @@
scoped_ptr<LBFGS> lbfgs;
if (options_.line_search_direction_type == ceres::LBFGS) {
- lbfgs.reset(new LBFGS(num_effective_parameters, 20));
+ lbfgs.reset(new LBFGS(num_effective_parameters, options_.max_lbfgs_rank));
}
while (true) {
@@ -224,7 +223,6 @@
search_direction = -gradient;
directional_derivative = -gradient_squared_norm;
} else {
-
if (lbfgs.get() != NULL) {
lbfgs->Update(delta, gradient_change);
}
diff --git a/internal/ceres/minimizer.h b/internal/ceres/minimizer.h
index 3d2bdee..2be3a3b 100644
--- a/internal/ceres/minimizer.h
+++ b/internal/ceres/minimizer.h
@@ -32,8 +32,9 @@
#define CERES_INTERNAL_MINIMIZER_H_
#include <vector>
-#include "ceres/solver.h"
+#include "ceres/internal/port.h"
#include "ceres/iteration_callback.h"
+#include "ceres/solver.h"
namespace ceres {
namespace internal {
@@ -80,7 +81,9 @@
min_trust_region_radius = options.min_trust_region_radius;
line_search_direction_type = options.line_search_direction_type;
line_search_type = options.line_search_type;
- nonlinear_conjugate_gradient_type = options.nonlinear_conjugate_gradient_type;
+ nonlinear_conjugate_gradient_type =
+ options.nonlinear_conjugate_gradient_type;
+ max_lbfgs_rank = options.max_lbfgs_rank;
evaluator = NULL;
trust_region_strategy = NULL;
jacobian = NULL;
@@ -114,7 +117,7 @@
LineSearchDirectionType line_search_direction_type;
LineSearchType line_search_type;
NonlinearConjugateGradientType nonlinear_conjugate_gradient_type;
-
+ int max_lbfgs_rank;
// List of callbacks that are executed by the Minimizer at the end
// of each iteration.
