Austin Schuh | 70cc955 | 2019-01-21 19:46:48 -0800 | [diff] [blame^] | 1 | ==== |
| 2 | Why? |
| 3 | ==== |
| 4 | .. _chapter-features: |
| 5 | |
| 6 | * **Code Quality** - Ceres Solver has been used in production at |
| 7 | Google for more than four years now. It is clean, extensively tested |
| 8 | and well documented code that is actively developed and supported. |
| 9 | |
| 10 | * **Modeling API** - It is rarely the case that one starts with the |
| 11 | exact and complete formulation of the problem that one is trying to |
| 12 | solve. Ceres's modeling API has been designed so that the user can |
| 13 | easily build and modify the objective function, one term at a |
| 14 | time. And to do so without worrying about how the solver is going to |
| 15 | deal with the resulting changes in the sparsity/structure of the |
| 16 | underlying problem. |
| 17 | |
| 18 | - **Derivatives** Supplying derivatives is perhaps the most tedious |
| 19 | and error prone part of using an optimization library. Ceres |
| 20 | ships with `automatic`_ and `numeric`_ differentiation. So you |
| 21 | never have to compute derivatives by hand (unless you really want |
| 22 | to). Not only this, Ceres allows you to mix automatic, numeric and |
| 23 | analytical derivatives in any combination that you want. |
| 24 | |
| 25 | - **Robust Loss Functions** Most non-linear least squares problems |
| 26 | involve data. If there is data, there will be outliers. Ceres |
| 27 | allows the user to *shape* their residuals using a |
| 28 | :class:`LossFunction` to reduce the influence of outliers. |
| 29 | |
| 30 | - **Local Parameterization** In many cases, some parameters lie on a |
| 31 | manifold other than Euclidean space, e.g., rotation matrices. In |
| 32 | such cases, the user can specify the geometry of the local tangent |
| 33 | space by specifying a :class:`LocalParameterization` object. |
| 34 | |
| 35 | * **Solver Choice** Depending on the size, sparsity structure, time & |
| 36 | memory budgets, and solution quality requirements, different |
| 37 | optimization algorithms will suit different needs. To this end, |
| 38 | Ceres Solver comes with a variety of optimization algorithms: |
| 39 | |
| 40 | - **Trust Region Solvers** - Ceres supports Levenberg-Marquardt, |
| 41 | Powell's Dogleg, and Subspace dogleg methods. The key |
| 42 | computational cost in all of these methods is the solution of a |
| 43 | linear system. To this end Ceres ships with a variety of linear |
| 44 | solvers - dense QR and dense Cholesky factorization (using |
| 45 | `Eigen`_ or `LAPACK`_) for dense problems, sparse Cholesky |
| 46 | factorization (`SuiteSparse`_, `CXSparse`_ or `Eigen`_) for large |
| 47 | sparse problems custom Schur complement based dense, sparse, and |
| 48 | iterative linear solvers for `bundle adjustment`_ problems. |
| 49 | |
| 50 | - **Line Search Solvers** - When the problem size is so large that |
| 51 | storing and factoring the Jacobian is not feasible or a low |
| 52 | accuracy solution is required cheaply, Ceres offers a number of |
| 53 | line search based algorithms. This includes a number of variants |
| 54 | of Non-linear Conjugate Gradients, BFGS and LBFGS. |
| 55 | |
| 56 | * **Speed** - Ceres Solver has been extensively optimized, with C++ |
| 57 | templating, hand written linear algebra routines and OpenMP or C++11 threads |
| 58 | based multithreading of the Jacobian evaluation and the linear solvers. |
| 59 | |
| 60 | * **Solution Quality** Ceres is the `best performing`_ solver on the NIST |
| 61 | problem set used by Mondragon and Borchers for benchmarking |
| 62 | non-linear least squares solvers. |
| 63 | |
| 64 | * **Covariance estimation** - Evaluate the sensitivity/uncertainty of |
| 65 | the solution by evaluating all or part of the covariance |
| 66 | matrix. Ceres is one of the few solvers that allows you to to do |
| 67 | this analysis at scale. |
| 68 | |
| 69 | * **Community** Since its release as an open source software, Ceres |
| 70 | has developed an active developer community that contributes new |
| 71 | features, bug fixes and support. |
| 72 | |
| 73 | * **Portability** - Runs on *Linux*, *Windows*, *Mac OS X*, *Android* |
| 74 | *and iOS*. |
| 75 | |
| 76 | * **BSD Licensed** The BSD license offers the flexibility to ship your |
| 77 | application |
| 78 | |
| 79 | .. _best performing: https://groups.google.com/forum/#!topic/ceres-solver/UcicgMPgbXw |
| 80 | .. _bundle adjustment: http://en.wikipedia.org/wiki/Bundle_adjustment |
| 81 | .. _SuiteSparse: http://www.cise.ufl.edu/research/sparse/SuiteSparse/ |
| 82 | .. _Eigen: http://eigen.tuxfamily.org/ |
| 83 | .. _LAPACK: http://www.netlib.org/lapack/ |
| 84 | .. _CXSparse: https://www.cise.ufl.edu/research/sparse/CXSparse/ |
| 85 | .. _automatic: http://en.wikipedia.org/wiki/Automatic_differentiation |
| 86 | .. _numeric: http://en.wikipedia.org/wiki/Numerical_differentiation |