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diff --git a/docs/source/version_history.rst b/docs/source/version_history.rst new file mode 100644 index 0000000..5e1a150 --- /dev/null +++ b/docs/source/version_history.rst @@ -0,0 +1,714 @@ +.. _chapter-version-history: + +=============== +Version History +=============== + +1.7.0 +===== + +New Features +------------ + +#. Sparse and dense covariance estimation. +#. A new Wolfe line search. (Alex Stewart) +#. ``BFGS`` line search direction. (Alex Stewart) +#. C API +#. Speeded up the use of loss functions > 17x. +#. Use of Inner iterations can now be adaptively stopped. Iteration + and runtime statistics for inner iterations are not reported in + ``Solver::Summary`` and ``Solver::Summary::FullReport``. +#. Add BlockRandomAccessCRSMatrix. +#. Speeded up automatic differentiation by 7\%. +#. Bundle adjustment example from libmv/Blender (Sergey Sharybin) +#. Add the ability to turn shared library compilation on and off +#. No more dependence on Protocol Buffers. +#. Incomplete LQ factorization. +#. Ability to write trust region problems to disk. +#. Add sinh, cosh, tanh and tan functions to automatic differentiation + (Johannes Schönberger) + +Bug Fixes +--------- + +#. Add documentation for minimizer progress output. +#. Lint and other cleanups (William Rucklidge and James Roseborough) +#. Collections port fix for MSC 2008 (Sergey Sharybin) +#. Various corrections and cleanups in the documentation. +#. Change the path where CeresConfig.cmake is installed (Pablo + Speciale) +#. Minor erros in documentation (Pablo Speciale) +#. Updated depend.cmake to follow CMake IF convention. (Joydeep + Biswas) +#. Stablize the schur ordering algorithm. +#. Update license header in split.h. +#. Enabling -O4 (link-time optimization) only if compiler/linker + support it. (Alex Stewart) +#. Consistent glog path across files. +#. ceres-solver.spec: Use cleaner, more conventional Release string + (Taylor Braun-Jones) +#. Fix compile bug on RHEL6 due to missing header (Taylor Braun-Jones) +#. CMake file is less verbose. +#. Use the latest upstream version of google-test and gmock. +#. Rationalize some of the variable names in ``Solver::Options``. +#. Improve Summary::FullReport when line search is used. +#. Expose line search parameters in ``Solver::Options``. +#. Fix update of L-BFGS history buffers after they become full. (Alex + Stewart) +#. Fix configuration error on systems without SuiteSparse installed + (Sergey Sharybin) +#. Enforce the read call returns correct value in ``curve_fitting_c.c`` + (Arnaud Gelas) +#. Fix DynamicAutoDiffCostFunction (Richard Stebbing) +#. Fix Problem::RemoveParameterBlock documentation (Johannes + Schönberger) +#. Fix a logging bug in parameter_block.h +#. Refactor the preconditioner class structure. +#. Fix an uninitialized variable warning when building with ``GCC``. +#. Fix a reallocation bug in + ``CreateJacobianBlockSparsityTranspose``. (Yuliy Schwartzburg) +#. Add a define for O_BINARY. + + +1.6.0 +===== + +New Features +------------ + +#. Major Performance improvements. + + a. Schur type solvers (``SPARSE_SCHUR``, ``DENSE_SCHUR``, + ``ITERATIVE_SCHUR``) are significantly faster due to custom BLAS + routines and fewer heap allocations. + + b. ``SPARSE_SCHUR`` when used with ``CX_SPARSE`` now uses a block + AMD for much improved factorization performance. + + c. The jacobian matrix is pre-ordered so that + ``SPARSE_NORMAL_CHOLESKY`` and ``SPARSE_SCHUR`` do not have to + make copies inside ``CHOLMOD``. + + d. Faster autodiff by replacing division by multplication by inverse. + + e. When compiled without threads, the schur eliminator does not pay + the penalty for locking and unlocking mutexes. + +#. Users can now use ``linear_solver_ordering`` to affect the + fill-reducing ordering used by ``SUITE_SPARSE`` for + ``SPARSE_NORMAL_CHOLESKY``. + +#. ``Problem`` can now report the set of parameter blocks it knows about. + +#. ``TrustRegionMinimizer`` uses the evaluator to compute the gradient + instead of a matrix vector multiply. + +#. On ``Mac OS``, whole program optimization is enabled. + +#. Users can now use automatic differentiation to define new + ``LocalParameterization`` objects. (Sergey Sharybin) + +#. Enable larger tuple sizes for Visual Studio 2012. (Petter Strandmark) + + +Bug Fixes +--------- + +#. Update the documentation for ``CostFunction``. +#. Fixed a typo in the documentation. (Pablo Speciale) +#. Fix a typo in suitesparse.cc. +#. Bugfix in ``NumericDiffCostFunction``. (Nicolas Brodu) +#. Death to BlockSparseMatrixBase. +#. Change Minimizer::Options::min_trust_region_radius to double. +#. Update to compile with stricter gcc checks. (Joydeep Biswas) +#. Do not modify cached CMAKE_CXX_FLAGS_RELEASE. (Sergey Sharybin) +#. ``<iterator>`` needed for back_insert_iterator. (Petter Strandmark) +#. Lint cleanup. (William Rucklidge) +#. Documentation corrections. (Pablo Speciale) + + +1.5.0 +===== + +Backward Incompatible API Changes +--------------------------------- + +#. Added ``Problem::Evaluate``. Now you can evaluate a problem or any + part of it without calling the solver. + + In light of this the following settings have been deprecated and + removed from the API. + + - ``Solver::Options::return_initial_residuals`` + - ``Solver::Options::return_initial_gradient`` + - ``Solver::Options::return_initial_jacobian`` + - ``Solver::Options::return_final_residuals`` + - ``Solver::Options::return_final_gradient`` + - ``Solver::Options::return_final_jacobian`` + + Instead we recommend using something like this. + + .. code-block:: c++ + + Problem problem; + // Build problem + + vector<double> initial_residuals; + problem.Evaluate(Problem::EvaluateOptions(), + NULL, /* No cost */ + &initial_residuals, + NULL, /* No gradient */ + NULL /* No jacobian */ ); + + Solver::Options options; + Solver::Summary summary; + Solver::Solve(options, &problem, &summary); + + vector<double> final_residuals; + problem.Evaluate(Problem::EvaluateOptions(), + NULL, /* No cost */ + &final_residuals, + NULL, /* No gradient */ + NULL /* No jacobian */ ); + + +New Features +------------ +#. Problem now supports removal of ParameterBlocks and + ResidualBlocks. There is a space/time tradeoff in doing this which + is controlled by + ``Problem::Options::enable_fast_parameter_block_removal``. + +#. Ceres now supports Line search based optimization algorithms in + addition to trust region algorithms. Currently there is support for + gradient descent, non-linear conjugate gradient and LBFGS search + directions. + +#. Added ``Problem::Evaluate``. Now you can evaluate a problem or any + part of it without calling the solver. In light of this the + following settings have been deprecated and removed from the API. + + - ``Solver::Options::return_initial_residuals`` + - ``Solver::Options::return_initial_gradient`` + - ``Solver::Options::return_initial_jacobian`` + - ``Solver::Options::return_final_residuals`` + - ``Solver::Options::return_final_gradient`` + - ``Solver::Options::return_final_jacobian`` + +#. New, much improved HTML documentation using Sphinx. + +#. Changed ``NumericDiffCostFunction`` to take functors like + ``AutoDiffCostFunction``. + +#. Added support for mixing automatic, analytic and numeric + differentiation. This is done by adding ``CostFunctionToFunctor`` + and ``NumericDiffFunctor`` objects to the API. + +#. Sped up the robust loss function correction logic when residual is + one dimensional. + +#. Sped up ``DenseQRSolver`` by changing the way dense jacobians are + stored. This is a 200-500% improvement in linear solver performance + depending on the size of the problem. + +#. ``DENSE_SCHUR`` now supports multi-threading. + +#. Greatly expanded ``Summary::FullReport``: + + - Report the ordering used by the ``LinearSolver``. + - Report the ordering used by the inner iterations. + - Execution timing breakdown into evaluations and linear solves. + - Effective size of the problem solved by the solver, which now + accounts for the size of the tangent space when using a + ``LocalParameterization``. + +#. Ceres when run at the ``VLOG`` level 3 or higher will report + detailed timing information about its internals. + +#. Remove extraneous initial and final residual evaluations. This + speeds up the solver a bit. + +#. Automatic differenatiation with a dynamic number of parameter + blocks. (Based on an idea by Thad Hughes). + +#. Sped up problem construction and destruction. + +#. Added matrix adapters to ``rotation.h`` so that the rotation matrix + routines can work with row and column major matrices. (Markus Moll) + +#. ``SCHUR_JACOBI`` can now be used without ``SuiteSparse``. + +#. A ``.spec`` file for producing RPMs. (Taylor Braun-Jones) + +#. ``CMake`` can now build the sphinx documentation (Pablo Speciale) + +#. Add support for creating a CMake config file during build to make + embedding Ceres in other CMake-using projects easier. (Pablo + Speciale). + +#. Better error reporting in ``Problem`` for missing parameter blocks. + +#. A more flexible ``Android.mk`` and a more modular build. If binary + size and/or compile time is a concern, larger parts of the solver + can be disabled at compile time. + +Bug Fixes +--------- +#. Compilation fixes for MSVC2010 (Sergey Sharybin) + +#. Fixed "deprecated conversion from string constant to char*" + warnings. (Pablo Speciale) + +#. Correctly propagate ifdefs when building without Schur eliminator + template specializations. + +#. Correct handling of ``LIB_SUFFIX`` on Linux. (Yuliy Schwartzburg). + +#. Code and signature cleanup in ``rotation.h``. + +#. Make examples independent of internal code. + +#. Disable unused member in ``gtest`` which results in build error on + OS X with latest Xcode. (Taylor Braun-Jones) + +#. Pass the correct flags to the linker when using + ``pthreads``. (Taylor Braun-Jones) + +#. Only use ``cmake28`` macro when building on RHEL6. (Taylor + Braun-Jones) + +#. Remove ``-Wno-return-type-c-linkage`` when compiling with + GCC. (Taylor Braun-Jones) + +#. Fix ``No previous prototype`` warnings. (Sergey Sharybin) + +#. MinGW build fixes. (Sergey Sharybin) + +#. Lots of minor code and lint fixes. (William Rucklidge) + +#. Fixed a bug in ``solver_impl.cc`` residual evaluation. (Markus + Moll) + +#. Fixed varidic evaluation bug in ``AutoDiff``. + +#. Fixed ``SolverImpl`` tests. + +#. Fixed a bug in ``DenseSparseMatrix::ToDenseMatrix()``. + +#. Fixed an initialization bug in ``ProgramEvaluator``. + +#. Fixes to Android.mk paths (Carlos Hernandez) + +#. Modify ``nist.cc`` to compute accuracy based on ground truth + solution rather than the ground truth function value. + +#. Fixed a memory leak in ``cxsparse.cc``. (Alexander Mordvintsev). + +#. Fixed the install directory for libraries by correctly handling + ``LIB_SUFFIX``. (Taylor Braun-Jones) + +1.4.0 +===== + +Backward Incompatible API Changes +--------------------------------- + +The new ordering API breaks existing code. Here the common case fixes. + +**Before** + +.. code-block:: c++ + + options.linear_solver_type = ceres::DENSE_SCHUR + options.ordering_type = ceres::SCHUR + +**After** + + +.. code-block:: c++ + + options.linear_solver_type = ceres::DENSE_SCHUR + + +**Before** + +.. code-block:: c++ + + options.linear_solver_type = ceres::DENSE_SCHUR; + options.ordering_type = ceres::USER; + for (int i = 0; i < num_points; ++i) { + options.ordering.push_back(my_points[i]) + } + for (int i = 0; i < num_cameras; ++i) { + options.ordering.push_back(my_cameras[i]) + } + options.num_eliminate_blocks = num_points; + + +**After** + +.. code-block:: c++ + + options.linear_solver_type = ceres::DENSE_SCHUR; + options.ordering = new ceres::ParameterBlockOrdering; + for (int i = 0; i < num_points; ++i) { + options.linear_solver_ordering->AddElementToGroup(my_points[i], 0); + } + for (int i = 0; i < num_cameras; ++i) { + options.linear_solver_ordering->AddElementToGroup(my_cameras[i], 1); + } + + +New Features +------------ + +#. A new richer, more expressive and consistent API for ordering + parameter blocks. + +#. A non-linear generalization of Ruhe & Wedin's Algorithm II. This + allows the user to use variable projection on separable and + non-separable non-linear least squares problems. With + multithreading, this results in significant improvements to the + convergence behavior of the solver at a small increase in run time. + +#. An image denoising example using fields of experts. (Petter + Strandmark) + +#. Defines for Ceres version and ABI version. + +#. Higher precision timer code where available. (Petter Strandmark) + +#. Example Makefile for users of Ceres. + +#. IterationSummary now informs the user when the step is a + non-monotonic step. + +#. Fewer memory allocations when using ``DenseQRSolver``. + +#. GradientChecker for testing CostFunctions (William Rucklidge) + +#. Add support for cost functions with 10 parameter blocks in + ``Problem``. (Fisher) + +#. Add support for 10 parameter blocks in ``AutoDiffCostFunction``. + + +Bug Fixes +--------- + +#. static cast to force Eigen::Index to long conversion + +#. Change LOG(ERROR) to LOG(WARNING) in ``schur_complement_solver.cc``. + +#. Remove verbose logging from ``DenseQRSolve``. + +#. Fix the Android NDK build. + +#. Better handling of empty and constant Problems. + +#. Remove an internal header that was leaking into the public API. + +#. Memory leak in ``trust_region_minimizer.cc`` + +#. Schur ordering was operating on the wrong object (Ricardo Martin) + +#. MSVC fixes (Petter Strandmark) + +#. Various fixes to ``nist.cc`` (Markus Moll) + +#. Fixed a jacobian scaling bug. + +#. Numerically robust computation of ``model_cost_change``. + +#. Signed comparison compiler warning fixes (Ricardo Martin) + +#. Various compiler warning fixes all over. + +#. Inclusion guard fixes (Petter Strandmark) + +#. Segfault in test code (Sergey Popov) + +#. Replaced ``EXPECT/ASSERT_DEATH`` with the more portable + ``EXPECT_DEATH_IF_SUPPORTED`` macros. + +#. Fixed the camera projection model in Ceres' implementation of + Snavely's camera model. (Ricardo Martin) + + +1.3.0 +===== + +New Features +------------ + +#. Android Port (Scott Ettinger also contributed to the port) + +#. Windows port. (Changchang Wu and Pierre Moulon also contributed to the port) + +#. New subspace Dogleg Solver. (Markus Moll) + +#. Trust region algorithm now supports the option of non-monotonic steps. + +#. New loss functions ``ArcTanLossFunction``, ``TolerantLossFunction`` + and ``ComposedLossFunction``. (James Roseborough). + +#. New ``DENSE_NORMAL_CHOLESKY`` linear solver, which uses Eigen's + LDLT factorization on the normal equations. + +#. Cached symbolic factorization when using ``CXSparse``. + (Petter Strandark) + +#. New example ``nist.cc`` and data from the NIST non-linear + regression test suite. (Thanks to Douglas Bates for suggesting this.) + +#. The traditional Dogleg solver now uses an elliptical trust + region (Markus Moll) + +#. Support for returning initial and final gradients & Jacobians. + +#. Gradient computation support in the evaluators, with an eye + towards developing first order/gradient based solvers. + +#. A better way to compute ``Solver::Summary::fixed_cost``. (Markus Moll) + +#. ``CMake`` support for building documentation, separate examples, + installing and uninstalling the library and Gerrit hooks (Arnaud + Gelas) + +#. ``SuiteSparse4`` support (Markus Moll) + +#. Support for building Ceres without ``TR1`` (This leads to + slightly slower ``DENSE_SCHUR`` and ``SPARSE_SCHUR`` solvers). + +#. ``BALProblem`` can now write a problem back to disk. + +#. ``bundle_adjuster`` now allows the user to normalize and perturb the + problem before solving. + +#. Solver progress logging to file. + +#. Added ``Program::ToString`` and ``ParameterBlock::ToString`` to + help with debugging. + +#. Ability to build Ceres as a shared library (MacOS and Linux only), + associated versioning and build release script changes. + +#. Portable floating point classification API. + + +Bug Fixes +--------- + +#. Fix how invalid step evaluations are handled. + +#. Change the slop handling around zero for model cost changes to use + relative tolerances rather than absolute tolerances. + +#. Fix an inadvertant integer to bool conversion. (Petter Strandmark) + +#. Do not link to ``libgomp`` when building on + windows. (Petter Strandmark) + +#. Include ``gflags.h`` in ``test_utils.cc``. (Petter + Strandmark) + +#. Use standard random number generation routines. (Petter Strandmark) + +#. ``TrustRegionMinimizer`` does not implicitly negate the + steps that it takes. (Markus Moll) + +#. Diagonal scaling allows for equal upper and lower bounds. (Markus Moll) + +#. TrustRegionStrategy does not misuse LinearSolver:Summary anymore. + +#. Fix Eigen3 Row/Column Major storage issue. (Lena Gieseke) + +#. QuaternionToAngleAxis now guarantees an angle in $[-\pi, \pi]$. (Guoxuan Zhang) + +#. Added a workaround for a compiler bug in the Android NDK to the + Schur eliminator. + +#. The sparse linear algebra library is only logged in + Summary::FullReport if it is used. + +#. Rename the macro ``CERES_DONT_HAVE_PROTOCOL_BUFFERS`` + to ``CERES_NO_PROTOCOL_BUFFERS`` for consistency. + +#. Fix how static structure detection for the Schur eliminator logs + its results. + +#. Correct example code in the documentation. (Petter Strandmark) + +#. Fix ``fpclassify.h`` to work with the Android NDK and STLport. + +#. Fix a memory leak in the ``levenber_marquardt_strategy_test.cc`` + +#. Fix an early return bug in the Dogleg solver. (Markus Moll) + +#. Zero initialize Jets. +#. Moved ``internal/ceres/mock_log.h`` to ``internal/ceres/gmock/mock-log.h`` + +#. Unified file path handling in tests. + +#. ``data_fitting.cc`` includes ``gflags`` + +#. Renamed Ceres' Mutex class and associated macros to avoid + namespace conflicts. + +#. Close the BAL problem file after reading it (Markus Moll) + +#. Fix IsInfinite on Jets. + +#. Drop alignment requirements for Jets. + +#. Fixed Jet to integer comparison. (Keith Leung) + +#. Fix use of uninitialized arrays. (Sebastian Koch & Markus Moll) + +#. Conditionally compile gflag dependencies.(Casey Goodlett) + +#. Add ``data_fitting.cc`` to the examples ``CMake`` file. + + +1.2.3 +===== + +Bug Fixes +--------- + +#. ``suitesparse_test`` is enabled even when ``-DSUITESPARSE=OFF``. + +#. ``FixedArray`` internal struct did not respect ``Eigen`` + alignment requirements (Koichi Akabe & Stephan Kassemeyer). + +#. Fixed ``quadratic.cc`` documentation and code mismatch + (Nick Lewycky). + +1.2.2 +===== + +Bug Fixes +--------- + +#. Fix constant parameter blocks, and other minor fixes (Markus Moll) + +#. Fix alignment issues when combining ``Jet`` and + ``FixedArray`` in automatic differeniation. + +#. Remove obsolete ``build_defs`` file. + +1.2.1 +===== + +New Features +------------ + +#. Powell's Dogleg solver + +#. Documentation now has a brief overview of Trust Region methods and + how the Levenberg-Marquardt and Dogleg methods work. + +Bug Fixes +--------- + +#. Destructor for ``TrustRegionStrategy`` was not virtual (Markus Moll) + +#. Invalid ``DCHECK`` in ``suitesparse.cc`` (Markus Moll) + +#. Iteration callbacks were not properly invoked (Luis Alberto Zarrabeiti) + +#. Logging level changes in ConjugateGradientsSolver + +#. VisibilityBasedPreconditioner setup does not account for skipped camera pairs. This was debugging code. + +#. Enable SSE support on MacOS + +#. ``system_test`` was taking too long and too much memory (Koichi Akabe) + +1.2.0 +===== + +New Features +------------ + +#. ``CXSparse`` support. + +#. Block oriented fill reducing orderings. This reduces the + factorization time for sparse ``CHOLMOD`` significantly. + +#. New Trust region loop with support for multiple trust region step + strategies. Currently only Levenberg-Marquardt is supported, but + this refactoring opens the door for Dog-leg, Stiehaug and others. + +#. ``CMake`` file restructuring. Builds in ``Release`` mode by + default, and now has platform specific tuning flags. + +#. Re-organized documentation. No new content, but better + organization. + + +Bug Fixes +--------- + +#. Fixed integer overflow bug in ``block_random_access_sparse_matrix.cc``. + +#. Renamed some macros to prevent name conflicts. + +#. Fixed incorrent input to ``StateUpdatingCallback``. + +#. Fixes to AutoDiff tests. + +#. Various internal cleanups. + + +1.1.1 +===== + +Bug Fixes +--------- + +#. Fix a bug in the handling of constant blocks. (Louis Simard) + +#. Add an optional lower bound to the Levenberg-Marquardt regularizer + to prevent oscillating between well and ill posed linear problems. + +#. Some internal refactoring and test fixes. + +1.1.0 +===== + +New Features +------------ + +#. New iterative linear solver for general sparse problems - ``CGNR`` + and a block Jacobi preconditioner for it. + +#. Changed the semantics of how ``SuiteSparse`` dependencies are + checked and used. Now ``SuiteSparse`` is built by default, only if + all of its dependencies are present. + +#. Automatic differentiation now supports dynamic number of residuals. + +#. Support for writing the linear least squares problems to disk in + text format so that they can loaded into ``MATLAB``. + +#. Linear solver results are now checked for nan and infinities. + +#. Added ``.gitignore`` file. + +#. A better more robust build system. + + +Bug Fixes +--------- + +#. Fixed a strict weak ordering bug in the schur ordering. + +#. Grammar and typos in the documents and code comments. + +#. Fixed tests which depended on exact equality between floating point values. + +1.0.0 +===== + +Initial Release. Nathan Wiegand contributed to the Mac OSX port. |