The Ceres nonlinear least squares solver from Google. Part 1. Installation.

Introduction

Ceres is a new C++ library and optimization software for nonlinear least squares problems. It is aimed for fitting models in statistics and finds use in computer vision at Google. It was released as an open source software with BSD license by Google and was developed by Sameer Aggarwal and Keir Mierle. The home page is at
http://code.google.com/p/ceres-solver/. The following are features of Ceres:

• A friendly API: build your cost function one residual at a time
  
• Automatic differentiation
  
• Robust loss functions
  
• Local parameterizations
  
• Threaded Jacobian evaluators and linear solvers
  
• Dense QR factorization (using Eigen) for small problems
  
• Sparse Cholesky factorization (using SuiteSparse) for large sparse problems
  
• Specialized solvers for bundle adjustment problems in computer vision.
  
• Scales from servers to cell phones.
  
• Supports Linux and MacOS with future support for Windows and iOS and Android.
  

We are surprised that the instructions for installing Ceres software is in a pdf file in documentation of the installer. So we read the documentation and publish the instructions which we followed and seen to work.

Installing Ceres using a terminal

1. Create a subdirectory ceres-1.0 and cd to that created directory. 2. Download using wget.

$mkdir ceres-1.0   
$ cd ceres-1.0   
$ wget -ct 0 http://ceres-solver.googlecode.com/files/ceres-solver-1.0.0.tar.gz   
wget -ct 0 http://ceres-solver.googlecode.com/files/ceres-solver-1.0.0.tar.gz --2012-05-11 15:09:52--  http://ceres-solver.googlecode.com/files/ceres-solver-1.0.0.tar.gz 
Resolving ceres-solver.googlecode.com... 209.85.175.82 Connecting to ceres-solver.googlecode.com|209.85.175.82|:80... connected. HTTP request sent, awaiting response... 200 OK 
Length: 3461260 (3.3M) [application/x-gzip] Saving to: `ceres-solver-1.0.0.tar.gz'  100%[====================================================================================>] 
3,461,260   65.1K/s   in 54s       2012-05-11 15:10:47 (62.2 KB/s) - `ceres-solver-1.0.0.tar.gz' saved [3461260/3461260] 

3. Untar the gzipped file by typing tar xzvvf ceres-solver-1.0.0.tar.gz. Change the current directory to ceres-solver-1.0.0.

Software Dependencies

4. Install various dependency files. You need to install the following softwares in order for Ceres to do its thing: cmake, gflags, glog, eigen , suitesparse and protobuf:

sudo apt-get install cmake
wget -ct 0 http://gflags.googlecode.com/files/gflags-2.0.tar.gz   
tar xzvvf gflags-2.0.tar.gz   cd gflags-2.0    
./configure --prefix=/usr/local    
make    
cd ..    
wget http://google-glog.googlecode.com/files/glog-0.3.2.tar.gz    
tar xzvvf glog-0.3.2.tar.gz     
cd glog-0.3.2/    
./configure --with-gflags=/usr/local/   
make    
sudo make install       
sudo apt-get install libeigen3-dev    
sudo apt-get install libsuitesparse-dev    
sudo apt-get install libprotobuf-dev 

5. Now it is time to install the Ceres software.

mkdir ceres-bin   
cd ceres-bin   
cmake ../ceres-solver-1.0.0   
cmake ../ceres-solver-1.0.0 -DEIGEN_INCLUDE=/usr/include/eigen3   
make -j3 

Example

6. Running the example:

examples/simple_bundle_adjuster ../ceres-solver-1.0.0/data/problem-16-22106-pre.txt
   0: f: 1.598216e+06 d: 0.00e+00 g: 5.67e+18 h: 0.00e+00 rho: 0.00e+00 mu: 1.00e-04 li:  0
   1: f: 1.116401e+05 d: 1.49e+06 g: 1.42e+18 h: 5.48e+02 rho: 9.50e-01 mu: 3.33e-05 li:  1
   2: f: 4.923547e+04 d: 6.24e+04 g: 8.57e+17 h: 3.21e+02 rho: 6.79e-01 mu: 3.18e-05 li:  1
   3: f: 1.884538e+04 d: 3.04e+04 g: 1.45e+17 h: 1.25e+02 rho: 9.81e-01 mu: 1.06e-05 li:  1
   4: f: 1.807384e+04 d: 7.72e+02 g: 3.88e+16 h: 6.23e+01 rho: 9.57e-01 mu: 3.53e-06 li:  1
   5: f: 1.803397e+04 d: 3.99e+01 g: 1.35e+15 h: 1.16e+01 rho: 9.99e-01 mu: 1.18e-06 li:  1
   6: f: 1.803390e+04 d: 6.16e-02 g: 6.69e+12 h: 7.31e-01 rho: 1.00e+00 mu: 3.93e-07 li:  1

Ceres Solver Report
-------------------
                                     Original                  Reduced
Parameter blocks                        22122                    22122
Parameters                              66462                    66462
Residual blocks                         83718                    83718
Residual                               167436                   167436

                                        Given                     Used
Linear solver                     DENSE_SCHUR              DENSE_SCHUR
Preconditioner                            N/A                      N/A
Ordering                                SCHUR                    SCHUR
num_eliminate_blocks                      N/A                    22106
Threads:                                    1                        1
Linear Solver Threads:                      1                        1

Cost:
Initial                          1.598216e+06
Final                            1.803390e+04
Change                           1.580182e+06

Number of iterations:
Successful                                  6
Unsuccessful                                0
Total                                       6

Time (in seconds):
Preprocessor                     1.000000e+00
Minimizer                        5.000000e+00
Total                            6.000000e+00
Termination:               FUNCTION_TOLERANCE

4520:~/Downloads/ceres-1.0/ceres-bin$ 

In the next part, we explain the example and try to understand the API for using the Ceres Software.