A question about CHOLMOD warning: Matrix not positive definite

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Yan Cui

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Jun 16, 2022, 6:31:49 PM6/16/22
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Hi Ceres Team,

I use Ceres to solve a SLAM problem, and today with one dataset, I see a lot of warnings like this below (and I did not see this warning in other datasets):

W0616 15:21:28.146704 26738 levenberg_marquardt_strategy.cc:114] Linear solver failure. Failed to compute a step: CHOLMOD warning: Matrix not positive definite.

It finishes well at the end, except that the number of iterations seems greater than other datasets.

Ceres Solver Report: Iterations: 383, Initial cost: 1.649831e+10, Final cost: 2.826429e+03, Termination: CONVERGENCE

I would like to learn if this warning matters with anything here.

Thank you,
Yan

Sameer Agarwal

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Jun 16, 2022, 6:39:32 PM6/16/22
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Hi Yan,
This is a mostly harmless error. It means that when computing the cholesky factorization the matrix was found to numerically indefinite. This is most likely because the Jacobian is very poorly conditioned for your problem instance. When this happens, ceres will try to increase the regularization to improve the matrix's conditioning. It is possible that sometimes that will fail, in which case that will be reflected in your summary report.

Sameer


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Yan Cui

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Jun 16, 2022, 7:02:15 PM6/16/22
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Hi Sameer,

Thank you for your prompt reply and explanation.

Best,
Yan

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