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Diffstat (limited to 'internal/ceres/implicit_schur_complement_test.cc')
-rw-r--r-- | internal/ceres/implicit_schur_complement_test.cc | 196 |
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diff --git a/internal/ceres/implicit_schur_complement_test.cc b/internal/ceres/implicit_schur_complement_test.cc new file mode 100644 index 0000000..bd36672 --- /dev/null +++ b/internal/ceres/implicit_schur_complement_test.cc @@ -0,0 +1,196 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2010, 2011, 2012 Google Inc. All rights reserved. +// http://code.google.com/p/ceres-solver/ +// +// Redistribution and use in source and binary forms, with or without +// modification, are permitted provided that the following conditions are met: +// +// * Redistributions of source code must retain the above copyright notice, +// this list of conditions and the following disclaimer. +// * Redistributions in binary form must reproduce the above copyright notice, +// this list of conditions and the following disclaimer in the documentation +// and/or other materials provided with the distribution. +// * Neither the name of Google Inc. nor the names of its contributors may be +// used to endorse or promote products derived from this software without +// specific prior written permission. +// +// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" +// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE +// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE +// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE +// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR +// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF +// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS +// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN +// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) +// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE +// POSSIBILITY OF SUCH DAMAGE. +// +// Author: sameeragarwal@google.com (Sameer Agarwal) + +#include "ceres/implicit_schur_complement.h" + +#include <cstddef> +#include "Eigen/Dense" +#include "ceres/block_random_access_dense_matrix.h" +#include "ceres/block_sparse_matrix.h" +#include "ceres/casts.h" +#include "ceres/internal/eigen.h" +#include "ceres/internal/scoped_ptr.h" +#include "ceres/linear_least_squares_problems.h" +#include "ceres/linear_solver.h" +#include "ceres/schur_eliminator.h" +#include "ceres/triplet_sparse_matrix.h" +#include "ceres/types.h" +#include "glog/logging.h" +#include "gtest/gtest.h" + +namespace ceres { +namespace internal { + +using testing::AssertionResult; + +const double kEpsilon = 1e-14; + +class ImplicitSchurComplementTest : public ::testing::Test { + protected : + virtual void SetUp() { + scoped_ptr<LinearLeastSquaresProblem> problem( + CreateLinearLeastSquaresProblemFromId(2)); + + CHECK_NOTNULL(problem.get()); + A_.reset(down_cast<BlockSparseMatrix*>(problem->A.release())); + b_.reset(problem->b.release()); + D_.reset(problem->D.release()); + + num_cols_ = A_->num_cols(); + num_rows_ = A_->num_rows(); + num_eliminate_blocks_ = problem->num_eliminate_blocks; + } + + void ReducedLinearSystemAndSolution(double* D, + Matrix* lhs, + Vector* rhs, + Vector* solution) { + const CompressedRowBlockStructure* bs = A_->block_structure(); + const int num_col_blocks = bs->cols.size(); + vector<int> blocks(num_col_blocks - num_eliminate_blocks_, 0); + for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) { + blocks[i - num_eliminate_blocks_] = bs->cols[i].size; + } + + BlockRandomAccessDenseMatrix blhs(blocks); + const int num_schur_rows = blhs.num_rows(); + + LinearSolver::Options options; + options.elimination_groups.push_back(num_eliminate_blocks_); + options.type = DENSE_SCHUR; + + scoped_ptr<SchurEliminatorBase> eliminator( + SchurEliminatorBase::Create(options)); + CHECK_NOTNULL(eliminator.get()); + eliminator->Init(num_eliminate_blocks_, bs); + + lhs->resize(num_schur_rows, num_schur_rows); + rhs->resize(num_schur_rows); + + eliminator->Eliminate(A_.get(), b_.get(), D, &blhs, rhs->data()); + + MatrixRef lhs_ref(blhs.mutable_values(), num_schur_rows, num_schur_rows); + + // lhs_ref is an upper triangular matrix. Construct a full version + // of lhs_ref in lhs by transposing lhs_ref, choosing the strictly + // lower triangular part of the matrix and adding it to lhs_ref. + *lhs = lhs_ref; + lhs->triangularView<Eigen::StrictlyLower>() = + lhs_ref.triangularView<Eigen::StrictlyUpper>().transpose(); + + solution->resize(num_cols_); + solution->setZero(); + VectorRef schur_solution(solution->data() + num_cols_ - num_schur_rows, + num_schur_rows); + schur_solution = lhs->selfadjointView<Eigen::Upper>().ldlt().solve(*rhs); + eliminator->BackSubstitute(A_.get(), b_.get(), D, + schur_solution.data(), solution->data()); + } + + AssertionResult TestImplicitSchurComplement(double* D) { + Matrix lhs; + Vector rhs; + Vector reference_solution; + ReducedLinearSystemAndSolution(D, &lhs, &rhs, &reference_solution); + + ImplicitSchurComplement isc(num_eliminate_blocks_, true); + isc.Init(*A_, D, b_.get()); + + int num_sc_cols = lhs.cols(); + + for (int i = 0; i < num_sc_cols; ++i) { + Vector x(num_sc_cols); + x.setZero(); + x(i) = 1.0; + + Vector y(num_sc_cols); + y = lhs * x; + + Vector z(num_sc_cols); + isc.RightMultiply(x.data(), z.data()); + + // The i^th column of the implicit schur complement is the same as + // the explicit schur complement. + if ((y - z).norm() > kEpsilon) { + return testing::AssertionFailure() + << "Explicit and Implicit SchurComplements differ in " + << "column " << i << ". explicit: " << y.transpose() + << " implicit: " << z.transpose(); + } + } + + // Compare the rhs of the reduced linear system + if ((isc.rhs() - rhs).norm() > kEpsilon) { + return testing::AssertionFailure() + << "Explicit and Implicit SchurComplements differ in " + << "rhs. explicit: " << rhs.transpose() + << " implicit: " << isc.rhs().transpose(); + } + + // Reference solution to the f_block. + const Vector reference_f_sol = + lhs.selfadjointView<Eigen::Upper>().ldlt().solve(rhs); + + // Backsubstituted solution from the implicit schur solver using the + // reference solution to the f_block. + Vector sol(num_cols_); + isc.BackSubstitute(reference_f_sol.data(), sol.data()); + if ((sol - reference_solution).norm() > kEpsilon) { + return testing::AssertionFailure() + << "Explicit and Implicit SchurComplements solutions differ. " + << "explicit: " << reference_solution.transpose() + << " implicit: " << sol.transpose(); + } + + return testing::AssertionSuccess(); + } + + int num_rows_; + int num_cols_; + int num_eliminate_blocks_; + + scoped_ptr<BlockSparseMatrix> A_; + scoped_array<double> b_; + scoped_array<double> D_; +}; + +// Verify that the Schur Complement matrix implied by the +// ImplicitSchurComplement class matches the one explicitly computed +// by the SchurComplement solver. +// +// We do this with and without regularization to check that the +// support for the LM diagonal is correct. +TEST_F(ImplicitSchurComplementTest, SchurMatrixValuesTest) { + EXPECT_TRUE(TestImplicitSchurComplement(NULL)); + EXPECT_TRUE(TestImplicitSchurComplement(D_.get())); +} + +} // namespace internal +} // namespace ceres |