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Diffstat (limited to 'internal/ceres/symmetric_linear_solver_test.cc')
-rw-r--r-- | internal/ceres/symmetric_linear_solver_test.cc | 139 |
1 files changed, 139 insertions, 0 deletions
diff --git a/internal/ceres/symmetric_linear_solver_test.cc b/internal/ceres/symmetric_linear_solver_test.cc new file mode 100644 index 0000000..f33adb4 --- /dev/null +++ b/internal/ceres/symmetric_linear_solver_test.cc @@ -0,0 +1,139 @@ +// 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: fredp@google.com (Fred Pighin) +// +// Tests for linear solvers that solve symmetric linear systems. Some +// of this code is inhertited from Fred Pighin's code for testing the +// old Conjugate Gradients solver. +// +// TODO(sameeragarwal): More comprehensive testing with larger and +// more badly conditioned problem. + +#include "gtest/gtest.h" +#include "ceres/conjugate_gradients_solver.h" +#include "ceres/linear_solver.h" +#include "ceres/triplet_sparse_matrix.h" +#include "ceres/internal/eigen.h" +#include "ceres/internal/scoped_ptr.h" +#include "ceres/types.h" + +namespace ceres { +namespace internal { + +TEST(ConjugateGradientTest, Solves3x3IdentitySystem) { + double diagonal[] = { 1.0, 1.0, 1.0 }; + scoped_ptr<TripletSparseMatrix> + A(TripletSparseMatrix::CreateSparseDiagonalMatrix(diagonal, 3)); + Vector b(3); + Vector x(3); + + b(0) = 1.0; + b(1) = 2.0; + b(2) = 3.0; + + x(0) = 1; + x(1) = 1; + x(2) = 1; + + LinearSolver::Options options; + options.max_num_iterations = 10; + + LinearSolver::PerSolveOptions per_solve_options; + per_solve_options.r_tolerance = 1e-9; + + ConjugateGradientsSolver solver(options); + LinearSolver::Summary summary = + solver.Solve(A.get(), b.data(), per_solve_options, x.data()); + + EXPECT_EQ(summary.termination_type, TOLERANCE); + ASSERT_EQ(summary.num_iterations, 1); + + ASSERT_DOUBLE_EQ(1, x(0)); + ASSERT_DOUBLE_EQ(2, x(1)); + ASSERT_DOUBLE_EQ(3, x(2)); +} + + +TEST(ConjuateGradientTest, Solves3x3SymmetricSystem) { + scoped_ptr<TripletSparseMatrix> A(new TripletSparseMatrix(3, 3, 9)); + Vector b(3); + Vector x(3); + + // | 2 -1 0| + // A = |-1 2 -1| is symmetric positive definite. + // | 0 -1 2| + int* Ai = A->mutable_rows(); + int* Aj = A->mutable_cols(); + double* Ax = A->mutable_values(); + int counter = 0; + for (int i = 0; i < 3; ++i) { + for (int j = 0; j < 3; ++j) { + Ai[counter] = i; + Aj[counter] = j; + ++counter; + } + } + Ax[0] = 2.; + Ax[1] = -1.; + Ax[2] = 0; + Ax[3] = -1.; + Ax[4] = 2; + Ax[5] = -1; + Ax[6] = 0; + Ax[7] = -1; + Ax[8] = 2; + A->set_num_nonzeros(9); + + b(0) = -1; + b(1) = 0; + b(2) = 3; + + x(0) = 1; + x(1) = 1; + x(2) = 1; + + LinearSolver::Options options; + options.max_num_iterations = 10; + + LinearSolver::PerSolveOptions per_solve_options; + per_solve_options.r_tolerance = 1e-9; + + ConjugateGradientsSolver solver(options); + LinearSolver::Summary summary = + solver.Solve(A.get(), b.data(), per_solve_options, x.data()); + + EXPECT_EQ(summary.termination_type, TOLERANCE); + + ASSERT_DOUBLE_EQ(0, x(0)); + ASSERT_DOUBLE_EQ(1, x(1)); + ASSERT_DOUBLE_EQ(2, x(2)); +} + +} // namespace internal +} // namespace ceres |