// 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 #include "ceres/block_sparse_matrix.h" #include "ceres/block_structure.h" #include "ceres/casts.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/linear_least_squares_problems.h" #include "ceres/linear_solver.h" #include "ceres/schur_complement_solver.h" #include "ceres/triplet_sparse_matrix.h" #include "ceres/types.h" #include "glog/logging.h" #include "gtest/gtest.h" namespace ceres { namespace internal { class SchurComplementSolverTest : public ::testing::Test { protected: void SetUpFromProblemId(int problem_id) { scoped_ptr problem( CreateLinearLeastSquaresProblemFromId(problem_id)); CHECK_NOTNULL(problem.get()); A.reset(down_cast(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; x.reset(new double[num_cols]); sol.reset(new double[num_cols]); sol_d.reset(new double[num_cols]); LinearSolver::Options options; options.type = DENSE_QR; scoped_ptr qr(LinearSolver::Create(options)); TripletSparseMatrix triplet_A(A->num_rows(), A->num_cols(), A->num_nonzeros()); A->ToTripletSparseMatrix(&triplet_A); // Gold standard solutions using dense QR factorization. DenseSparseMatrix dense_A(triplet_A); qr->Solve(&dense_A, b.get(), LinearSolver::PerSolveOptions(), sol.get()); // Gold standard solution with appended diagonal. LinearSolver::PerSolveOptions per_solve_options; per_solve_options.D = D.get(); qr->Solve(&dense_A, b.get(), per_solve_options, sol_d.get()); } void ComputeAndCompareSolutions( int problem_id, bool regularization, ceres::LinearSolverType linear_solver_type, ceres::DenseLinearAlgebraLibraryType dense_linear_algebra_library_type, ceres::SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type, bool use_postordering) { SetUpFromProblemId(problem_id); LinearSolver::Options options; options.elimination_groups.push_back(num_eliminate_blocks); options.elimination_groups.push_back( A->block_structure()->cols.size() - num_eliminate_blocks); options.type = linear_solver_type; options.dense_linear_algebra_library_type = dense_linear_algebra_library_type; options.sparse_linear_algebra_library_type = sparse_linear_algebra_library_type; options.use_postordering = use_postordering; scoped_ptr solver(LinearSolver::Create(options)); LinearSolver::PerSolveOptions per_solve_options; LinearSolver::Summary summary; if (regularization) { per_solve_options.D = D.get(); } summary = solver->Solve(A.get(), b.get(), per_solve_options, x.get()); if (regularization) { for (int i = 0; i < num_cols; ++i) { ASSERT_NEAR(sol_d.get()[i], x[i], 1e-10); } } else { for (int i = 0; i < num_cols; ++i) { ASSERT_NEAR(sol.get()[i], x[i], 1e-10); } } } int num_rows; int num_cols; int num_eliminate_blocks; scoped_ptr A; scoped_array b; scoped_array x; scoped_array D; scoped_array sol; scoped_array sol_d; }; TEST_F(SchurComplementSolverTest, EigenBasedDenseSchurWithSmallProblem) { ComputeAndCompareSolutions(2, false, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true); ComputeAndCompareSolutions(2, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true); } TEST_F(SchurComplementSolverTest, EigenBasedDenseSchurWithLargeProblem) { ComputeAndCompareSolutions(3, false, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true); ComputeAndCompareSolutions(3, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true); } #ifndef CERES_NO_LAPACK TEST_F(SchurComplementSolverTest, LAPACKBasedDenseSchurWithSmallProblem) { ComputeAndCompareSolutions(2, false, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true); ComputeAndCompareSolutions(2, true, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true); } TEST_F(SchurComplementSolverTest, LAPACKBasedDenseSchurWithLargeProblem) { ComputeAndCompareSolutions(3, false, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true); ComputeAndCompareSolutions(3, true, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true); } #endif #ifndef CERES_NO_SUITESPARSE TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparseSmallProblemNoPostOrdering) { ComputeAndCompareSolutions( 2, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false); ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false); } TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparseSmallProblemPostOrdering) { ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true); ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true); } TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparseLargeProblemNoPostOrdering) { ComputeAndCompareSolutions( 3, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false); ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false); } TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparseLargeProblemPostOrdering) { ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true); ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true); } #endif // CERES_NO_SUITESPARSE #ifndef CERES_NO_CXSPARSE TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparseSmallProblem) { ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, EIGEN, CX_SPARSE, true); ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, CX_SPARSE, true); } TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparseLargeProblem) { ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, EIGEN, CX_SPARSE, true); ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, CX_SPARSE, true); } #endif // CERES_NO_CXSPARSE } // namespace internal } // namespace ceres