// 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) // This include must come before any #ifndef check on Ceres compile options. #include "ceres/internal/port.h" #ifndef CERES_NO_SUITESPARSE #include "ceres/visibility_based_preconditioner.h" #include "Eigen/Dense" #include "ceres/block_random_access_dense_matrix.h" #include "ceres/block_random_access_sparse_matrix.h" #include "ceres/block_sparse_matrix.h" #include "ceres/casts.h" #include "ceres/collections_port.h" #include "ceres/file.h" #include "ceres/internal/eigen.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/linear_least_squares_problems.h" #include "ceres/schur_eliminator.h" #include "ceres/stringprintf.h" #include "ceres/types.h" #include "ceres/test_util.h" #include "glog/logging.h" #include "gtest/gtest.h" namespace ceres { namespace internal { // TODO(sameeragarwal): Re-enable this test once serialization is // working again. // using testing::AssertionResult; // using testing::AssertionSuccess; // using testing::AssertionFailure; // static const double kTolerance = 1e-12; // class VisibilityBasedPreconditionerTest : public ::testing::Test { // public: // static const int kCameraSize = 9; // protected: // void SetUp() { // string input_file = TestFileAbsolutePath("problem-6-1384-000.lsqp"); // scoped_ptr problem( // CHECK_NOTNULL(CreateLinearLeastSquaresProblemFromFile(input_file))); // A_.reset(down_cast(problem->A.release())); // b_.reset(problem->b.release()); // D_.reset(problem->D.release()); // const CompressedRowBlockStructure* bs = // CHECK_NOTNULL(A_->block_structure()); // const int num_col_blocks = bs->cols.size(); // num_cols_ = A_->num_cols(); // num_rows_ = A_->num_rows(); // num_eliminate_blocks_ = problem->num_eliminate_blocks; // num_camera_blocks_ = num_col_blocks - num_eliminate_blocks_; // options_.elimination_groups.push_back(num_eliminate_blocks_); // options_.elimination_groups.push_back( // A_->block_structure()->cols.size() - num_eliminate_blocks_); // vector 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; // } // // The input matrix is a real jacobian and fairly poorly // // conditioned. Setting D to a large constant makes the normal // // equations better conditioned and makes the tests below better // // conditioned. // VectorRef(D_.get(), num_cols_).setConstant(10.0); // schur_complement_.reset(new BlockRandomAccessDenseMatrix(blocks)); // Vector rhs(schur_complement_->num_rows()); // scoped_ptr eliminator; // LinearSolver::Options eliminator_options; // eliminator_options.elimination_groups = options_.elimination_groups; // eliminator_options.num_threads = options_.num_threads; // eliminator.reset(SchurEliminatorBase::Create(eliminator_options)); // eliminator->Init(num_eliminate_blocks_, bs); // eliminator->Eliminate(A_.get(), b_.get(), D_.get(), // schur_complement_.get(), rhs.data()); // } // AssertionResult IsSparsityStructureValid() { // preconditioner_->InitStorage(*A_->block_structure()); // const HashSet >& cluster_pairs = get_cluster_pairs(); // const vector& cluster_membership = get_cluster_membership(); // for (int i = 0; i < num_camera_blocks_; ++i) { // for (int j = i; j < num_camera_blocks_; ++j) { // if (cluster_pairs.count(make_pair(cluster_membership[i], // cluster_membership[j]))) { // if (!IsBlockPairInPreconditioner(i, j)) { // return AssertionFailure() // << "block pair (" << i << "," << j << "missing"; // } // } else { // if (IsBlockPairInPreconditioner(i, j)) { // return AssertionFailure() // << "block pair (" << i << "," << j << "should not be present"; // } // } // } // } // return AssertionSuccess(); // } // AssertionResult PreconditionerValuesMatch() { // preconditioner_->Update(*A_, D_.get()); // const HashSet >& cluster_pairs = get_cluster_pairs(); // const BlockRandomAccessSparseMatrix* m = get_m(); // Matrix preconditioner_matrix; // m->matrix()->ToDenseMatrix(&preconditioner_matrix); // ConstMatrixRef full_schur_complement(schur_complement_->values(), // m->num_rows(), // m->num_rows()); // const int num_clusters = get_num_clusters(); // const int kDiagonalBlockSize = // kCameraSize * num_camera_blocks_ / num_clusters; // for (int i = 0; i < num_clusters; ++i) { // for (int j = i; j < num_clusters; ++j) { // double diff = 0.0; // if (cluster_pairs.count(make_pair(i, j))) { // diff = // (preconditioner_matrix.block(kDiagonalBlockSize * i, // kDiagonalBlockSize * j, // kDiagonalBlockSize, // kDiagonalBlockSize) - // full_schur_complement.block(kDiagonalBlockSize * i, // kDiagonalBlockSize * j, // kDiagonalBlockSize, // kDiagonalBlockSize)).norm(); // } else { // diff = preconditioner_matrix.block(kDiagonalBlockSize * i, // kDiagonalBlockSize * j, // kDiagonalBlockSize, // kDiagonalBlockSize).norm(); // } // if (diff > kTolerance) { // return AssertionFailure() // << "Preconditioner block " << i << " " << j << " differs " // << "from expected value by " << diff; // } // } // } // return AssertionSuccess(); // } // // Accessors // int get_num_blocks() { return preconditioner_->num_blocks_; } // int get_num_clusters() { return preconditioner_->num_clusters_; } // int* get_mutable_num_clusters() { return &preconditioner_->num_clusters_; } // const vector& get_block_size() { // return preconditioner_->block_size_; } // vector* get_mutable_block_size() { // return &preconditioner_->block_size_; } // const vector& get_cluster_membership() { // return preconditioner_->cluster_membership_; // } // vector* get_mutable_cluster_membership() { // return &preconditioner_->cluster_membership_; // } // const set >& get_block_pairs() { // return preconditioner_->block_pairs_; // } // set >* get_mutable_block_pairs() { // return &preconditioner_->block_pairs_; // } // const HashSet >& get_cluster_pairs() { // return preconditioner_->cluster_pairs_; // } // HashSet >* get_mutable_cluster_pairs() { // return &preconditioner_->cluster_pairs_; // } // bool IsBlockPairInPreconditioner(const int block1, const int block2) { // return preconditioner_->IsBlockPairInPreconditioner(block1, block2); // } // bool IsBlockPairOffDiagonal(const int block1, const int block2) { // return preconditioner_->IsBlockPairOffDiagonal(block1, block2); // } // const BlockRandomAccessSparseMatrix* get_m() { // return preconditioner_->m_.get(); // } // int num_rows_; // int num_cols_; // int num_eliminate_blocks_; // int num_camera_blocks_; // scoped_ptr A_; // scoped_array b_; // scoped_array D_; // Preconditioner::Options options_; // scoped_ptr preconditioner_; // scoped_ptr schur_complement_; // }; // TEST_F(VisibilityBasedPreconditionerTest, OneClusterClusterJacobi) { // options_.type = CLUSTER_JACOBI; // preconditioner_.reset( // new VisibilityBasedPreconditioner(*A_->block_structure(), options_)); // // Override the clustering to be a single clustering containing all // // the cameras. // vector& cluster_membership = *get_mutable_cluster_membership(); // for (int i = 0; i < num_camera_blocks_; ++i) { // cluster_membership[i] = 0; // } // *get_mutable_num_clusters() = 1; // HashSet >& cluster_pairs = *get_mutable_cluster_pairs(); // cluster_pairs.clear(); // cluster_pairs.insert(make_pair(0, 0)); // EXPECT_TRUE(IsSparsityStructureValid()); // EXPECT_TRUE(PreconditionerValuesMatch()); // // Multiplication by the inverse of the preconditioner. // const int num_rows = schur_complement_->num_rows(); // ConstMatrixRef full_schur_complement(schur_complement_->values(), // num_rows, // num_rows); // Vector x(num_rows); // Vector y(num_rows); // Vector z(num_rows); // for (int i = 0; i < num_rows; ++i) { // x.setZero(); // y.setZero(); // z.setZero(); // x[i] = 1.0; // preconditioner_->RightMultiply(x.data(), y.data()); // z = full_schur_complement // .selfadjointView() // .llt().solve(x); // double max_relative_difference = // ((y - z).array() / z.array()).matrix().lpNorm(); // EXPECT_NEAR(max_relative_difference, 0.0, kTolerance); // } // } // TEST_F(VisibilityBasedPreconditionerTest, ClusterJacobi) { // options_.type = CLUSTER_JACOBI; // preconditioner_.reset( // new VisibilityBasedPreconditioner(*A_->block_structure(), options_)); // // Override the clustering to be equal number of cameras. // vector& cluster_membership = *get_mutable_cluster_membership(); // cluster_membership.resize(num_camera_blocks_); // static const int kNumClusters = 3; // for (int i = 0; i < num_camera_blocks_; ++i) { // cluster_membership[i] = (i * kNumClusters) / num_camera_blocks_; // } // *get_mutable_num_clusters() = kNumClusters; // HashSet >& cluster_pairs = *get_mutable_cluster_pairs(); // cluster_pairs.clear(); // for (int i = 0; i < kNumClusters; ++i) { // cluster_pairs.insert(make_pair(i, i)); // } // EXPECT_TRUE(IsSparsityStructureValid()); // EXPECT_TRUE(PreconditionerValuesMatch()); // } // TEST_F(VisibilityBasedPreconditionerTest, ClusterTridiagonal) { // options_.type = CLUSTER_TRIDIAGONAL; // preconditioner_.reset( // new VisibilityBasedPreconditioner(*A_->block_structure(), options_)); // static const int kNumClusters = 3; // // Override the clustering to be 3 clusters. // vector& cluster_membership = *get_mutable_cluster_membership(); // cluster_membership.resize(num_camera_blocks_); // for (int i = 0; i < num_camera_blocks_; ++i) { // cluster_membership[i] = (i * kNumClusters) / num_camera_blocks_; // } // *get_mutable_num_clusters() = kNumClusters; // // Spanning forest has structure 0-1 2 // HashSet >& cluster_pairs = *get_mutable_cluster_pairs(); // cluster_pairs.clear(); // for (int i = 0; i < kNumClusters; ++i) { // cluster_pairs.insert(make_pair(i, i)); // } // cluster_pairs.insert(make_pair(0, 1)); // EXPECT_TRUE(IsSparsityStructureValid()); // EXPECT_TRUE(PreconditionerValuesMatch()); // } } // namespace internal } // namespace ceres #endif // CERES_NO_SUITESPARSE