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// 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)
//
// TODO(sameeragarwal): Add support for larger, more complicated and
// poorly conditioned problems both for correctness testing as well as
// benchmarking.
#include "ceres/iterative_schur_complement_solver.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 IterativeSchurComplementSolverTest : public ::testing::Test {
protected :
void SetUpProblem(int problem_id) {
scoped_ptr<LinearLeastSquaresProblem> problem(
CreateLinearLeastSquaresProblemFromId(problem_id));
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;
}
AssertionResult TestSolver(double* D) {
TripletSparseMatrix triplet_A(A_->num_rows(),
A_->num_cols(),
A_->num_nonzeros());
A_->ToTripletSparseMatrix(&triplet_A);
DenseSparseMatrix dense_A(triplet_A);
LinearSolver::Options options;
options.type = DENSE_QR;
scoped_ptr<LinearSolver> qr(LinearSolver::Create(options));
LinearSolver::PerSolveOptions per_solve_options;
per_solve_options.D = D;
Vector reference_solution(num_cols_);
qr->Solve(&dense_A, b_.get(), per_solve_options, reference_solution.data());
options.elimination_groups.push_back(num_eliminate_blocks_);
options.elimination_groups.push_back(0);
options.max_num_iterations = num_cols_;
options.preconditioner_type = SCHUR_JACOBI;
IterativeSchurComplementSolver isc(options);
Vector isc_sol(num_cols_);
per_solve_options.r_tolerance = 1e-12;
isc.Solve(A_.get(), b_.get(), per_solve_options, isc_sol.data());
double diff = (isc_sol - reference_solution).norm();
if (diff < kEpsilon) {
return testing::AssertionSuccess();
} else {
return testing::AssertionFailure()
<< "The reference solution differs from the ITERATIVE_SCHUR"
<< " solution by " << diff << " which is more than " << kEpsilon;
}
}
int num_rows_;
int num_cols_;
int num_eliminate_blocks_;
scoped_ptr<BlockSparseMatrix> A_;
scoped_array<double> b_;
scoped_array<double> D_;
};
TEST_F(IterativeSchurComplementSolverTest, NormalProblem) {
SetUpProblem(2);
EXPECT_TRUE(TestSolver(NULL));
EXPECT_TRUE(TestSolver(D_.get()));
}
TEST_F(IterativeSchurComplementSolverTest, ProblemWithNoFBlocks) {
SetUpProblem(3);
EXPECT_TRUE(TestSolver(NULL));
EXPECT_TRUE(TestSolver(D_.get()));
}
} // namespace internal
} // namespace ceres
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