Squashed 'third_party/ceres/' content from commit e51e9b4
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git-subtree-dir: third_party/ceres
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diff --git a/internal/ceres/conjugate_gradients_solver_test.cc b/internal/ceres/conjugate_gradients_solver_test.cc
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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2017 Google Inc. All rights reserved.
+// http://ceres-solver.org/
+//
+// 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)
+//
+// TODO(sameeragarwal): More comprehensive testing with larger and
+// more badly conditioned problem.
+
+#include <memory>
+#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/types.h"
+
+namespace ceres {
+namespace internal {
+
+TEST(ConjugateGradientTest, Solves3x3IdentitySystem) {
+ double diagonal[] = { 1.0, 1.0, 1.0 };
+ std::unique_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, LINEAR_SOLVER_SUCCESS);
+ 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) {
+ std::unique_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, LINEAR_SOLVER_SUCCESS);
+
+ ASSERT_DOUBLE_EQ(0, x(0));
+ ASSERT_DOUBLE_EQ(1, x(1));
+ ASSERT_DOUBLE_EQ(2, x(2));
+}
+
+} // namespace internal
+} // namespace ceres