Squashed 'third_party/ceres/' content from commit e51e9b4

Change-Id: I763587619d57e594d3fa158dc3a7fe0b89a1743b
git-subtree-dir: third_party/ceres
git-subtree-split: e51e9b46f6ca88ab8b2266d0e362771db6d98067
diff --git a/internal/ceres/dense_sparse_matrix_test.cc b/internal/ceres/dense_sparse_matrix_test.cc
new file mode 100644
index 0000000..4d52e81
--- /dev/null
+++ b/internal/ceres/dense_sparse_matrix_test.cc
@@ -0,0 +1,169 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2015 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: keir@google.com (Keir Mierle)
+//
+// TODO(keir): Implement a generic "compare sparse matrix implementations" test
+// suite that can compare all the implementations. Then this file would shrink
+// in size.
+
+#include "ceres/dense_sparse_matrix.h"
+
+#include <memory>
+#include "ceres/casts.h"
+#include "ceres/linear_least_squares_problems.h"
+#include "ceres/triplet_sparse_matrix.h"
+#include "ceres/internal/eigen.h"
+#include "glog/logging.h"
+#include "gtest/gtest.h"
+
+namespace ceres {
+namespace internal {
+
+void CompareMatrices(const SparseMatrix* a, const SparseMatrix* b) {
+  EXPECT_EQ(a->num_rows(), b->num_rows());
+  EXPECT_EQ(a->num_cols(), b->num_cols());
+
+  int num_rows = a->num_rows();
+  int num_cols = a->num_cols();
+
+  for (int i = 0; i < num_cols; ++i) {
+    Vector x = Vector::Zero(num_cols);
+    x(i) = 1.0;
+
+    Vector y_a = Vector::Zero(num_rows);
+    Vector y_b = Vector::Zero(num_rows);
+
+    a->RightMultiply(x.data(), y_a.data());
+    b->RightMultiply(x.data(), y_b.data());
+
+    EXPECT_EQ((y_a - y_b).norm(), 0);
+  }
+}
+
+class DenseSparseMatrixTest : public ::testing::Test {
+ protected :
+  virtual void SetUp() {
+    std::unique_ptr<LinearLeastSquaresProblem> problem(
+        CreateLinearLeastSquaresProblemFromId(1));
+
+    CHECK(problem != nullptr);
+
+    tsm.reset(down_cast<TripletSparseMatrix*>(problem->A.release()));
+    dsm.reset(new DenseSparseMatrix(*tsm));
+
+    num_rows = tsm->num_rows();
+    num_cols = tsm->num_cols();
+  }
+
+  int num_rows;
+  int num_cols;
+
+  std::unique_ptr<TripletSparseMatrix> tsm;
+  std::unique_ptr<DenseSparseMatrix> dsm;
+};
+
+TEST_F(DenseSparseMatrixTest, RightMultiply) {
+  CompareMatrices(tsm.get(), dsm.get());
+
+  // Try with a not entirely zero vector to verify column interactions, which
+  // could be masked by a subtle bug when using the elementary vectors.
+  Vector a(num_cols);
+  for (int i = 0; i < num_cols; i++) {
+    a(i) = i;
+  }
+  Vector b1 = Vector::Zero(num_rows);
+  Vector b2 = Vector::Zero(num_rows);
+
+  tsm->RightMultiply(a.data(), b1.data());
+  dsm->RightMultiply(a.data(), b2.data());
+
+  EXPECT_EQ((b1 - b2).norm(), 0);
+}
+
+TEST_F(DenseSparseMatrixTest, LeftMultiply) {
+  for (int i = 0; i < num_rows; ++i) {
+    Vector a = Vector::Zero(num_rows);
+    a(i) = 1.0;
+
+    Vector b1 = Vector::Zero(num_cols);
+    Vector b2 = Vector::Zero(num_cols);
+
+    tsm->LeftMultiply(a.data(), b1.data());
+    dsm->LeftMultiply(a.data(), b2.data());
+
+    EXPECT_EQ((b1 - b2).norm(), 0);
+  }
+
+  // Try with a not entirely zero vector to verify column interactions, which
+  // could be masked by a subtle bug when using the elementary vectors.
+  Vector a(num_rows);
+  for (int i = 0; i < num_rows; i++) {
+    a(i) = i;
+  }
+  Vector b1 = Vector::Zero(num_cols);
+  Vector b2 = Vector::Zero(num_cols);
+
+  tsm->LeftMultiply(a.data(), b1.data());
+  dsm->LeftMultiply(a.data(), b2.data());
+
+  EXPECT_EQ((b1 - b2).norm(), 0);
+}
+
+TEST_F(DenseSparseMatrixTest, ColumnNorm) {
+  Vector b1 = Vector::Zero(num_cols);
+  Vector b2 = Vector::Zero(num_cols);
+
+  tsm->SquaredColumnNorm(b1.data());
+  dsm->SquaredColumnNorm(b2.data());
+
+  EXPECT_EQ((b1 - b2).norm(), 0);
+}
+
+TEST_F(DenseSparseMatrixTest, Scale) {
+  Vector scale(num_cols);
+  for (int i = 0; i < num_cols; ++i) {
+    scale(i) = i + 1;
+  }
+  tsm->ScaleColumns(scale.data());
+  dsm->ScaleColumns(scale.data());
+  CompareMatrices(tsm.get(), dsm.get());
+}
+
+TEST_F(DenseSparseMatrixTest, ToDenseMatrix) {
+  Matrix tsm_dense;
+  Matrix dsm_dense;
+
+  tsm->ToDenseMatrix(&tsm_dense);
+  dsm->ToDenseMatrix(&dsm_dense);
+
+  EXPECT_EQ((tsm_dense - dsm_dense).norm(), 0.0);
+}
+
+}  // namespace internal
+}  // namespace ceres