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/invert_psd_matrix_test.cc b/internal/ceres/invert_psd_matrix_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: sameeragarwal@google.com (Sameer Agarwal)
+
+#include "ceres/invert_psd_matrix.h"
+
+#include "ceres/internal/eigen.h"
+#include "gtest/gtest.h"
+
+namespace ceres {
+namespace internal {
+
+static const bool kFullRank = true;
+static const bool kRankDeficient = false;
+
+template <int kSize>
+typename EigenTypes<kSize, kSize>::Matrix RandomPSDMatrixWithEigenValues(
+ const typename EigenTypes<kSize>::Vector& eigenvalues) {
+ typename EigenTypes<kSize, kSize>::Matrix m;
+ m.setRandom();
+ Eigen::SelfAdjointEigenSolver<typename EigenTypes<kSize, kSize>::Matrix> es(
+ m);
+ return es.eigenvectors() * eigenvalues.asDiagonal() *
+ es.eigenvectors().transpose();
+}
+
+TEST(InvertPSDMatrix, Identity3x3) {
+ const Matrix m = Matrix::Identity(3, 3);
+ const Matrix inverse_m = InvertPSDMatrix<3>(kFullRank, m);
+ EXPECT_NEAR((inverse_m - m).norm() / m.norm(),
+ 0.0,
+ std::numeric_limits<double>::epsilon());
+}
+
+TEST(InvertPSDMatrix, FullRank5x5) {
+ EigenTypes<5>::Vector eigenvalues;
+ eigenvalues.setRandom();
+ eigenvalues = eigenvalues.array().abs().matrix();
+ const Matrix m = RandomPSDMatrixWithEigenValues<5>(eigenvalues);
+ const Matrix inverse_m = InvertPSDMatrix<5>(kFullRank, m);
+ EXPECT_NEAR((m * inverse_m - Matrix::Identity(5,5)).norm() / 5.0, 0.0,
+ std::numeric_limits<double>::epsilon());
+}
+
+TEST(InvertPSDMatrix, RankDeficient5x5) {
+ EigenTypes<5>::Vector eigenvalues;
+ eigenvalues.setRandom();
+ eigenvalues = eigenvalues.array().abs().matrix();
+ eigenvalues(3) = 0.0;
+ const Matrix m = RandomPSDMatrixWithEigenValues<5>(eigenvalues);
+ const Matrix inverse_m = InvertPSDMatrix<5>(kRankDeficient, m);
+ Matrix pseudo_identity = Matrix::Identity(5, 5);
+ pseudo_identity(3, 3) = 0.0;
+ EXPECT_NEAR((m * inverse_m * m - m).norm() / m.norm(),
+ 0.0,
+ 10 * std::numeric_limits<double>::epsilon());
+}
+
+} // namespace internal
+} // namespace ceres