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git-subtree-dir: third_party/ceres
git-subtree-split: e51e9b46f6ca88ab8b2266d0e362771db6d98067
diff --git a/internal/ceres/schur_complement_solver_test.cc b/internal/ceres/schur_complement_solver_test.cc
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+// 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: sameeragarwal@google.com (Sameer Agarwal)
+
+#include "ceres/schur_complement_solver.h"
+
+#include <cstddef>
+#include <memory>
+
+#include "ceres/block_sparse_matrix.h"
+#include "ceres/block_structure.h"
+#include "ceres/casts.h"
+#include "ceres/context_impl.h"
+#include "ceres/detect_structure.h"
+#include "ceres/linear_least_squares_problems.h"
+#include "ceres/linear_solver.h"
+#include "ceres/triplet_sparse_matrix.h"
+#include "ceres/types.h"
+#include "glog/logging.h"
+#include "gtest/gtest.h"
+
+namespace ceres {
+namespace internal {
+
+class SchurComplementSolverTest : public ::testing::Test {
+ protected:
+ void SetUpFromProblemId(int problem_id) {
+ std::unique_ptr<LinearLeastSquaresProblem> problem(
+ CreateLinearLeastSquaresProblemFromId(problem_id));
+
+ CHECK(problem != nullptr);
+ 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;
+
+ x.resize(num_cols);
+ sol.resize(num_cols);
+ sol_d.resize(num_cols);
+
+ LinearSolver::Options options;
+ options.type = DENSE_QR;
+ ContextImpl context;
+ options.context = &context;
+
+ std::unique_ptr<LinearSolver> qr(LinearSolver::Create(options));
+
+ TripletSparseMatrix triplet_A(A->num_rows(),
+ A->num_cols(),
+ A->num_nonzeros());
+ A->ToTripletSparseMatrix(&triplet_A);
+
+ // Gold standard solutions using dense QR factorization.
+ DenseSparseMatrix dense_A(triplet_A);
+ qr->Solve(&dense_A, b.get(), LinearSolver::PerSolveOptions(), sol.data());
+
+ // Gold standard solution with appended diagonal.
+ LinearSolver::PerSolveOptions per_solve_options;
+ per_solve_options.D = D.get();
+ qr->Solve(&dense_A, b.get(), per_solve_options, sol_d.data());
+ }
+
+ void ComputeAndCompareSolutions(
+ int problem_id,
+ bool regularization,
+ ceres::LinearSolverType linear_solver_type,
+ ceres::DenseLinearAlgebraLibraryType dense_linear_algebra_library_type,
+ ceres::SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type,
+ bool use_postordering) {
+ SetUpFromProblemId(problem_id);
+ LinearSolver::Options options;
+ options.elimination_groups.push_back(num_eliminate_blocks);
+ options.elimination_groups.push_back(
+ A->block_structure()->cols.size() - num_eliminate_blocks);
+ options.type = linear_solver_type;
+ options.dense_linear_algebra_library_type =
+ dense_linear_algebra_library_type;
+ options.sparse_linear_algebra_library_type =
+ sparse_linear_algebra_library_type;
+ options.use_postordering = use_postordering;
+ ContextImpl context;
+ options.context = &context;
+ DetectStructure(*A->block_structure(),
+ num_eliminate_blocks,
+ &options.row_block_size,
+ &options.e_block_size,
+ &options.f_block_size);
+
+ std::unique_ptr<LinearSolver> solver(LinearSolver::Create(options));
+
+ LinearSolver::PerSolveOptions per_solve_options;
+ LinearSolver::Summary summary;
+ if (regularization) {
+ per_solve_options.D = D.get();
+ }
+
+ summary = solver->Solve(A.get(), b.get(), per_solve_options, x.data());
+ EXPECT_EQ(summary.termination_type, LINEAR_SOLVER_SUCCESS);
+
+ if (regularization) {
+
+ ASSERT_NEAR((sol_d - x).norm() / num_cols, 0, 1e-10)
+ << "Regularized Expected solution: " << sol_d.transpose()
+ << " Actual solution: " << x.transpose();
+ } else {
+ ASSERT_NEAR((sol - x).norm() / num_cols, 0, 1e-10)
+ << "Unregularized Expected solution: " << sol.transpose()
+ << " Actual solution: " << x.transpose();
+ }
+ }
+
+ int num_rows;
+ int num_cols;
+ int num_eliminate_blocks;
+
+ std::unique_ptr<BlockSparseMatrix> A;
+ std::unique_ptr<double[]> b;
+ std::unique_ptr<double[]> D;
+ Vector x;
+ Vector sol;
+ Vector sol_d;
+};
+
+// TODO(sameeragarwal): Refactor these using value parameterized tests.
+// TODO(sameeragarwal): More extensive tests using random matrices.
+TEST_F(SchurComplementSolverTest, DenseSchurWithEigenSmallProblem) {
+ ComputeAndCompareSolutions(2, false, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
+ ComputeAndCompareSolutions(2, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
+}
+
+TEST_F(SchurComplementSolverTest, DenseSchurWithEigenLargeProblem) {
+ ComputeAndCompareSolutions(3, false, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
+ ComputeAndCompareSolutions(3, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
+}
+
+TEST_F(SchurComplementSolverTest, DenseSchurWithEigenVaryingFBlockSize) {
+ ComputeAndCompareSolutions(4, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
+}
+
+#ifndef CERES_NO_LAPACK
+TEST_F(SchurComplementSolverTest, DenseSchurWithLAPACKSmallProblem) {
+ ComputeAndCompareSolutions(2, false, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true);
+ ComputeAndCompareSolutions(2, true, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true);
+}
+
+TEST_F(SchurComplementSolverTest, DenseSchurWithLAPACKLargeProblem) {
+ ComputeAndCompareSolutions(3, false, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true);
+ ComputeAndCompareSolutions(3, true, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true);
+}
+#endif
+
+#ifndef CERES_NO_SUITESPARSE
+TEST_F(SchurComplementSolverTest,
+ SparseSchurWithSuiteSparseSmallProblemNoPostOrdering) {
+ ComputeAndCompareSolutions(
+ 2, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false);
+ ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false);
+}
+
+TEST_F(SchurComplementSolverTest,
+ SparseSchurWithSuiteSparseSmallProblemPostOrdering) {
+ ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true);
+ ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true);
+}
+
+TEST_F(SchurComplementSolverTest,
+ SparseSchurWithSuiteSparseLargeProblemNoPostOrdering) {
+ ComputeAndCompareSolutions(
+ 3, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false);
+ ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false);
+}
+
+TEST_F(SchurComplementSolverTest,
+ SparseSchurWithSuiteSparseLargeProblemPostOrdering) {
+ ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true);
+ ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true);
+}
+#endif // CERES_NO_SUITESPARSE
+
+#ifndef CERES_NO_CXSPARSE
+TEST_F(SchurComplementSolverTest,
+ SparseSchurWithCXSparseSmallProblem) {
+ ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, EIGEN, CX_SPARSE, true);
+ ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, CX_SPARSE, true);
+}
+
+TEST_F(SchurComplementSolverTest,
+ SparseSchurWithCXSparseLargeProblem) {
+ ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, EIGEN, CX_SPARSE, true);
+ ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, CX_SPARSE, true);
+}
+#endif // CERES_NO_CXSPARSE
+
+#ifndef CERES_NO_ACCELERATE_SPARSE
+TEST_F(SchurComplementSolverTest,
+ SparseSchurWithAccelerateSparseSmallProblem) {
+ ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, EIGEN, ACCELERATE_SPARSE, true);
+ ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, ACCELERATE_SPARSE, true);
+}
+
+TEST_F(SchurComplementSolverTest,
+ SparseSchurWithAccelerateSparseLargeProblem) {
+ ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, EIGEN, ACCELERATE_SPARSE, true);
+ ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, ACCELERATE_SPARSE, true);
+}
+#endif // CERES_NO_ACCELERATE_SPARSE
+
+#ifdef CERES_USE_EIGEN_SPARSE
+TEST_F(SchurComplementSolverTest,
+ SparseSchurWithEigenSparseSmallProblem) {
+ ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, true);
+ ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, true);
+}
+
+TEST_F(SchurComplementSolverTest,
+ SparseSchurWithEigenSparseLargeProblem) {
+ ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, true);
+ ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, true);
+}
+#endif // CERES_USE_EIGEN_SPARSE
+
+} // namespace internal
+} // namespace ceres