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Austin Schuh70cc9552019-01-21 19:46:48 -08001// Ceres Solver - A fast non-linear least squares minimizer
2// Copyright 2015 Google Inc. All rights reserved.
3// http://ceres-solver.org/
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28//
29// Author: sameeragarwal@google.com (Sameer Agarwal)
30
31#include "ceres/visibility_based_preconditioner.h"
32
33#include <memory>
34#include "Eigen/Dense"
35#include "ceres/block_random_access_dense_matrix.h"
36#include "ceres/block_random_access_sparse_matrix.h"
37#include "ceres/block_sparse_matrix.h"
38#include "ceres/casts.h"
39#include "ceres/file.h"
40#include "ceres/internal/eigen.h"
41#include "ceres/linear_least_squares_problems.h"
42#include "ceres/schur_eliminator.h"
43#include "ceres/stringprintf.h"
44#include "ceres/test_util.h"
45#include "ceres/types.h"
46#include "glog/logging.h"
47#include "gtest/gtest.h"
48
49namespace ceres {
50namespace internal {
51
52// TODO(sameeragarwal): Re-enable this test once serialization is
53// working again.
54
55// using testing::AssertionResult;
56// using testing::AssertionSuccess;
57// using testing::AssertionFailure;
58
59// static const double kTolerance = 1e-12;
60
61// class VisibilityBasedPreconditionerTest : public ::testing::Test {
62// public:
63// static const int kCameraSize = 9;
64
65// protected:
66// void SetUp() {
67// string input_file = TestFileAbsolutePath("problem-6-1384-000.lsqp");
68
69// std::unique_ptr<LinearLeastSquaresProblem> problem(
70// CHECK_NOTNULL(CreateLinearLeastSquaresProblemFromFile(input_file)));
71// A_.reset(down_cast<BlockSparseMatrix*>(problem->A.release()));
72// b_.reset(problem->b.release());
73// D_.reset(problem->D.release());
74
75// const CompressedRowBlockStructure* bs =
76// CHECK_NOTNULL(A_->block_structure());
77// const int num_col_blocks = bs->cols.size();
78
79// num_cols_ = A_->num_cols();
80// num_rows_ = A_->num_rows();
81// num_eliminate_blocks_ = problem->num_eliminate_blocks;
82// num_camera_blocks_ = num_col_blocks - num_eliminate_blocks_;
83// options_.elimination_groups.push_back(num_eliminate_blocks_);
84// options_.elimination_groups.push_back(
85// A_->block_structure()->cols.size() - num_eliminate_blocks_);
86
87// vector<int> blocks(num_col_blocks - num_eliminate_blocks_, 0);
88// for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) {
89// blocks[i - num_eliminate_blocks_] = bs->cols[i].size;
90// }
91
92// // The input matrix is a real jacobian and fairly poorly
93// // conditioned. Setting D to a large constant makes the normal
94// // equations better conditioned and makes the tests below better
95// // conditioned.
96// VectorRef(D_.get(), num_cols_).setConstant(10.0);
97
98// schur_complement_.reset(new BlockRandomAccessDenseMatrix(blocks));
99// Vector rhs(schur_complement_->num_rows());
100
101// std::unique_ptr<SchurEliminatorBase> eliminator;
102// LinearSolver::Options eliminator_options;
103// eliminator_options.elimination_groups = options_.elimination_groups;
104// eliminator_options.num_threads = options_.num_threads;
105
106// eliminator.reset(SchurEliminatorBase::Create(eliminator_options));
107// eliminator->Init(num_eliminate_blocks_, bs);
108// eliminator->Eliminate(A_.get(), b_.get(), D_.get(),
109// schur_complement_.get(), rhs.data());
110// }
111
112// AssertionResult IsSparsityStructureValid() {
113// preconditioner_->InitStorage(*A_->block_structure());
114// const std::unordered_set<pair<int, int>, pair_hash>& cluster_pairs =
115// get_cluster_pairs(); const vector<int>& cluster_membership =
116// get_cluster_membership();
117
118// for (int i = 0; i < num_camera_blocks_; ++i) {
119// for (int j = i; j < num_camera_blocks_; ++j) {
120// if (cluster_pairs.count(make_pair(cluster_membership[i],
121// cluster_membership[j]))) {
122// if (!IsBlockPairInPreconditioner(i, j)) {
123// return AssertionFailure()
124// << "block pair (" << i << "," << j << "missing";
125// }
126// } else {
127// if (IsBlockPairInPreconditioner(i, j)) {
128// return AssertionFailure()
129// << "block pair (" << i << "," << j << "should not be present";
130// }
131// }
132// }
133// }
134// return AssertionSuccess();
135// }
136
137// AssertionResult PreconditionerValuesMatch() {
138// preconditioner_->Update(*A_, D_.get());
139// const std::unordered_set<pair<int, int>, pair_hash>& cluster_pairs =
140// get_cluster_pairs(); const BlockRandomAccessSparseMatrix* m = get_m();
141// Matrix preconditioner_matrix;
142// m->matrix()->ToDenseMatrix(&preconditioner_matrix);
143// ConstMatrixRef full_schur_complement(schur_complement_->values(),
144// m->num_rows(),
145// m->num_rows());
146// const int num_clusters = get_num_clusters();
147// const int kDiagonalBlockSize =
148// kCameraSize * num_camera_blocks_ / num_clusters;
149
150// for (int i = 0; i < num_clusters; ++i) {
151// for (int j = i; j < num_clusters; ++j) {
152// double diff = 0.0;
153// if (cluster_pairs.count(make_pair(i, j))) {
154// diff =
155// (preconditioner_matrix.block(kDiagonalBlockSize * i,
156// kDiagonalBlockSize * j,
157// kDiagonalBlockSize,
158// kDiagonalBlockSize) -
159// full_schur_complement.block(kDiagonalBlockSize * i,
160// kDiagonalBlockSize * j,
161// kDiagonalBlockSize,
162// kDiagonalBlockSize)).norm();
163// } else {
164// diff = preconditioner_matrix.block(kDiagonalBlockSize * i,
165// kDiagonalBlockSize * j,
166// kDiagonalBlockSize,
167// kDiagonalBlockSize).norm();
168// }
169// if (diff > kTolerance) {
170// return AssertionFailure()
171// << "Preconditioner block " << i << " " << j << " differs "
172// << "from expected value by " << diff;
173// }
174// }
175// }
176// return AssertionSuccess();
177// }
178
179// // Accessors
180// int get_num_blocks() { return preconditioner_->num_blocks_; }
181
182// int get_num_clusters() { return preconditioner_->num_clusters_; }
183// int* get_mutable_num_clusters() { return &preconditioner_->num_clusters_; }
184
185// const vector<int>& get_block_size() {
186// return preconditioner_->block_size_; }
187
188// vector<int>* get_mutable_block_size() {
189// return &preconditioner_->block_size_; }
190
191// const vector<int>& get_cluster_membership() {
192// return preconditioner_->cluster_membership_;
193// }
194
195// vector<int>* get_mutable_cluster_membership() {
196// return &preconditioner_->cluster_membership_;
197// }
198
199// const set<pair<int, int>>& get_block_pairs() {
200// return preconditioner_->block_pairs_;
201// }
202
203// set<pair<int, int>>* get_mutable_block_pairs() {
204// return &preconditioner_->block_pairs_;
205// }
206
207// const std::unordered_set<pair<int, int>, pair_hash>& get_cluster_pairs() {
208// return preconditioner_->cluster_pairs_;
209// }
210
211// std::unordered_set<pair<int, int>, pair_hash>* get_mutable_cluster_pairs()
212// {
213// return &preconditioner_->cluster_pairs_;
214// }
215
216// bool IsBlockPairInPreconditioner(const int block1, const int block2) {
217// return preconditioner_->IsBlockPairInPreconditioner(block1, block2);
218// }
219
220// bool IsBlockPairOffDiagonal(const int block1, const int block2) {
221// return preconditioner_->IsBlockPairOffDiagonal(block1, block2);
222// }
223
224// const BlockRandomAccessSparseMatrix* get_m() {
225// return preconditioner_->m_.get();
226// }
227
228// int num_rows_;
229// int num_cols_;
230// int num_eliminate_blocks_;
231// int num_camera_blocks_;
232
233// std::unique_ptr<BlockSparseMatrix> A_;
234// std::unique_ptr<double[]> b_;
235// std::unique_ptr<double[]> D_;
236
237// Preconditioner::Options options_;
238// std::unique_ptr<VisibilityBasedPreconditioner> preconditioner_;
239// std::unique_ptr<BlockRandomAccessDenseMatrix> schur_complement_;
240// };
241
242// TEST_F(VisibilityBasedPreconditionerTest, OneClusterClusterJacobi) {
243// options_.type = CLUSTER_JACOBI;
244// preconditioner_.reset(
245// new VisibilityBasedPreconditioner(*A_->block_structure(), options_));
246
247// // Override the clustering to be a single clustering containing all
248// // the cameras.
249// vector<int>& cluster_membership = *get_mutable_cluster_membership();
250// for (int i = 0; i < num_camera_blocks_; ++i) {
251// cluster_membership[i] = 0;
252// }
253
254// *get_mutable_num_clusters() = 1;
255
256// std::unordered_set<pair<int, int>, pair_hash>& cluster_pairs =
257// *get_mutable_cluster_pairs(); cluster_pairs.clear();
258// cluster_pairs.insert(make_pair(0, 0));
259
260// EXPECT_TRUE(IsSparsityStructureValid());
261// EXPECT_TRUE(PreconditionerValuesMatch());
262
263// // Multiplication by the inverse of the preconditioner.
264// const int num_rows = schur_complement_->num_rows();
265// ConstMatrixRef full_schur_complement(schur_complement_->values(),
266// num_rows,
267// num_rows);
268// Vector x(num_rows);
269// Vector y(num_rows);
270// Vector z(num_rows);
271
272// for (int i = 0; i < num_rows; ++i) {
273// x.setZero();
274// y.setZero();
275// z.setZero();
276// x[i] = 1.0;
277// preconditioner_->RightMultiply(x.data(), y.data());
278// z = full_schur_complement
279// .selfadjointView<Eigen::Upper>()
280// .llt().solve(x);
281// double max_relative_difference =
282// ((y - z).array() / z.array()).matrix().lpNorm<Eigen::Infinity>();
283// EXPECT_NEAR(max_relative_difference, 0.0, kTolerance);
284// }
285// }
286
287// TEST_F(VisibilityBasedPreconditionerTest, ClusterJacobi) {
288// options_.type = CLUSTER_JACOBI;
289// preconditioner_.reset(
290// new VisibilityBasedPreconditioner(*A_->block_structure(), options_));
291
292// // Override the clustering to be equal number of cameras.
293// vector<int>& cluster_membership = *get_mutable_cluster_membership();
294// cluster_membership.resize(num_camera_blocks_);
295// static const int kNumClusters = 3;
296
297// for (int i = 0; i < num_camera_blocks_; ++i) {
298// cluster_membership[i] = (i * kNumClusters) / num_camera_blocks_;
299// }
300// *get_mutable_num_clusters() = kNumClusters;
301
302// std::unordered_set<pair<int, int>, pair_hash>& cluster_pairs =
303// *get_mutable_cluster_pairs(); cluster_pairs.clear(); for (int i = 0; i <
304// kNumClusters; ++i) {
305// cluster_pairs.insert(make_pair(i, i));
306// }
307
308// EXPECT_TRUE(IsSparsityStructureValid());
309// EXPECT_TRUE(PreconditionerValuesMatch());
310// }
311
312// TEST_F(VisibilityBasedPreconditionerTest, ClusterTridiagonal) {
313// options_.type = CLUSTER_TRIDIAGONAL;
314// preconditioner_.reset(
315// new VisibilityBasedPreconditioner(*A_->block_structure(), options_));
316// static const int kNumClusters = 3;
317
318// // Override the clustering to be 3 clusters.
319// vector<int>& cluster_membership = *get_mutable_cluster_membership();
320// cluster_membership.resize(num_camera_blocks_);
321// for (int i = 0; i < num_camera_blocks_; ++i) {
322// cluster_membership[i] = (i * kNumClusters) / num_camera_blocks_;
323// }
324// *get_mutable_num_clusters() = kNumClusters;
325
326// // Spanning forest has structure 0-1 2
327// std::unordered_set<pair<int, int>, pair_hash>& cluster_pairs =
328// *get_mutable_cluster_pairs(); cluster_pairs.clear(); for (int i = 0; i <
329// kNumClusters; ++i) {
330// cluster_pairs.insert(make_pair(i, i));
331// }
332// cluster_pairs.insert(make_pair(0, 1));
333
334// EXPECT_TRUE(IsSparsityStructureValid());
335// EXPECT_TRUE(PreconditionerValuesMatch());
336// }
337
338} // namespace internal
339} // namespace ceres