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Austin Schuh70cc9552019-01-21 19:46:48 -08001// Ceres Solver - A fast non-linear least squares minimizer
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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>
Austin Schuh1d1e6ea2020-12-23 21:56:30 -080034
Austin Schuh70cc9552019-01-21 19:46:48 -080035#include "Eigen/Dense"
36#include "ceres/block_random_access_dense_matrix.h"
37#include "ceres/block_random_access_sparse_matrix.h"
38#include "ceres/block_sparse_matrix.h"
39#include "ceres/casts.h"
40#include "ceres/file.h"
41#include "ceres/internal/eigen.h"
42#include "ceres/linear_least_squares_problems.h"
43#include "ceres/schur_eliminator.h"
44#include "ceres/stringprintf.h"
45#include "ceres/test_util.h"
46#include "ceres/types.h"
47#include "glog/logging.h"
48#include "gtest/gtest.h"
49
50namespace ceres {
51namespace internal {
52
53// TODO(sameeragarwal): Re-enable this test once serialization is
54// working again.
55
56// using testing::AssertionResult;
57// using testing::AssertionSuccess;
58// using testing::AssertionFailure;
59
60// static const double kTolerance = 1e-12;
61
62// class VisibilityBasedPreconditionerTest : public ::testing::Test {
63// public:
64// static const int kCameraSize = 9;
65
66// protected:
67// void SetUp() {
68// string input_file = TestFileAbsolutePath("problem-6-1384-000.lsqp");
69
70// std::unique_ptr<LinearLeastSquaresProblem> problem(
71// CHECK_NOTNULL(CreateLinearLeastSquaresProblemFromFile(input_file)));
72// A_.reset(down_cast<BlockSparseMatrix*>(problem->A.release()));
73// b_.reset(problem->b.release());
74// D_.reset(problem->D.release());
75
76// const CompressedRowBlockStructure* bs =
77// CHECK_NOTNULL(A_->block_structure());
78// const int num_col_blocks = bs->cols.size();
79
80// num_cols_ = A_->num_cols();
81// num_rows_ = A_->num_rows();
82// num_eliminate_blocks_ = problem->num_eliminate_blocks;
83// num_camera_blocks_ = num_col_blocks - num_eliminate_blocks_;
84// options_.elimination_groups.push_back(num_eliminate_blocks_);
85// options_.elimination_groups.push_back(
86// A_->block_structure()->cols.size() - num_eliminate_blocks_);
87
88// vector<int> blocks(num_col_blocks - num_eliminate_blocks_, 0);
89// for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) {
90// blocks[i - num_eliminate_blocks_] = bs->cols[i].size;
91// }
92
93// // The input matrix is a real jacobian and fairly poorly
94// // conditioned. Setting D to a large constant makes the normal
95// // equations better conditioned and makes the tests below better
96// // conditioned.
97// VectorRef(D_.get(), num_cols_).setConstant(10.0);
98
99// schur_complement_.reset(new BlockRandomAccessDenseMatrix(blocks));
100// Vector rhs(schur_complement_->num_rows());
101
102// std::unique_ptr<SchurEliminatorBase> eliminator;
103// LinearSolver::Options eliminator_options;
104// eliminator_options.elimination_groups = options_.elimination_groups;
105// eliminator_options.num_threads = options_.num_threads;
106
107// eliminator.reset(SchurEliminatorBase::Create(eliminator_options));
108// eliminator->Init(num_eliminate_blocks_, bs);
109// eliminator->Eliminate(A_.get(), b_.get(), D_.get(),
110// schur_complement_.get(), rhs.data());
111// }
112
113// AssertionResult IsSparsityStructureValid() {
114// preconditioner_->InitStorage(*A_->block_structure());
115// const std::unordered_set<pair<int, int>, pair_hash>& cluster_pairs =
116// get_cluster_pairs(); const vector<int>& cluster_membership =
117// get_cluster_membership();
118
119// for (int i = 0; i < num_camera_blocks_; ++i) {
120// for (int j = i; j < num_camera_blocks_; ++j) {
121// if (cluster_pairs.count(make_pair(cluster_membership[i],
122// cluster_membership[j]))) {
123// if (!IsBlockPairInPreconditioner(i, j)) {
124// return AssertionFailure()
125// << "block pair (" << i << "," << j << "missing";
126// }
127// } else {
128// if (IsBlockPairInPreconditioner(i, j)) {
129// return AssertionFailure()
130// << "block pair (" << i << "," << j << "should not be present";
131// }
132// }
133// }
134// }
135// return AssertionSuccess();
136// }
137
138// AssertionResult PreconditionerValuesMatch() {
139// preconditioner_->Update(*A_, D_.get());
140// const std::unordered_set<pair<int, int>, pair_hash>& cluster_pairs =
141// get_cluster_pairs(); const BlockRandomAccessSparseMatrix* m = get_m();
142// Matrix preconditioner_matrix;
143// m->matrix()->ToDenseMatrix(&preconditioner_matrix);
144// ConstMatrixRef full_schur_complement(schur_complement_->values(),
145// m->num_rows(),
146// m->num_rows());
147// const int num_clusters = get_num_clusters();
148// const int kDiagonalBlockSize =
149// kCameraSize * num_camera_blocks_ / num_clusters;
150
151// for (int i = 0; i < num_clusters; ++i) {
152// for (int j = i; j < num_clusters; ++j) {
153// double diff = 0.0;
154// if (cluster_pairs.count(make_pair(i, j))) {
155// diff =
156// (preconditioner_matrix.block(kDiagonalBlockSize * i,
157// kDiagonalBlockSize * j,
158// kDiagonalBlockSize,
159// kDiagonalBlockSize) -
160// full_schur_complement.block(kDiagonalBlockSize * i,
161// kDiagonalBlockSize * j,
162// kDiagonalBlockSize,
163// kDiagonalBlockSize)).norm();
164// } else {
165// diff = preconditioner_matrix.block(kDiagonalBlockSize * i,
166// kDiagonalBlockSize * j,
167// kDiagonalBlockSize,
168// kDiagonalBlockSize).norm();
169// }
170// if (diff > kTolerance) {
171// return AssertionFailure()
172// << "Preconditioner block " << i << " " << j << " differs "
173// << "from expected value by " << diff;
174// }
175// }
176// }
177// return AssertionSuccess();
178// }
179
180// // Accessors
181// int get_num_blocks() { return preconditioner_->num_blocks_; }
182
183// int get_num_clusters() { return preconditioner_->num_clusters_; }
184// int* get_mutable_num_clusters() { return &preconditioner_->num_clusters_; }
185
186// const vector<int>& get_block_size() {
187// return preconditioner_->block_size_; }
188
189// vector<int>* get_mutable_block_size() {
190// return &preconditioner_->block_size_; }
191
192// const vector<int>& get_cluster_membership() {
193// return preconditioner_->cluster_membership_;
194// }
195
196// vector<int>* get_mutable_cluster_membership() {
197// return &preconditioner_->cluster_membership_;
198// }
199
200// const set<pair<int, int>>& get_block_pairs() {
201// return preconditioner_->block_pairs_;
202// }
203
204// set<pair<int, int>>* get_mutable_block_pairs() {
205// return &preconditioner_->block_pairs_;
206// }
207
208// const std::unordered_set<pair<int, int>, pair_hash>& get_cluster_pairs() {
209// return preconditioner_->cluster_pairs_;
210// }
211
212// std::unordered_set<pair<int, int>, pair_hash>* get_mutable_cluster_pairs()
213// {
214// return &preconditioner_->cluster_pairs_;
215// }
216
217// bool IsBlockPairInPreconditioner(const int block1, const int block2) {
218// return preconditioner_->IsBlockPairInPreconditioner(block1, block2);
219// }
220
221// bool IsBlockPairOffDiagonal(const int block1, const int block2) {
222// return preconditioner_->IsBlockPairOffDiagonal(block1, block2);
223// }
224
225// const BlockRandomAccessSparseMatrix* get_m() {
226// return preconditioner_->m_.get();
227// }
228
229// int num_rows_;
230// int num_cols_;
231// int num_eliminate_blocks_;
232// int num_camera_blocks_;
233
234// std::unique_ptr<BlockSparseMatrix> A_;
235// std::unique_ptr<double[]> b_;
236// std::unique_ptr<double[]> D_;
237
238// Preconditioner::Options options_;
239// std::unique_ptr<VisibilityBasedPreconditioner> preconditioner_;
240// std::unique_ptr<BlockRandomAccessDenseMatrix> schur_complement_;
241// };
242
243// TEST_F(VisibilityBasedPreconditionerTest, OneClusterClusterJacobi) {
244// options_.type = CLUSTER_JACOBI;
245// preconditioner_.reset(
246// new VisibilityBasedPreconditioner(*A_->block_structure(), options_));
247
248// // Override the clustering to be a single clustering containing all
249// // the cameras.
250// vector<int>& cluster_membership = *get_mutable_cluster_membership();
251// for (int i = 0; i < num_camera_blocks_; ++i) {
252// cluster_membership[i] = 0;
253// }
254
255// *get_mutable_num_clusters() = 1;
256
257// std::unordered_set<pair<int, int>, pair_hash>& cluster_pairs =
258// *get_mutable_cluster_pairs(); cluster_pairs.clear();
259// cluster_pairs.insert(make_pair(0, 0));
260
261// EXPECT_TRUE(IsSparsityStructureValid());
262// EXPECT_TRUE(PreconditionerValuesMatch());
263
264// // Multiplication by the inverse of the preconditioner.
265// const int num_rows = schur_complement_->num_rows();
266// ConstMatrixRef full_schur_complement(schur_complement_->values(),
267// num_rows,
268// num_rows);
269// Vector x(num_rows);
270// Vector y(num_rows);
271// Vector z(num_rows);
272
273// for (int i = 0; i < num_rows; ++i) {
274// x.setZero();
275// y.setZero();
276// z.setZero();
277// x[i] = 1.0;
278// preconditioner_->RightMultiply(x.data(), y.data());
279// z = full_schur_complement
280// .selfadjointView<Eigen::Upper>()
281// .llt().solve(x);
282// double max_relative_difference =
283// ((y - z).array() / z.array()).matrix().lpNorm<Eigen::Infinity>();
284// EXPECT_NEAR(max_relative_difference, 0.0, kTolerance);
285// }
286// }
287
288// TEST_F(VisibilityBasedPreconditionerTest, ClusterJacobi) {
289// options_.type = CLUSTER_JACOBI;
290// preconditioner_.reset(
291// new VisibilityBasedPreconditioner(*A_->block_structure(), options_));
292
293// // Override the clustering to be equal number of cameras.
294// vector<int>& cluster_membership = *get_mutable_cluster_membership();
295// cluster_membership.resize(num_camera_blocks_);
296// static const int kNumClusters = 3;
297
298// for (int i = 0; i < num_camera_blocks_; ++i) {
299// cluster_membership[i] = (i * kNumClusters) / num_camera_blocks_;
300// }
301// *get_mutable_num_clusters() = kNumClusters;
302
303// std::unordered_set<pair<int, int>, pair_hash>& cluster_pairs =
304// *get_mutable_cluster_pairs(); cluster_pairs.clear(); for (int i = 0; i <
305// kNumClusters; ++i) {
306// cluster_pairs.insert(make_pair(i, i));
307// }
308
309// EXPECT_TRUE(IsSparsityStructureValid());
310// EXPECT_TRUE(PreconditionerValuesMatch());
311// }
312
313// TEST_F(VisibilityBasedPreconditionerTest, ClusterTridiagonal) {
314// options_.type = CLUSTER_TRIDIAGONAL;
315// preconditioner_.reset(
316// new VisibilityBasedPreconditioner(*A_->block_structure(), options_));
317// static const int kNumClusters = 3;
318
319// // Override the clustering to be 3 clusters.
320// vector<int>& cluster_membership = *get_mutable_cluster_membership();
321// cluster_membership.resize(num_camera_blocks_);
322// for (int i = 0; i < num_camera_blocks_; ++i) {
323// cluster_membership[i] = (i * kNumClusters) / num_camera_blocks_;
324// }
325// *get_mutable_num_clusters() = kNumClusters;
326
327// // Spanning forest has structure 0-1 2
328// std::unordered_set<pair<int, int>, pair_hash>& cluster_pairs =
329// *get_mutable_cluster_pairs(); cluster_pairs.clear(); for (int i = 0; i <
330// kNumClusters; ++i) {
331// cluster_pairs.insert(make_pair(i, i));
332// }
333// cluster_pairs.insert(make_pair(0, 1));
334
335// EXPECT_TRUE(IsSparsityStructureValid());
336// EXPECT_TRUE(PreconditionerValuesMatch());
337// }
338
339} // namespace internal
340} // namespace ceres