internal/ceres/iterative_refiner_test.cc

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2018 Google Inc. All rights reserved.
// http://ceres-solver.org/
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// Author: sameeragarwal@google.com (Sameer Agarwal)

#include "ceres/iterative_refiner.h"

#include "Eigen/Dense"
#include "ceres/internal/eigen.h"
#include "ceres/sparse_cholesky.h"
#include "ceres/sparse_matrix.h"
#include "glog/logging.h"
#include "gtest/gtest.h"

namespace ceres {
namespace internal {

// Macros to help us define virtual methods which we do not expect to
// use/call in this test.
#define DO_NOT_CALL \
  { LOG(FATAL) << "DO NOT CALL"; }
#define DO_NOT_CALL_WITH_RETURN(x) \
  {                                \
    LOG(FATAL) << "DO NOT CALL";   \
    return x;                      \
  }

// A fake SparseMatrix, which uses an Eigen matrix to do the real work.
class FakeSparseMatrix : public SparseMatrix {
 public:
  FakeSparseMatrix(const Matrix& m) : m_(m) {}
  virtual ~FakeSparseMatrix() {}

  // y += Ax
  virtual void RightMultiply(const double* x, double* y) const {
    VectorRef(y, m_.cols()) += m_ * ConstVectorRef(x, m_.cols());
  }
  // y += A'x
  virtual void LeftMultiply(const double* x, double* y) const {
    // We will assume that this is a symmetric matrix.
    RightMultiply(x, y);
  }

  virtual double* mutable_values() { return m_.data(); }
  virtual const double* values() const { return m_.data(); }
  virtual int num_rows() const { return m_.cols(); }
  virtual int num_cols() const { return m_.cols(); }
  virtual int num_nonzeros() const { return m_.cols() * m_.cols(); }

  // The following methods are not needed for tests in this file.
  virtual void SquaredColumnNorm(double* x) const DO_NOT_CALL;
  virtual void ScaleColumns(const double* scale) DO_NOT_CALL;
  virtual void SetZero() DO_NOT_CALL;
  virtual void ToDenseMatrix(Matrix* dense_matrix) const DO_NOT_CALL;
  virtual void ToTextFile(FILE* file) const DO_NOT_CALL;

 private:
  Matrix m_;
};

// A fake SparseCholesky which uses Eigen's Cholesky factorization to
// do the real work. The template parameter allows us to work in
// doubles or floats, even though the source matrix is double.
template <typename Scalar>
class FakeSparseCholesky : public SparseCholesky {
 public:
  FakeSparseCholesky(const Matrix& lhs) { lhs_ = lhs.cast<Scalar>(); }
  virtual ~FakeSparseCholesky() {}

  virtual LinearSolverTerminationType Solve(const double* rhs_ptr,
                                            double* solution_ptr,
                                            std::string* message) {
    const int num_cols = lhs_.cols();
    VectorRef solution(solution_ptr, num_cols);
    ConstVectorRef rhs(rhs_ptr, num_cols);
    solution = lhs_.llt().solve(rhs.cast<Scalar>()).template cast<double>();
    return LINEAR_SOLVER_SUCCESS;
  }

  // The following methods are not needed for tests in this file.
  virtual CompressedRowSparseMatrix::StorageType StorageType() const
      DO_NOT_CALL_WITH_RETURN(CompressedRowSparseMatrix::UPPER_TRIANGULAR);
  virtual LinearSolverTerminationType Factorize(CompressedRowSparseMatrix* lhs,
                                                std::string* message)
      DO_NOT_CALL_WITH_RETURN(LINEAR_SOLVER_FAILURE);

  virtual LinearSolverTerminationType FactorAndSolve(
      CompressedRowSparseMatrix* lhs,
      const double* rhs,
      double* solution,
      std::string* message) DO_NOT_CALL_WITH_RETURN(LINEAR_SOLVER_FAILURE);

 private:
  Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> lhs_;
};

#undef DO_NOT_CALL
#undef DO_NOT_CALL_WITH_RETURN

class IterativeRefinerTest : public ::testing::Test {
 public:
  void SetUp() {
    num_cols_ = 5;
    max_num_iterations_ = 30;
    Matrix m(num_cols_, num_cols_);
    m.setRandom();
    lhs_ = m * m.transpose();
    solution_.resize(num_cols_);
    solution_.setRandom();
    rhs_ = lhs_ * solution_;
  };

 protected:
  int num_cols_;
  int max_num_iterations_;
  Matrix lhs_;
  Vector rhs_, solution_;
};

TEST_F(IterativeRefinerTest, RandomSolutionWithExactFactorizationConverges) {
  FakeSparseMatrix lhs(lhs_);
  FakeSparseCholesky<double> sparse_cholesky(lhs_);
  IterativeRefiner refiner(max_num_iterations_);
  Vector refined_solution(num_cols_);
  refined_solution.setRandom();
  refiner.Refine(lhs, rhs_.data(), &sparse_cholesky, refined_solution.data());
  EXPECT_NEAR((lhs_ * refined_solution - rhs_).norm(),
              0.0,
              std::numeric_limits<double>::epsilon() * 10);
}

TEST_F(IterativeRefinerTest,
       RandomSolutionWithApproximationFactorizationConverges) {
  FakeSparseMatrix lhs(lhs_);
  // Use a single precision Cholesky factorization of the double
  // precision matrix. This will give us an approximate factorization.
  FakeSparseCholesky<float> sparse_cholesky(lhs_);
  IterativeRefiner refiner(max_num_iterations_);
  Vector refined_solution(num_cols_);
  refined_solution.setRandom();
  refiner.Refine(lhs, rhs_.data(), &sparse_cholesky, refined_solution.data());
  EXPECT_NEAR((lhs_ * refined_solution - rhs_).norm(),
              0.0,
              std::numeric_limits<double>::epsilon() * 10);
}

}  // namespace internal
}  // namespace ceres