1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
3 // http://code.google.com/p/ceres-solver/
4 //
5 // Redistribution and use in source and binary forms, with or without
6 // modification, are permitted provided that the following conditions are met:
7 //
8 // * Redistributions of source code must retain the above copyright notice,
9 // this list of conditions and the following disclaimer.
10 // * Redistributions in binary form must reproduce the above copyright notice,
11 // this list of conditions and the following disclaimer in the documentation
12 // and/or other materials provided with the distribution.
13 // * Neither the name of Google Inc. nor the names of its contributors may be
14 // used to endorse or promote products derived from this software without
15 // specific prior written permission.
16 //
17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27 // POSSIBILITY OF SUCH DAMAGE.
28 //
29 // Author: sameeragarwal@google.com (Sameer Agarwal)
30
31 #include <cstddef>
32 #include "ceres/block_sparse_matrix.h"
33 #include "ceres/block_structure.h"
34 #include "ceres/casts.h"
35 #include "ceres/internal/scoped_ptr.h"
36 #include "ceres/linear_least_squares_problems.h"
37 #include "ceres/linear_solver.h"
38 #include "ceres/schur_complement_solver.h"
39 #include "ceres/triplet_sparse_matrix.h"
40 #include "ceres/types.h"
41 #include "glog/logging.h"
42 #include "gtest/gtest.h"
43
44 namespace ceres {
45 namespace internal {
46
47 class SchurComplementSolverTest : public ::testing::Test {
48 protected:
SetUpFromProblemId(int problem_id)49 void SetUpFromProblemId(int problem_id) {
50 scoped_ptr<LinearLeastSquaresProblem> problem(
51 CreateLinearLeastSquaresProblemFromId(problem_id));
52
53 CHECK_NOTNULL(problem.get());
54 A.reset(down_cast<BlockSparseMatrix*>(problem->A.release()));
55 b.reset(problem->b.release());
56 D.reset(problem->D.release());
57
58 num_cols = A->num_cols();
59 num_rows = A->num_rows();
60 num_eliminate_blocks = problem->num_eliminate_blocks;
61
62 x.reset(new double[num_cols]);
63 sol.reset(new double[num_cols]);
64 sol_d.reset(new double[num_cols]);
65
66 LinearSolver::Options options;
67 options.type = DENSE_QR;
68
69 scoped_ptr<LinearSolver> qr(LinearSolver::Create(options));
70
71 TripletSparseMatrix triplet_A(A->num_rows(),
72 A->num_cols(),
73 A->num_nonzeros());
74 A->ToTripletSparseMatrix(&triplet_A);
75
76 // Gold standard solutions using dense QR factorization.
77 DenseSparseMatrix dense_A(triplet_A);
78 LinearSolver::Summary summary1 =
79 qr->Solve(&dense_A,
80 b.get(),
81 LinearSolver::PerSolveOptions(),
82 sol.get());
83
84 // Gold standard solution with appended diagonal.
85 LinearSolver::PerSolveOptions per_solve_options;
86 per_solve_options.D = D.get();
87 LinearSolver::Summary summary2 =
88 qr->Solve(&dense_A,
89 b.get(),
90 per_solve_options,
91 sol_d.get());
92 }
93
ComputeAndCompareSolutions(int problem_id,bool regularization,ceres::LinearSolverType linear_solver_type,ceres::SparseLinearAlgebraLibraryType sparse_linear_algebra_library)94 void ComputeAndCompareSolutions(
95 int problem_id,
96 bool regularization,
97 ceres::LinearSolverType linear_solver_type,
98 ceres::SparseLinearAlgebraLibraryType sparse_linear_algebra_library) {
99 SetUpFromProblemId(problem_id);
100 LinearSolver::Options options;
101 options.elimination_groups.push_back(num_eliminate_blocks);
102 options.elimination_groups.push_back(
103 A->block_structure()->cols.size() - num_eliminate_blocks);
104 options.type = linear_solver_type;
105 options.sparse_linear_algebra_library = sparse_linear_algebra_library;
106
107 scoped_ptr<LinearSolver> solver(LinearSolver::Create(options));
108
109 LinearSolver::PerSolveOptions per_solve_options;
110 LinearSolver::Summary summary;
111 if (regularization) {
112 per_solve_options.D = D.get();
113 }
114
115 summary = solver->Solve(A.get(), b.get(), per_solve_options, x.get());
116
117 if (regularization) {
118 for (int i = 0; i < num_cols; ++i) {
119 ASSERT_NEAR(sol_d.get()[i], x[i], 1e-10);
120 }
121 } else {
122 for (int i = 0; i < num_cols; ++i) {
123 ASSERT_NEAR(sol.get()[i], x[i], 1e-10);
124 }
125 }
126 }
127
128 int num_rows;
129 int num_cols;
130 int num_eliminate_blocks;
131
132 scoped_ptr<BlockSparseMatrix> A;
133 scoped_array<double> b;
134 scoped_array<double> x;
135 scoped_array<double> D;
136 scoped_array<double> sol;
137 scoped_array<double> sol_d;
138 };
139
140 #ifndef CERES_NO_SUITESPARSE
TEST_F(SchurComplementSolverTest,SparseSchurWithSuiteSparse)141 TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparse) {
142 ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, SUITE_SPARSE);
143 ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, SUITE_SPARSE);
144 ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, SUITE_SPARSE);
145 ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, SUITE_SPARSE);
146 }
147 #endif // CERES_NO_SUITESPARSE
148
149 #ifndef CERES_NO_CXSPARSE
TEST_F(SchurComplementSolverTest,SparseSchurWithCXSparse)150 TEST_F(SchurComplementSolverTest, SparseSchurWithCXSparse) {
151 ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, CX_SPARSE);
152 ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, CX_SPARSE);
153 ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, CX_SPARSE);
154 ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, CX_SPARSE);
155 }
156 #endif // CERES_NO_CXSPARSE
157
TEST_F(SchurComplementSolverTest,DenseSchur)158 TEST_F(SchurComplementSolverTest, DenseSchur) {
159 // The sparse linear algebra library type is ignored for
160 // DENSE_SCHUR.
161 ComputeAndCompareSolutions(2, false, DENSE_SCHUR, SUITE_SPARSE);
162 ComputeAndCompareSolutions(3, false, DENSE_SCHUR, SUITE_SPARSE);
163 ComputeAndCompareSolutions(2, true, DENSE_SCHUR, SUITE_SPARSE);
164 ComputeAndCompareSolutions(3, true, DENSE_SCHUR, SUITE_SPARSE);
165 }
166
167 } // namespace internal
168 } // namespace ceres
169