// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
// http://code.google.com/p/ceres-solver/
//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
#include "ceres/compressed_row_sparse_matrix.h"
#include "ceres/casts.h"
#include "ceres/crs_matrix.h"
#include "ceres/internal/eigen.h"
#include "ceres/internal/scoped_ptr.h"
#include "ceres/linear_least_squares_problems.h"
#include "ceres/triplet_sparse_matrix.h"
#include "glog/logging.h"
#include "gtest/gtest.h"
namespace ceres {
namespace internal {
void CompareMatrices(const SparseMatrix* a, const SparseMatrix* b) {
EXPECT_EQ(a->num_rows(), b->num_rows());
EXPECT_EQ(a->num_cols(), b->num_cols());
int num_rows = a->num_rows();
int num_cols = a->num_cols();
for (int i = 0; i < num_cols; ++i) {
Vector x = Vector::Zero(num_cols);
x(i) = 1.0;
Vector y_a = Vector::Zero(num_rows);
Vector y_b = Vector::Zero(num_rows);
a->RightMultiply(x.data(), y_a.data());
b->RightMultiply(x.data(), y_b.data());
EXPECT_EQ((y_a - y_b).norm(), 0);
}
}
class CompressedRowSparseMatrixTest : public ::testing::Test {
protected :
virtual void SetUp() {
scoped_ptr<LinearLeastSquaresProblem> problem(
CreateLinearLeastSquaresProblemFromId(1));
CHECK_NOTNULL(problem.get());
tsm.reset(down_cast<TripletSparseMatrix*>(problem->A.release()));
crsm.reset(new CompressedRowSparseMatrix(*tsm));
num_rows = tsm->num_rows();
num_cols = tsm->num_cols();
}
int num_rows;
int num_cols;
scoped_ptr<TripletSparseMatrix> tsm;
scoped_ptr<CompressedRowSparseMatrix> crsm;
};
TEST_F(CompressedRowSparseMatrixTest, RightMultiply) {
CompareMatrices(tsm.get(), crsm.get());
}
TEST_F(CompressedRowSparseMatrixTest, LeftMultiply) {
for (int i = 0; i < num_rows; ++i) {
Vector a = Vector::Zero(num_rows);
a(i) = 1.0;
Vector b1 = Vector::Zero(num_cols);
Vector b2 = Vector::Zero(num_cols);
tsm->LeftMultiply(a.data(), b1.data());
crsm->LeftMultiply(a.data(), b2.data());
EXPECT_EQ((b1 - b2).norm(), 0);
}
}
TEST_F(CompressedRowSparseMatrixTest, ColumnNorm) {
Vector b1 = Vector::Zero(num_cols);
Vector b2 = Vector::Zero(num_cols);
tsm->SquaredColumnNorm(b1.data());
crsm->SquaredColumnNorm(b2.data());
EXPECT_EQ((b1 - b2).norm(), 0);
}
TEST_F(CompressedRowSparseMatrixTest, Scale) {
Vector scale(num_cols);
for (int i = 0; i < num_cols; ++i) {
scale(i) = i + 1;
}
tsm->ScaleColumns(scale.data());
crsm->ScaleColumns(scale.data());
CompareMatrices(tsm.get(), crsm.get());
}
TEST_F(CompressedRowSparseMatrixTest, DeleteRows) {
for (int i = 0; i < num_rows; ++i) {
tsm->Resize(num_rows - i, num_cols);
crsm->DeleteRows(crsm->num_rows() - tsm->num_rows());
CompareMatrices(tsm.get(), crsm.get());
}
}
TEST_F(CompressedRowSparseMatrixTest, AppendRows) {
for (int i = 0; i < num_rows; ++i) {
TripletSparseMatrix tsm_appendage(*tsm);
tsm_appendage.Resize(i, num_cols);
tsm->AppendRows(tsm_appendage);
CompressedRowSparseMatrix crsm_appendage(tsm_appendage);
crsm->AppendRows(crsm_appendage);
CompareMatrices(tsm.get(), crsm.get());
}
}
TEST_F(CompressedRowSparseMatrixTest, ToDenseMatrix) {
Matrix tsm_dense;
Matrix crsm_dense;
tsm->ToDenseMatrix(&tsm_dense);
crsm->ToDenseMatrix(&crsm_dense);
EXPECT_EQ((tsm_dense - crsm_dense).norm(), 0.0);
}
TEST_F(CompressedRowSparseMatrixTest, ToCRSMatrix) {
CRSMatrix crs_matrix;
crsm->ToCRSMatrix(&crs_matrix);
EXPECT_EQ(crsm->num_rows(), crs_matrix.num_rows);
EXPECT_EQ(crsm->num_cols(), crs_matrix.num_cols);
EXPECT_EQ(crsm->num_rows() + 1, crs_matrix.rows.size());
EXPECT_EQ(crsm->num_nonzeros(), crs_matrix.cols.size());
EXPECT_EQ(crsm->num_nonzeros(), crs_matrix.values.size());
for (int i = 0; i < crsm->num_rows() + 1; ++i) {
EXPECT_EQ(crsm->rows()[i], crs_matrix.rows[i]);
}
for (int i = 0; i < crsm->num_nonzeros(); ++i) {
EXPECT_EQ(crsm->cols()[i], crs_matrix.cols[i]);
EXPECT_EQ(crsm->values()[i], crs_matrix.values[i]);
}
}
TEST(CompressedRowSparseMatrix, CreateBlockDiagonalMatrix) {
vector<int> blocks;
blocks.push_back(1);
blocks.push_back(2);
blocks.push_back(2);
Vector diagonal(5);
for (int i = 0; i < 5; ++i) {
diagonal(i) = i + 1;
}
scoped_ptr<CompressedRowSparseMatrix> matrix(
CompressedRowSparseMatrix::CreateBlockDiagonalMatrix(
diagonal.data(), blocks));
EXPECT_EQ(matrix->num_rows(), 5);
EXPECT_EQ(matrix->num_cols(), 5);
EXPECT_EQ(matrix->num_nonzeros(), 9);
EXPECT_EQ(blocks, matrix->row_blocks());
EXPECT_EQ(blocks, matrix->col_blocks());
Vector x(5);
Vector y(5);
x.setOnes();
y.setZero();
matrix->RightMultiply(x.data(), y.data());
for (int i = 0; i < diagonal.size(); ++i) {
EXPECT_EQ(y[i], diagonal[i]);
}
y.setZero();
matrix->LeftMultiply(x.data(), y.data());
for (int i = 0; i < diagonal.size(); ++i) {
EXPECT_EQ(y[i], diagonal[i]);
}
Matrix dense;
matrix->ToDenseMatrix(&dense);
EXPECT_EQ((dense.diagonal() - diagonal).norm(), 0.0);
}
class SolveLowerTriangularTest : public ::testing::Test {
protected:
void SetUp() {
matrix_.reset(new CompressedRowSparseMatrix(4, 4, 7));
int* rows = matrix_->mutable_rows();
int* cols = matrix_->mutable_cols();
double* values = matrix_->mutable_values();
rows[0] = 0;
cols[0] = 0;
values[0] = 0.50754;
rows[1] = 1;
cols[1] = 1;
values[1] = 0.80483;
rows[2] = 2;
cols[2] = 1;
values[2] = 0.14120;
cols[3] = 2;
values[3] = 0.3;
rows[3] = 4;
cols[4] = 0;
values[4] = 0.77696;
cols[5] = 1;
values[5] = 0.41860;
cols[6] = 3;
values[6] = 0.88979;
rows[4] = 7;
}
scoped_ptr<CompressedRowSparseMatrix> matrix_;
};
TEST_F(SolveLowerTriangularTest, SolveInPlace) {
double rhs_and_solution[] = {1.0, 1.0, 2.0, 2.0};
double expected[] = {1.970288, 1.242498, 6.081864, -0.057255};
matrix_->SolveLowerTriangularInPlace(rhs_and_solution);
for (int i = 0; i < 4; ++i) {
EXPECT_NEAR(rhs_and_solution[i], expected[i], 1e-4) << i;
}
}
TEST_F(SolveLowerTriangularTest, TransposeSolveInPlace) {
double rhs_and_solution[] = {1.0, 1.0, 2.0, 2.0};
const double expected[] = { -1.4706, -1.0962, 6.6667, 2.2477};
matrix_->SolveLowerTriangularTransposeInPlace(rhs_and_solution);
for (int i = 0; i < 4; ++i) {
EXPECT_NEAR(rhs_and_solution[i], expected[i], 1e-4) << i;
}
}
TEST(CompressedRowSparseMatrix, Transpose) {
// 0 1 0 2 3 0
// 4 6 7 0 0 8
// 9 10 0 11 12 0
// 13 0 14 15 9 0
// 0 16 17 0 0 0
CompressedRowSparseMatrix matrix(5, 6, 30);
int* rows = matrix.mutable_rows();
int* cols = matrix.mutable_cols();
double* values = matrix.mutable_values();
rows[0] = 0;
cols[0] = 1;
cols[1] = 3;
cols[2] = 4;
rows[1] = 3;
cols[3] = 0;
cols[4] = 1;
cols[5] = 2;
cols[6] = 5;
rows[2] = 7;
cols[7] = 0;
cols[8] = 1;
cols[9] = 3;
cols[10] = 4;
rows[3] = 11;
cols[11] = 0;
cols[12] = 2;
cols[13] = 3;
cols[14] = 4;
rows[4] = 15;
cols[15] = 1;
cols[16] = 2;
rows[5] = 17;
copy(values, values + 17, cols);
scoped_ptr<CompressedRowSparseMatrix> transpose(matrix.Transpose());
Matrix dense_matrix;
matrix.ToDenseMatrix(&dense_matrix);
Matrix dense_transpose;
transpose->ToDenseMatrix(&dense_transpose);
EXPECT_NEAR((dense_matrix - dense_transpose.transpose()).norm(), 0.0, 1e-14);
}
} // namespace internal
} // namespace ceres