// 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/ // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions in binary form must reproduce the above copyright notice, // this list of conditions and the following disclaimer in the documentation // and/or other materials provided with the distribution. // * Neither the name of Google Inc. nor the names of its contributors may be // used to endorse or promote products derived from this software without // specific prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE // POSSIBILITY OF SUCH DAMAGE. // // Author: sameeragarwal@google.com (Sameer Agarwal) // // TODO(sameeragarwal): Add support for larger, more complicated and // poorly conditioned problems both for correctness testing as well as // benchmarking. #include "ceres/iterative_schur_complement_solver.h" #include <cstddef> #include "Eigen/Dense" #include "ceres/block_random_access_dense_matrix.h" #include "ceres/block_sparse_matrix.h" #include "ceres/casts.h" #include "ceres/internal/eigen.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/linear_least_squares_problems.h" #include "ceres/linear_solver.h" #include "ceres/schur_eliminator.h" #include "ceres/triplet_sparse_matrix.h" #include "ceres/types.h" #include "glog/logging.h" #include "gtest/gtest.h" namespace ceres { namespace internal { using testing::AssertionResult; const double kEpsilon = 1e-14; class IterativeSchurComplementSolverTest : public ::testing::Test { protected : void SetUpProblem(int problem_id) { scoped_ptr<LinearLeastSquaresProblem> problem( CreateLinearLeastSquaresProblemFromId(problem_id)); CHECK_NOTNULL(problem.get()); A_.reset(down_cast<BlockSparseMatrix*>(problem->A.release())); b_.reset(problem->b.release()); D_.reset(problem->D.release()); num_cols_ = A_->num_cols(); num_rows_ = A_->num_rows(); num_eliminate_blocks_ = problem->num_eliminate_blocks; } AssertionResult TestSolver(double* D) { TripletSparseMatrix triplet_A(A_->num_rows(), A_->num_cols(), A_->num_nonzeros()); A_->ToTripletSparseMatrix(&triplet_A); DenseSparseMatrix dense_A(triplet_A); LinearSolver::Options options; options.type = DENSE_QR; scoped_ptr<LinearSolver> qr(LinearSolver::Create(options)); LinearSolver::PerSolveOptions per_solve_options; per_solve_options.D = D; Vector reference_solution(num_cols_); qr->Solve(&dense_A, b_.get(), per_solve_options, reference_solution.data()); options.elimination_groups.push_back(num_eliminate_blocks_); options.elimination_groups.push_back(0); options.max_num_iterations = num_cols_; options.preconditioner_type = SCHUR_JACOBI; IterativeSchurComplementSolver isc(options); Vector isc_sol(num_cols_); per_solve_options.r_tolerance = 1e-12; isc.Solve(A_.get(), b_.get(), per_solve_options, isc_sol.data()); double diff = (isc_sol - reference_solution).norm(); if (diff < kEpsilon) { return testing::AssertionSuccess(); } else { return testing::AssertionFailure() << "The reference solution differs from the ITERATIVE_SCHUR" << " solution by " << diff << " which is more than " << kEpsilon; } } int num_rows_; int num_cols_; int num_eliminate_blocks_; scoped_ptr<BlockSparseMatrix> A_; scoped_array<double> b_; scoped_array<double> D_; }; TEST_F(IterativeSchurComplementSolverTest, NormalProblem) { SetUpProblem(2); EXPECT_TRUE(TestSolver(NULL)); EXPECT_TRUE(TestSolver(D_.get())); } TEST_F(IterativeSchurComplementSolverTest, ProblemWithNoFBlocks) { SetUpProblem(3); EXPECT_TRUE(TestSolver(NULL)); EXPECT_TRUE(TestSolver(D_.get())); } } // namespace internal } // namespace ceres