// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2013 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: keir@google.com (Keir Mierle) #include "ceres/small_blas.h" #include "gtest/gtest.h" #include "ceres/internal/eigen.h" namespace ceres { namespace internal { TEST(BLAS, MatrixMatrixMultiply) { const double kTolerance = 1e-16; const int kRowA = 3; const int kColA = 5; Matrix A(kRowA, kColA); A.setOnes(); const int kRowB = 5; const int kColB = 7; Matrix B(kRowB, kColB); B.setOnes(); for (int row_stride_c = kRowA; row_stride_c < 3 * kRowA; ++row_stride_c) { for (int col_stride_c = kColB; col_stride_c < 3 * kColB; ++col_stride_c) { Matrix C(row_stride_c, col_stride_c); C.setOnes(); Matrix C_plus = C; Matrix C_minus = C; Matrix C_assign = C; Matrix C_plus_ref = C; Matrix C_minus_ref = C; Matrix C_assign_ref = C; for (int start_row_c = 0; start_row_c + kRowA < row_stride_c; ++start_row_c) { for (int start_col_c = 0; start_col_c + kColB < col_stride_c; ++start_col_c) { C_plus_ref.block(start_row_c, start_col_c, kRowA, kColB) += A * B; MatrixMatrixMultiply<kRowA, kColA, kRowB, kColB, 1>( A.data(), kRowA, kColA, B.data(), kRowB, kColB, C_plus.data(), start_row_c, start_col_c, row_stride_c, col_stride_c); EXPECT_NEAR((C_plus_ref - C_plus).norm(), 0.0, kTolerance) << "C += A * B \n" << "row_stride_c : " << row_stride_c << "\n" << "col_stride_c : " << col_stride_c << "\n" << "start_row_c : " << start_row_c << "\n" << "start_col_c : " << start_col_c << "\n" << "Cref : \n" << C_plus_ref << "\n" << "C: \n" << C_plus; C_minus_ref.block(start_row_c, start_col_c, kRowA, kColB) -= A * B; MatrixMatrixMultiply<kRowA, kColA, kRowB, kColB, -1>( A.data(), kRowA, kColA, B.data(), kRowB, kColB, C_minus.data(), start_row_c, start_col_c, row_stride_c, col_stride_c); EXPECT_NEAR((C_minus_ref - C_minus).norm(), 0.0, kTolerance) << "C -= A * B \n" << "row_stride_c : " << row_stride_c << "\n" << "col_stride_c : " << col_stride_c << "\n" << "start_row_c : " << start_row_c << "\n" << "start_col_c : " << start_col_c << "\n" << "Cref : \n" << C_minus_ref << "\n" << "C: \n" << C_minus; C_assign_ref.block(start_row_c, start_col_c, kRowA, kColB) = A * B; MatrixMatrixMultiply<kRowA, kColA, kRowB, kColB, 0>( A.data(), kRowA, kColA, B.data(), kRowB, kColB, C_assign.data(), start_row_c, start_col_c, row_stride_c, col_stride_c); EXPECT_NEAR((C_assign_ref - C_assign).norm(), 0.0, kTolerance) << "C = A * B \n" << "row_stride_c : " << row_stride_c << "\n" << "col_stride_c : " << col_stride_c << "\n" << "start_row_c : " << start_row_c << "\n" << "start_col_c : " << start_col_c << "\n" << "Cref : \n" << C_assign_ref << "\n" << "C: \n" << C_assign; } } } } } TEST(BLAS, MatrixTransposeMatrixMultiply) { const double kTolerance = 1e-16; const int kRowA = 5; const int kColA = 3; Matrix A(kRowA, kColA); A.setOnes(); const int kRowB = 5; const int kColB = 7; Matrix B(kRowB, kColB); B.setOnes(); for (int row_stride_c = kColA; row_stride_c < 3 * kColA; ++row_stride_c) { for (int col_stride_c = kColB; col_stride_c < 3 * kColB; ++col_stride_c) { Matrix C(row_stride_c, col_stride_c); C.setOnes(); Matrix C_plus = C; Matrix C_minus = C; Matrix C_assign = C; Matrix C_plus_ref = C; Matrix C_minus_ref = C; Matrix C_assign_ref = C; for (int start_row_c = 0; start_row_c + kColA < row_stride_c; ++start_row_c) { for (int start_col_c = 0; start_col_c + kColB < col_stride_c; ++start_col_c) { C_plus_ref.block(start_row_c, start_col_c, kColA, kColB) += A.transpose() * B; MatrixTransposeMatrixMultiply<kRowA, kColA, kRowB, kColB, 1>( A.data(), kRowA, kColA, B.data(), kRowB, kColB, C_plus.data(), start_row_c, start_col_c, row_stride_c, col_stride_c); EXPECT_NEAR((C_plus_ref - C_plus).norm(), 0.0, kTolerance) << "C += A' * B \n" << "row_stride_c : " << row_stride_c << "\n" << "col_stride_c : " << col_stride_c << "\n" << "start_row_c : " << start_row_c << "\n" << "start_col_c : " << start_col_c << "\n" << "Cref : \n" << C_plus_ref << "\n" << "C: \n" << C_plus; C_minus_ref.block(start_row_c, start_col_c, kColA, kColB) -= A.transpose() * B; MatrixTransposeMatrixMultiply<kRowA, kColA, kRowB, kColB, -1>( A.data(), kRowA, kColA, B.data(), kRowB, kColB, C_minus.data(), start_row_c, start_col_c, row_stride_c, col_stride_c); EXPECT_NEAR((C_minus_ref - C_minus).norm(), 0.0, kTolerance) << "C -= A' * B \n" << "row_stride_c : " << row_stride_c << "\n" << "col_stride_c : " << col_stride_c << "\n" << "start_row_c : " << start_row_c << "\n" << "start_col_c : " << start_col_c << "\n" << "Cref : \n" << C_minus_ref << "\n" << "C: \n" << C_minus; C_assign_ref.block(start_row_c, start_col_c, kColA, kColB) = A.transpose() * B; MatrixTransposeMatrixMultiply<kRowA, kColA, kRowB, kColB, 0>( A.data(), kRowA, kColA, B.data(), kRowB, kColB, C_assign.data(), start_row_c, start_col_c, row_stride_c, col_stride_c); EXPECT_NEAR((C_assign_ref - C_assign).norm(), 0.0, kTolerance) << "C = A' * B \n" << "row_stride_c : " << row_stride_c << "\n" << "col_stride_c : " << col_stride_c << "\n" << "start_row_c : " << start_row_c << "\n" << "start_col_c : " << start_col_c << "\n" << "Cref : \n" << C_assign_ref << "\n" << "C: \n" << C_assign; } } } } } TEST(BLAS, MatrixVectorMultiply) { const double kTolerance = 1e-16; const int kRowA = 5; const int kColA = 3; Matrix A(kRowA, kColA); A.setOnes(); Vector b(kColA); b.setOnes(); Vector c(kRowA); c.setOnes(); Vector c_plus = c; Vector c_minus = c; Vector c_assign = c; Vector c_plus_ref = c; Vector c_minus_ref = c; Vector c_assign_ref = c; c_plus_ref += A * b; MatrixVectorMultiply<kRowA, kColA, 1>(A.data(), kRowA, kColA, b.data(), c_plus.data()); EXPECT_NEAR((c_plus_ref - c_plus).norm(), 0.0, kTolerance) << "c += A * b \n" << "c_ref : \n" << c_plus_ref << "\n" << "c: \n" << c_plus; c_minus_ref -= A * b; MatrixVectorMultiply<kRowA, kColA, -1>(A.data(), kRowA, kColA, b.data(), c_minus.data()); EXPECT_NEAR((c_minus_ref - c_minus).norm(), 0.0, kTolerance) << "c += A * b \n" << "c_ref : \n" << c_minus_ref << "\n" << "c: \n" << c_minus; c_assign_ref = A * b; MatrixVectorMultiply<kRowA, kColA, 0>(A.data(), kRowA, kColA, b.data(), c_assign.data()); EXPECT_NEAR((c_assign_ref - c_assign).norm(), 0.0, kTolerance) << "c += A * b \n" << "c_ref : \n" << c_assign_ref << "\n" << "c: \n" << c_assign; } TEST(BLAS, MatrixTransposeVectorMultiply) { const double kTolerance = 1e-16; const int kRowA = 5; const int kColA = 3; Matrix A(kRowA, kColA); A.setRandom(); Vector b(kRowA); b.setRandom(); Vector c(kColA); c.setOnes(); Vector c_plus = c; Vector c_minus = c; Vector c_assign = c; Vector c_plus_ref = c; Vector c_minus_ref = c; Vector c_assign_ref = c; c_plus_ref += A.transpose() * b; MatrixTransposeVectorMultiply<kRowA, kColA, 1>(A.data(), kRowA, kColA, b.data(), c_plus.data()); EXPECT_NEAR((c_plus_ref - c_plus).norm(), 0.0, kTolerance) << "c += A' * b \n" << "c_ref : \n" << c_plus_ref << "\n" << "c: \n" << c_plus; c_minus_ref -= A.transpose() * b; MatrixTransposeVectorMultiply<kRowA, kColA, -1>(A.data(), kRowA, kColA, b.data(), c_minus.data()); EXPECT_NEAR((c_minus_ref - c_minus).norm(), 0.0, kTolerance) << "c += A' * b \n" << "c_ref : \n" << c_minus_ref << "\n" << "c: \n" << c_minus; c_assign_ref = A.transpose() * b; MatrixTransposeVectorMultiply<kRowA, kColA, 0>(A.data(), kRowA, kColA, b.data(), c_assign.data()); EXPECT_NEAR((c_assign_ref - c_assign).norm(), 0.0, kTolerance) << "c += A' * b \n" << "c_ref : \n" << c_assign_ref << "\n" << "c: \n" << c_assign; } } // namespace internal } // namespace ceres