// 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) #include "ceres/casts.h" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/linear_least_squares_problems.h" #include "ceres/linear_solver.h" #include "ceres/triplet_sparse_matrix.h" #include "ceres/types.h" #include "glog/logging.h" #include "gtest/gtest.h" namespace ceres { namespace internal { class UnsymmetricLinearSolverTest : public ::testing::Test { protected : virtual void SetUp() { scoped_ptr<LinearLeastSquaresProblem> problem( CreateLinearLeastSquaresProblemFromId(0)); CHECK_NOTNULL(problem.get()); A_.reset(down_cast<TripletSparseMatrix*>(problem->A.release())); b_.reset(problem->b.release()); D_.reset(problem->D.release()); sol_unregularized_.reset(problem->x.release()); sol_regularized_.reset(problem->x_D.release()); } void TestSolver(const LinearSolver::Options& options) { LinearSolver::PerSolveOptions per_solve_options; LinearSolver::Summary unregularized_solve_summary; LinearSolver::Summary regularized_solve_summary; Vector x_unregularized(A_->num_cols()); Vector x_regularized(A_->num_cols()); scoped_ptr<SparseMatrix> transformed_A; if (options.type == DENSE_QR || options.type == DENSE_NORMAL_CHOLESKY) { transformed_A.reset(new DenseSparseMatrix(*A_)); } else if (options.type == SPARSE_NORMAL_CHOLESKY) { CompressedRowSparseMatrix* crsm = new CompressedRowSparseMatrix(*A_); // Add row/column blocks structure. for (int i = 0; i < A_->num_rows(); ++i) { crsm->mutable_row_blocks()->push_back(1); } for (int i = 0; i < A_->num_cols(); ++i) { crsm->mutable_col_blocks()->push_back(1); } transformed_A.reset(crsm); } else { LOG(FATAL) << "Unknown linear solver : " << options.type; } // Unregularized scoped_ptr<LinearSolver> solver(LinearSolver::Create(options)); unregularized_solve_summary = solver->Solve(transformed_A.get(), b_.get(), per_solve_options, x_unregularized.data()); // Sparsity structure is changing, reset the solver. solver.reset(LinearSolver::Create(options)); // Regularized solution per_solve_options.D = D_.get(); regularized_solve_summary = solver->Solve(transformed_A.get(), b_.get(), per_solve_options, x_regularized.data()); EXPECT_EQ(unregularized_solve_summary.termination_type, LINEAR_SOLVER_SUCCESS); for (int i = 0; i < A_->num_cols(); ++i) { EXPECT_NEAR(sol_unregularized_[i], x_unregularized[i], 1e-8) << "\nExpected: " << ConstVectorRef(sol_unregularized_.get(), A_->num_cols()).transpose() << "\nActual: " << x_unregularized.transpose(); } EXPECT_EQ(regularized_solve_summary.termination_type, LINEAR_SOLVER_SUCCESS); for (int i = 0; i < A_->num_cols(); ++i) { EXPECT_NEAR(sol_regularized_[i], x_regularized[i], 1e-8) << "\nExpected: " << ConstVectorRef(sol_regularized_.get(), A_->num_cols()).transpose() << "\nActual: " << x_regularized.transpose(); } } scoped_ptr<TripletSparseMatrix> A_; scoped_array<double> b_; scoped_array<double> D_; scoped_array<double> sol_unregularized_; scoped_array<double> sol_regularized_; }; TEST_F(UnsymmetricLinearSolverTest, EigenDenseQR) { LinearSolver::Options options; options.type = DENSE_QR; options.dense_linear_algebra_library_type = EIGEN; TestSolver(options); } TEST_F(UnsymmetricLinearSolverTest, EigenDenseNormalCholesky) { LinearSolver::Options options; options.dense_linear_algebra_library_type = EIGEN; options.type = DENSE_NORMAL_CHOLESKY; TestSolver(options); } #ifndef CERES_NO_LAPACK TEST_F(UnsymmetricLinearSolverTest, LAPACKDenseQR) { LinearSolver::Options options; options.type = DENSE_QR; options.dense_linear_algebra_library_type = LAPACK; TestSolver(options); } TEST_F(UnsymmetricLinearSolverTest, LAPACKDenseNormalCholesky) { LinearSolver::Options options; options.dense_linear_algebra_library_type = LAPACK; options.type = DENSE_NORMAL_CHOLESKY; TestSolver(options); } #endif #ifndef CERES_NO_SUITESPARSE TEST_F(UnsymmetricLinearSolverTest, SparseNormalCholeskyUsingSuiteSparsePreOrdering) { LinearSolver::Options options; options.sparse_linear_algebra_library_type = SUITE_SPARSE; options.type = SPARSE_NORMAL_CHOLESKY; options.use_postordering = false; TestSolver(options); } TEST_F(UnsymmetricLinearSolverTest, SparseNormalCholeskyUsingSuiteSparsePostOrdering) { LinearSolver::Options options; options.sparse_linear_algebra_library_type = SUITE_SPARSE; options.type = SPARSE_NORMAL_CHOLESKY; options.use_postordering = true; TestSolver(options); } TEST_F(UnsymmetricLinearSolverTest, SparseNormalCholeskyUsingSuiteSparseDynamicSparsity) { LinearSolver::Options options; options.sparse_linear_algebra_library_type = SUITE_SPARSE; options.type = SPARSE_NORMAL_CHOLESKY; options.dynamic_sparsity = true; TestSolver(options); } #endif #ifndef CERES_NO_CXSPARSE TEST_F(UnsymmetricLinearSolverTest, SparseNormalCholeskyUsingCXSparsePreOrdering) { LinearSolver::Options options; options.sparse_linear_algebra_library_type = CX_SPARSE; options.type = SPARSE_NORMAL_CHOLESKY; options.use_postordering = false; TestSolver(options); } TEST_F(UnsymmetricLinearSolverTest, SparseNormalCholeskyUsingCXSparsePostOrdering) { LinearSolver::Options options; options.sparse_linear_algebra_library_type = CX_SPARSE; options.type = SPARSE_NORMAL_CHOLESKY; options.use_postordering = true; TestSolver(options); } TEST_F(UnsymmetricLinearSolverTest, SparseNormalCholeskyUsingCXSparseDynamicSparsity) { LinearSolver::Options options; options.sparse_linear_algebra_library_type = CX_SPARSE; options.type = SPARSE_NORMAL_CHOLESKY; options.dynamic_sparsity = true; TestSolver(options); } #endif #ifdef CERES_USE_EIGEN_SPARSE TEST_F(UnsymmetricLinearSolverTest, SparseNormalCholeskyUsingEigenPreOrdering) { LinearSolver::Options options; options.sparse_linear_algebra_library_type = EIGEN_SPARSE; options.type = SPARSE_NORMAL_CHOLESKY; options.use_postordering = false; TestSolver(options); } TEST_F(UnsymmetricLinearSolverTest, SparseNormalCholeskyUsingEigenPostOrdering) { LinearSolver::Options options; options.sparse_linear_algebra_library_type = EIGEN_SPARSE; options.type = SPARSE_NORMAL_CHOLESKY; options.use_postordering = true; TestSolver(options); } TEST_F(UnsymmetricLinearSolverTest, SparseNormalCholeskyUsingEigenDynamicSparsity) { LinearSolver::Options options; options.sparse_linear_algebra_library_type = EIGEN_SPARSE; options.type = SPARSE_NORMAL_CHOLESKY; options.dynamic_sparsity = true; TestSolver(options); } #endif // CERES_USE_EIGEN_SPARSE } // namespace internal } // namespace ceres