// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2013 Google Inc. All rights reserved.
// http://code.google.com/p/ceres-solver/
//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
#include "ceres/incomplete_lq_factorization.h"
#include "Eigen/Dense"
#include "ceres/compressed_row_sparse_matrix.h"
#include "ceres/internal/scoped_ptr.h"
#include "glog/logging.h"
#include "gtest/gtest.h"
namespace ceres {
namespace internal {
void ExpectMatricesAreEqual(const CompressedRowSparseMatrix& expected,
const CompressedRowSparseMatrix& actual,
const double tolerance) {
EXPECT_EQ(expected.num_rows(), actual.num_rows());
EXPECT_EQ(expected.num_cols(), actual.num_cols());
for (int i = 0; i < expected.num_rows(); ++i) {
EXPECT_EQ(expected.rows()[i], actual.rows()[i]);
}
for (int i = 0; i < actual.num_nonzeros(); ++i) {
EXPECT_EQ(expected.cols()[i], actual.cols()[i]);
EXPECT_NEAR(expected.values()[i], actual.values()[i], tolerance);
}
}
TEST(IncompleteQRFactorization, OneByOneMatrix) {
CompressedRowSparseMatrix matrix(1, 1, 1);
matrix.mutable_rows()[0] = 0;
matrix.mutable_rows()[1] = 1;
matrix.mutable_cols()[0] = 0;
matrix.mutable_values()[0] = 2;
scoped_ptr<CompressedRowSparseMatrix> l(
IncompleteLQFactorization(matrix, 1, 0.0, 1, 0.0));
ExpectMatricesAreEqual(matrix, *l, 1e-16);
}
TEST(IncompleteLQFactorization, CompleteFactorization) {
double dense_matrix[] = {
0.00000, 0.00000, 0.20522, 0.00000, 0.49077, 0.92835, 0.00000, 0.83825, 0.00000, 0.00000, // NOLINT
0.00000, 0.00000, 0.00000, 0.62491, 0.38144, 0.00000, 0.79394, 0.79178, 0.00000, 0.44382, // NOLINT
0.00000, 0.00000, 0.00000, 0.61517, 0.55941, 0.00000, 0.00000, 0.00000, 0.00000, 0.60664, // NOLINT
0.00000, 0.00000, 0.00000, 0.00000, 0.45031, 0.00000, 0.64132, 0.00000, 0.38832, 0.00000, // NOLINT
0.00000, 0.00000, 0.00000, 0.00000, 0.00000, 0.57121, 0.00000, 0.01375, 0.70640, 0.00000, // NOLINT
0.00000, 0.00000, 0.07451, 0.00000, 0.00000, 0.00000, 0.00000, 0.00000, 0.00000, 0.00000, // NOLINT
0.68095, 0.00000, 0.00000, 0.95473, 0.00000, 0.00000, 0.00000, 0.00000, 0.00000, 0.00000, // NOLINT
0.00000, 0.00000, 0.00000, 0.00000, 0.59374, 0.00000, 0.00000, 0.00000, 0.49139, 0.00000, // NOLINT
0.91276, 0.96641, 0.00000, 0.00000, 0.00000, 0.00000, 0.00000, 0.00000, 0.00000, 0.91797, // NOLINT
0.96828, 0.00000, 0.00000, 0.72583, 0.00000, 0.00000, 0.81459, 0.00000, 0.04560, 0.00000 // NOLINT
};
CompressedRowSparseMatrix matrix(10, 10, 100);
int* rows = matrix.mutable_rows();
int* cols = matrix.mutable_cols();
double* values = matrix.mutable_values();
int idx = 0;
for (int i = 0; i < 10; ++i) {
rows[i] = idx;
for (int j = 0; j < 10; ++j) {
const double v = dense_matrix[i * 10 + j];
if (fabs(v) > 1e-6) {
cols[idx] = j;
values[idx] = v;
++idx;
}
}
}
rows[10] = idx;
scoped_ptr<CompressedRowSparseMatrix> lmatrix(
IncompleteLQFactorization(matrix, 10, 0.0, 10, 0.0));
ConstMatrixRef mref(dense_matrix, 10, 10);
// Use Cholesky factorization to compute the L matrix.
Matrix expected_l_matrix = (mref * mref.transpose()).llt().matrixL();
Matrix actual_l_matrix;
lmatrix->ToDenseMatrix(&actual_l_matrix);
EXPECT_NEAR((expected_l_matrix * expected_l_matrix.transpose() -
actual_l_matrix * actual_l_matrix.transpose()).norm(),
0.0,
1e-10)
<< "expected: \n" << expected_l_matrix
<< "\actual: \n" << actual_l_matrix;
}
TEST(IncompleteLQFactorization, DropEntriesAndAddRow) {
// Allocate space and then make it a zero sized matrix.
CompressedRowSparseMatrix matrix(10, 10, 100);
matrix.set_num_rows(0);
vector<pair<int, double> > scratch(10);
Vector dense_vector(10);
dense_vector(0) = 5;
dense_vector(1) = 1;
dense_vector(2) = 2;
dense_vector(3) = 3;
dense_vector(4) = 1;
dense_vector(5) = 4;
// Add a row with just one entry.
DropEntriesAndAddRow(dense_vector, 1, 1, 0, &scratch, &matrix);
EXPECT_EQ(matrix.num_rows(), 1);
EXPECT_EQ(matrix.num_cols(), 10);
EXPECT_EQ(matrix.num_nonzeros(), 1);
EXPECT_EQ(matrix.values()[0], 5.0);
EXPECT_EQ(matrix.cols()[0], 0);
// Add a row with six entries
DropEntriesAndAddRow(dense_vector, 6, 10, 0, &scratch, &matrix);
EXPECT_EQ(matrix.num_rows(), 2);
EXPECT_EQ(matrix.num_cols(), 10);
EXPECT_EQ(matrix.num_nonzeros(), 7);
for (int idx = matrix.rows()[1]; idx < matrix.rows()[2]; ++idx) {
EXPECT_EQ(matrix.cols()[idx], idx - matrix.rows()[1]);
EXPECT_EQ(matrix.values()[idx], dense_vector(idx - matrix.rows()[1]));
}
// Add the top 3 entries.
DropEntriesAndAddRow(dense_vector, 6, 3, 0, &scratch, &matrix);
EXPECT_EQ(matrix.num_rows(), 3);
EXPECT_EQ(matrix.num_cols(), 10);
EXPECT_EQ(matrix.num_nonzeros(), 10);
EXPECT_EQ(matrix.cols()[matrix.rows()[2]], 0);
EXPECT_EQ(matrix.cols()[matrix.rows()[2] + 1], 3);
EXPECT_EQ(matrix.cols()[matrix.rows()[2] + 2], 5);
EXPECT_EQ(matrix.values()[matrix.rows()[2]], 5);
EXPECT_EQ(matrix.values()[matrix.rows()[2] + 1], 3);
EXPECT_EQ(matrix.values()[matrix.rows()[2] + 2], 4);
// Only keep entries greater than 1.0;
DropEntriesAndAddRow(dense_vector, 6, 6, 0.2, &scratch, &matrix);
EXPECT_EQ(matrix.num_rows(), 4);
EXPECT_EQ(matrix.num_cols(), 10);
EXPECT_EQ(matrix.num_nonzeros(), 14);
EXPECT_EQ(matrix.cols()[matrix.rows()[3]], 0);
EXPECT_EQ(matrix.cols()[matrix.rows()[3] + 1], 2);
EXPECT_EQ(matrix.cols()[matrix.rows()[3] + 2], 3);
EXPECT_EQ(matrix.cols()[matrix.rows()[3] + 3], 5);
EXPECT_EQ(matrix.values()[matrix.rows()[3]], 5);
EXPECT_EQ(matrix.values()[matrix.rows()[3] + 1], 2);
EXPECT_EQ(matrix.values()[matrix.rows()[3] + 2], 3);
EXPECT_EQ(matrix.values()[matrix.rows()[3] + 3], 4);
// Only keep the top 2 entries greater than 1.0
DropEntriesAndAddRow(dense_vector, 6, 2, 0.2, &scratch, &matrix);
EXPECT_EQ(matrix.num_rows(), 5);
EXPECT_EQ(matrix.num_cols(), 10);
EXPECT_EQ(matrix.num_nonzeros(), 16);
EXPECT_EQ(matrix.cols()[matrix.rows()[4]], 0);
EXPECT_EQ(matrix.cols()[matrix.rows()[4] + 1], 5);
EXPECT_EQ(matrix.values()[matrix.rows()[4]], 5);
EXPECT_EQ(matrix.values()[matrix.rows()[4] + 1], 4);
}
} // namespace internal
} // namespace ceres