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Diffstat (limited to 'internal/ceres/schur_complement_solver_test.cc')
-rw-r--r-- | internal/ceres/schur_complement_solver_test.cc | 168 |
1 files changed, 168 insertions, 0 deletions
diff --git a/internal/ceres/schur_complement_solver_test.cc b/internal/ceres/schur_complement_solver_test.cc new file mode 100644 index 0000000..71c6cfd --- /dev/null +++ b/internal/ceres/schur_complement_solver_test.cc @@ -0,0 +1,168 @@ +// 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 <cstddef> +#include "ceres/block_sparse_matrix.h" +#include "ceres/block_structure.h" +#include "ceres/casts.h" +#include "ceres/internal/scoped_ptr.h" +#include "ceres/linear_least_squares_problems.h" +#include "ceres/linear_solver.h" +#include "ceres/schur_complement_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 SchurComplementSolverTest : public ::testing::Test { + protected: + void SetUpFromProblemId(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; + + x.reset(new double[num_cols]); + sol.reset(new double[num_cols]); + sol_d.reset(new double[num_cols]); + + LinearSolver::Options options; + options.type = DENSE_QR; + + scoped_ptr<LinearSolver> qr(LinearSolver::Create(options)); + + TripletSparseMatrix triplet_A(A->num_rows(), + A->num_cols(), + A->num_nonzeros()); + A->ToTripletSparseMatrix(&triplet_A); + + // Gold standard solutions using dense QR factorization. + DenseSparseMatrix dense_A(triplet_A); + LinearSolver::Summary summary1 = + qr->Solve(&dense_A, + b.get(), + LinearSolver::PerSolveOptions(), + sol.get()); + + // Gold standard solution with appended diagonal. + LinearSolver::PerSolveOptions per_solve_options; + per_solve_options.D = D.get(); + LinearSolver::Summary summary2 = + qr->Solve(&dense_A, + b.get(), + per_solve_options, + sol_d.get()); + } + + void ComputeAndCompareSolutions( + int problem_id, + bool regularization, + ceres::LinearSolverType linear_solver_type, + ceres::SparseLinearAlgebraLibraryType sparse_linear_algebra_library) { + SetUpFromProblemId(problem_id); + LinearSolver::Options options; + options.elimination_groups.push_back(num_eliminate_blocks); + options.elimination_groups.push_back( + A->block_structure()->cols.size() - num_eliminate_blocks); + options.type = linear_solver_type; + options.sparse_linear_algebra_library = sparse_linear_algebra_library; + + scoped_ptr<LinearSolver> solver(LinearSolver::Create(options)); + + LinearSolver::PerSolveOptions per_solve_options; + LinearSolver::Summary summary; + if (regularization) { + per_solve_options.D = D.get(); + } + + summary = solver->Solve(A.get(), b.get(), per_solve_options, x.get()); + + if (regularization) { + for (int i = 0; i < num_cols; ++i) { + ASSERT_NEAR(sol_d.get()[i], x[i], 1e-10); + } + } else { + for (int i = 0; i < num_cols; ++i) { + ASSERT_NEAR(sol.get()[i], x[i], 1e-10); + } + } + } + + int num_rows; + int num_cols; + int num_eliminate_blocks; + + scoped_ptr<BlockSparseMatrix> A; + scoped_array<double> b; + scoped_array<double> x; + scoped_array<double> D; + scoped_array<double> sol; + scoped_array<double> sol_d; +}; + +#ifndef CERES_NO_SUITESPARSE +TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparse) { + ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, SUITE_SPARSE); + ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, SUITE_SPARSE); + ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, SUITE_SPARSE); + ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, SUITE_SPARSE); +} +#endif // CERES_NO_SUITESPARSE + +#ifndef CERES_NO_CXSPARSE +TEST_F(SchurComplementSolverTest, SparseSchurWithCXSparse) { + ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, CX_SPARSE); + ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, CX_SPARSE); + ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, CX_SPARSE); + ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, CX_SPARSE); +} +#endif // CERES_NO_CXSPARSE + +TEST_F(SchurComplementSolverTest, DenseSchur) { + // The sparse linear algebra library type is ignored for + // DENSE_SCHUR. + ComputeAndCompareSolutions(2, false, DENSE_SCHUR, SUITE_SPARSE); + ComputeAndCompareSolutions(3, false, DENSE_SCHUR, SUITE_SPARSE); + ComputeAndCompareSolutions(2, true, DENSE_SCHUR, SUITE_SPARSE); + ComputeAndCompareSolutions(3, true, DENSE_SCHUR, SUITE_SPARSE); +} + +} // namespace internal +} // namespace ceres |