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+// 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