Blame internal/ceres/compressed_row_sparse_matrix_test.cc

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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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//   this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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//   this list of conditions and the following disclaimer in the documentation
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//   and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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//   used to endorse or promote products derived from this software without
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//   specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#include "ceres/compressed_row_sparse_matrix.h"
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#include <numeric>
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#include "ceres/casts.h"
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#include "ceres/crs_matrix.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/linear_least_squares_problems.h"
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#include "ceres/random.h"
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#include "ceres/triplet_sparse_matrix.h"
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#include "glog/logging.h"
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#include "gtest/gtest.h"
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#include "Eigen/SparseCore"
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namespace ceres {
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namespace internal {
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using std::vector;
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void CompareMatrices(const SparseMatrix* a, const SparseMatrix* b) {
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  EXPECT_EQ(a->num_rows(), b->num_rows());
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  EXPECT_EQ(a->num_cols(), b->num_cols());
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  int num_rows = a->num_rows();
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  int num_cols = a->num_cols();
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  for (int i = 0; i < num_cols; ++i) {
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    Vector x = Vector::Zero(num_cols);
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    x(i) = 1.0;
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    Vector y_a = Vector::Zero(num_rows);
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    Vector y_b = Vector::Zero(num_rows);
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    a->RightMultiply(x.data(), y_a.data());
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    b->RightMultiply(x.data(), y_b.data());
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    EXPECT_EQ((y_a - y_b).norm(), 0);
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  }
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}
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class CompressedRowSparseMatrixTest : public ::testing::Test {
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 protected:
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  virtual void SetUp() {
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    scoped_ptr<LinearLeastSquaresProblem> problem(
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        CreateLinearLeastSquaresProblemFromId(1));
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    CHECK_NOTNULL(problem.get());
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    tsm.reset(down_cast<TripletSparseMatrix*>(problem->A.release()));
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    crsm.reset(CompressedRowSparseMatrix::FromTripletSparseMatrix(*tsm));
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    num_rows = tsm->num_rows();
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    num_cols = tsm->num_cols();
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    vector<int>* row_blocks = crsm->mutable_row_blocks();
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    row_blocks->resize(num_rows);
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    std::fill(row_blocks->begin(), row_blocks->end(), 1);
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    vector<int>* col_blocks = crsm->mutable_col_blocks();
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    col_blocks->resize(num_cols);
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    std::fill(col_blocks->begin(), col_blocks->end(), 1);
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  }
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  int num_rows;
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  int num_cols;
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  scoped_ptr<TripletSparseMatrix> tsm;
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  scoped_ptr<CompressedRowSparseMatrix> crsm;
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};
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TEST_F(CompressedRowSparseMatrixTest, RightMultiply) {
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  CompareMatrices(tsm.get(), crsm.get());
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}
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TEST_F(CompressedRowSparseMatrixTest, LeftMultiply) {
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  for (int i = 0; i < num_rows; ++i) {
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    Vector a = Vector::Zero(num_rows);
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    a(i) = 1.0;
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    Vector b1 = Vector::Zero(num_cols);
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    Vector b2 = Vector::Zero(num_cols);
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    tsm->LeftMultiply(a.data(), b1.data());
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    crsm->LeftMultiply(a.data(), b2.data());
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    EXPECT_EQ((b1 - b2).norm(), 0);
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  }
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}
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TEST_F(CompressedRowSparseMatrixTest, ColumnNorm) {
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  Vector b1 = Vector::Zero(num_cols);
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  Vector b2 = Vector::Zero(num_cols);
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  tsm->SquaredColumnNorm(b1.data());
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  crsm->SquaredColumnNorm(b2.data());
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  EXPECT_EQ((b1 - b2).norm(), 0);
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}
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TEST_F(CompressedRowSparseMatrixTest, Scale) {
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  Vector scale(num_cols);
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  for (int i = 0; i < num_cols; ++i) {
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    scale(i) = i + 1;
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  }
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  tsm->ScaleColumns(scale.data());
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  crsm->ScaleColumns(scale.data());
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  CompareMatrices(tsm.get(), crsm.get());
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}
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TEST_F(CompressedRowSparseMatrixTest, DeleteRows) {
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  // Clear the row and column blocks as these are purely scalar tests.
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  crsm->mutable_row_blocks()->clear();
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  crsm->mutable_col_blocks()->clear();
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  for (int i = 0; i < num_rows; ++i) {
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    tsm->Resize(num_rows - i, num_cols);
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    crsm->DeleteRows(crsm->num_rows() - tsm->num_rows());
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    CompareMatrices(tsm.get(), crsm.get());
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  }
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}
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TEST_F(CompressedRowSparseMatrixTest, AppendRows) {
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  // Clear the row and column blocks as these are purely scalar tests.
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  crsm->mutable_row_blocks()->clear();
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  crsm->mutable_col_blocks()->clear();
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  for (int i = 0; i < num_rows; ++i) {
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    TripletSparseMatrix tsm_appendage(*tsm);
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    tsm_appendage.Resize(i, num_cols);
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    tsm->AppendRows(tsm_appendage);
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    scoped_ptr<CompressedRowSparseMatrix> crsm_appendage(
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        CompressedRowSparseMatrix::FromTripletSparseMatrix(tsm_appendage));
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    crsm->AppendRows(*crsm_appendage);
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    CompareMatrices(tsm.get(), crsm.get());
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  }
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}
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TEST_F(CompressedRowSparseMatrixTest, AppendAndDeleteBlockDiagonalMatrix) {
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  int num_diagonal_rows = crsm->num_cols();
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  scoped_array<double> diagonal(new double[num_diagonal_rows]);
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  for (int i = 0; i < num_diagonal_rows; ++i) {
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    diagonal[i] = i;
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  }
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  vector<int> row_and_column_blocks;
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  row_and_column_blocks.push_back(1);
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  row_and_column_blocks.push_back(2);
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  row_and_column_blocks.push_back(2);
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  const vector<int> pre_row_blocks = crsm->row_blocks();
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  const vector<int> pre_col_blocks = crsm->col_blocks();
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  scoped_ptr<CompressedRowSparseMatrix> appendage(
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      CompressedRowSparseMatrix::CreateBlockDiagonalMatrix(
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          diagonal.get(), row_and_column_blocks));
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  LOG(INFO) << appendage->row_blocks().size();
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  crsm->AppendRows(*appendage);
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  const vector<int> post_row_blocks = crsm->row_blocks();
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  const vector<int> post_col_blocks = crsm->col_blocks();
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  vector<int> expected_row_blocks = pre_row_blocks;
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  expected_row_blocks.insert(expected_row_blocks.end(),
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                             row_and_column_blocks.begin(),
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                             row_and_column_blocks.end());
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  vector<int> expected_col_blocks = pre_col_blocks;
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  EXPECT_EQ(expected_row_blocks, crsm->row_blocks());
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  EXPECT_EQ(expected_col_blocks, crsm->col_blocks());
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  crsm->DeleteRows(num_diagonal_rows);
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  EXPECT_EQ(crsm->row_blocks(), pre_row_blocks);
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  EXPECT_EQ(crsm->col_blocks(), pre_col_blocks);
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}
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TEST_F(CompressedRowSparseMatrixTest, ToDenseMatrix) {
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  Matrix tsm_dense;
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  Matrix crsm_dense;
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  tsm->ToDenseMatrix(&tsm_dense);
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  crsm->ToDenseMatrix(&crsm_dense);
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  EXPECT_EQ((tsm_dense - crsm_dense).norm(), 0.0);
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}
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TEST_F(CompressedRowSparseMatrixTest, ToCRSMatrix) {
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  CRSMatrix crs_matrix;
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  crsm->ToCRSMatrix(&crs_matrix);
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  EXPECT_EQ(crsm->num_rows(), crs_matrix.num_rows);
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  EXPECT_EQ(crsm->num_cols(), crs_matrix.num_cols);
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  EXPECT_EQ(crsm->num_rows() + 1, crs_matrix.rows.size());
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  EXPECT_EQ(crsm->num_nonzeros(), crs_matrix.cols.size());
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  EXPECT_EQ(crsm->num_nonzeros(), crs_matrix.values.size());
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  for (int i = 0; i < crsm->num_rows() + 1; ++i) {
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    EXPECT_EQ(crsm->rows()[i], crs_matrix.rows[i]);
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  }
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  for (int i = 0; i < crsm->num_nonzeros(); ++i) {
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    EXPECT_EQ(crsm->cols()[i], crs_matrix.cols[i]);
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    EXPECT_EQ(crsm->values()[i], crs_matrix.values[i]);
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  }
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}
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TEST(CompressedRowSparseMatrix, CreateBlockDiagonalMatrix) {
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  vector<int> blocks;
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  blocks.push_back(1);
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  blocks.push_back(2);
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  blocks.push_back(2);
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  Vector diagonal(5);
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  for (int i = 0; i < 5; ++i) {
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    diagonal(i) = i + 1;
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  }
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  scoped_ptr<CompressedRowSparseMatrix> matrix(
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      CompressedRowSparseMatrix::CreateBlockDiagonalMatrix(diagonal.data(),
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                                                           blocks));
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  EXPECT_EQ(matrix->num_rows(), 5);
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  EXPECT_EQ(matrix->num_cols(), 5);
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  EXPECT_EQ(matrix->num_nonzeros(), 9);
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  EXPECT_EQ(blocks, matrix->row_blocks());
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  EXPECT_EQ(blocks, matrix->col_blocks());
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  Vector x(5);
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  Vector y(5);
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  x.setOnes();
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  y.setZero();
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  matrix->RightMultiply(x.data(), y.data());
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  for (int i = 0; i < diagonal.size(); ++i) {
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    EXPECT_EQ(y[i], diagonal[i]);
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  }
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  y.setZero();
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  matrix->LeftMultiply(x.data(), y.data());
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  for (int i = 0; i < diagonal.size(); ++i) {
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    EXPECT_EQ(y[i], diagonal[i]);
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  }
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  Matrix dense;
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  matrix->ToDenseMatrix(&dense);
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  EXPECT_EQ((dense.diagonal() - diagonal).norm(), 0.0);
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}
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TEST(CompressedRowSparseMatrix, Transpose) {
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  //  0  1  0  2  3  0
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  //  4  6  7  0  0  8
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  //  9 10  0 11 12  0
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  // 13  0 14 15  9  0
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  //  0 16 17  0  0  0
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  // Block structure:
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  //  A  A  A  A  B  B
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  //  A  A  A  A  B  B
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  //  A  A  A  A  B  B
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  //  C  C  C  C  D  D
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  //  C  C  C  C  D  D
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  //  C  C  C  C  D  D
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  CompressedRowSparseMatrix matrix(5, 6, 30);
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  int* rows = matrix.mutable_rows();
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  int* cols = matrix.mutable_cols();
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  double* values = matrix.mutable_values();
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  matrix.mutable_row_blocks()->push_back(3);
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  matrix.mutable_row_blocks()->push_back(3);
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  matrix.mutable_col_blocks()->push_back(4);
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  matrix.mutable_col_blocks()->push_back(2);
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  rows[0] = 0;
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  cols[0] = 1;
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  cols[1] = 3;
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  cols[2] = 4;
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  rows[1] = 3;
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  cols[3] = 0;
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  cols[4] = 1;
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  cols[5] = 2;
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  cols[6] = 5;
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  rows[2] = 7;
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  cols[7] = 0;
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  cols[8] = 1;
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  cols[9] = 3;
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  cols[10] = 4;
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  rows[3] = 11;
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  cols[11] = 0;
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  cols[12] = 2;
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  cols[13] = 3;
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  cols[14] = 4;
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  rows[4] = 15;
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  cols[15] = 1;
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  cols[16] = 2;
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  rows[5] = 17;
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  std::copy(values, values + 17, cols);
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  scoped_ptr<CompressedRowSparseMatrix> transpose(matrix.Transpose());
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  ASSERT_EQ(transpose->row_blocks().size(), matrix.col_blocks().size());
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  for (int i = 0; i < transpose->row_blocks().size(); ++i) {
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    EXPECT_EQ(transpose->row_blocks()[i], matrix.col_blocks()[i]);
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  }
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  ASSERT_EQ(transpose->col_blocks().size(), matrix.row_blocks().size());
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  for (int i = 0; i < transpose->col_blocks().size(); ++i) {
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    EXPECT_EQ(transpose->col_blocks()[i], matrix.row_blocks()[i]);
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  }
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  Matrix dense_matrix;
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  matrix.ToDenseMatrix(&dense_matrix);
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  Matrix dense_transpose;
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  transpose->ToDenseMatrix(&dense_transpose);
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  EXPECT_NEAR((dense_matrix - dense_transpose.transpose()).norm(), 0.0, 1e-14);
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}
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TEST(CompressedRowSparseMatrix, FromTripletSparseMatrix) {
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  TripletSparseMatrix::RandomMatrixOptions options;
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  options.num_rows = 5;
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  options.num_cols = 7;
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  options.density = 0.5;
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  const int kNumTrials = 10;
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  for (int i = 0; i < kNumTrials; ++i) {
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    scoped_ptr<TripletSparseMatrix> tsm(
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        TripletSparseMatrix::CreateRandomMatrix(options));
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    scoped_ptr<CompressedRowSparseMatrix> crsm(
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        CompressedRowSparseMatrix::FromTripletSparseMatrix(*tsm));
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    Matrix expected;
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    tsm->ToDenseMatrix(&expected);
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    Matrix actual;
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    crsm->ToDenseMatrix(&actual);
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    EXPECT_NEAR((expected - actual).norm() / actual.norm(),
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                0.0,
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                std::numeric_limits<double>::epsilon())
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        << "\nexpected: \n"
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        << expected << "\nactual: \n"
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        << actual;
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  }
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}
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TEST(CompressedRowSparseMatrix, FromTripletSparseMatrixTransposed) {
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  TripletSparseMatrix::RandomMatrixOptions options;
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  options.num_rows = 5;
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  options.num_cols = 7;
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  options.density = 0.5;
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  const int kNumTrials = 10;
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  for (int i = 0; i < kNumTrials; ++i) {
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    scoped_ptr<TripletSparseMatrix> tsm(
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        TripletSparseMatrix::CreateRandomMatrix(options));
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    scoped_ptr<CompressedRowSparseMatrix> crsm(
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        CompressedRowSparseMatrix::FromTripletSparseMatrixTransposed(*tsm));
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    Matrix tmp;
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    tsm->ToDenseMatrix(&tmp);
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    Matrix expected = tmp.transpose();
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    Matrix actual;
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    crsm->ToDenseMatrix(&actual);
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    EXPECT_NEAR((expected - actual).norm() / actual.norm(),
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                0.0,
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                std::numeric_limits<double>::epsilon())
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        << "\nexpected: \n"
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        << expected << "\nactual: \n"
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        << actual;
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  }
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}
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// TODO(sameeragarwal) Add tests for the random matrix creation methods.
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}  // namespace internal
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}  // namespace ceres