Blame internal/ceres/dense_linear_solver_test.cc

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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2017 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/casts.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/linear_solver.h"
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#include "ceres/triplet_sparse_matrix.h"
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#include "ceres/types.h"
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#include "glog/logging.h"
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#include "gtest/gtest.h"
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namespace ceres {
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namespace internal {
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typedef ::testing::
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    tuple<LinearSolverType, DenseLinearAlgebraLibraryType, bool, int>
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        Param;
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std::string ParamInfoToString(testing::TestParamInfo<Param> info) {
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  Param param = info.param;
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  std::stringstream ss;
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  ss << LinearSolverTypeToString(::testing::get<0>(param)) << "_"
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     << DenseLinearAlgebraLibraryTypeToString(::testing::get<1>(param)) << "_"
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     << (::testing::get<2>(param) ? "Regularized" : "Unregularized") << "_"
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     << ::testing::get<3>(param);
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  return ss.str();
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}
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class DenseLinearSolverTest : public ::testing::TestWithParam<Param> {};
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TEST_P(DenseLinearSolverTest, _) {
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  Param param = GetParam();
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  const bool regularized = testing::get<2>(param);
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  scoped_ptr<LinearLeastSquaresProblem> problem(
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      CreateLinearLeastSquaresProblemFromId(testing::get<3>(param)));
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  DenseSparseMatrix lhs(*down_cast<TripletSparseMatrix*>(problem->A.get()));
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  const int num_cols = lhs.num_cols();
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  const int num_rows = lhs.num_rows();
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  Vector rhs = Vector::Zero(num_rows + num_cols);
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  rhs.head(num_rows) = ConstVectorRef(problem->b.get(), num_rows);
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  LinearSolver::Options options;
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  options.type = ::testing::get<0>(param);
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  options.dense_linear_algebra_library_type = ::testing::get<1>(param);
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  scoped_ptr<LinearSolver> solver(LinearSolver::Create(options));
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  LinearSolver::PerSolveOptions per_solve_options;
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  if (regularized) {
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    per_solve_options.D = problem->D.get();
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  }
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  Vector solution(num_cols);
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  LinearSolver::Summary summary =
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      solver->Solve(&lhs, rhs.data(), per_solve_options, solution.data());
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  EXPECT_EQ(summary.termination_type, LINEAR_SOLVER_SUCCESS);
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  // If solving for the regularized solution, add the diagonal to the
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  // matrix. This makes subsequent computations simpler.
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  if (testing::get<2>(param)) {
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    lhs.AppendDiagonal(problem->D.get());
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  };
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  Vector tmp = Vector::Zero(num_rows + num_cols);
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  lhs.RightMultiply(solution.data(), tmp.data());
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  Vector actual_normal_rhs = Vector::Zero(num_cols);
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  lhs.LeftMultiply(tmp.data(), actual_normal_rhs.data());
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  Vector expected_normal_rhs = Vector::Zero(num_cols);
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  lhs.LeftMultiply(rhs.data(), expected_normal_rhs.data());
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  const double residual = (expected_normal_rhs - actual_normal_rhs).norm() /
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                          expected_normal_rhs.norm();
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  EXPECT_NEAR(residual, 0.0, 10 * std::numeric_limits<double>::epsilon());
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}
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// TODO(sameeragarwal): Should we move away from hard coded linear
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// least squares problem to randomly generated ones?
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#ifndef CERES_NO_LAPACK
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INSTANTIATE_TEST_CASE_P(
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    DenseLinearSolver,
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    DenseLinearSolverTest,
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    ::testing::Combine(::testing::Values(DENSE_QR, DENSE_NORMAL_CHOLESKY),
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                       ::testing::Values(EIGEN, LAPACK),
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                       ::testing::Values(true, false),
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                       ::testing::Values(0, 1)),
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    ParamInfoToString);
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#else
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INSTANTIATE_TEST_CASE_P(
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    DenseLinearSolver,
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    DenseLinearSolverTest,
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    ::testing::Combine(::testing::Values(DENSE_QR, DENSE_NORMAL_CHOLESKY),
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                       ::testing::Values(EIGEN),
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                       ::testing::Values(true, false),
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                       ::testing::Values(0, 1)),
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    ParamInfoToString);
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#endif
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}  // namespace internal
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}  // namespace ceres