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