// 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/sparse_cholesky.h" #include #include #include "Eigen/Dense" #include "Eigen/SparseCore" #include "ceres/block_sparse_matrix.h" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/inner_product_computer.h" #include "ceres/internal/eigen.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/random.h" #include "glog/logging.h" #include "gtest/gtest.h" namespace ceres { namespace internal { BlockSparseMatrix* CreateRandomFullRankMatrix(const int num_col_blocks, const int min_col_block_size, const int max_col_block_size, const double block_density) { // Create a random matrix BlockSparseMatrix::RandomMatrixOptions options; options.num_col_blocks = num_col_blocks; options.min_col_block_size = min_col_block_size; options.max_col_block_size = max_col_block_size; options.num_row_blocks = 2 * num_col_blocks; options.min_row_block_size = 1; options.max_row_block_size = max_col_block_size; options.block_density = block_density; scoped_ptr random_matrix( BlockSparseMatrix::CreateRandomMatrix(options)); // Add a diagonal block sparse matrix to make it full rank. Vector diagonal = Vector::Ones(random_matrix->num_cols()); scoped_ptr block_diagonal( BlockSparseMatrix::CreateDiagonalMatrix( diagonal.data(), random_matrix->block_structure()->cols)); random_matrix->AppendRows(*block_diagonal); return random_matrix.release(); } bool ComputeExpectedSolution(const CompressedRowSparseMatrix& lhs, const Vector& rhs, Vector* solution) { Matrix eigen_lhs; lhs.ToDenseMatrix(&eigen_lhs); if (lhs.storage_type() == CompressedRowSparseMatrix::UPPER_TRIANGULAR) { Matrix full_lhs = eigen_lhs.selfadjointView(); Eigen::LLT llt = eigen_lhs.selfadjointView().llt(); if (llt.info() != Eigen::Success) { return false; } *solution = llt.solve(rhs); return (llt.info() == Eigen::Success); } Matrix full_lhs = eigen_lhs.selfadjointView(); Eigen::LLT llt = eigen_lhs.selfadjointView().llt(); if (llt.info() != Eigen::Success) { return false; } *solution = llt.solve(rhs); return (llt.info() == Eigen::Success); } void SparseCholeskySolverUnitTest( const SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type, const OrderingType ordering_type, const bool use_block_structure, const int num_blocks, const int min_block_size, const int max_block_size, const double block_density) { scoped_ptr sparse_cholesky(SparseCholesky::Create( sparse_linear_algebra_library_type, ordering_type)); const CompressedRowSparseMatrix::StorageType storage_type = sparse_cholesky->StorageType(); scoped_ptr m(CreateRandomFullRankMatrix( num_blocks, min_block_size, max_block_size, block_density)); scoped_ptr inner_product_computer( InnerProductComputer::Create(*m, storage_type)); inner_product_computer->Compute(); CompressedRowSparseMatrix* lhs = inner_product_computer->mutable_result(); if (!use_block_structure) { lhs->mutable_row_blocks()->clear(); lhs->mutable_col_blocks()->clear(); } Vector rhs = Vector::Random(lhs->num_rows()); Vector expected(lhs->num_rows()); Vector actual(lhs->num_rows()); EXPECT_TRUE(ComputeExpectedSolution(*lhs, rhs, &expected)); std::string message; EXPECT_EQ(sparse_cholesky->FactorAndSolve( lhs, rhs.data(), actual.data(), &message), LINEAR_SOLVER_SUCCESS); Matrix eigen_lhs; lhs->ToDenseMatrix(&eigen_lhs); EXPECT_NEAR((actual - expected).norm() / actual.norm(), 0.0, std::numeric_limits::epsilon() * 10) << "\n" << eigen_lhs; } typedef ::testing::tuple Param; std::string ParamInfoToString(testing::TestParamInfo info) { Param param = info.param; std::stringstream ss; ss << SparseLinearAlgebraLibraryTypeToString(::testing::get<0>(param)) << "_" << (::testing::get<1>(param) == AMD ? "AMD" : "NATURAL") << "_" << (::testing::get<2>(param) ? "UseBlockStructure" : "NoBlockStructure"); return ss.str(); } class SparseCholeskyTest : public ::testing::TestWithParam {}; TEST_P(SparseCholeskyTest, FactorAndSolve) { SetRandomState(2982); const int kMinNumBlocks = 1; const int kMaxNumBlocks = 10; const int kNumTrials = 10; const int kMinBlockSize = 1; const int kMaxBlockSize = 5; for (int num_blocks = kMinNumBlocks; num_blocks < kMaxNumBlocks; ++num_blocks) { for (int trial = 0; trial < kNumTrials; ++trial) { const double block_density = std::max(0.1, RandDouble()); Param param = GetParam(); SparseCholeskySolverUnitTest(::testing::get<0>(param), ::testing::get<1>(param), ::testing::get<2>(param), num_blocks, kMinBlockSize, kMaxBlockSize, block_density); } } } #ifndef CERES_NO_SUITESPARSE INSTANTIATE_TEST_CASE_P(SuiteSparseCholesky, SparseCholeskyTest, ::testing::Combine(::testing::Values(SUITE_SPARSE), ::testing::Values(AMD, NATURAL), ::testing::Values(true, false)), ParamInfoToString); #endif #ifndef CERES_NO_CXSPARSE INSTANTIATE_TEST_CASE_P(CXSparseCholesky, SparseCholeskyTest, ::testing::Combine(::testing::Values(CX_SPARSE), ::testing::Values(AMD, NATURAL), ::testing::Values(true, false)), ParamInfoToString); #endif #ifdef CERES_USE_EIGEN_SPARSE INSTANTIATE_TEST_CASE_P(EigenSparseCholesky, SparseCholeskyTest, ::testing::Combine(::testing::Values(EIGEN_SPARSE), ::testing::Values(AMD, NATURAL), ::testing::Values(true, false)), ParamInfoToString); #endif } // namespace internal } // namespace ceres