// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2015 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/compressed_row_sparse_matrix.h" #include #include "ceres/casts.h" #include "ceres/crs_matrix.h" #include "ceres/internal/eigen.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/linear_least_squares_problems.h" #include "ceres/random.h" #include "ceres/triplet_sparse_matrix.h" #include "glog/logging.h" #include "gtest/gtest.h" #include "Eigen/SparseCore" namespace ceres { namespace internal { using std::vector; void CompareMatrices(const SparseMatrix* a, const SparseMatrix* b) { EXPECT_EQ(a->num_rows(), b->num_rows()); EXPECT_EQ(a->num_cols(), b->num_cols()); int num_rows = a->num_rows(); int num_cols = a->num_cols(); for (int i = 0; i < num_cols; ++i) { Vector x = Vector::Zero(num_cols); x(i) = 1.0; Vector y_a = Vector::Zero(num_rows); Vector y_b = Vector::Zero(num_rows); a->RightMultiply(x.data(), y_a.data()); b->RightMultiply(x.data(), y_b.data()); EXPECT_EQ((y_a - y_b).norm(), 0); } } class CompressedRowSparseMatrixTest : public ::testing::Test { protected: virtual void SetUp() { scoped_ptr problem( CreateLinearLeastSquaresProblemFromId(1)); CHECK_NOTNULL(problem.get()); tsm.reset(down_cast(problem->A.release())); crsm.reset(CompressedRowSparseMatrix::FromTripletSparseMatrix(*tsm)); num_rows = tsm->num_rows(); num_cols = tsm->num_cols(); vector* row_blocks = crsm->mutable_row_blocks(); row_blocks->resize(num_rows); std::fill(row_blocks->begin(), row_blocks->end(), 1); vector* col_blocks = crsm->mutable_col_blocks(); col_blocks->resize(num_cols); std::fill(col_blocks->begin(), col_blocks->end(), 1); } int num_rows; int num_cols; scoped_ptr tsm; scoped_ptr crsm; }; TEST_F(CompressedRowSparseMatrixTest, RightMultiply) { CompareMatrices(tsm.get(), crsm.get()); } TEST_F(CompressedRowSparseMatrixTest, LeftMultiply) { for (int i = 0; i < num_rows; ++i) { Vector a = Vector::Zero(num_rows); a(i) = 1.0; Vector b1 = Vector::Zero(num_cols); Vector b2 = Vector::Zero(num_cols); tsm->LeftMultiply(a.data(), b1.data()); crsm->LeftMultiply(a.data(), b2.data()); EXPECT_EQ((b1 - b2).norm(), 0); } } TEST_F(CompressedRowSparseMatrixTest, ColumnNorm) { Vector b1 = Vector::Zero(num_cols); Vector b2 = Vector::Zero(num_cols); tsm->SquaredColumnNorm(b1.data()); crsm->SquaredColumnNorm(b2.data()); EXPECT_EQ((b1 - b2).norm(), 0); } TEST_F(CompressedRowSparseMatrixTest, Scale) { Vector scale(num_cols); for (int i = 0; i < num_cols; ++i) { scale(i) = i + 1; } tsm->ScaleColumns(scale.data()); crsm->ScaleColumns(scale.data()); CompareMatrices(tsm.get(), crsm.get()); } TEST_F(CompressedRowSparseMatrixTest, DeleteRows) { // Clear the row and column blocks as these are purely scalar tests. crsm->mutable_row_blocks()->clear(); crsm->mutable_col_blocks()->clear(); for (int i = 0; i < num_rows; ++i) { tsm->Resize(num_rows - i, num_cols); crsm->DeleteRows(crsm->num_rows() - tsm->num_rows()); CompareMatrices(tsm.get(), crsm.get()); } } TEST_F(CompressedRowSparseMatrixTest, AppendRows) { // Clear the row and column blocks as these are purely scalar tests. crsm->mutable_row_blocks()->clear(); crsm->mutable_col_blocks()->clear(); for (int i = 0; i < num_rows; ++i) { TripletSparseMatrix tsm_appendage(*tsm); tsm_appendage.Resize(i, num_cols); tsm->AppendRows(tsm_appendage); scoped_ptr crsm_appendage( CompressedRowSparseMatrix::FromTripletSparseMatrix(tsm_appendage)); crsm->AppendRows(*crsm_appendage); CompareMatrices(tsm.get(), crsm.get()); } } TEST_F(CompressedRowSparseMatrixTest, AppendAndDeleteBlockDiagonalMatrix) { int num_diagonal_rows = crsm->num_cols(); scoped_array diagonal(new double[num_diagonal_rows]); for (int i = 0; i < num_diagonal_rows; ++i) { diagonal[i] = i; } vector row_and_column_blocks; row_and_column_blocks.push_back(1); row_and_column_blocks.push_back(2); row_and_column_blocks.push_back(2); const vector pre_row_blocks = crsm->row_blocks(); const vector pre_col_blocks = crsm->col_blocks(); scoped_ptr appendage( CompressedRowSparseMatrix::CreateBlockDiagonalMatrix( diagonal.get(), row_and_column_blocks)); LOG(INFO) << appendage->row_blocks().size(); crsm->AppendRows(*appendage); const vector post_row_blocks = crsm->row_blocks(); const vector post_col_blocks = crsm->col_blocks(); vector expected_row_blocks = pre_row_blocks; expected_row_blocks.insert(expected_row_blocks.end(), row_and_column_blocks.begin(), row_and_column_blocks.end()); vector expected_col_blocks = pre_col_blocks; EXPECT_EQ(expected_row_blocks, crsm->row_blocks()); EXPECT_EQ(expected_col_blocks, crsm->col_blocks()); crsm->DeleteRows(num_diagonal_rows); EXPECT_EQ(crsm->row_blocks(), pre_row_blocks); EXPECT_EQ(crsm->col_blocks(), pre_col_blocks); } TEST_F(CompressedRowSparseMatrixTest, ToDenseMatrix) { Matrix tsm_dense; Matrix crsm_dense; tsm->ToDenseMatrix(&tsm_dense); crsm->ToDenseMatrix(&crsm_dense); EXPECT_EQ((tsm_dense - crsm_dense).norm(), 0.0); } TEST_F(CompressedRowSparseMatrixTest, ToCRSMatrix) { CRSMatrix crs_matrix; crsm->ToCRSMatrix(&crs_matrix); EXPECT_EQ(crsm->num_rows(), crs_matrix.num_rows); EXPECT_EQ(crsm->num_cols(), crs_matrix.num_cols); EXPECT_EQ(crsm->num_rows() + 1, crs_matrix.rows.size()); EXPECT_EQ(crsm->num_nonzeros(), crs_matrix.cols.size()); EXPECT_EQ(crsm->num_nonzeros(), crs_matrix.values.size()); for (int i = 0; i < crsm->num_rows() + 1; ++i) { EXPECT_EQ(crsm->rows()[i], crs_matrix.rows[i]); } for (int i = 0; i < crsm->num_nonzeros(); ++i) { EXPECT_EQ(crsm->cols()[i], crs_matrix.cols[i]); EXPECT_EQ(crsm->values()[i], crs_matrix.values[i]); } } TEST(CompressedRowSparseMatrix, CreateBlockDiagonalMatrix) { vector blocks; blocks.push_back(1); blocks.push_back(2); blocks.push_back(2); Vector diagonal(5); for (int i = 0; i < 5; ++i) { diagonal(i) = i + 1; } scoped_ptr matrix( CompressedRowSparseMatrix::CreateBlockDiagonalMatrix(diagonal.data(), blocks)); EXPECT_EQ(matrix->num_rows(), 5); EXPECT_EQ(matrix->num_cols(), 5); EXPECT_EQ(matrix->num_nonzeros(), 9); EXPECT_EQ(blocks, matrix->row_blocks()); EXPECT_EQ(blocks, matrix->col_blocks()); Vector x(5); Vector y(5); x.setOnes(); y.setZero(); matrix->RightMultiply(x.data(), y.data()); for (int i = 0; i < diagonal.size(); ++i) { EXPECT_EQ(y[i], diagonal[i]); } y.setZero(); matrix->LeftMultiply(x.data(), y.data()); for (int i = 0; i < diagonal.size(); ++i) { EXPECT_EQ(y[i], diagonal[i]); } Matrix dense; matrix->ToDenseMatrix(&dense); EXPECT_EQ((dense.diagonal() - diagonal).norm(), 0.0); } TEST(CompressedRowSparseMatrix, Transpose) { // 0 1 0 2 3 0 // 4 6 7 0 0 8 // 9 10 0 11 12 0 // 13 0 14 15 9 0 // 0 16 17 0 0 0 // Block structure: // A A A A B B // A A A A B B // A A A A B B // C C C C D D // C C C C D D // C C C C D D CompressedRowSparseMatrix matrix(5, 6, 30); int* rows = matrix.mutable_rows(); int* cols = matrix.mutable_cols(); double* values = matrix.mutable_values(); matrix.mutable_row_blocks()->push_back(3); matrix.mutable_row_blocks()->push_back(3); matrix.mutable_col_blocks()->push_back(4); matrix.mutable_col_blocks()->push_back(2); rows[0] = 0; cols[0] = 1; cols[1] = 3; cols[2] = 4; rows[1] = 3; cols[3] = 0; cols[4] = 1; cols[5] = 2; cols[6] = 5; rows[2] = 7; cols[7] = 0; cols[8] = 1; cols[9] = 3; cols[10] = 4; rows[3] = 11; cols[11] = 0; cols[12] = 2; cols[13] = 3; cols[14] = 4; rows[4] = 15; cols[15] = 1; cols[16] = 2; rows[5] = 17; std::copy(values, values + 17, cols); scoped_ptr transpose(matrix.Transpose()); ASSERT_EQ(transpose->row_blocks().size(), matrix.col_blocks().size()); for (int i = 0; i < transpose->row_blocks().size(); ++i) { EXPECT_EQ(transpose->row_blocks()[i], matrix.col_blocks()[i]); } ASSERT_EQ(transpose->col_blocks().size(), matrix.row_blocks().size()); for (int i = 0; i < transpose->col_blocks().size(); ++i) { EXPECT_EQ(transpose->col_blocks()[i], matrix.row_blocks()[i]); } Matrix dense_matrix; matrix.ToDenseMatrix(&dense_matrix); Matrix dense_transpose; transpose->ToDenseMatrix(&dense_transpose); EXPECT_NEAR((dense_matrix - dense_transpose.transpose()).norm(), 0.0, 1e-14); } TEST(CompressedRowSparseMatrix, FromTripletSparseMatrix) { TripletSparseMatrix::RandomMatrixOptions options; options.num_rows = 5; options.num_cols = 7; options.density = 0.5; const int kNumTrials = 10; for (int i = 0; i < kNumTrials; ++i) { scoped_ptr tsm( TripletSparseMatrix::CreateRandomMatrix(options)); scoped_ptr crsm( CompressedRowSparseMatrix::FromTripletSparseMatrix(*tsm)); Matrix expected; tsm->ToDenseMatrix(&expected); Matrix actual; crsm->ToDenseMatrix(&actual); EXPECT_NEAR((expected - actual).norm() / actual.norm(), 0.0, std::numeric_limits::epsilon()) << "\nexpected: \n" << expected << "\nactual: \n" << actual; } } TEST(CompressedRowSparseMatrix, FromTripletSparseMatrixTransposed) { TripletSparseMatrix::RandomMatrixOptions options; options.num_rows = 5; options.num_cols = 7; options.density = 0.5; const int kNumTrials = 10; for (int i = 0; i < kNumTrials; ++i) { scoped_ptr tsm( TripletSparseMatrix::CreateRandomMatrix(options)); scoped_ptr crsm( CompressedRowSparseMatrix::FromTripletSparseMatrixTransposed(*tsm)); Matrix tmp; tsm->ToDenseMatrix(&tmp); Matrix expected = tmp.transpose(); Matrix actual; crsm->ToDenseMatrix(&actual); EXPECT_NEAR((expected - actual).norm() / actual.norm(), 0.0, std::numeric_limits::epsilon()) << "\nexpected: \n" << expected << "\nactual: \n" << actual; } } // TODO(sameeragarwal) Add tests for the random matrix creation methods. } // namespace internal } // namespace ceres