// 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/compressed_row_sparse_matrix.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" #include "Eigen/Cholesky" namespace ceres { namespace internal { // TODO(sameeragarwal): These tests needs to be re-written to be more // thorough, they do not really test the dynamic nature of the // sparsity. class DynamicSparseNormalCholeskySolverTest : public ::testing::Test { protected: virtual void SetUp() { scoped_ptr problem( CreateLinearLeastSquaresProblemFromId(1)); A_.reset(CompressedRowSparseMatrix::FromTripletSparseMatrix( *down_cast(problem->A.get()))); b_.reset(problem->b.release()); D_.reset(problem->D.release()); } void TestSolver(const LinearSolver::Options& options, double* D) { Matrix dense_A; A_->ToDenseMatrix(&dense_A); Matrix lhs = dense_A.transpose() * dense_A; if (D != NULL) { lhs += (ConstVectorRef(D, A_->num_cols()).array() * ConstVectorRef(D, A_->num_cols()).array()) .matrix() .asDiagonal(); } Vector rhs(A_->num_cols()); rhs.setZero(); A_->LeftMultiply(b_.get(), rhs.data()); Vector expected_solution = lhs.llt().solve(rhs); scoped_ptr solver(LinearSolver::Create(options)); LinearSolver::PerSolveOptions per_solve_options; per_solve_options.D = D; Vector actual_solution(A_->num_cols()); LinearSolver::Summary summary; summary = solver->Solve( A_.get(), b_.get(), per_solve_options, actual_solution.data()); EXPECT_EQ(summary.termination_type, LINEAR_SOLVER_SUCCESS); for (int i = 0; i < A_->num_cols(); ++i) { EXPECT_NEAR(expected_solution(i), actual_solution(i), 1e-8) << "\nExpected: " << expected_solution.transpose() << "\nActual: " << actual_solution.transpose(); } } void TestSolver( const SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type) { LinearSolver::Options options; options.type = SPARSE_NORMAL_CHOLESKY; options.dynamic_sparsity = true; options.sparse_linear_algebra_library_type = sparse_linear_algebra_library_type; TestSolver(options, NULL); TestSolver(options, D_.get()); } scoped_ptr A_; scoped_array b_; scoped_array D_; }; #ifndef CERES_NO_SUITESPARSE TEST_F(DynamicSparseNormalCholeskySolverTest, SuiteSparse) { TestSolver(SUITE_SPARSE); } #endif #ifndef CERES_NO_CXSPARSE TEST_F(DynamicSparseNormalCholeskySolverTest, CXSparse) { TestSolver(CX_SPARSE); } #endif #ifdef CERES_USE_EIGEN_SPARSE TEST_F(DynamicSparseNormalCholeskySolverTest, Eigen) { TestSolver(EIGEN_SPARSE); } #endif // CERES_USE_EIGEN_SPARSE } // namespace internal } // namespace ceres