10ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Ceres Solver - A fast non-linear least squares minimizer
21d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Copyright 2010, 2011, 2012, 2013 Google Inc. All rights reserved.
30ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// http://code.google.com/p/ceres-solver/
40ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
50ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Redistribution and use in source and binary forms, with or without
60ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// modification, are permitted provided that the following conditions are met:
70ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
80ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions of source code must retain the above copyright notice,
90ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   this list of conditions and the following disclaimer.
100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions in binary form must reproduce the above copyright notice,
110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   this list of conditions and the following disclaimer in the documentation
120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   and/or other materials provided with the distribution.
130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Neither the name of Google Inc. nor the names of its contributors may be
140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   used to endorse or promote products derived from this software without
150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   specific prior written permission.
160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// POSSIBILITY OF SUCH DAMAGE.
280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Author: keir@google.com (Keir Mierle)
300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// TODO(keir): Implement a generic "compare sparse matrix implementations" test
320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// suite that can compare all the implementations. Then this file would shrink
330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// in size.
340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/dense_sparse_matrix.h"
360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/casts.h"
380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/linear_least_squares_problems.h"
390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/triplet_sparse_matrix.h"
400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/eigen.h"
410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/scoped_ptr.h"
421d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "glog/logging.h"
431d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "gtest/gtest.h"
440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres {
460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal {
470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongvoid CompareMatrices(const SparseMatrix* a, const SparseMatrix* b) {
490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ(a->num_rows(), b->num_rows());
500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ(a->num_cols(), b->num_cols());
510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_rows = a->num_rows();
530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_cols = a->num_cols();
540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  for (int i = 0; i < num_cols; ++i) {
560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    Vector x = Vector::Zero(num_cols);
570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    x(i) = 1.0;
580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    Vector y_a = Vector::Zero(num_rows);
600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    Vector y_b = Vector::Zero(num_rows);
610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    a->RightMultiply(x.data(), y_a.data());
630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    b->RightMultiply(x.data(), y_b.data());
640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    EXPECT_EQ((y_a - y_b).norm(), 0);
660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass DenseSparseMatrixTest : public ::testing::Test {
700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong protected :
710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  virtual void SetUp() {
720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    scoped_ptr<LinearLeastSquaresProblem> problem(
730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong        CreateLinearLeastSquaresProblemFromId(1));
740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    CHECK_NOTNULL(problem.get());
760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    tsm.reset(down_cast<TripletSparseMatrix*>(problem->A.release()));
780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    dsm.reset(new DenseSparseMatrix(*tsm));
790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    num_rows = tsm->num_rows();
810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    num_cols = tsm->num_cols();
820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_rows;
850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_cols;
860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  scoped_ptr<TripletSparseMatrix> tsm;
880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  scoped_ptr<DenseSparseMatrix> dsm;
890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong};
900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST_F(DenseSparseMatrixTest, RightMultiply) {
920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  CompareMatrices(tsm.get(), dsm.get());
930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Try with a not entirely zero vector to verify column interactions, which
950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // could be masked by a subtle bug when using the elementary vectors.
960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Vector a(num_cols);
970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  for (int i = 0; i < num_cols; i++) {
980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    a(i) = i;
990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Vector b1 = Vector::Zero(num_rows);
1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Vector b2 = Vector::Zero(num_rows);
1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  tsm->RightMultiply(a.data(), b1.data());
1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  dsm->RightMultiply(a.data(), b2.data());
1050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ((b1 - b2).norm(), 0);
1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
1080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST_F(DenseSparseMatrixTest, LeftMultiply) {
1100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  for (int i = 0; i < num_rows; ++i) {
1110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    Vector a = Vector::Zero(num_rows);
1120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    a(i) = 1.0;
1130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    Vector b1 = Vector::Zero(num_cols);
1150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    Vector b2 = Vector::Zero(num_cols);
1160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    tsm->LeftMultiply(a.data(), b1.data());
1180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    dsm->LeftMultiply(a.data(), b2.data());
1190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    EXPECT_EQ((b1 - b2).norm(), 0);
1210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
1220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Try with a not entirely zero vector to verify column interactions, which
1240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // could be masked by a subtle bug when using the elementary vectors.
1250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Vector a(num_rows);
1260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  for (int i = 0; i < num_rows; i++) {
1270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    a(i) = i;
1280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
1290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Vector b1 = Vector::Zero(num_cols);
1300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Vector b2 = Vector::Zero(num_cols);
1310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  tsm->LeftMultiply(a.data(), b1.data());
1330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  dsm->LeftMultiply(a.data(), b2.data());
1340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ((b1 - b2).norm(), 0);
1360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
1370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST_F(DenseSparseMatrixTest, ColumnNorm) {
1390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Vector b1 = Vector::Zero(num_cols);
1400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Vector b2 = Vector::Zero(num_cols);
1410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  tsm->SquaredColumnNorm(b1.data());
1430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  dsm->SquaredColumnNorm(b2.data());
1440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ((b1 - b2).norm(), 0);
1460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
1470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST_F(DenseSparseMatrixTest, Scale) {
1490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Vector scale(num_cols);
1500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  for (int i = 0; i < num_cols; ++i) {
1510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    scale(i) = i + 1;
1520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
1530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  tsm->ScaleColumns(scale.data());
1540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  dsm->ScaleColumns(scale.data());
1550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  CompareMatrices(tsm.get(), dsm.get());
1560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
1570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST_F(DenseSparseMatrixTest, ToDenseMatrix) {
1590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Matrix tsm_dense;
1600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Matrix dsm_dense;
1610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  tsm->ToDenseMatrix(&tsm_dense);
1630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  dsm->ToDenseMatrix(&dsm_dense);
1640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ((tsm_dense - dsm_dense).norm(), 0.0);
1660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
1670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace internal
1690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace ceres
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