1// Ceres Solver - A fast non-linear least squares minimizer
2// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
3// http://code.google.com/p/ceres-solver/
4//
5// Redistribution and use in source and binary forms, with or without
6// modification, are permitted provided that the following conditions are met:
7//
8// * Redistributions of source code must retain the above copyright notice,
9//   this list of conditions and the following disclaimer.
10// * Redistributions in binary form must reproduce the above copyright notice,
11//   this list of conditions and the following disclaimer in the documentation
12//   and/or other materials provided with the distribution.
13// * Neither the name of Google Inc. nor the names of its contributors may be
14//   used to endorse or promote products derived from this software without
15//   specific prior written permission.
16//
17// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27// POSSIBILITY OF SUCH DAMAGE.
28//
29// Author: sameeragarwal@google.com (Sameer Agarwal)
30//
31// TODO(sameeragarwal): Add support for larger, more complicated and
32// poorly conditioned problems both for correctness testing as well as
33// benchmarking.
34
35#include "ceres/iterative_schur_complement_solver.h"
36
37#include <cstddef>
38#include "Eigen/Dense"
39#include "ceres/block_random_access_dense_matrix.h"
40#include "ceres/block_sparse_matrix.h"
41#include "ceres/casts.h"
42#include "ceres/internal/eigen.h"
43#include "ceres/internal/scoped_ptr.h"
44#include "ceres/linear_least_squares_problems.h"
45#include "ceres/linear_solver.h"
46#include "ceres/schur_eliminator.h"
47#include "ceres/triplet_sparse_matrix.h"
48#include "ceres/types.h"
49#include "glog/logging.h"
50#include "gtest/gtest.h"
51
52namespace ceres {
53namespace internal {
54
55using testing::AssertionResult;
56
57const double kEpsilon = 1e-14;
58
59class IterativeSchurComplementSolverTest : public ::testing::Test {
60 protected :
61  void SetUpProblem(int problem_id) {
62    scoped_ptr<LinearLeastSquaresProblem> problem(
63        CreateLinearLeastSquaresProblemFromId(problem_id));
64
65    CHECK_NOTNULL(problem.get());
66    A_.reset(down_cast<BlockSparseMatrix*>(problem->A.release()));
67    b_.reset(problem->b.release());
68    D_.reset(problem->D.release());
69
70    num_cols_ = A_->num_cols();
71    num_rows_ = A_->num_rows();
72    num_eliminate_blocks_ = problem->num_eliminate_blocks;
73  }
74
75  AssertionResult TestSolver(double* D) {
76    TripletSparseMatrix triplet_A(A_->num_rows(),
77                                  A_->num_cols(),
78                                  A_->num_nonzeros());
79    A_->ToTripletSparseMatrix(&triplet_A);
80
81    DenseSparseMatrix dense_A(triplet_A);
82
83    LinearSolver::Options options;
84    options.type = DENSE_QR;
85    scoped_ptr<LinearSolver> qr(LinearSolver::Create(options));
86
87    LinearSolver::PerSolveOptions per_solve_options;
88    per_solve_options.D = D;
89    Vector reference_solution(num_cols_);
90    qr->Solve(&dense_A, b_.get(), per_solve_options, reference_solution.data());
91
92    options.elimination_groups.push_back(num_eliminate_blocks_);
93    options.elimination_groups.push_back(0);
94    options.max_num_iterations = num_cols_;
95    options.preconditioner_type = SCHUR_JACOBI;
96    IterativeSchurComplementSolver isc(options);
97
98    Vector isc_sol(num_cols_);
99    per_solve_options.r_tolerance  = 1e-12;
100    isc.Solve(A_.get(), b_.get(), per_solve_options, isc_sol.data());
101    double diff = (isc_sol - reference_solution).norm();
102    if (diff < kEpsilon) {
103      return testing::AssertionSuccess();
104    } else {
105      return testing::AssertionFailure()
106          << "The reference solution differs from the ITERATIVE_SCHUR"
107          << " solution by " << diff << " which is more than " << kEpsilon;
108    }
109  }
110
111  int num_rows_;
112  int num_cols_;
113  int num_eliminate_blocks_;
114  scoped_ptr<BlockSparseMatrix> A_;
115  scoped_array<double> b_;
116  scoped_array<double> D_;
117};
118
119TEST_F(IterativeSchurComplementSolverTest, NormalProblem) {
120  SetUpProblem(2);
121  EXPECT_TRUE(TestSolver(NULL));
122  EXPECT_TRUE(TestSolver(D_.get()));
123}
124
125TEST_F(IterativeSchurComplementSolverTest, ProblemWithNoFBlocks) {
126  SetUpProblem(3);
127  EXPECT_TRUE(TestSolver(NULL));
128  EXPECT_TRUE(TestSolver(D_.get()));
129}
130
131}  // namespace internal
132}  // namespace ceres
133