10ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Ceres Solver - A fast non-linear least squares minimizer
20ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Copyright 2010, 2011, 2012 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: sameeragarwal@google.com (Sameer Agarwal)
300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/partitioned_matrix_view.h"
320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include <vector>
340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/block_structure.h"
350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/casts.h"
360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/eigen.h"
370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/scoped_ptr.h"
380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/linear_least_squares_problems.h"
390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/random.h"
400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/sparse_matrix.h"
410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "glog/logging.h"
420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "gtest/gtest.h"
430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres {
450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal {
460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongconst double kEpsilon = 1e-14;
480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass PartitionedMatrixViewTest : public ::testing::Test {
500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong protected :
510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  virtual void SetUp() {
5279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez    srand(5);
530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    scoped_ptr<LinearLeastSquaresProblem> problem(
540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong        CreateLinearLeastSquaresProblemFromId(2));
550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    CHECK_NOTNULL(problem.get());
560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    A_.reset(problem->A.release());
570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    num_cols_ = A_->num_cols();
590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    num_rows_ = A_->num_rows();
600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    num_eliminate_blocks_ = problem->num_eliminate_blocks;
6179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez    LinearSolver::Options options;
6279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez    options.elimination_groups.push_back(num_eliminate_blocks_);
6379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez    pmv_.reset(PartitionedMatrixViewBase::Create(
6479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez                   options,
6579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez                   *down_cast<BlockSparseMatrix*>(A_.get())));
660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_rows_;
690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_cols_;
700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  int num_eliminate_blocks_;
710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  scoped_ptr<SparseMatrix> A_;
7279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  scoped_ptr<PartitionedMatrixViewBase> pmv_;
730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong};
740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST_F(PartitionedMatrixViewTest, DimensionsTest) {
7679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  EXPECT_EQ(pmv_->num_col_blocks_e(), num_eliminate_blocks_);
7779397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  EXPECT_EQ(pmv_->num_col_blocks_f(), num_cols_ - num_eliminate_blocks_);
7879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  EXPECT_EQ(pmv_->num_cols_e(), num_eliminate_blocks_);
7979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  EXPECT_EQ(pmv_->num_cols_f(), num_cols_ - num_eliminate_blocks_);
8079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  EXPECT_EQ(pmv_->num_cols(), A_->num_cols());
8179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  EXPECT_EQ(pmv_->num_rows(), A_->num_rows());
820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST_F(PartitionedMatrixViewTest, RightMultiplyE) {
8579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  Vector x1(pmv_->num_cols_e());
8679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  Vector x2(pmv_->num_cols());
870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  x2.setZero();
880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
8979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  for (int i = 0; i < pmv_->num_cols_e(); ++i) {
900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    x1(i) = x2(i) = RandDouble();
910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
9379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  Vector y1 = Vector::Zero(pmv_->num_rows());
9479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  pmv_->RightMultiplyE(x1.data(), y1.data());
950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
9679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  Vector y2 = Vector::Zero(pmv_->num_rows());
970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  A_->RightMultiply(x2.data(), y2.data());
980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
9979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  for (int i = 0; i < pmv_->num_rows(); ++i) {
1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    EXPECT_NEAR(y1(i), y2(i), kEpsilon);
1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
1030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST_F(PartitionedMatrixViewTest, RightMultiplyF) {
10579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  Vector x1(pmv_->num_cols_f());
10679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  Vector x2 = Vector::Zero(pmv_->num_cols());
1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
10879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  for (int i = 0; i < pmv_->num_cols_f(); ++i) {
1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    x1(i) = RandDouble();
11079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez    x2(i + pmv_->num_cols_e()) = x1(i);
1110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
1120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
11379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  Vector y1 = Vector::Zero(pmv_->num_rows());
11479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  pmv_->RightMultiplyF(x1.data(), y1.data());
1150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
11679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  Vector y2 = Vector::Zero(pmv_->num_rows());
1170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  A_->RightMultiply(x2.data(), y2.data());
1180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
11979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  for (int i = 0; i < pmv_->num_rows(); ++i) {
1200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    EXPECT_NEAR(y1(i), y2(i), kEpsilon);
1210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
1220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
1230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST_F(PartitionedMatrixViewTest, LeftMultiply) {
12579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  Vector x = Vector::Zero(pmv_->num_rows());
12679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  for (int i = 0; i < pmv_->num_rows(); ++i) {
1270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    x(i) = RandDouble();
1280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
1290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
13079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  Vector y = Vector::Zero(pmv_->num_cols());
13179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  Vector y1 = Vector::Zero(pmv_->num_cols_e());
13279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  Vector y2 = Vector::Zero(pmv_->num_cols_f());
1330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  A_->LeftMultiply(x.data(), y.data());
13579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  pmv_->LeftMultiplyE(x.data(), y1.data());
13679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  pmv_->LeftMultiplyF(x.data(), y2.data());
1370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
13879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez  for (int i = 0; i < pmv_->num_cols(); ++i) {
1390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    EXPECT_NEAR(y(i),
14079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez                (i < pmv_->num_cols_e()) ? y1(i) : y2(i - pmv_->num_cols_e()),
1410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                kEpsilon);
1420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
1430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
1440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST_F(PartitionedMatrixViewTest, BlockDiagonalEtE) {
1460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  scoped_ptr<BlockSparseMatrix>
14779397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez      block_diagonal_ee(pmv_->CreateBlockDiagonalEtE());
1480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  const CompressedRowBlockStructure* bs  = block_diagonal_ee->block_structure();
1490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ(block_diagonal_ee->num_rows(), 2);
1510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ(block_diagonal_ee->num_cols(), 2);
1520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ(bs->cols.size(), 2);
1530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ(bs->rows.size(), 2);
1540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_NEAR(block_diagonal_ee->values()[0], 10.0, kEpsilon);
1560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_NEAR(block_diagonal_ee->values()[1], 155.0, kEpsilon);
1570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
1580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST_F(PartitionedMatrixViewTest, BlockDiagonalFtF) {
1600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  scoped_ptr<BlockSparseMatrix>
16179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez      block_diagonal_ff(pmv_->CreateBlockDiagonalFtF());
1620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  const CompressedRowBlockStructure* bs  = block_diagonal_ff->block_structure();
1630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ(block_diagonal_ff->num_rows(), 3);
1650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ(block_diagonal_ff->num_cols(), 3);
1660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ(bs->cols.size(), 3);
1670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ(bs->rows.size(), 3);
1680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_NEAR(block_diagonal_ff->values()[0], 70.0, kEpsilon);
1690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_NEAR(block_diagonal_ff->values()[1], 17.0, kEpsilon);
1700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_NEAR(block_diagonal_ff->values()[2], 37.0, kEpsilon);
1710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
1720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace internal
1740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace ceres
175