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: fredp@google.com (Fred Pighin) 300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Tests for linear solvers that solve symmetric linear systems. Some 320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// of this code is inhertited from Fred Pighin's code for testing the 330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// old Conjugate Gradients solver. 340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// TODO(sameeragarwal): More comprehensive testing with larger and 360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// more badly conditioned problem. 370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "gtest/gtest.h" 390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/conjugate_gradients_solver.h" 400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/linear_solver.h" 410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/triplet_sparse_matrix.h" 420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/eigen.h" 430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/scoped_ptr.h" 440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/types.h" 450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres { 470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal { 480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST(ConjugateGradientTest, Solves3x3IdentitySystem) { 500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double diagonal[] = { 1.0, 1.0, 1.0 }; 510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong scoped_ptr<TripletSparseMatrix> 520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong A(TripletSparseMatrix::CreateSparseDiagonalMatrix(diagonal, 3)); 530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Vector b(3); 540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Vector x(3); 550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong b(0) = 1.0; 570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong b(1) = 2.0; 580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong b(2) = 3.0; 590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong x(0) = 1; 610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong x(1) = 1; 620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong x(2) = 1; 630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LinearSolver::Options options; 650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong options.max_num_iterations = 10; 660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LinearSolver::PerSolveOptions per_solve_options; 680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong per_solve_options.r_tolerance = 1e-9; 690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ConjugateGradientsSolver solver(options); 710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LinearSolver::Summary summary = 720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong solver.Solve(A.get(), b.data(), per_solve_options, x.data()); 730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 7479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez EXPECT_EQ(summary.termination_type, LINEAR_SOLVER_SUCCESS); 750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ASSERT_EQ(summary.num_iterations, 1); 760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ASSERT_DOUBLE_EQ(1, x(0)); 780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ASSERT_DOUBLE_EQ(2, x(1)); 790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ASSERT_DOUBLE_EQ(3, x(2)); 800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST(ConjuateGradientTest, Solves3x3SymmetricSystem) { 840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong scoped_ptr<TripletSparseMatrix> A(new TripletSparseMatrix(3, 3, 9)); 850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Vector b(3); 860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Vector x(3); 870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // | 2 -1 0| 890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // A = |-1 2 -1| is symmetric positive definite. 900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // | 0 -1 2| 910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int* Ai = A->mutable_rows(); 920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int* Aj = A->mutable_cols(); 930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* Ax = A->mutable_values(); 940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int counter = 0; 950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int i = 0; i < 3; ++i) { 960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int j = 0; j < 3; ++j) { 970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Ai[counter] = i; 980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Aj[counter] = j; 990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ++counter; 1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Ax[0] = 2.; 1030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Ax[1] = -1.; 1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Ax[2] = 0; 1050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Ax[3] = -1.; 1060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Ax[4] = 2; 1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Ax[5] = -1; 1080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Ax[6] = 0; 1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Ax[7] = -1; 1100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Ax[8] = 2; 1110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong A->set_num_nonzeros(9); 1120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong b(0) = -1; 1140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong b(1) = 0; 1150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong b(2) = 3; 1160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong x(0) = 1; 1180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong x(1) = 1; 1190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong x(2) = 1; 1200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LinearSolver::Options options; 1220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong options.max_num_iterations = 10; 1230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LinearSolver::PerSolveOptions per_solve_options; 1250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong per_solve_options.r_tolerance = 1e-9; 1260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ConjugateGradientsSolver solver(options); 1280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LinearSolver::Summary summary = 1290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong solver.Solve(A.get(), b.data(), per_solve_options, x.data()); 1300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 13179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez EXPECT_EQ(summary.termination_type, LINEAR_SOLVER_SUCCESS); 1320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ASSERT_DOUBLE_EQ(0, x(0)); 1340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ASSERT_DOUBLE_EQ(1, x(1)); 1350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ASSERT_DOUBLE_EQ(2, x(2)); 1360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 1370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace internal 1390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace ceres 140