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