229 lines
8.7 KiB
C++
229 lines
8.7 KiB
C++
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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#include <cstddef>
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#include "ceres/block_sparse_matrix.h"
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#include "ceres/block_structure.h"
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#include "ceres/casts.h"
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#include "ceres/detect_structure.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/linear_least_squares_problems.h"
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#include "ceres/linear_solver.h"
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#include "ceres/schur_complement_solver.h"
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#include "ceres/triplet_sparse_matrix.h"
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#include "ceres/types.h"
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#include "glog/logging.h"
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#include "gtest/gtest.h"
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namespace ceres {
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namespace internal {
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class SchurComplementSolverTest : public ::testing::Test {
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protected:
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void SetUpFromProblemId(int problem_id) {
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scoped_ptr<LinearLeastSquaresProblem> problem(
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CreateLinearLeastSquaresProblemFromId(problem_id));
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CHECK_NOTNULL(problem.get());
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A.reset(down_cast<BlockSparseMatrix*>(problem->A.release()));
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b.reset(problem->b.release());
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D.reset(problem->D.release());
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num_cols = A->num_cols();
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num_rows = A->num_rows();
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num_eliminate_blocks = problem->num_eliminate_blocks;
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x.resize(num_cols);
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sol.resize(num_cols);
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sol_d.resize(num_cols);
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LinearSolver::Options options;
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options.type = DENSE_QR;
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scoped_ptr<LinearSolver> qr(LinearSolver::Create(options));
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TripletSparseMatrix triplet_A(A->num_rows(),
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A->num_cols(),
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A->num_nonzeros());
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A->ToTripletSparseMatrix(&triplet_A);
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// Gold standard solutions using dense QR factorization.
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DenseSparseMatrix dense_A(triplet_A);
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qr->Solve(&dense_A, b.get(), LinearSolver::PerSolveOptions(), sol.data());
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// Gold standard solution with appended diagonal.
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LinearSolver::PerSolveOptions per_solve_options;
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per_solve_options.D = D.get();
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qr->Solve(&dense_A, b.get(), per_solve_options, sol_d.data());
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}
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void ComputeAndCompareSolutions(
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int problem_id,
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bool regularization,
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ceres::LinearSolverType linear_solver_type,
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ceres::DenseLinearAlgebraLibraryType dense_linear_algebra_library_type,
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ceres::SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type,
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bool use_postordering) {
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SetUpFromProblemId(problem_id);
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LinearSolver::Options options;
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options.elimination_groups.push_back(num_eliminate_blocks);
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options.elimination_groups.push_back(
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A->block_structure()->cols.size() - num_eliminate_blocks);
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options.type = linear_solver_type;
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options.dense_linear_algebra_library_type =
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dense_linear_algebra_library_type;
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options.sparse_linear_algebra_library_type =
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sparse_linear_algebra_library_type;
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options.use_postordering = use_postordering;
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DetectStructure(*A->block_structure(),
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num_eliminate_blocks,
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&options.row_block_size,
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&options.e_block_size,
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&options.f_block_size);
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scoped_ptr<LinearSolver> solver(LinearSolver::Create(options));
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LinearSolver::PerSolveOptions per_solve_options;
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LinearSolver::Summary summary;
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if (regularization) {
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per_solve_options.D = D.get();
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}
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summary = solver->Solve(A.get(), b.get(), per_solve_options, x.data());
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EXPECT_EQ(summary.termination_type, LINEAR_SOLVER_SUCCESS);
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if (regularization) {
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ASSERT_NEAR((sol_d - x).norm() / num_cols, 0, 1e-10)
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<< "Expected solution: " << sol_d.transpose()
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<< " Actual solution: " << x.transpose();
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} else {
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ASSERT_NEAR((sol - x).norm() / num_cols, 0, 1e-10)
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<< "Expected solution: " << sol.transpose()
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<< " Actual solution: " << x.transpose();
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}
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}
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int num_rows;
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int num_cols;
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int num_eliminate_blocks;
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scoped_ptr<BlockSparseMatrix> A;
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scoped_array<double> b;
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scoped_array<double> D;
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Vector x;
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Vector sol;
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Vector sol_d;
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};
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TEST_F(SchurComplementSolverTest, EigenBasedDenseSchurWithSmallProblem) {
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ComputeAndCompareSolutions(2, false, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
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ComputeAndCompareSolutions(2, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
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}
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TEST_F(SchurComplementSolverTest, EigenBasedDenseSchurWithLargeProblem) {
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ComputeAndCompareSolutions(3, false, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
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ComputeAndCompareSolutions(3, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
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}
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TEST_F(SchurComplementSolverTest, EigenBasedDenseSchurWithVaryingFBlockSize) {
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ComputeAndCompareSolutions(4, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
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}
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#ifndef CERES_NO_LAPACK
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TEST_F(SchurComplementSolverTest, LAPACKBasedDenseSchurWithSmallProblem) {
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ComputeAndCompareSolutions(2, false, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true);
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ComputeAndCompareSolutions(2, true, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true);
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}
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TEST_F(SchurComplementSolverTest, LAPACKBasedDenseSchurWithLargeProblem) {
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ComputeAndCompareSolutions(3, false, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true);
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ComputeAndCompareSolutions(3, true, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true);
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}
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#endif
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#ifndef CERES_NO_SUITESPARSE
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TEST_F(SchurComplementSolverTest,
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SparseSchurWithSuiteSparseSmallProblemNoPostOrdering) {
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ComputeAndCompareSolutions(
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2, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false);
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ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false);
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}
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TEST_F(SchurComplementSolverTest,
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SparseSchurWithSuiteSparseSmallProblemPostOrdering) {
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ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true);
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ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true);
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}
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TEST_F(SchurComplementSolverTest,
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SparseSchurWithSuiteSparseLargeProblemNoPostOrdering) {
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ComputeAndCompareSolutions(
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3, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false);
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ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false);
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}
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TEST_F(SchurComplementSolverTest,
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SparseSchurWithSuiteSparseLargeProblemPostOrdering) {
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ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true);
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ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true);
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}
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#endif // CERES_NO_SUITESPARSE
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#ifndef CERES_NO_CXSPARSE
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TEST_F(SchurComplementSolverTest,
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SparseSchurWithCXSparseSmallProblem) {
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ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, EIGEN, CX_SPARSE, true);
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ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, CX_SPARSE, true);
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}
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TEST_F(SchurComplementSolverTest,
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SparseSchurWithCXSparseLargeProblem) {
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ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, EIGEN, CX_SPARSE, true);
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ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, CX_SPARSE, true);
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}
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#endif // CERES_NO_CXSPARSE
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#ifdef CERES_USE_EIGEN_SPARSE
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TEST_F(SchurComplementSolverTest,
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SparseSchurWithEigenSparseSmallProblem) {
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ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, true);
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ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, true);
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}
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TEST_F(SchurComplementSolverTest,
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SparseSchurWithEigenSparseLargeProblem) {
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ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, true);
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ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, true);
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}
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#endif // CERES_USE_EIGEN_SPARSE
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} // namespace internal
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} // namespace ceres
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