// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2015 Google Inc. All rights reserved. // http://ceres-solver.org/ // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions in binary form must reproduce the above copyright notice, // this list of conditions and the following disclaimer in the documentation // and/or other materials provided with the distribution. // * Neither the name of Google Inc. nor the names of its contributors may be // used to endorse or promote products derived from this software without // specific prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE // POSSIBILITY OF SUCH DAMAGE. // // Author: sameeragarwal@google.com (Sameer Agarwal) #include "ceres/block_jacobi_preconditioner.h" #include #include "ceres/block_random_access_diagonal_matrix.h" #include "ceres/linear_least_squares_problems.h" #include "ceres/block_sparse_matrix.h" #include "ceres/internal/scoped_ptr.h" #include "gtest/gtest.h" #include "Eigen/Dense" namespace ceres { namespace internal { class BlockJacobiPreconditionerTest : public ::testing::Test { protected: void SetUpFromProblemId(int problem_id) { scoped_ptr problem( CreateLinearLeastSquaresProblemFromId(problem_id)); CHECK_NOTNULL(problem.get()); A.reset(down_cast(problem->A.release())); D.reset(problem->D.release()); Matrix dense_a; A->ToDenseMatrix(&dense_a); dense_ata = dense_a.transpose() * dense_a; dense_ata += VectorRef(D.get(), A->num_cols()) .array().square().matrix().asDiagonal(); } void VerifyDiagonalBlocks(const int problem_id) { SetUpFromProblemId(problem_id); BlockJacobiPreconditioner pre(*A); pre.Update(*A, D.get()); BlockRandomAccessDiagonalMatrix* m = const_cast(&pre.matrix()); EXPECT_EQ(m->num_rows(), A->num_cols()); EXPECT_EQ(m->num_cols(), A->num_cols()); const CompressedRowBlockStructure* bs = A->block_structure(); for (int i = 0; i < bs->cols.size(); ++i) { const int block_size = bs->cols[i].size; int r, c, row_stride, col_stride; CellInfo* cell_info = m->GetCell(i, i, &r, &c, &row_stride, &col_stride); MatrixRef m(cell_info->values, row_stride, col_stride); Matrix actual_block_inverse = m.block(r, c, block_size, block_size); Matrix expected_block = dense_ata.block(bs->cols[i].position, bs->cols[i].position, block_size, block_size); const double residual = (actual_block_inverse * expected_block - Matrix::Identity(block_size, block_size)).norm(); EXPECT_NEAR(residual, 0.0, 1e-12) << "Block: " << i; } } scoped_ptr A; scoped_array D; Matrix dense_ata; }; TEST_F(BlockJacobiPreconditionerTest, SmallProblem) { VerifyDiagonalBlocks(2); } TEST_F(BlockJacobiPreconditionerTest, LargeProblem) { VerifyDiagonalBlocks(3); } } // namespace internal } // namespace ceres