140 lines
4.2 KiB
C++
140 lines
4.2 KiB
C++
// 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: fredp@google.com (Fred Pighin)
|
|
//
|
|
// Tests for linear solvers that solve symmetric linear systems. Some
|
|
// of this code is inhertited from Fred Pighin's code for testing the
|
|
// old Conjugate Gradients solver.
|
|
//
|
|
// TODO(sameeragarwal): More comprehensive testing with larger and
|
|
// more badly conditioned problem.
|
|
|
|
#include "gtest/gtest.h"
|
|
#include "ceres/conjugate_gradients_solver.h"
|
|
#include "ceres/linear_solver.h"
|
|
#include "ceres/triplet_sparse_matrix.h"
|
|
#include "ceres/internal/eigen.h"
|
|
#include "ceres/internal/scoped_ptr.h"
|
|
#include "ceres/types.h"
|
|
|
|
namespace ceres {
|
|
namespace internal {
|
|
|
|
TEST(ConjugateGradientTest, Solves3x3IdentitySystem) {
|
|
double diagonal[] = { 1.0, 1.0, 1.0 };
|
|
scoped_ptr<TripletSparseMatrix>
|
|
A(TripletSparseMatrix::CreateSparseDiagonalMatrix(diagonal, 3));
|
|
Vector b(3);
|
|
Vector x(3);
|
|
|
|
b(0) = 1.0;
|
|
b(1) = 2.0;
|
|
b(2) = 3.0;
|
|
|
|
x(0) = 1;
|
|
x(1) = 1;
|
|
x(2) = 1;
|
|
|
|
LinearSolver::Options options;
|
|
options.max_num_iterations = 10;
|
|
|
|
LinearSolver::PerSolveOptions per_solve_options;
|
|
per_solve_options.r_tolerance = 1e-9;
|
|
|
|
ConjugateGradientsSolver solver(options);
|
|
LinearSolver::Summary summary =
|
|
solver.Solve(A.get(), b.data(), per_solve_options, x.data());
|
|
|
|
EXPECT_EQ(summary.termination_type, LINEAR_SOLVER_SUCCESS);
|
|
ASSERT_EQ(summary.num_iterations, 1);
|
|
|
|
ASSERT_DOUBLE_EQ(1, x(0));
|
|
ASSERT_DOUBLE_EQ(2, x(1));
|
|
ASSERT_DOUBLE_EQ(3, x(2));
|
|
}
|
|
|
|
|
|
TEST(ConjuateGradientTest, Solves3x3SymmetricSystem) {
|
|
scoped_ptr<TripletSparseMatrix> A(new TripletSparseMatrix(3, 3, 9));
|
|
Vector b(3);
|
|
Vector x(3);
|
|
|
|
// | 2 -1 0|
|
|
// A = |-1 2 -1| is symmetric positive definite.
|
|
// | 0 -1 2|
|
|
int* Ai = A->mutable_rows();
|
|
int* Aj = A->mutable_cols();
|
|
double* Ax = A->mutable_values();
|
|
int counter = 0;
|
|
for (int i = 0; i < 3; ++i) {
|
|
for (int j = 0; j < 3; ++j) {
|
|
Ai[counter] = i;
|
|
Aj[counter] = j;
|
|
++counter;
|
|
}
|
|
}
|
|
Ax[0] = 2.;
|
|
Ax[1] = -1.;
|
|
Ax[2] = 0;
|
|
Ax[3] = -1.;
|
|
Ax[4] = 2;
|
|
Ax[5] = -1;
|
|
Ax[6] = 0;
|
|
Ax[7] = -1;
|
|
Ax[8] = 2;
|
|
A->set_num_nonzeros(9);
|
|
|
|
b(0) = -1;
|
|
b(1) = 0;
|
|
b(2) = 3;
|
|
|
|
x(0) = 1;
|
|
x(1) = 1;
|
|
x(2) = 1;
|
|
|
|
LinearSolver::Options options;
|
|
options.max_num_iterations = 10;
|
|
|
|
LinearSolver::PerSolveOptions per_solve_options;
|
|
per_solve_options.r_tolerance = 1e-9;
|
|
|
|
ConjugateGradientsSolver solver(options);
|
|
LinearSolver::Summary summary =
|
|
solver.Solve(A.get(), b.data(), per_solve_options, x.data());
|
|
|
|
EXPECT_EQ(summary.termination_type, LINEAR_SOLVER_SUCCESS);
|
|
|
|
ASSERT_DOUBLE_EQ(0, x(0));
|
|
ASSERT_DOUBLE_EQ(1, x(1));
|
|
ASSERT_DOUBLE_EQ(2, x(2));
|
|
}
|
|
|
|
} // namespace internal
|
|
} // namespace ceres
|