133 lines
4.8 KiB
C++
133 lines
4.8 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: sameeragarwal@google.com (Sameer Agarwal)
|
|
//
|
|
// TODO(sameeragarwal): Add support for larger, more complicated and
|
|
// poorly conditioned problems both for correctness testing as well as
|
|
// benchmarking.
|
|
|
|
#include "ceres/iterative_schur_complement_solver.h"
|
|
|
|
#include <cstddef>
|
|
#include "Eigen/Dense"
|
|
#include "ceres/block_random_access_dense_matrix.h"
|
|
#include "ceres/block_sparse_matrix.h"
|
|
#include "ceres/casts.h"
|
|
#include "ceres/internal/eigen.h"
|
|
#include "ceres/internal/scoped_ptr.h"
|
|
#include "ceres/linear_least_squares_problems.h"
|
|
#include "ceres/linear_solver.h"
|
|
#include "ceres/schur_eliminator.h"
|
|
#include "ceres/triplet_sparse_matrix.h"
|
|
#include "ceres/types.h"
|
|
#include "glog/logging.h"
|
|
#include "gtest/gtest.h"
|
|
|
|
namespace ceres {
|
|
namespace internal {
|
|
|
|
using testing::AssertionResult;
|
|
|
|
const double kEpsilon = 1e-14;
|
|
|
|
class IterativeSchurComplementSolverTest : public ::testing::Test {
|
|
protected :
|
|
void SetUpProblem(int problem_id) {
|
|
scoped_ptr<LinearLeastSquaresProblem> problem(
|
|
CreateLinearLeastSquaresProblemFromId(problem_id));
|
|
|
|
CHECK_NOTNULL(problem.get());
|
|
A_.reset(down_cast<BlockSparseMatrix*>(problem->A.release()));
|
|
b_.reset(problem->b.release());
|
|
D_.reset(problem->D.release());
|
|
|
|
num_cols_ = A_->num_cols();
|
|
num_rows_ = A_->num_rows();
|
|
num_eliminate_blocks_ = problem->num_eliminate_blocks;
|
|
}
|
|
|
|
AssertionResult TestSolver(double* D) {
|
|
TripletSparseMatrix triplet_A(A_->num_rows(),
|
|
A_->num_cols(),
|
|
A_->num_nonzeros());
|
|
A_->ToTripletSparseMatrix(&triplet_A);
|
|
|
|
DenseSparseMatrix dense_A(triplet_A);
|
|
|
|
LinearSolver::Options options;
|
|
options.type = DENSE_QR;
|
|
scoped_ptr<LinearSolver> qr(LinearSolver::Create(options));
|
|
|
|
LinearSolver::PerSolveOptions per_solve_options;
|
|
per_solve_options.D = D;
|
|
Vector reference_solution(num_cols_);
|
|
qr->Solve(&dense_A, b_.get(), per_solve_options, reference_solution.data());
|
|
|
|
options.elimination_groups.push_back(num_eliminate_blocks_);
|
|
options.elimination_groups.push_back(0);
|
|
options.max_num_iterations = num_cols_;
|
|
options.preconditioner_type = SCHUR_JACOBI;
|
|
IterativeSchurComplementSolver isc(options);
|
|
|
|
Vector isc_sol(num_cols_);
|
|
per_solve_options.r_tolerance = 1e-12;
|
|
isc.Solve(A_.get(), b_.get(), per_solve_options, isc_sol.data());
|
|
double diff = (isc_sol - reference_solution).norm();
|
|
if (diff < kEpsilon) {
|
|
return testing::AssertionSuccess();
|
|
} else {
|
|
return testing::AssertionFailure()
|
|
<< "The reference solution differs from the ITERATIVE_SCHUR"
|
|
<< " solution by " << diff << " which is more than " << kEpsilon;
|
|
}
|
|
}
|
|
|
|
int num_rows_;
|
|
int num_cols_;
|
|
int num_eliminate_blocks_;
|
|
scoped_ptr<BlockSparseMatrix> A_;
|
|
scoped_array<double> b_;
|
|
scoped_array<double> D_;
|
|
};
|
|
|
|
TEST_F(IterativeSchurComplementSolverTest, NormalProblem) {
|
|
SetUpProblem(2);
|
|
EXPECT_TRUE(TestSolver(NULL));
|
|
EXPECT_TRUE(TestSolver(D_.get()));
|
|
}
|
|
|
|
TEST_F(IterativeSchurComplementSolverTest, ProblemWithNoFBlocks) {
|
|
SetUpProblem(3);
|
|
EXPECT_TRUE(TestSolver(NULL));
|
|
EXPECT_TRUE(TestSolver(D_.get()));
|
|
}
|
|
|
|
} // namespace internal
|
|
} // namespace ceres
|