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      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 (at) google.com (Sameer Agarwal)
     30 
     31 #include "ceres/casts.h"
     32 #include "ceres/compressed_row_sparse_matrix.h"
     33 #include "ceres/internal/scoped_ptr.h"
     34 #include "ceres/linear_least_squares_problems.h"
     35 #include "ceres/linear_solver.h"
     36 #include "ceres/triplet_sparse_matrix.h"
     37 #include "ceres/types.h"
     38 #include "glog/logging.h"
     39 #include "gtest/gtest.h"
     40 
     41 
     42 namespace ceres {
     43 namespace internal {
     44 
     45 class UnsymmetricLinearSolverTest : public ::testing::Test {
     46  protected :
     47   virtual void SetUp() {
     48     scoped_ptr<LinearLeastSquaresProblem> problem(
     49         CreateLinearLeastSquaresProblemFromId(0));
     50 
     51     CHECK_NOTNULL(problem.get());
     52     A_.reset(down_cast<TripletSparseMatrix*>(problem->A.release()));
     53     b_.reset(problem->b.release());
     54     D_.reset(problem->D.release());
     55     sol_unregularized_.reset(problem->x.release());
     56     sol_regularized_.reset(problem->x_D.release());
     57   }
     58 
     59   void TestSolver(const LinearSolver::Options& options) {
     60     scoped_ptr<LinearSolver> solver(LinearSolver::Create(options));
     61 
     62     LinearSolver::PerSolveOptions per_solve_options;
     63     LinearSolver::Summary unregularized_solve_summary;
     64     LinearSolver::Summary regularized_solve_summary;
     65     Vector x_unregularized(A_->num_cols());
     66     Vector x_regularized(A_->num_cols());
     67 
     68     scoped_ptr<SparseMatrix> transformed_A;
     69 
     70     if (options.type == DENSE_QR ||
     71         options.type == DENSE_NORMAL_CHOLESKY) {
     72       transformed_A.reset(new DenseSparseMatrix(*A_));
     73     } else if (options.type == SPARSE_NORMAL_CHOLESKY) {
     74       CompressedRowSparseMatrix* crsm =  new CompressedRowSparseMatrix(*A_);
     75       // Add row/column blocks structure.
     76       for (int i = 0; i < A_->num_rows(); ++i) {
     77         crsm->mutable_row_blocks()->push_back(1);
     78       }
     79 
     80       for (int i = 0; i < A_->num_cols(); ++i) {
     81         crsm->mutable_col_blocks()->push_back(1);
     82       }
     83       transformed_A.reset(crsm);
     84     } else {
     85       LOG(FATAL) << "Unknown linear solver : " << options.type;
     86     }
     87     // Unregularized
     88     unregularized_solve_summary =
     89         solver->Solve(transformed_A.get(),
     90                       b_.get(),
     91                       per_solve_options,
     92                       x_unregularized.data());
     93 
     94     // Regularized solution
     95     per_solve_options.D = D_.get();
     96     regularized_solve_summary =
     97         solver->Solve(transformed_A.get(),
     98                       b_.get(),
     99                       per_solve_options,
    100                       x_regularized.data());
    101 
    102     EXPECT_EQ(unregularized_solve_summary.termination_type, TOLERANCE);
    103 
    104     for (int i = 0; i < A_->num_cols(); ++i) {
    105       EXPECT_NEAR(sol_unregularized_[i], x_unregularized[i], 1e-8);
    106     }
    107 
    108     EXPECT_EQ(regularized_solve_summary.termination_type, TOLERANCE);
    109     for (int i = 0; i < A_->num_cols(); ++i) {
    110       EXPECT_NEAR(sol_regularized_[i], x_regularized[i], 1e-8);
    111     }
    112   }
    113 
    114   scoped_ptr<TripletSparseMatrix> A_;
    115   scoped_array<double> b_;
    116   scoped_array<double> D_;
    117   scoped_array<double> sol_unregularized_;
    118   scoped_array<double> sol_regularized_;
    119 };
    120 
    121 TEST_F(UnsymmetricLinearSolverTest, EigenDenseQR) {
    122   LinearSolver::Options options;
    123   options.type = DENSE_QR;
    124   options.dense_linear_algebra_library_type = EIGEN;
    125   TestSolver(options);
    126 }
    127 
    128 TEST_F(UnsymmetricLinearSolverTest, EigenDenseNormalCholesky) {
    129   LinearSolver::Options options;
    130   options.dense_linear_algebra_library_type = EIGEN;
    131   options.type = DENSE_NORMAL_CHOLESKY;
    132   TestSolver(options);
    133 }
    134 
    135 #ifndef CERES_NO_LAPACK
    136 TEST_F(UnsymmetricLinearSolverTest, LAPACKDenseQR) {
    137   LinearSolver::Options options;
    138   options.type = DENSE_QR;
    139   options.dense_linear_algebra_library_type = LAPACK;
    140   TestSolver(options);
    141 }
    142 
    143 TEST_F(UnsymmetricLinearSolverTest, LAPACKDenseNormalCholesky) {
    144   LinearSolver::Options options;
    145   options.dense_linear_algebra_library_type = LAPACK;
    146   options.type = DENSE_NORMAL_CHOLESKY;
    147   TestSolver(options);
    148 }
    149 #endif
    150 
    151 #ifndef CERES_NO_SUITESPARSE
    152 TEST_F(UnsymmetricLinearSolverTest,
    153        SparseNormalCholeskyUsingSuiteSparsePreOrdering) {
    154   LinearSolver::Options options;
    155   options.sparse_linear_algebra_library_type = SUITE_SPARSE;
    156   options.type = SPARSE_NORMAL_CHOLESKY;
    157   options.use_postordering = false;
    158   TestSolver(options);
    159 }
    160 
    161 TEST_F(UnsymmetricLinearSolverTest,
    162        SparseNormalCholeskyUsingSuiteSparsePostOrdering) {
    163   LinearSolver::Options options;
    164   options.sparse_linear_algebra_library_type = SUITE_SPARSE;
    165   options.type = SPARSE_NORMAL_CHOLESKY;
    166   options.use_postordering = true;
    167   TestSolver(options);
    168 }
    169 #endif
    170 
    171 #ifndef CERES_NO_CXSPARSE
    172 TEST_F(UnsymmetricLinearSolverTest,
    173        SparseNormalCholeskyUsingCXSparsePreOrdering) {
    174   LinearSolver::Options options;
    175   options.sparse_linear_algebra_library_type = CX_SPARSE;
    176   options.type = SPARSE_NORMAL_CHOLESKY;
    177   options.use_postordering = false;
    178   TestSolver(options);
    179 }
    180 
    181 TEST_F(UnsymmetricLinearSolverTest,
    182        SparseNormalCholeskyUsingCXSparsePostOrdering) {
    183   LinearSolver::Options options;
    184   options.sparse_linear_algebra_library_type = CX_SPARSE;
    185   options.type = SPARSE_NORMAL_CHOLESKY;
    186   options.use_postordering = true;
    187   TestSolver(options);
    188 }
    189 #endif
    190 
    191 }  // namespace internal
    192 }  // namespace ceres
    193