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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/partitioned_matrix_view.h"
     32 
     33 #include <vector>
     34 #include "ceres/block_structure.h"
     35 #include "ceres/casts.h"
     36 #include "ceres/internal/eigen.h"
     37 #include "ceres/internal/scoped_ptr.h"
     38 #include "ceres/linear_least_squares_problems.h"
     39 #include "ceres/random.h"
     40 #include "ceres/sparse_matrix.h"
     41 #include "glog/logging.h"
     42 #include "gtest/gtest.h"
     43 
     44 namespace ceres {
     45 namespace internal {
     46 
     47 const double kEpsilon = 1e-14;
     48 
     49 class PartitionedMatrixViewTest : public ::testing::Test {
     50  protected :
     51   virtual void SetUp() {
     52     srand(5);
     53     scoped_ptr<LinearLeastSquaresProblem> problem(
     54         CreateLinearLeastSquaresProblemFromId(2));
     55     CHECK_NOTNULL(problem.get());
     56     A_.reset(problem->A.release());
     57 
     58     num_cols_ = A_->num_cols();
     59     num_rows_ = A_->num_rows();
     60     num_eliminate_blocks_ = problem->num_eliminate_blocks;
     61     LinearSolver::Options options;
     62     options.elimination_groups.push_back(num_eliminate_blocks_);
     63     pmv_.reset(PartitionedMatrixViewBase::Create(
     64                    options,
     65                    *down_cast<BlockSparseMatrix*>(A_.get())));
     66   }
     67 
     68   int num_rows_;
     69   int num_cols_;
     70   int num_eliminate_blocks_;
     71   scoped_ptr<SparseMatrix> A_;
     72   scoped_ptr<PartitionedMatrixViewBase> pmv_;
     73 };
     74 
     75 TEST_F(PartitionedMatrixViewTest, DimensionsTest) {
     76   EXPECT_EQ(pmv_->num_col_blocks_e(), num_eliminate_blocks_);
     77   EXPECT_EQ(pmv_->num_col_blocks_f(), num_cols_ - num_eliminate_blocks_);
     78   EXPECT_EQ(pmv_->num_cols_e(), num_eliminate_blocks_);
     79   EXPECT_EQ(pmv_->num_cols_f(), num_cols_ - num_eliminate_blocks_);
     80   EXPECT_EQ(pmv_->num_cols(), A_->num_cols());
     81   EXPECT_EQ(pmv_->num_rows(), A_->num_rows());
     82 }
     83 
     84 TEST_F(PartitionedMatrixViewTest, RightMultiplyE) {
     85   Vector x1(pmv_->num_cols_e());
     86   Vector x2(pmv_->num_cols());
     87   x2.setZero();
     88 
     89   for (int i = 0; i < pmv_->num_cols_e(); ++i) {
     90     x1(i) = x2(i) = RandDouble();
     91   }
     92 
     93   Vector y1 = Vector::Zero(pmv_->num_rows());
     94   pmv_->RightMultiplyE(x1.data(), y1.data());
     95 
     96   Vector y2 = Vector::Zero(pmv_->num_rows());
     97   A_->RightMultiply(x2.data(), y2.data());
     98 
     99   for (int i = 0; i < pmv_->num_rows(); ++i) {
    100     EXPECT_NEAR(y1(i), y2(i), kEpsilon);
    101   }
    102 }
    103 
    104 TEST_F(PartitionedMatrixViewTest, RightMultiplyF) {
    105   Vector x1(pmv_->num_cols_f());
    106   Vector x2 = Vector::Zero(pmv_->num_cols());
    107 
    108   for (int i = 0; i < pmv_->num_cols_f(); ++i) {
    109     x1(i) = RandDouble();
    110     x2(i + pmv_->num_cols_e()) = x1(i);
    111   }
    112 
    113   Vector y1 = Vector::Zero(pmv_->num_rows());
    114   pmv_->RightMultiplyF(x1.data(), y1.data());
    115 
    116   Vector y2 = Vector::Zero(pmv_->num_rows());
    117   A_->RightMultiply(x2.data(), y2.data());
    118 
    119   for (int i = 0; i < pmv_->num_rows(); ++i) {
    120     EXPECT_NEAR(y1(i), y2(i), kEpsilon);
    121   }
    122 }
    123 
    124 TEST_F(PartitionedMatrixViewTest, LeftMultiply) {
    125   Vector x = Vector::Zero(pmv_->num_rows());
    126   for (int i = 0; i < pmv_->num_rows(); ++i) {
    127     x(i) = RandDouble();
    128   }
    129 
    130   Vector y = Vector::Zero(pmv_->num_cols());
    131   Vector y1 = Vector::Zero(pmv_->num_cols_e());
    132   Vector y2 = Vector::Zero(pmv_->num_cols_f());
    133 
    134   A_->LeftMultiply(x.data(), y.data());
    135   pmv_->LeftMultiplyE(x.data(), y1.data());
    136   pmv_->LeftMultiplyF(x.data(), y2.data());
    137 
    138   for (int i = 0; i < pmv_->num_cols(); ++i) {
    139     EXPECT_NEAR(y(i),
    140                 (i < pmv_->num_cols_e()) ? y1(i) : y2(i - pmv_->num_cols_e()),
    141                 kEpsilon);
    142   }
    143 }
    144 
    145 TEST_F(PartitionedMatrixViewTest, BlockDiagonalEtE) {
    146   scoped_ptr<BlockSparseMatrix>
    147       block_diagonal_ee(pmv_->CreateBlockDiagonalEtE());
    148   const CompressedRowBlockStructure* bs  = block_diagonal_ee->block_structure();
    149 
    150   EXPECT_EQ(block_diagonal_ee->num_rows(), 2);
    151   EXPECT_EQ(block_diagonal_ee->num_cols(), 2);
    152   EXPECT_EQ(bs->cols.size(), 2);
    153   EXPECT_EQ(bs->rows.size(), 2);
    154 
    155   EXPECT_NEAR(block_diagonal_ee->values()[0], 10.0, kEpsilon);
    156   EXPECT_NEAR(block_diagonal_ee->values()[1], 155.0, kEpsilon);
    157 }
    158 
    159 TEST_F(PartitionedMatrixViewTest, BlockDiagonalFtF) {
    160   scoped_ptr<BlockSparseMatrix>
    161       block_diagonal_ff(pmv_->CreateBlockDiagonalFtF());
    162   const CompressedRowBlockStructure* bs  = block_diagonal_ff->block_structure();
    163 
    164   EXPECT_EQ(block_diagonal_ff->num_rows(), 3);
    165   EXPECT_EQ(block_diagonal_ff->num_cols(), 3);
    166   EXPECT_EQ(bs->cols.size(), 3);
    167   EXPECT_EQ(bs->rows.size(), 3);
    168   EXPECT_NEAR(block_diagonal_ff->values()[0], 70.0, kEpsilon);
    169   EXPECT_NEAR(block_diagonal_ff->values()[1], 17.0, kEpsilon);
    170   EXPECT_NEAR(block_diagonal_ff->values()[2], 37.0, kEpsilon);
    171 }
    172 
    173 }  // namespace internal
    174 }  // namespace ceres
    175