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 // TODO(sameeragarwal): Add support for larger, more complicated and 32 // poorly conditioned problems both for correctness testing as well as 33 // benchmarking. 34 35 #include "ceres/iterative_schur_complement_solver.h" 36 37 #include <cstddef> 38 #include "Eigen/Dense" 39 #include "ceres/block_random_access_dense_matrix.h" 40 #include "ceres/block_sparse_matrix.h" 41 #include "ceres/casts.h" 42 #include "ceres/internal/eigen.h" 43 #include "ceres/internal/scoped_ptr.h" 44 #include "ceres/linear_least_squares_problems.h" 45 #include "ceres/linear_solver.h" 46 #include "ceres/schur_eliminator.h" 47 #include "ceres/triplet_sparse_matrix.h" 48 #include "ceres/types.h" 49 #include "glog/logging.h" 50 #include "gtest/gtest.h" 51 52 namespace ceres { 53 namespace internal { 54 55 using testing::AssertionResult; 56 57 const double kEpsilon = 1e-14; 58 59 class IterativeSchurComplementSolverTest : public ::testing::Test { 60 protected : 61 void SetUpProblem(int problem_id) { 62 scoped_ptr<LinearLeastSquaresProblem> problem( 63 CreateLinearLeastSquaresProblemFromId(problem_id)); 64 65 CHECK_NOTNULL(problem.get()); 66 A_.reset(down_cast<BlockSparseMatrix*>(problem->A.release())); 67 b_.reset(problem->b.release()); 68 D_.reset(problem->D.release()); 69 70 num_cols_ = A_->num_cols(); 71 num_rows_ = A_->num_rows(); 72 num_eliminate_blocks_ = problem->num_eliminate_blocks; 73 } 74 75 AssertionResult TestSolver(double* D) { 76 TripletSparseMatrix triplet_A(A_->num_rows(), 77 A_->num_cols(), 78 A_->num_nonzeros()); 79 A_->ToTripletSparseMatrix(&triplet_A); 80 81 DenseSparseMatrix dense_A(triplet_A); 82 83 LinearSolver::Options options; 84 options.type = DENSE_QR; 85 scoped_ptr<LinearSolver> qr(LinearSolver::Create(options)); 86 87 LinearSolver::PerSolveOptions per_solve_options; 88 per_solve_options.D = D; 89 Vector reference_solution(num_cols_); 90 qr->Solve(&dense_A, b_.get(), per_solve_options, reference_solution.data()); 91 92 options.elimination_groups.push_back(num_eliminate_blocks_); 93 options.elimination_groups.push_back(0); 94 options.max_num_iterations = num_cols_; 95 options.preconditioner_type = SCHUR_JACOBI; 96 IterativeSchurComplementSolver isc(options); 97 98 Vector isc_sol(num_cols_); 99 per_solve_options.r_tolerance = 1e-12; 100 isc.Solve(A_.get(), b_.get(), per_solve_options, isc_sol.data()); 101 double diff = (isc_sol - reference_solution).norm(); 102 if (diff < kEpsilon) { 103 return testing::AssertionSuccess(); 104 } else { 105 return testing::AssertionFailure() 106 << "The reference solution differs from the ITERATIVE_SCHUR" 107 << " solution by " << diff << " which is more than " << kEpsilon; 108 } 109 } 110 111 int num_rows_; 112 int num_cols_; 113 int num_eliminate_blocks_; 114 scoped_ptr<BlockSparseMatrix> A_; 115 scoped_array<double> b_; 116 scoped_array<double> D_; 117 }; 118 119 TEST_F(IterativeSchurComplementSolverTest, NormalProblem) { 120 SetUpProblem(2); 121 EXPECT_TRUE(TestSolver(NULL)); 122 EXPECT_TRUE(TestSolver(D_.get())); 123 } 124 125 TEST_F(IterativeSchurComplementSolverTest, ProblemWithNoFBlocks) { 126 SetUpProblem(3); 127 EXPECT_TRUE(TestSolver(NULL)); 128 EXPECT_TRUE(TestSolver(D_.get())); 129 } 130 131 } // namespace internal 132 } // namespace ceres 133
