1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2013 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
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24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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28 //
29 // Author: sameeragarwal@google.com (Sameer Agarwal)
30
31 #include <algorithm>
32 #include "ceres/compressed_col_sparse_matrix_utils.h"
33 #include "ceres/internal/port.h"
34 #include "ceres/suitesparse.h"
35 #include "ceres/triplet_sparse_matrix.h"
36 #include "glog/logging.h"
37 #include "gtest/gtest.h"
38
39 namespace ceres {
40 namespace internal {
41
TEST(_,BlockPermutationToScalarPermutation)42 TEST(_, BlockPermutationToScalarPermutation) {
43 vector<int> blocks;
44 // Block structure
45 // 0 --1- ---2--- ---3--- 4
46 // [0, 1, 2, 3, 4, 5, 6, 7, 8, 9]
47 blocks.push_back(1);
48 blocks.push_back(2);
49 blocks.push_back(3);
50 blocks.push_back(3);
51 blocks.push_back(1);
52
53 // Block ordering
54 // [1, 0, 2, 4, 5]
55 vector<int> block_ordering;
56 block_ordering.push_back(1);
57 block_ordering.push_back(0);
58 block_ordering.push_back(2);
59 block_ordering.push_back(4);
60 block_ordering.push_back(3);
61
62 // Expected ordering
63 // [1, 2, 0, 3, 4, 5, 9, 6, 7, 8]
64 vector<int> expected_scalar_ordering;
65 expected_scalar_ordering.push_back(1);
66 expected_scalar_ordering.push_back(2);
67 expected_scalar_ordering.push_back(0);
68 expected_scalar_ordering.push_back(3);
69 expected_scalar_ordering.push_back(4);
70 expected_scalar_ordering.push_back(5);
71 expected_scalar_ordering.push_back(9);
72 expected_scalar_ordering.push_back(6);
73 expected_scalar_ordering.push_back(7);
74 expected_scalar_ordering.push_back(8);
75
76 vector<int> scalar_ordering;
77 BlockOrderingToScalarOrdering(blocks,
78 block_ordering,
79 &scalar_ordering);
80 EXPECT_EQ(scalar_ordering.size(), expected_scalar_ordering.size());
81 for (int i = 0; i < expected_scalar_ordering.size(); ++i) {
82 EXPECT_EQ(scalar_ordering[i], expected_scalar_ordering[i]);
83 }
84 }
85
86 // Helper function to fill the sparsity pattern of a TripletSparseMatrix.
FillBlock(const vector<int> & row_blocks,const vector<int> & col_blocks,const int row_block_id,const int col_block_id,int * rows,int * cols)87 int FillBlock(const vector<int>& row_blocks,
88 const vector<int>& col_blocks,
89 const int row_block_id,
90 const int col_block_id,
91 int* rows,
92 int* cols) {
93 int row_pos = 0;
94 for (int i = 0; i < row_block_id; ++i) {
95 row_pos += row_blocks[i];
96 }
97
98 int col_pos = 0;
99 for (int i = 0; i < col_block_id; ++i) {
100 col_pos += col_blocks[i];
101 }
102
103 int offset = 0;
104 for (int r = 0; r < row_blocks[row_block_id]; ++r) {
105 for (int c = 0; c < col_blocks[col_block_id]; ++c, ++offset) {
106 rows[offset] = row_pos + r;
107 cols[offset] = col_pos + c;
108 }
109 }
110 return offset;
111 }
112
TEST(_,ScalarMatrixToBlockMatrix)113 TEST(_, ScalarMatrixToBlockMatrix) {
114 // Block sparsity.
115 //
116 // [1 2 3 2]
117 // [1] x x
118 // [2] x x
119 // [2] x x
120 // num_nonzeros = 1 + 3 + 4 + 4 + 1 + 2 = 15
121
122 vector<int> col_blocks;
123 col_blocks.push_back(1);
124 col_blocks.push_back(2);
125 col_blocks.push_back(3);
126 col_blocks.push_back(2);
127
128 vector<int> row_blocks;
129 row_blocks.push_back(1);
130 row_blocks.push_back(2);
131 row_blocks.push_back(2);
132
133 TripletSparseMatrix tsm(5, 8, 18);
134 int* rows = tsm.mutable_rows();
135 int* cols = tsm.mutable_cols();
136 fill(tsm.mutable_values(), tsm.mutable_values() + 18, 1.0);
137 int offset = 0;
138
139 #define CERES_TEST_FILL_BLOCK(row_block_id, col_block_id) \
140 offset += FillBlock(row_blocks, col_blocks, \
141 row_block_id, col_block_id, \
142 rows + offset, cols + offset);
143
144 CERES_TEST_FILL_BLOCK(0, 0);
145 CERES_TEST_FILL_BLOCK(2, 0);
146 CERES_TEST_FILL_BLOCK(1, 1);
147 CERES_TEST_FILL_BLOCK(2, 1);
148 CERES_TEST_FILL_BLOCK(0, 2);
149 CERES_TEST_FILL_BLOCK(1, 3);
150 #undef CERES_TEST_FILL_BLOCK
151
152 tsm.set_num_nonzeros(offset);
153
154 SuiteSparse ss;
155 scoped_ptr<cholmod_sparse> ccsm(ss.CreateSparseMatrix(&tsm));
156
157 vector<int> expected_block_rows;
158 expected_block_rows.push_back(0);
159 expected_block_rows.push_back(2);
160 expected_block_rows.push_back(1);
161 expected_block_rows.push_back(2);
162 expected_block_rows.push_back(0);
163 expected_block_rows.push_back(1);
164
165 vector<int> expected_block_cols;
166 expected_block_cols.push_back(0);
167 expected_block_cols.push_back(2);
168 expected_block_cols.push_back(4);
169 expected_block_cols.push_back(5);
170 expected_block_cols.push_back(6);
171
172 vector<int> block_rows;
173 vector<int> block_cols;
174 CompressedColumnScalarMatrixToBlockMatrix(
175 reinterpret_cast<const int*>(ccsm->i),
176 reinterpret_cast<const int*>(ccsm->p),
177 row_blocks,
178 col_blocks,
179 &block_rows,
180 &block_cols);
181
182 EXPECT_EQ(block_cols.size(), expected_block_cols.size());
183 EXPECT_EQ(block_rows.size(), expected_block_rows.size());
184
185 for (int i = 0; i < expected_block_cols.size(); ++i) {
186 EXPECT_EQ(block_cols[i], expected_block_cols[i]);
187 }
188
189 for (int i = 0; i < expected_block_rows.size(); ++i) {
190 EXPECT_EQ(block_rows[i], expected_block_rows[i]);
191 }
192
193 ss.Free(ccsm.release());
194 }
195
196 class SolveUpperTriangularTest : public ::testing::Test {
197 protected:
SetUp()198 void SetUp() {
199 cols.resize(5);
200 rows.resize(7);
201 values.resize(7);
202
203 cols[0] = 0;
204 rows[0] = 0;
205 values[0] = 0.50754;
206
207 cols[1] = 1;
208 rows[1] = 1;
209 values[1] = 0.80483;
210
211 cols[2] = 2;
212 rows[2] = 1;
213 values[2] = 0.14120;
214 rows[3] = 2;
215 values[3] = 0.3;
216
217 cols[3] = 4;
218 rows[4] = 0;
219 values[4] = 0.77696;
220 rows[5] = 1;
221 values[5] = 0.41860;
222 rows[6] = 3;
223 values[6] = 0.88979;
224
225 cols[4] = 7;
226 }
227
228 vector<int> cols;
229 vector<int> rows;
230 vector<double> values;
231 };
232
TEST_F(SolveUpperTriangularTest,SolveInPlace)233 TEST_F(SolveUpperTriangularTest, SolveInPlace) {
234 double rhs_and_solution[] = {1.0, 1.0, 2.0, 2.0};
235 const double expected[] = { -1.4706, -1.0962, 6.6667, 2.2477};
236
237 SolveUpperTriangularInPlace<int>(cols.size() - 1,
238 &rows[0],
239 &cols[0],
240 &values[0],
241 rhs_and_solution);
242
243 for (int i = 0; i < 4; ++i) {
244 EXPECT_NEAR(rhs_and_solution[i], expected[i], 1e-4) << i;
245 }
246 }
247
TEST_F(SolveUpperTriangularTest,TransposeSolveInPlace)248 TEST_F(SolveUpperTriangularTest, TransposeSolveInPlace) {
249 double rhs_and_solution[] = {1.0, 1.0, 2.0, 2.0};
250 double expected[] = {1.970288, 1.242498, 6.081864, -0.057255};
251
252 SolveUpperTriangularTransposeInPlace<int>(cols.size() - 1,
253 &rows[0],
254 &cols[0],
255 &values[0],
256 rhs_and_solution);
257
258 for (int i = 0; i < 4; ++i) {
259 EXPECT_NEAR(rhs_and_solution[i], expected[i], 1e-4) << i;
260 }
261 }
262
TEST_F(SolveUpperTriangularTest,RTRSolveWithSparseRHS)263 TEST_F(SolveUpperTriangularTest, RTRSolveWithSparseRHS) {
264 double solution[4];
265 double expected[] = { 6.8420e+00, 1.0057e+00, -1.4907e-16, -1.9335e+00,
266 1.0057e+00, 2.2275e+00, -1.9493e+00, -6.5693e-01,
267 -1.4907e-16, -1.9493e+00, 1.1111e+01, 9.7381e-17,
268 -1.9335e+00, -6.5693e-01, 9.7381e-17, 1.2631e+00 };
269
270 for (int i = 0; i < 4; ++i) {
271 SolveRTRWithSparseRHS<int>(cols.size() - 1,
272 &rows[0],
273 &cols[0],
274 &values[0],
275 i,
276 solution);
277 for (int j = 0; j < 4; ++j) {
278 EXPECT_NEAR(solution[j], expected[4 * i + j], 1e-3) << i;
279 }
280 }
281 }
282
283 } // namespace internal
284 } // namespace ceres
285