|  | // Ceres Solver - A fast non-linear least squares minimizer | 
|  | // Copyright 2023 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) | 
|  |  | 
|  | #include "ceres/linear_least_squares_problems.h" | 
|  |  | 
|  | #include <cstdio> | 
|  | #include <memory> | 
|  | #include <string> | 
|  | #include <vector> | 
|  |  | 
|  | #include "absl/log/check.h" | 
|  | #include "absl/log/log.h" | 
|  | #include "absl/strings/str_format.h" | 
|  | #include "ceres/block_sparse_matrix.h" | 
|  | #include "ceres/block_structure.h" | 
|  | #include "ceres/casts.h" | 
|  | #include "ceres/file.h" | 
|  | #include "ceres/triplet_sparse_matrix.h" | 
|  | #include "ceres/types.h" | 
|  |  | 
|  | namespace ceres::internal { | 
|  |  | 
|  | std::unique_ptr<LinearLeastSquaresProblem> | 
|  | CreateLinearLeastSquaresProblemFromId(int id) { | 
|  | switch (id) { | 
|  | case 0: | 
|  | return LinearLeastSquaresProblem0(); | 
|  | case 1: | 
|  | return LinearLeastSquaresProblem1(); | 
|  | case 2: | 
|  | return LinearLeastSquaresProblem2(); | 
|  | case 3: | 
|  | return LinearLeastSquaresProblem3(); | 
|  | case 4: | 
|  | return LinearLeastSquaresProblem4(); | 
|  | case 5: | 
|  | return LinearLeastSquaresProblem5(); | 
|  | case 6: | 
|  | return LinearLeastSquaresProblem6(); | 
|  | default: | 
|  | LOG(FATAL) << "Unknown problem id requested " << id; | 
|  | } | 
|  | return nullptr; | 
|  | } | 
|  |  | 
|  | /* | 
|  | A = [1   2] | 
|  | [3   4] | 
|  | [6 -10] | 
|  |  | 
|  | b = [  8 | 
|  | 18 | 
|  | -18] | 
|  |  | 
|  | x = [2 | 
|  | 3] | 
|  |  | 
|  | D = [1 | 
|  | 2] | 
|  |  | 
|  | x_D = [1.78448275; | 
|  | 2.82327586;] | 
|  | */ | 
|  | std::unique_ptr<LinearLeastSquaresProblem> LinearLeastSquaresProblem0() { | 
|  | auto problem = std::make_unique<LinearLeastSquaresProblem>(); | 
|  |  | 
|  | auto A = std::make_unique<TripletSparseMatrix>(3, 2, 6); | 
|  | problem->b = std::make_unique<double[]>(3); | 
|  | problem->D = std::make_unique<double[]>(2); | 
|  |  | 
|  | problem->x = std::make_unique<double[]>(2); | 
|  | problem->x_D = std::make_unique<double[]>(2); | 
|  |  | 
|  | int* Ai = A->mutable_rows(); | 
|  | int* Aj = A->mutable_cols(); | 
|  | double* Ax = A->mutable_values(); | 
|  |  | 
|  | int counter = 0; | 
|  | for (int i = 0; i < 3; ++i) { | 
|  | for (int j = 0; j < 2; ++j) { | 
|  | Ai[counter] = i; | 
|  | Aj[counter] = j; | 
|  | ++counter; | 
|  | } | 
|  | } | 
|  |  | 
|  | Ax[0] = 1.; | 
|  | Ax[1] = 2.; | 
|  | Ax[2] = 3.; | 
|  | Ax[3] = 4.; | 
|  | Ax[4] = 6; | 
|  | Ax[5] = -10; | 
|  | A->set_num_nonzeros(6); | 
|  | problem->A = std::move(A); | 
|  |  | 
|  | problem->b[0] = 8; | 
|  | problem->b[1] = 18; | 
|  | problem->b[2] = -18; | 
|  |  | 
|  | problem->x[0] = 2.0; | 
|  | problem->x[1] = 3.0; | 
|  |  | 
|  | problem->D[0] = 1; | 
|  | problem->D[1] = 2; | 
|  |  | 
|  | problem->x_D[0] = 1.78448275; | 
|  | problem->x_D[1] = 2.82327586; | 
|  | return problem; | 
|  | } | 
|  |  | 
|  | /* | 
|  | A = [1 0  | 2 0 0 | 
|  | 3 0  | 0 4 0 | 
|  | 0 5  | 0 0 6 | 
|  | 0 7  | 8 0 0 | 
|  | 0 9  | 1 0 0 | 
|  | 0 0  | 1 1 1] | 
|  |  | 
|  | b = [0 | 
|  | 1 | 
|  | 2 | 
|  | 3 | 
|  | 4 | 
|  | 5] | 
|  |  | 
|  | c = A'* b = [ 3 | 
|  | 67 | 
|  | 33 | 
|  | 9 | 
|  | 17] | 
|  |  | 
|  | A'A = [10    0    2   12   0 | 
|  | 0  155   65    0  30 | 
|  | 2   65   70    1   1 | 
|  | 12    0    1   17   1 | 
|  | 0   30    1    1  37] | 
|  |  | 
|  | cond(A'A) = 200.36 | 
|  |  | 
|  | S = [ 42.3419  -1.4000  -11.5806 | 
|  | -1.4000   2.6000    1.0000 | 
|  | -11.5806   1.0000   31.1935] | 
|  |  | 
|  | r = [ 4.3032 | 
|  | 5.4000 | 
|  | 4.0323] | 
|  |  | 
|  | S\r = [ 0.2102 | 
|  | 2.1367 | 
|  | 0.1388] | 
|  |  | 
|  | A\b = [-2.3061 | 
|  | 0.3172 | 
|  | 0.2102 | 
|  | 2.1367 | 
|  | 0.1388] | 
|  | */ | 
|  | // The following two functions create a TripletSparseMatrix and a | 
|  | // BlockSparseMatrix version of this problem. | 
|  |  | 
|  | // TripletSparseMatrix version. | 
|  | std::unique_ptr<LinearLeastSquaresProblem> LinearLeastSquaresProblem1() { | 
|  | int num_rows = 6; | 
|  | int num_cols = 5; | 
|  |  | 
|  | auto problem = std::make_unique<LinearLeastSquaresProblem>(); | 
|  |  | 
|  | auto A = std::make_unique<TripletSparseMatrix>( | 
|  | num_rows, num_cols, num_rows * num_cols); | 
|  | problem->b = std::make_unique<double[]>(num_rows); | 
|  | problem->D = std::make_unique<double[]>(num_cols); | 
|  | problem->num_eliminate_blocks = 2; | 
|  |  | 
|  | problem->x = std::make_unique<double[]>(num_cols); | 
|  | problem->x[0] = -2.3061; | 
|  | problem->x[1] = 0.3172; | 
|  | problem->x[2] = 0.2102; | 
|  | problem->x[3] = 2.1367; | 
|  | problem->x[4] = 0.1388; | 
|  |  | 
|  | int* rows = A->mutable_rows(); | 
|  | int* cols = A->mutable_cols(); | 
|  | double* values = A->mutable_values(); | 
|  |  | 
|  | int nnz = 0; | 
|  |  | 
|  | // Row 1 | 
|  | { | 
|  | rows[nnz] = 0; | 
|  | cols[nnz] = 0; | 
|  | values[nnz++] = 1; | 
|  |  | 
|  | rows[nnz] = 0; | 
|  | cols[nnz] = 2; | 
|  | values[nnz++] = 2; | 
|  | } | 
|  |  | 
|  | // Row 2 | 
|  | { | 
|  | rows[nnz] = 1; | 
|  | cols[nnz] = 0; | 
|  | values[nnz++] = 3; | 
|  |  | 
|  | rows[nnz] = 1; | 
|  | cols[nnz] = 3; | 
|  | values[nnz++] = 4; | 
|  | } | 
|  |  | 
|  | // Row 3 | 
|  | { | 
|  | rows[nnz] = 2; | 
|  | cols[nnz] = 1; | 
|  | values[nnz++] = 5; | 
|  |  | 
|  | rows[nnz] = 2; | 
|  | cols[nnz] = 4; | 
|  | values[nnz++] = 6; | 
|  | } | 
|  |  | 
|  | // Row 4 | 
|  | { | 
|  | rows[nnz] = 3; | 
|  | cols[nnz] = 1; | 
|  | values[nnz++] = 7; | 
|  |  | 
|  | rows[nnz] = 3; | 
|  | cols[nnz] = 2; | 
|  | values[nnz++] = 8; | 
|  | } | 
|  |  | 
|  | // Row 5 | 
|  | { | 
|  | rows[nnz] = 4; | 
|  | cols[nnz] = 1; | 
|  | values[nnz++] = 9; | 
|  |  | 
|  | rows[nnz] = 4; | 
|  | cols[nnz] = 2; | 
|  | values[nnz++] = 1; | 
|  | } | 
|  |  | 
|  | // Row 6 | 
|  | { | 
|  | rows[nnz] = 5; | 
|  | cols[nnz] = 2; | 
|  | values[nnz++] = 1; | 
|  |  | 
|  | rows[nnz] = 5; | 
|  | cols[nnz] = 3; | 
|  | values[nnz++] = 1; | 
|  |  | 
|  | rows[nnz] = 5; | 
|  | cols[nnz] = 4; | 
|  | values[nnz++] = 1; | 
|  | } | 
|  |  | 
|  | A->set_num_nonzeros(nnz); | 
|  | CHECK(A->IsValid()); | 
|  |  | 
|  | problem->A = std::move(A); | 
|  |  | 
|  | for (int i = 0; i < num_cols; ++i) { | 
|  | problem->D.get()[i] = 1; | 
|  | } | 
|  |  | 
|  | for (int i = 0; i < num_rows; ++i) { | 
|  | problem->b.get()[i] = i; | 
|  | } | 
|  |  | 
|  | return problem; | 
|  | } | 
|  |  | 
|  | // BlockSparseMatrix version | 
|  | std::unique_ptr<LinearLeastSquaresProblem> LinearLeastSquaresProblem2() { | 
|  | int num_rows = 6; | 
|  | int num_cols = 5; | 
|  |  | 
|  | auto problem = std::make_unique<LinearLeastSquaresProblem>(); | 
|  |  | 
|  | problem->b = std::make_unique<double[]>(num_rows); | 
|  | problem->D = std::make_unique<double[]>(num_cols); | 
|  | problem->num_eliminate_blocks = 2; | 
|  |  | 
|  | problem->x = std::make_unique<double[]>(num_cols); | 
|  | problem->x[0] = -2.3061; | 
|  | problem->x[1] = 0.3172; | 
|  | problem->x[2] = 0.2102; | 
|  | problem->x[3] = 2.1367; | 
|  | problem->x[4] = 0.1388; | 
|  |  | 
|  | auto* bs = new CompressedRowBlockStructure; | 
|  | auto values = std::make_unique<double[]>(num_rows * num_cols); | 
|  |  | 
|  | for (int c = 0; c < num_cols; ++c) { | 
|  | bs->cols.emplace_back(); | 
|  | bs->cols.back().size = 1; | 
|  | bs->cols.back().position = c; | 
|  | } | 
|  |  | 
|  | int nnz = 0; | 
|  |  | 
|  | // Row 1 | 
|  | { | 
|  | values[nnz++] = 1; | 
|  | values[nnz++] = 2; | 
|  |  | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 0; | 
|  | row.cells.emplace_back(0, 0); | 
|  | row.cells.emplace_back(2, 1); | 
|  | } | 
|  |  | 
|  | // Row 2 | 
|  | { | 
|  | values[nnz++] = 3; | 
|  | values[nnz++] = 4; | 
|  |  | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 1; | 
|  | row.cells.emplace_back(0, 2); | 
|  | row.cells.emplace_back(3, 3); | 
|  | } | 
|  |  | 
|  | // Row 3 | 
|  | { | 
|  | values[nnz++] = 5; | 
|  | values[nnz++] = 6; | 
|  |  | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 2; | 
|  | row.cells.emplace_back(1, 4); | 
|  | row.cells.emplace_back(4, 5); | 
|  | } | 
|  |  | 
|  | // Row 4 | 
|  | { | 
|  | values[nnz++] = 7; | 
|  | values[nnz++] = 8; | 
|  |  | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 3; | 
|  | row.cells.emplace_back(1, 6); | 
|  | row.cells.emplace_back(2, 7); | 
|  | } | 
|  |  | 
|  | // Row 5 | 
|  | { | 
|  | values[nnz++] = 9; | 
|  | values[nnz++] = 1; | 
|  |  | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 4; | 
|  | row.cells.emplace_back(1, 8); | 
|  | row.cells.emplace_back(2, 9); | 
|  | } | 
|  |  | 
|  | // Row 6 | 
|  | { | 
|  | values[nnz++] = 1; | 
|  | values[nnz++] = 1; | 
|  | values[nnz++] = 1; | 
|  |  | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 5; | 
|  | row.cells.emplace_back(2, 10); | 
|  | row.cells.emplace_back(3, 11); | 
|  | row.cells.emplace_back(4, 12); | 
|  | } | 
|  |  | 
|  | auto A = std::make_unique<BlockSparseMatrix>(bs); | 
|  | memcpy(A->mutable_values(), values.get(), nnz * sizeof(*A->values())); | 
|  |  | 
|  | for (int i = 0; i < num_cols; ++i) { | 
|  | problem->D.get()[i] = 1; | 
|  | } | 
|  |  | 
|  | for (int i = 0; i < num_rows; ++i) { | 
|  | problem->b.get()[i] = i; | 
|  | } | 
|  |  | 
|  | problem->A = std::move(A); | 
|  |  | 
|  | return problem; | 
|  | } | 
|  |  | 
|  | /* | 
|  | A = [1 0 | 
|  | 3 0 | 
|  | 0 5 | 
|  | 0 7 | 
|  | 0 9 | 
|  | 0 0] | 
|  |  | 
|  | b = [0 | 
|  | 1 | 
|  | 2 | 
|  | 3 | 
|  | 4 | 
|  | 5] | 
|  | */ | 
|  | // BlockSparseMatrix version | 
|  | std::unique_ptr<LinearLeastSquaresProblem> LinearLeastSquaresProblem3() { | 
|  | int num_rows = 5; | 
|  | int num_cols = 2; | 
|  |  | 
|  | auto problem = std::make_unique<LinearLeastSquaresProblem>(); | 
|  |  | 
|  | problem->b = std::make_unique<double[]>(num_rows); | 
|  | problem->D = std::make_unique<double[]>(num_cols); | 
|  | problem->num_eliminate_blocks = 2; | 
|  |  | 
|  | auto* bs = new CompressedRowBlockStructure; | 
|  | auto values = std::make_unique<double[]>(num_rows * num_cols); | 
|  |  | 
|  | for (int c = 0; c < num_cols; ++c) { | 
|  | bs->cols.emplace_back(); | 
|  | bs->cols.back().size = 1; | 
|  | bs->cols.back().position = c; | 
|  | } | 
|  |  | 
|  | int nnz = 0; | 
|  |  | 
|  | // Row 1 | 
|  | { | 
|  | values[nnz++] = 1; | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 0; | 
|  | row.cells.emplace_back(0, 0); | 
|  | } | 
|  |  | 
|  | // Row 2 | 
|  | { | 
|  | values[nnz++] = 3; | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 1; | 
|  | row.cells.emplace_back(0, 1); | 
|  | } | 
|  |  | 
|  | // Row 3 | 
|  | { | 
|  | values[nnz++] = 5; | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 2; | 
|  | row.cells.emplace_back(1, 2); | 
|  | } | 
|  |  | 
|  | // Row 4 | 
|  | { | 
|  | values[nnz++] = 7; | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 3; | 
|  | row.cells.emplace_back(1, 3); | 
|  | } | 
|  |  | 
|  | // Row 5 | 
|  | { | 
|  | values[nnz++] = 9; | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 4; | 
|  | row.cells.emplace_back(1, 4); | 
|  | } | 
|  |  | 
|  | auto A = std::make_unique<BlockSparseMatrix>(bs); | 
|  | memcpy(A->mutable_values(), values.get(), nnz * sizeof(*A->values())); | 
|  |  | 
|  | for (int i = 0; i < num_cols; ++i) { | 
|  | problem->D.get()[i] = 1; | 
|  | } | 
|  |  | 
|  | for (int i = 0; i < num_rows; ++i) { | 
|  | problem->b.get()[i] = i; | 
|  | } | 
|  |  | 
|  | problem->A = std::move(A); | 
|  |  | 
|  | return problem; | 
|  | } | 
|  |  | 
|  | /* | 
|  | A = [1 2 0 0 0 1 1 | 
|  | 1 4 0 0 0 5 6 | 
|  | 0 0 9 0 0 3 1] | 
|  |  | 
|  | b = [0 | 
|  | 1 | 
|  | 2] | 
|  | */ | 
|  | // BlockSparseMatrix version | 
|  | // | 
|  | // This problem has the unique property that it has two different | 
|  | // sized f-blocks, but only one of them occurs in the rows involving | 
|  | // the one e-block. So performing Schur elimination on this problem | 
|  | // tests the Schur Eliminator's ability to handle non-e-block rows | 
|  | // correctly when their structure does not conform to the static | 
|  | // structure determined by DetectStructure. | 
|  | // | 
|  | // NOTE: This problem is too small and rank deficient to be solved without | 
|  | // the diagonal regularization. | 
|  | std::unique_ptr<LinearLeastSquaresProblem> LinearLeastSquaresProblem4() { | 
|  | int num_rows = 3; | 
|  | int num_cols = 7; | 
|  |  | 
|  | auto problem = std::make_unique<LinearLeastSquaresProblem>(); | 
|  |  | 
|  | problem->b = std::make_unique<double[]>(num_rows); | 
|  | problem->D = std::make_unique<double[]>(num_cols); | 
|  | problem->num_eliminate_blocks = 1; | 
|  |  | 
|  | auto* bs = new CompressedRowBlockStructure; | 
|  | auto values = std::make_unique<double[]>(num_rows * num_cols); | 
|  |  | 
|  | // Column block structure | 
|  | bs->cols.emplace_back(); | 
|  | bs->cols.back().size = 2; | 
|  | bs->cols.back().position = 0; | 
|  |  | 
|  | bs->cols.emplace_back(); | 
|  | bs->cols.back().size = 3; | 
|  | bs->cols.back().position = 2; | 
|  |  | 
|  | bs->cols.emplace_back(); | 
|  | bs->cols.back().size = 2; | 
|  | bs->cols.back().position = 5; | 
|  |  | 
|  | int nnz = 0; | 
|  |  | 
|  | // Row 1 & 2 | 
|  | { | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 2; | 
|  | row.block.position = 0; | 
|  |  | 
|  | row.cells.emplace_back(0, nnz); | 
|  | values[nnz++] = 1; | 
|  | values[nnz++] = 2; | 
|  | values[nnz++] = 1; | 
|  | values[nnz++] = 4; | 
|  |  | 
|  | row.cells.emplace_back(2, nnz); | 
|  | values[nnz++] = 1; | 
|  | values[nnz++] = 1; | 
|  | values[nnz++] = 5; | 
|  | values[nnz++] = 6; | 
|  | } | 
|  |  | 
|  | // Row 3 | 
|  | { | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 2; | 
|  |  | 
|  | row.cells.emplace_back(1, nnz); | 
|  | values[nnz++] = 9; | 
|  | values[nnz++] = 0; | 
|  | values[nnz++] = 0; | 
|  |  | 
|  | row.cells.emplace_back(2, nnz); | 
|  | values[nnz++] = 3; | 
|  | values[nnz++] = 1; | 
|  | } | 
|  |  | 
|  | auto A = std::make_unique<BlockSparseMatrix>(bs); | 
|  | memcpy(A->mutable_values(), values.get(), nnz * sizeof(*A->values())); | 
|  |  | 
|  | for (int i = 0; i < num_cols; ++i) { | 
|  | problem->D.get()[i] = (i + 1) * 100; | 
|  | } | 
|  |  | 
|  | for (int i = 0; i < num_rows; ++i) { | 
|  | problem->b.get()[i] = i; | 
|  | } | 
|  |  | 
|  | problem->A = std::move(A); | 
|  | return problem; | 
|  | } | 
|  |  | 
|  | /* | 
|  | A problem with block-diagonal F'F. | 
|  |  | 
|  | A = [1  0 | 0 0 2 | 
|  | 3  0 | 0 0 4 | 
|  | 0 -1 | 0 1 0 | 
|  | 0 -3 | 0 1 0 | 
|  | 0 -1 | 3 0 0 | 
|  | 0 -2 | 1 0 0] | 
|  |  | 
|  | b = [0 | 
|  | 1 | 
|  | 2 | 
|  | 3 | 
|  | 4 | 
|  | 5] | 
|  |  | 
|  | c = A'* b = [ 22 | 
|  | -25 | 
|  | 17 | 
|  | 7 | 
|  | 4] | 
|  |  | 
|  | A'A = [10    0    0    0   10 | 
|  | 0   15   -5   -4    0 | 
|  | 0   -5   10    0    0 | 
|  | 0   -4    0    2    0 | 
|  | 10    0    0    0   20] | 
|  |  | 
|  | cond(A'A) = 41.402 | 
|  |  | 
|  | S = [ 8.3333   -1.3333         0 | 
|  | -1.3333    0.9333         0 | 
|  | 0         0   10.0000] | 
|  |  | 
|  | r = [ 8.6667 | 
|  | -1.6667 | 
|  | 1.0000] | 
|  |  | 
|  | S\r = [  0.9778 | 
|  | -0.3889 | 
|  | 0.1000] | 
|  |  | 
|  | A\b = [  0.2 | 
|  | -1.4444 | 
|  | 0.9777 | 
|  | -0.3888 | 
|  | 0.1] | 
|  | */ | 
|  |  | 
|  | std::unique_ptr<LinearLeastSquaresProblem> LinearLeastSquaresProblem5() { | 
|  | int num_rows = 6; | 
|  | int num_cols = 5; | 
|  |  | 
|  | auto problem = std::make_unique<LinearLeastSquaresProblem>(); | 
|  | problem->b = std::make_unique<double[]>(num_rows); | 
|  | problem->D = std::make_unique<double[]>(num_cols); | 
|  | problem->num_eliminate_blocks = 2; | 
|  |  | 
|  | // TODO: add x | 
|  | problem->x = std::make_unique<double[]>(num_cols); | 
|  | problem->x[0] = 0.2; | 
|  | problem->x[1] = -1.4444; | 
|  | problem->x[2] = 0.9777; | 
|  | problem->x[3] = -0.3888; | 
|  | problem->x[4] = 0.1; | 
|  |  | 
|  | auto* bs = new CompressedRowBlockStructure; | 
|  | auto values = std::make_unique<double[]>(num_rows * num_cols); | 
|  |  | 
|  | for (int c = 0; c < num_cols; ++c) { | 
|  | bs->cols.emplace_back(); | 
|  | bs->cols.back().size = 1; | 
|  | bs->cols.back().position = c; | 
|  | } | 
|  |  | 
|  | int nnz = 0; | 
|  |  | 
|  | // Row 1 | 
|  | { | 
|  | values[nnz++] = -1; | 
|  | values[nnz++] = 2; | 
|  |  | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 0; | 
|  | row.cells.emplace_back(0, 0); | 
|  | row.cells.emplace_back(4, 1); | 
|  | } | 
|  |  | 
|  | // Row 2 | 
|  | { | 
|  | values[nnz++] = 3; | 
|  | values[nnz++] = 4; | 
|  |  | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 1; | 
|  | row.cells.emplace_back(0, 2); | 
|  | row.cells.emplace_back(4, 3); | 
|  | } | 
|  |  | 
|  | // Row 3 | 
|  | { | 
|  | values[nnz++] = -1; | 
|  | values[nnz++] = 1; | 
|  |  | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 2; | 
|  | row.cells.emplace_back(1, 4); | 
|  | row.cells.emplace_back(3, 5); | 
|  | } | 
|  |  | 
|  | // Row 4 | 
|  | { | 
|  | values[nnz++] = -3; | 
|  | values[nnz++] = 1; | 
|  |  | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 3; | 
|  | row.cells.emplace_back(1, 6); | 
|  | row.cells.emplace_back(3, 7); | 
|  | } | 
|  |  | 
|  | // Row 5 | 
|  | { | 
|  | values[nnz++] = -1; | 
|  | values[nnz++] = 3; | 
|  |  | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 4; | 
|  | row.cells.emplace_back(1, 8); | 
|  | row.cells.emplace_back(2, 9); | 
|  | } | 
|  |  | 
|  | // Row 6 | 
|  | { | 
|  | // values[nnz++] = 2; | 
|  | values[nnz++] = -2; | 
|  | values[nnz++] = 1; | 
|  |  | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 5; | 
|  | // row.cells.emplace_back(0, 10); | 
|  | row.cells.emplace_back(1, 10); | 
|  | row.cells.emplace_back(2, 11); | 
|  | } | 
|  |  | 
|  | auto A = std::make_unique<BlockSparseMatrix>(bs); | 
|  | memcpy(A->mutable_values(), values.get(), nnz * sizeof(*A->values())); | 
|  |  | 
|  | for (int i = 0; i < num_cols; ++i) { | 
|  | problem->D.get()[i] = 1; | 
|  | } | 
|  |  | 
|  | for (int i = 0; i < num_rows; ++i) { | 
|  | problem->b.get()[i] = i; | 
|  | } | 
|  |  | 
|  | problem->A = std::move(A); | 
|  |  | 
|  | return problem; | 
|  | } | 
|  |  | 
|  | /* | 
|  | A = [1 2 0 0 0 1 1 | 
|  | 1 4 0 0 0 5 6 | 
|  | 3 4 0 0 0 7 8 | 
|  | 5 6 0 0 0 9 0 | 
|  | 0 0 9 0 0 3 1] | 
|  |  | 
|  | b = [0 | 
|  | 1 | 
|  | 2 | 
|  | 3 | 
|  | 4] | 
|  | */ | 
|  | // BlockSparseMatrix version | 
|  | // | 
|  | // This problem has the unique property that it has two different | 
|  | // sized f-blocks, but only one of them occurs in the rows involving | 
|  | // the one e-block. So performing Schur elimination on this problem | 
|  | // tests the Schur Eliminator's ability to handle non-e-block rows | 
|  | // correctly when their structure does not conform to the static | 
|  | // structure determined by DetectStructure. | 
|  | // | 
|  | // Additionally, this problem has the first row of the last row block of E being | 
|  | // larger than number of row blocks in E | 
|  | // | 
|  | // NOTE: This problem is too small and rank deficient to be solved without | 
|  | // the diagonal regularization. | 
|  | std::unique_ptr<LinearLeastSquaresProblem> LinearLeastSquaresProblem6() { | 
|  | int num_rows = 5; | 
|  | int num_cols = 7; | 
|  |  | 
|  | auto problem = std::make_unique<LinearLeastSquaresProblem>(); | 
|  |  | 
|  | problem->b = std::make_unique<double[]>(num_rows); | 
|  | problem->D = std::make_unique<double[]>(num_cols); | 
|  | problem->num_eliminate_blocks = 1; | 
|  |  | 
|  | auto* bs = new CompressedRowBlockStructure; | 
|  | auto values = std::make_unique<double[]>(num_rows * num_cols); | 
|  |  | 
|  | // Column block structure | 
|  | bs->cols.emplace_back(); | 
|  | bs->cols.back().size = 2; | 
|  | bs->cols.back().position = 0; | 
|  |  | 
|  | bs->cols.emplace_back(); | 
|  | bs->cols.back().size = 3; | 
|  | bs->cols.back().position = 2; | 
|  |  | 
|  | bs->cols.emplace_back(); | 
|  | bs->cols.back().size = 2; | 
|  | bs->cols.back().position = 5; | 
|  |  | 
|  | int nnz = 0; | 
|  |  | 
|  | // Row 1 & 2 | 
|  | { | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 2; | 
|  | row.block.position = 0; | 
|  |  | 
|  | row.cells.emplace_back(0, nnz); | 
|  | values[nnz++] = 1; | 
|  | values[nnz++] = 2; | 
|  | values[nnz++] = 1; | 
|  | values[nnz++] = 4; | 
|  |  | 
|  | row.cells.emplace_back(2, nnz); | 
|  | values[nnz++] = 1; | 
|  | values[nnz++] = 1; | 
|  | values[nnz++] = 5; | 
|  | values[nnz++] = 6; | 
|  | } | 
|  |  | 
|  | // Row 3 & 4 | 
|  | { | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 2; | 
|  | row.block.position = 2; | 
|  |  | 
|  | row.cells.emplace_back(0, nnz); | 
|  | values[nnz++] = 3; | 
|  | values[nnz++] = 4; | 
|  | values[nnz++] = 5; | 
|  | values[nnz++] = 6; | 
|  |  | 
|  | row.cells.emplace_back(2, nnz); | 
|  | values[nnz++] = 7; | 
|  | values[nnz++] = 8; | 
|  | values[nnz++] = 9; | 
|  | values[nnz++] = 0; | 
|  | } | 
|  |  | 
|  | // Row 5 | 
|  | { | 
|  | bs->rows.emplace_back(); | 
|  | CompressedRow& row = bs->rows.back(); | 
|  | row.block.size = 1; | 
|  | row.block.position = 4; | 
|  |  | 
|  | row.cells.emplace_back(1, nnz); | 
|  | values[nnz++] = 9; | 
|  | values[nnz++] = 0; | 
|  | values[nnz++] = 0; | 
|  |  | 
|  | row.cells.emplace_back(2, nnz); | 
|  | values[nnz++] = 3; | 
|  | values[nnz++] = 1; | 
|  | } | 
|  |  | 
|  | auto A = std::make_unique<BlockSparseMatrix>(bs); | 
|  | memcpy(A->mutable_values(), values.get(), nnz * sizeof(*A->values())); | 
|  |  | 
|  | for (int i = 0; i < num_cols; ++i) { | 
|  | problem->D.get()[i] = (i + 1) * 100; | 
|  | } | 
|  |  | 
|  | for (int i = 0; i < num_rows; ++i) { | 
|  | problem->b.get()[i] = i; | 
|  | } | 
|  |  | 
|  | problem->A = std::move(A); | 
|  | return problem; | 
|  | } | 
|  |  | 
|  | namespace { | 
|  | bool DumpLinearLeastSquaresProblemToConsole(const SparseMatrix* A, | 
|  | const double* D, | 
|  | const double* b, | 
|  | const double* x, | 
|  | int /*num_eliminate_blocks*/) { | 
|  | CHECK(A != nullptr); | 
|  | Matrix AA; | 
|  | A->ToDenseMatrix(&AA); | 
|  | LOG(INFO) << "A^T: \n" << AA.transpose(); | 
|  |  | 
|  | if (D != nullptr) { | 
|  | LOG(INFO) << "A's appended diagonal:\n" << ConstVectorRef(D, A->num_cols()); | 
|  | } | 
|  |  | 
|  | if (b != nullptr) { | 
|  | LOG(INFO) << "b: \n" << ConstVectorRef(b, A->num_rows()); | 
|  | } | 
|  |  | 
|  | if (x != nullptr) { | 
|  | LOG(INFO) << "x: \n" << ConstVectorRef(x, A->num_cols()); | 
|  | } | 
|  | return true; | 
|  | } | 
|  |  | 
|  | void WriteArrayToFileOrDie(const std::string& filename, | 
|  | const double* x, | 
|  | const int size) { | 
|  | CHECK(x != nullptr); | 
|  | VLOG(2) << "Writing array to: " << filename; | 
|  | FILE* fptr = fopen(filename.c_str(), "w"); | 
|  | CHECK(fptr != nullptr); | 
|  | for (int i = 0; i < size; ++i) { | 
|  | absl::FPrintF(fptr, "%17f\n", x[i]); | 
|  | } | 
|  | fclose(fptr); | 
|  | } | 
|  |  | 
|  | bool DumpLinearLeastSquaresProblemToTextFile(const std::string& filename_base, | 
|  | const SparseMatrix* A, | 
|  | const double* D, | 
|  | const double* b, | 
|  | const double* x, | 
|  | int /*num_eliminate_blocks*/) { | 
|  | CHECK(A != nullptr); | 
|  | LOG(INFO) << "writing to: " << filename_base << "*"; | 
|  |  | 
|  | std::string matlab_script; | 
|  | absl::StrAppendFormat(&matlab_script, | 
|  | "function lsqp = load_trust_region_problem()\n"); | 
|  | absl::StrAppendFormat(&matlab_script, "lsqp.num_rows = %d;\n", A->num_rows()); | 
|  | absl::StrAppendFormat(&matlab_script, "lsqp.num_cols = %d;\n", A->num_cols()); | 
|  |  | 
|  | { | 
|  | std::string filename = filename_base + "_A.txt"; | 
|  | FILE* fptr = fopen(filename.c_str(), "w"); | 
|  | CHECK(fptr != nullptr); | 
|  | A->ToTextFile(fptr); | 
|  | fclose(fptr); | 
|  | absl::StrAppendFormat( | 
|  | &matlab_script, "tmp = load('%s', '-ascii');\n", filename); | 
|  | absl::StrAppendFormat( | 
|  | &matlab_script, | 
|  | "lsqp.A = sparse(tmp(:, 1) + 1, tmp(:, 2) + 1, tmp(:, 3), %d, %d);\n", | 
|  | A->num_rows(), | 
|  | A->num_cols()); | 
|  | } | 
|  |  | 
|  | if (D != nullptr) { | 
|  | std::string filename = filename_base + "_D.txt"; | 
|  | WriteArrayToFileOrDie(filename, D, A->num_cols()); | 
|  | absl::StrAppendFormat( | 
|  | &matlab_script, "lsqp.D = load('%s', '-ascii');\n", filename); | 
|  | } | 
|  |  | 
|  | if (b != nullptr) { | 
|  | std::string filename = filename_base + "_b.txt"; | 
|  | WriteArrayToFileOrDie(filename, b, A->num_rows()); | 
|  | absl::StrAppendFormat( | 
|  | &matlab_script, "lsqp.b = load('%s', '-ascii');\n", filename); | 
|  | } | 
|  |  | 
|  | if (x != nullptr) { | 
|  | std::string filename = filename_base + "_x.txt"; | 
|  | WriteArrayToFileOrDie(filename, x, A->num_cols()); | 
|  | absl::StrAppendFormat( | 
|  | &matlab_script, "lsqp.x = load('%s', '-ascii');\n", filename); | 
|  | } | 
|  |  | 
|  | std::string matlab_filename = filename_base + ".m"; | 
|  | WriteStringToFileOrDie(matlab_script, matlab_filename); | 
|  | return true; | 
|  | } | 
|  | }  // namespace | 
|  |  | 
|  | bool DumpLinearLeastSquaresProblem(const std::string& filename_base, | 
|  | DumpFormatType dump_format_type, | 
|  | const SparseMatrix* A, | 
|  | const double* D, | 
|  | const double* b, | 
|  | const double* x, | 
|  | int num_eliminate_blocks) { | 
|  | switch (dump_format_type) { | 
|  | case CONSOLE: | 
|  | return DumpLinearLeastSquaresProblemToConsole( | 
|  | A, D, b, x, num_eliminate_blocks); | 
|  | case TEXTFILE: | 
|  | return DumpLinearLeastSquaresProblemToTextFile( | 
|  | filename_base, A, D, b, x, num_eliminate_blocks); | 
|  | default: | 
|  | LOG(FATAL) << "Unknown DumpFormatType " << dump_format_type; | 
|  | } | 
|  |  | 
|  | return true; | 
|  | } | 
|  |  | 
|  | }  // namespace ceres::internal |