| // 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: |
| // |
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| // 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 |
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| // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR |
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| // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN |
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| // 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/inner_product_computer.h" |
| |
| #include <memory> |
| #include <numeric> |
| #include <random> |
| |
| #include "Eigen/SparseCore" |
| #include "ceres/block_sparse_matrix.h" |
| #include "ceres/internal/eigen.h" |
| #include "ceres/triplet_sparse_matrix.h" |
| #include "glog/logging.h" |
| #include "gtest/gtest.h" |
| |
| namespace ceres { |
| namespace internal { |
| |
| #define COMPUTE_AND_COMPARE \ |
| { \ |
| inner_product_computer->Compute(); \ |
| CompressedRowSparseMatrix* actual_product_crsm = \ |
| inner_product_computer->mutable_result(); \ |
| Matrix actual_inner_product = \ |
| Eigen::Map<Eigen::SparseMatrix<double, Eigen::ColMajor>>( \ |
| actual_product_crsm->num_rows(), \ |
| actual_product_crsm->num_rows(), \ |
| actual_product_crsm->num_nonzeros(), \ |
| actual_product_crsm->mutable_rows(), \ |
| actual_product_crsm->mutable_cols(), \ |
| actual_product_crsm->mutable_values()); \ |
| EXPECT_EQ(actual_inner_product.rows(), actual_inner_product.cols()); \ |
| EXPECT_EQ(expected_inner_product.rows(), expected_inner_product.cols()); \ |
| EXPECT_EQ(actual_inner_product.rows(), expected_inner_product.rows()); \ |
| Matrix expected_t, actual_t; \ |
| if (actual_product_crsm->storage_type() == \ |
| CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR) { \ |
| expected_t = expected_inner_product.triangularView<Eigen::Upper>(); \ |
| actual_t = actual_inner_product.triangularView<Eigen::Upper>(); \ |
| } else { \ |
| expected_t = expected_inner_product.triangularView<Eigen::Lower>(); \ |
| actual_t = actual_inner_product.triangularView<Eigen::Lower>(); \ |
| } \ |
| EXPECT_LE((expected_t - actual_t).norm(), \ |
| 100 * std::numeric_limits<double>::epsilon() * actual_t.norm()) \ |
| << "expected: \n" \ |
| << expected_t << "\nactual: \n" \ |
| << actual_t; \ |
| } |
| |
| TEST(InnerProductComputer, NormalOperation) { |
| const int kMaxNumRowBlocks = 10; |
| const int kMaxNumColBlocks = 10; |
| const int kNumTrials = 10; |
| std::mt19937 prng; |
| std::uniform_real_distribution<double> distribution(0.01, 1.0); |
| |
| // Create a random matrix, compute its outer product using Eigen and |
| // ComputeOuterProduct. Convert both matrices to dense matrices and |
| // compare their upper triangular parts. |
| for (int num_row_blocks = 1; num_row_blocks < kMaxNumRowBlocks; |
| ++num_row_blocks) { |
| for (int num_col_blocks = 1; num_col_blocks < kMaxNumColBlocks; |
| ++num_col_blocks) { |
| for (int trial = 0; trial < kNumTrials; ++trial) { |
| BlockSparseMatrix::RandomMatrixOptions options; |
| options.num_row_blocks = num_row_blocks; |
| options.num_col_blocks = num_col_blocks; |
| options.min_row_block_size = 1; |
| options.max_row_block_size = 5; |
| options.min_col_block_size = 1; |
| options.max_col_block_size = 10; |
| options.block_density = distribution(prng); |
| |
| VLOG(2) << "num row blocks: " << options.num_row_blocks; |
| VLOG(2) << "num col blocks: " << options.num_col_blocks; |
| VLOG(2) << "min row block size: " << options.min_row_block_size; |
| VLOG(2) << "max row block size: " << options.max_row_block_size; |
| VLOG(2) << "min col block size: " << options.min_col_block_size; |
| VLOG(2) << "max col block size: " << options.max_col_block_size; |
| VLOG(2) << "block density: " << options.block_density; |
| |
| std::unique_ptr<BlockSparseMatrix> random_matrix( |
| BlockSparseMatrix::CreateRandomMatrix(options, prng)); |
| |
| TripletSparseMatrix tsm(random_matrix->num_rows(), |
| random_matrix->num_cols(), |
| random_matrix->num_nonzeros()); |
| random_matrix->ToTripletSparseMatrix(&tsm); |
| std::vector<Eigen::Triplet<double>> triplets; |
| for (int i = 0; i < tsm.num_nonzeros(); ++i) { |
| triplets.emplace_back(tsm.rows()[i], tsm.cols()[i], tsm.values()[i]); |
| } |
| Eigen::SparseMatrix<double> eigen_random_matrix( |
| random_matrix->num_rows(), random_matrix->num_cols()); |
| eigen_random_matrix.setFromTriplets(triplets.begin(), triplets.end()); |
| Matrix expected_inner_product = |
| eigen_random_matrix.transpose() * eigen_random_matrix; |
| |
| std::unique_ptr<InnerProductComputer> inner_product_computer; |
| |
| inner_product_computer = InnerProductComputer::Create( |
| *random_matrix, |
| CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR); |
| COMPUTE_AND_COMPARE; |
| inner_product_computer = InnerProductComputer::Create( |
| *random_matrix, |
| CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR); |
| COMPUTE_AND_COMPARE; |
| } |
| } |
| } |
| } |
| |
| TEST(InnerProductComputer, SubMatrix) { |
| const int kNumRowBlocks = 10; |
| const int kNumColBlocks = 20; |
| const int kNumTrials = 5; |
| std::mt19937 prng; |
| std::uniform_real_distribution<double> distribution(0.01, 1.0); |
| |
| // Create a random matrix, compute its outer product using Eigen and |
| // ComputeInnerProductComputer. Convert both matrices to dense matrices and |
| // compare their upper triangular parts. |
| for (int trial = 0; trial < kNumTrials; ++trial) { |
| BlockSparseMatrix::RandomMatrixOptions options; |
| options.num_row_blocks = kNumRowBlocks; |
| options.num_col_blocks = kNumColBlocks; |
| options.min_row_block_size = 1; |
| options.max_row_block_size = 5; |
| options.min_col_block_size = 1; |
| options.max_col_block_size = 10; |
| options.block_density = distribution(prng); |
| |
| VLOG(2) << "num row blocks: " << options.num_row_blocks; |
| VLOG(2) << "num col blocks: " << options.num_col_blocks; |
| VLOG(2) << "min row block size: " << options.min_row_block_size; |
| VLOG(2) << "max row block size: " << options.max_row_block_size; |
| VLOG(2) << "min col block size: " << options.min_col_block_size; |
| VLOG(2) << "max col block size: " << options.max_col_block_size; |
| VLOG(2) << "block density: " << options.block_density; |
| |
| std::unique_ptr<BlockSparseMatrix> random_matrix( |
| BlockSparseMatrix::CreateRandomMatrix(options, prng)); |
| |
| const std::vector<CompressedRow>& row_blocks = |
| random_matrix->block_structure()->rows; |
| const int num_row_blocks = row_blocks.size(); |
| |
| for (int start_row_block = 0; start_row_block < num_row_blocks - 1; |
| ++start_row_block) { |
| for (int end_row_block = start_row_block + 1; |
| end_row_block < num_row_blocks; |
| ++end_row_block) { |
| const int start_row = row_blocks[start_row_block].block.position; |
| const int end_row = row_blocks[end_row_block].block.position; |
| |
| TripletSparseMatrix tsm(random_matrix->num_rows(), |
| random_matrix->num_cols(), |
| random_matrix->num_nonzeros()); |
| random_matrix->ToTripletSparseMatrix(&tsm); |
| std::vector<Eigen::Triplet<double>> triplets; |
| for (int i = 0; i < tsm.num_nonzeros(); ++i) { |
| if (tsm.rows()[i] >= start_row && tsm.rows()[i] < end_row) { |
| triplets.emplace_back( |
| tsm.rows()[i], tsm.cols()[i], tsm.values()[i]); |
| } |
| } |
| |
| Eigen::SparseMatrix<double> eigen_random_matrix( |
| random_matrix->num_rows(), random_matrix->num_cols()); |
| eigen_random_matrix.setFromTriplets(triplets.begin(), triplets.end()); |
| |
| Matrix expected_inner_product = |
| eigen_random_matrix.transpose() * eigen_random_matrix; |
| |
| std::unique_ptr<InnerProductComputer> inner_product_computer; |
| inner_product_computer = InnerProductComputer::Create( |
| *random_matrix, |
| start_row_block, |
| end_row_block, |
| CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR); |
| COMPUTE_AND_COMPARE; |
| inner_product_computer = InnerProductComputer::Create( |
| *random_matrix, |
| start_row_block, |
| end_row_block, |
| CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR); |
| COMPUTE_AND_COMPARE; |
| } |
| } |
| } |
| } |
| |
| #undef COMPUTE_AND_COMPARE |
| } // namespace internal |
| } // namespace ceres |