| // Ceres Solver - A fast non-linear least squares minimizer | |
| // Copyright 2015 Google Inc. All rights reserved. | |
| // http://ceres-solver.org/ | |
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| // | |
| // Author: sameeragarwal@google.com (Sameer Agarwal) | |
| #include "ceres/block_random_access_diagonal_matrix.h" | |
| #include <limits> | |
| #include <memory> | |
| #include <vector> | |
| #include "Eigen/Cholesky" | |
| #include "ceres/internal/eigen.h" | |
| #include "glog/logging.h" | |
| #include "gtest/gtest.h" | |
| namespace ceres::internal { | |
| class BlockRandomAccessDiagonalMatrixTest : public ::testing::Test { | |
| public: | |
| void SetUp() override { | |
| std::vector<Block> blocks; | |
| blocks.emplace_back(3, 0); | |
| blocks.emplace_back(4, 3); | |
| blocks.emplace_back(5, 7); | |
| const int num_rows = 3 + 4 + 5; | |
| num_nonzeros_ = 3 * 3 + 4 * 4 + 5 * 5; | |
| m_ = | |
| std::make_unique<BlockRandomAccessDiagonalMatrix>(blocks, &context_, 1); | |
| EXPECT_EQ(m_->num_rows(), num_rows); | |
| EXPECT_EQ(m_->num_cols(), num_rows); | |
| for (int i = 0; i < blocks.size(); ++i) { | |
| const int row_block_id = i; | |
| int col_block_id; | |
| int row; | |
| int col; | |
| int row_stride; | |
| int col_stride; | |
| for (int j = 0; j < blocks.size(); ++j) { | |
| col_block_id = j; | |
| CellInfo* cell = m_->GetCell( | |
| row_block_id, col_block_id, &row, &col, &row_stride, &col_stride); | |
| // Off diagonal entries are not present. | |
| if (i != j) { | |
| EXPECT_TRUE(cell == nullptr); | |
| continue; | |
| } | |
| EXPECT_TRUE(cell != nullptr); | |
| EXPECT_EQ(row, 0); | |
| EXPECT_EQ(col, 0); | |
| EXPECT_EQ(row_stride, blocks[row_block_id].size); | |
| EXPECT_EQ(col_stride, blocks[col_block_id].size); | |
| // Write into the block | |
| MatrixRef(cell->values, row_stride, col_stride) | |
| .block(row, | |
| col, | |
| blocks[row_block_id].size, | |
| blocks[col_block_id].size) = | |
| (row_block_id + 1) * (col_block_id + 1) * | |
| Matrix::Ones(blocks[row_block_id].size, | |
| blocks[col_block_id].size) + | |
| Matrix::Identity(blocks[row_block_id].size, | |
| blocks[row_block_id].size); | |
| } | |
| } | |
| } | |
| protected: | |
| ContextImpl context_; | |
| int num_nonzeros_; | |
| std::unique_ptr<BlockRandomAccessDiagonalMatrix> m_; | |
| }; | |
| TEST_F(BlockRandomAccessDiagonalMatrixTest, MatrixContents) { | |
| auto* crsm = m_->matrix(); | |
| EXPECT_EQ(crsm->num_nonzeros(), num_nonzeros_); | |
| Matrix dense; | |
| crsm->ToDenseMatrix(&dense); | |
| double kTolerance = 1e-14; | |
| // (0,0) | |
| EXPECT_NEAR( | |
| (dense.block(0, 0, 3, 3) - (Matrix::Ones(3, 3) + Matrix::Identity(3, 3))) | |
| .norm(), | |
| 0.0, | |
| kTolerance); | |
| // (1,1) | |
| EXPECT_NEAR((dense.block(3, 3, 4, 4) - | |
| (2 * 2 * Matrix::Ones(4, 4) + Matrix::Identity(4, 4))) | |
| .norm(), | |
| 0.0, | |
| kTolerance); | |
| // (1,1) | |
| EXPECT_NEAR((dense.block(7, 7, 5, 5) - | |
| (3 * 3 * Matrix::Ones(5, 5) + Matrix::Identity(5, 5))) | |
| .norm(), | |
| 0.0, | |
| kTolerance); | |
| // There is nothing else in the matrix besides these four blocks. | |
| EXPECT_NEAR( | |
| dense.norm(), | |
| sqrt(6 * 1.0 + 3 * 4.0 + 12 * 16.0 + 4 * 25.0 + 20 * 81.0 + 5 * 100.0), | |
| kTolerance); | |
| } | |
| TEST_F(BlockRandomAccessDiagonalMatrixTest, RightMultiplyAndAccumulate) { | |
| double kTolerance = 1e-14; | |
| auto* crsm = m_->matrix(); | |
| Matrix dense; | |
| crsm->ToDenseMatrix(&dense); | |
| Vector x = Vector::Random(dense.rows()); | |
| Vector expected_y = dense * x; | |
| Vector actual_y = Vector::Zero(dense.rows()); | |
| m_->RightMultiplyAndAccumulate(x.data(), actual_y.data()); | |
| EXPECT_NEAR((expected_y - actual_y).norm(), 0, kTolerance); | |
| } | |
| TEST_F(BlockRandomAccessDiagonalMatrixTest, Invert) { | |
| double kTolerance = 1e-14; | |
| auto* crsm = m_->matrix(); | |
| Matrix dense; | |
| crsm->ToDenseMatrix(&dense); | |
| Matrix expected_inverse = | |
| dense.llt().solve(Matrix::Identity(dense.rows(), dense.rows())); | |
| m_->Invert(); | |
| crsm->ToDenseMatrix(&dense); | |
| EXPECT_NEAR((expected_inverse - dense).norm(), 0.0, kTolerance); | |
| } | |
| } // namespace ceres::internal |