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// 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.
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// used to endorse or promote products derived from this software without
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//
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// Author: sameeragarwal@google.com (Sameer Agarwal)
#include <memory>
#include "Eigen/Cholesky"
#include "ceres/block_sparse_matrix.h"
#include "ceres/casts.h"
#include "ceres/context_impl.h"
#include "ceres/linear_least_squares_problems.h"
#include "ceres/linear_solver.h"
#include "ceres/triplet_sparse_matrix.h"
#include "ceres/types.h"
#include "glog/logging.h"
#include "gtest/gtest.h"
namespace ceres::internal {
// TODO(sameeragarwal): These tests needs to be re-written, since
// SparseNormalCholeskySolver is a composition of two classes now,
// InnerProductComputer and SparseCholesky.
//
// So the test should exercise the composition, rather than the
// numerics of the solver, which are well covered by tests for those
// classes.
class SparseNormalCholeskySolverTest : public ::testing::Test {
protected:
void SetUp() final {
std::unique_ptr<LinearLeastSquaresProblem> problem =
CreateLinearLeastSquaresProblemFromId(2);
CHECK(problem != nullptr);
A_.reset(down_cast<BlockSparseMatrix*>(problem->A.release()));
b_ = std::move(problem->b);
D_ = std::move(problem->D);
}
void TestSolver(const LinearSolver::Options& options, double* D) {
Matrix dense_A;
A_->ToDenseMatrix(&dense_A);
Matrix lhs = dense_A.transpose() * dense_A;
if (D != nullptr) {
lhs += (ConstVectorRef(D, A_->num_cols()).array() *
ConstVectorRef(D, A_->num_cols()).array())
.matrix()
.asDiagonal();
}
Vector rhs(A_->num_cols());
rhs.setZero();
A_->LeftMultiplyAndAccumulate(b_.get(), rhs.data());
Vector expected_solution = lhs.llt().solve(rhs);
std::unique_ptr<LinearSolver> solver(LinearSolver::Create(options));
LinearSolver::PerSolveOptions per_solve_options;
per_solve_options.D = D;
Vector actual_solution(A_->num_cols());
LinearSolver::Summary summary;
summary = solver->Solve(
A_.get(), b_.get(), per_solve_options, actual_solution.data());
EXPECT_EQ(summary.termination_type, LinearSolverTerminationType::SUCCESS);
const double eps = options.use_mixed_precision_solves ? 2e-6 : 1e-8;
for (int i = 0; i < A_->num_cols(); ++i) {
EXPECT_NEAR(expected_solution(i), actual_solution(i), eps)
<< "\nExpected: " << expected_solution.transpose()
<< "\nActual: " << actual_solution.transpose();
}
}
void TestSolver(const LinearSolver::Options& options) {
TestSolver(options, nullptr);
TestSolver(options, D_.get());
}
std::unique_ptr<BlockSparseMatrix> A_;
std::unique_ptr<double[]> b_;
std::unique_ptr<double[]> D_;
};
#ifndef CERES_NO_SUITESPARSE
TEST_F(SparseNormalCholeskySolverTest,
SparseNormalCholeskyUsingSuiteSparsePreOrdering) {
LinearSolver::Options options;
options.sparse_linear_algebra_library_type = SUITE_SPARSE;
options.type = SPARSE_NORMAL_CHOLESKY;
options.ordering_type = OrderingType::NATURAL;
ContextImpl context;
options.context = &context;
TestSolver(options);
}
TEST_F(SparseNormalCholeskySolverTest,
SparseNormalCholeskyUsingSuiteSparsePostOrdering) {
LinearSolver::Options options;
options.sparse_linear_algebra_library_type = SUITE_SPARSE;
options.type = SPARSE_NORMAL_CHOLESKY;
options.ordering_type = OrderingType::AMD;
ContextImpl context;
options.context = &context;
TestSolver(options);
}
#endif
#ifndef CERES_NO_ACCELERATE_SPARSE
TEST_F(SparseNormalCholeskySolverTest,
SparseNormalCholeskyUsingAccelerateSparsePreOrdering) {
LinearSolver::Options options;
options.sparse_linear_algebra_library_type = ACCELERATE_SPARSE;
options.type = SPARSE_NORMAL_CHOLESKY;
options.ordering_type = OrderingType::NATURAL;
ContextImpl context;
options.context = &context;
TestSolver(options);
}
TEST_F(SparseNormalCholeskySolverTest,
SparseNormalCholeskyUsingAcceleratePostOrdering) {
LinearSolver::Options options;
options.sparse_linear_algebra_library_type = ACCELERATE_SPARSE;
options.type = SPARSE_NORMAL_CHOLESKY;
options.ordering_type = OrderingType::AMD;
ContextImpl context;
options.context = &context;
TestSolver(options);
}
#endif
#ifdef CERES_USE_EIGEN_SPARSE
TEST_F(SparseNormalCholeskySolverTest,
SparseNormalCholeskyUsingEigenPreOrdering) {
LinearSolver::Options options;
options.sparse_linear_algebra_library_type = EIGEN_SPARSE;
options.type = SPARSE_NORMAL_CHOLESKY;
options.ordering_type = OrderingType::NATURAL;
ContextImpl context;
options.context = &context;
TestSolver(options);
}
TEST_F(SparseNormalCholeskySolverTest,
SparseNormalCholeskyUsingEigenPostOrdering) {
LinearSolver::Options options;
options.sparse_linear_algebra_library_type = EIGEN_SPARSE;
options.type = SPARSE_NORMAL_CHOLESKY;
options.ordering_type = OrderingType::AMD;
ContextImpl context;
options.context = &context;
TestSolver(options);
}
#endif // CERES_USE_EIGEN_SPARSE
#ifndef CERES_NO_CUDSS
TEST_F(SparseNormalCholeskySolverTest, SparseNormalCholeskyUsingCuDSSSingle) {
LinearSolver::Options options;
options.sparse_linear_algebra_library_type = CUDA_SPARSE;
options.type = SPARSE_NORMAL_CHOLESKY;
options.ordering_type = OrderingType::AMD;
options.use_mixed_precision_solves = true;
ContextImpl context;
options.context = &context;
std::string error;
CHECK(context.InitCuda(&error)) << error;
TestSolver(options);
}
TEST_F(SparseNormalCholeskySolverTest, SparseNormalCholeskyUsingCuDSSDouble) {
LinearSolver::Options options;
options.sparse_linear_algebra_library_type = CUDA_SPARSE;
options.type = SPARSE_NORMAL_CHOLESKY;
options.ordering_type = OrderingType::AMD;
ContextImpl context;
options.context = &context;
std::string error;
CHECK(context.InitCuda(&error)) << error;
TestSolver(options);
}
#endif // CERES_USE_EIGEN_SPARSE
} // namespace ceres::internal