| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2017 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: fredp@google.com (Fred Pighin) |
| // |
| // TODO(sameeragarwal): More comprehensive testing with larger and |
| // more badly conditioned problem. |
| |
| #include "ceres/conjugate_gradients_solver.h" |
| |
| #include <memory> |
| |
| #include "ceres/internal/eigen.h" |
| #include "ceres/linear_solver.h" |
| #include "ceres/preconditioner.h" |
| #include "ceres/triplet_sparse_matrix.h" |
| #include "ceres/types.h" |
| #include "gtest/gtest.h" |
| |
| namespace ceres::internal { |
| |
| TEST(ConjugateGradientTest, Solves3x3IdentitySystem) { |
| double diagonal[] = {1.0, 1.0, 1.0}; |
| std::unique_ptr<TripletSparseMatrix> A( |
| TripletSparseMatrix::CreateSparseDiagonalMatrix(diagonal, 3)); |
| Vector b(3); |
| Vector x(3); |
| |
| b(0) = 1.0; |
| b(1) = 2.0; |
| b(2) = 3.0; |
| |
| x(0) = 1; |
| x(1) = 1; |
| x(2) = 1; |
| |
| ConjugateGradientsSolverOptions cg_options; |
| cg_options.min_num_iterations = 1; |
| cg_options.max_num_iterations = 10; |
| cg_options.residual_reset_period = 20; |
| cg_options.q_tolerance = 0.0; |
| cg_options.r_tolerance = 1e-9; |
| |
| Vector scratch[4]; |
| for (int i = 0; i < 4; ++i) { |
| scratch[i] = Vector::Zero(A->num_cols()); |
| } |
| |
| IdentityPreconditioner identity(A->num_cols()); |
| LinearOperatorAdapter lhs(*A); |
| LinearOperatorAdapter preconditioner(identity); |
| Vector* scratch_array[4] = { |
| &scratch[0], &scratch[1], &scratch[2], &scratch[3]}; |
| auto summary = ConjugateGradientsSolver( |
| cg_options, lhs, b, preconditioner, scratch_array, x); |
| |
| EXPECT_EQ(summary.termination_type, LinearSolverTerminationType::SUCCESS); |
| ASSERT_EQ(summary.num_iterations, 1); |
| |
| ASSERT_DOUBLE_EQ(1, x(0)); |
| ASSERT_DOUBLE_EQ(2, x(1)); |
| ASSERT_DOUBLE_EQ(3, x(2)); |
| } |
| |
| TEST(ConjuateGradientTest, Solves3x3SymmetricSystem) { |
| std::unique_ptr<TripletSparseMatrix> A(new TripletSparseMatrix(3, 3, 9)); |
| Vector b(3); |
| Vector x(3); |
| |
| // | 2 -1 0| |
| // A = |-1 2 -1| is symmetric positive definite. |
| // | 0 -1 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 < 3; ++j) { |
| Ai[counter] = i; |
| Aj[counter] = j; |
| ++counter; |
| } |
| } |
| Ax[0] = 2.; |
| Ax[1] = -1.; |
| Ax[2] = 0; |
| Ax[3] = -1.; |
| Ax[4] = 2; |
| Ax[5] = -1; |
| Ax[6] = 0; |
| Ax[7] = -1; |
| Ax[8] = 2; |
| A->set_num_nonzeros(9); |
| |
| b(0) = -1; |
| b(1) = 0; |
| b(2) = 3; |
| |
| x(0) = 1; |
| x(1) = 1; |
| x(2) = 1; |
| |
| ConjugateGradientsSolverOptions cg_options; |
| cg_options.min_num_iterations = 1; |
| cg_options.max_num_iterations = 10; |
| cg_options.residual_reset_period = 20; |
| cg_options.q_tolerance = 0.0; |
| cg_options.r_tolerance = 1e-9; |
| |
| Vector scratch[4]; |
| for (int i = 0; i < 4; ++i) { |
| scratch[i] = Vector::Zero(A->num_cols()); |
| } |
| Vector* scratch_array[4] = { |
| &scratch[0], &scratch[1], &scratch[2], &scratch[3]}; |
| IdentityPreconditioner identity(A->num_cols()); |
| LinearOperatorAdapter lhs(*A); |
| LinearOperatorAdapter preconditioner(identity); |
| |
| auto summary = ConjugateGradientsSolver( |
| cg_options, lhs, b, preconditioner, scratch_array, x); |
| |
| EXPECT_EQ(summary.termination_type, LinearSolverTerminationType::SUCCESS); |
| |
| ASSERT_DOUBLE_EQ(0, x(0)); |
| ASSERT_DOUBLE_EQ(1, x(1)); |
| ASSERT_DOUBLE_EQ(2, x(2)); |
| } |
| |
| } // namespace ceres::internal |