|  | // Ceres Solver - A fast non-linear least squares minimizer | 
|  | // Copyright 2010, 2011, 2012 Google Inc. All rights reserved. | 
|  | // http://code.google.com/p/ceres-solver/ | 
|  | // | 
|  | // 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. | 
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|  | //   this list of conditions and the following disclaimer in the documentation | 
|  | //   and/or other materials provided with the distribution. | 
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|  | //   specific prior written permission. | 
|  | // | 
|  | // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" | 
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|  | // POSSIBILITY OF SUCH DAMAGE. | 
|  | // | 
|  | // Author: sameeragarwal@google.com (Sameer Agarwal) | 
|  |  | 
|  | #ifndef CERES_NO_SUITESPARSE | 
|  |  | 
|  | #include "ceres/visibility_based_preconditioner.h" | 
|  |  | 
|  | #include "Eigen/Dense" | 
|  | #include "ceres/block_random_access_dense_matrix.h" | 
|  | #include "ceres/block_random_access_sparse_matrix.h" | 
|  | #include "ceres/block_sparse_matrix.h" | 
|  | #include "ceres/casts.h" | 
|  | #include "ceres/collections_port.h" | 
|  | #include "ceres/file.h" | 
|  | #include "ceres/internal/eigen.h" | 
|  | #include "ceres/internal/scoped_ptr.h" | 
|  | #include "ceres/linear_least_squares_problems.h" | 
|  | #include "ceres/schur_eliminator.h" | 
|  | #include "ceres/stringprintf.h" | 
|  | #include "ceres/types.h" | 
|  | #include "ceres/test_util.h" | 
|  | #include "glog/logging.h" | 
|  | #include "gtest/gtest.h" | 
|  |  | 
|  | namespace ceres { | 
|  | namespace internal { | 
|  |  | 
|  | using testing::AssertionResult; | 
|  | using testing::AssertionSuccess; | 
|  | using testing::AssertionFailure; | 
|  |  | 
|  | static const double kTolerance = 1e-12; | 
|  |  | 
|  | class VisibilityBasedPreconditionerTest : public ::testing::Test { | 
|  | public: | 
|  | static const int kCameraSize = 9; | 
|  |  | 
|  | protected: | 
|  | void SetUp() { | 
|  | string input_file = TestFileAbsolutePath("problem-6-1384-000.lsqp"); | 
|  |  | 
|  | scoped_ptr<LinearLeastSquaresProblem> problem( | 
|  | CHECK_NOTNULL(CreateLinearLeastSquaresProblemFromFile(input_file))); | 
|  | A_.reset(down_cast<BlockSparseMatrix*>(problem->A.release())); | 
|  | b_.reset(problem->b.release()); | 
|  | D_.reset(problem->D.release()); | 
|  |  | 
|  | const CompressedRowBlockStructure* bs = | 
|  | CHECK_NOTNULL(A_->block_structure()); | 
|  | const int num_col_blocks = bs->cols.size(); | 
|  |  | 
|  | num_cols_ = A_->num_cols(); | 
|  | num_rows_ = A_->num_rows(); | 
|  | num_eliminate_blocks_ = problem->num_eliminate_blocks; | 
|  | num_camera_blocks_ = num_col_blocks - num_eliminate_blocks_; | 
|  | options_.num_eliminate_blocks = num_eliminate_blocks_; | 
|  |  | 
|  | vector<int> blocks(num_col_blocks - num_eliminate_blocks_, 0); | 
|  | for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) { | 
|  | blocks[i - num_eliminate_blocks_] = bs->cols[i].size; | 
|  | } | 
|  |  | 
|  | // The input matrix is a real jacobian and fairly poorly | 
|  | // conditioned. Setting D to a large constant makes the normal | 
|  | // equations better conditioned and makes the tests below better | 
|  | // conditioned. | 
|  | VectorRef(D_.get(), num_cols_).setConstant(10.0); | 
|  |  | 
|  | schur_complement_.reset(new BlockRandomAccessDenseMatrix(blocks)); | 
|  | Vector rhs(schur_complement_->num_rows()); | 
|  |  | 
|  | scoped_ptr<SchurEliminatorBase> eliminator; | 
|  | eliminator.reset(SchurEliminatorBase::Create(options_)); | 
|  | eliminator->Init(num_eliminate_blocks_, bs); | 
|  | eliminator->Eliminate(A_.get(), b_.get(), D_.get(), | 
|  | schur_complement_.get(), rhs.data()); | 
|  | } | 
|  |  | 
|  |  | 
|  | AssertionResult IsSparsityStructureValid() { | 
|  | preconditioner_->InitStorage(*A_->block_structure()); | 
|  | const HashSet<pair<int, int> >& cluster_pairs = get_cluster_pairs(); | 
|  | const vector<int>& cluster_membership = get_cluster_membership(); | 
|  |  | 
|  | for (int i = 0; i < num_camera_blocks_; ++i) { | 
|  | for (int j = i; j < num_camera_blocks_; ++j) { | 
|  | if (cluster_pairs.count(make_pair(cluster_membership[i], | 
|  | cluster_membership[j]))) { | 
|  | if (!IsBlockPairInPreconditioner(i, j)) { | 
|  | return AssertionFailure() | 
|  | << "block pair (" << i << "," << j << "missing"; | 
|  | } | 
|  | } else { | 
|  | if (IsBlockPairInPreconditioner(i, j)) { | 
|  | return AssertionFailure() | 
|  | << "block pair (" << i << "," << j << "should not be present"; | 
|  | } | 
|  | } | 
|  | } | 
|  | } | 
|  | return AssertionSuccess(); | 
|  | } | 
|  |  | 
|  | AssertionResult PreconditionerValuesMatch() { | 
|  | preconditioner_->Update(*A_, D_.get()); | 
|  | const HashSet<pair<int, int> >& cluster_pairs = get_cluster_pairs(); | 
|  | const BlockRandomAccessSparseMatrix* m = get_m(); | 
|  | Matrix preconditioner_matrix; | 
|  | m->matrix()->ToDenseMatrix(&preconditioner_matrix); | 
|  | ConstMatrixRef full_schur_complement(schur_complement_->values(), | 
|  | m->num_rows(), | 
|  | m->num_rows()); | 
|  | const int num_clusters = get_num_clusters(); | 
|  | const int kDiagonalBlockSize = | 
|  | kCameraSize * num_camera_blocks_ / num_clusters; | 
|  |  | 
|  | for (int i = 0; i < num_clusters; ++i) { | 
|  | for (int j = i; j < num_clusters; ++j) { | 
|  | double diff = 0.0; | 
|  | if (cluster_pairs.count(make_pair(i, j))) { | 
|  | diff = | 
|  | (preconditioner_matrix.block(kDiagonalBlockSize * i, | 
|  | kDiagonalBlockSize * j, | 
|  | kDiagonalBlockSize, | 
|  | kDiagonalBlockSize) - | 
|  | full_schur_complement.block(kDiagonalBlockSize * i, | 
|  | kDiagonalBlockSize * j, | 
|  | kDiagonalBlockSize, | 
|  | kDiagonalBlockSize)).norm(); | 
|  | } else { | 
|  | diff = preconditioner_matrix.block(kDiagonalBlockSize * i, | 
|  | kDiagonalBlockSize * j, | 
|  | kDiagonalBlockSize, | 
|  | kDiagonalBlockSize).norm(); | 
|  | } | 
|  | if (diff > kTolerance) { | 
|  | return AssertionFailure() | 
|  | << "Preconditioner block " << i << " " << j << " differs " | 
|  | << "from expected value by " << diff; | 
|  | } | 
|  | } | 
|  | } | 
|  | return AssertionSuccess(); | 
|  | } | 
|  |  | 
|  | // Accessors | 
|  | int get_num_blocks() { return preconditioner_->num_blocks_; } | 
|  |  | 
|  | int get_num_clusters() { return preconditioner_->num_clusters_; } | 
|  | int* get_mutable_num_clusters() { return &preconditioner_->num_clusters_; } | 
|  |  | 
|  | const vector<int>& get_block_size() { | 
|  | return preconditioner_->block_size_; } | 
|  |  | 
|  | vector<int>* get_mutable_block_size() { | 
|  | return &preconditioner_->block_size_; } | 
|  |  | 
|  | const vector<int>& get_cluster_membership() { | 
|  | return preconditioner_->cluster_membership_; | 
|  | } | 
|  |  | 
|  | vector<int>* get_mutable_cluster_membership() { | 
|  | return &preconditioner_->cluster_membership_; | 
|  | } | 
|  |  | 
|  | const set<pair<int, int> >& get_block_pairs() { | 
|  | return preconditioner_->block_pairs_; | 
|  | } | 
|  |  | 
|  | set<pair<int, int> >* get_mutable_block_pairs() { | 
|  | return &preconditioner_->block_pairs_; | 
|  | } | 
|  |  | 
|  | const HashSet<pair<int, int> >& get_cluster_pairs() { | 
|  | return preconditioner_->cluster_pairs_; | 
|  | } | 
|  |  | 
|  | HashSet<pair<int, int> >* get_mutable_cluster_pairs() { | 
|  | return &preconditioner_->cluster_pairs_; | 
|  | } | 
|  |  | 
|  | bool IsBlockPairInPreconditioner(const int block1, const int block2) { | 
|  | return preconditioner_->IsBlockPairInPreconditioner(block1, block2); | 
|  | } | 
|  |  | 
|  | bool IsBlockPairOffDiagonal(const int block1, const int block2) { | 
|  | return preconditioner_->IsBlockPairOffDiagonal(block1, block2); | 
|  | } | 
|  |  | 
|  | const BlockRandomAccessSparseMatrix* get_m() { | 
|  | return preconditioner_->m_.get(); | 
|  | } | 
|  |  | 
|  | int num_rows_; | 
|  | int num_cols_; | 
|  | int num_eliminate_blocks_; | 
|  | int num_camera_blocks_; | 
|  |  | 
|  | scoped_ptr<BlockSparseMatrix> A_; | 
|  | scoped_array<double> b_; | 
|  | scoped_array<double> D_; | 
|  |  | 
|  | LinearSolver::Options options_; | 
|  | scoped_ptr<VisibilityBasedPreconditioner> preconditioner_; | 
|  | scoped_ptr<BlockRandomAccessDenseMatrix> schur_complement_; | 
|  | }; | 
|  |  | 
|  | #ifndef CERES_NO_PROTOCOL_BUFFERS | 
|  | TEST_F(VisibilityBasedPreconditionerTest, SchurJacobiStructure) { | 
|  | options_.preconditioner_type = SCHUR_JACOBI; | 
|  | preconditioner_.reset( | 
|  | new VisibilityBasedPreconditioner(*A_->block_structure(), options_)); | 
|  | EXPECT_EQ(get_num_blocks(), num_camera_blocks_); | 
|  | EXPECT_EQ(get_num_clusters(), num_camera_blocks_); | 
|  | for (int i = 0; i < num_camera_blocks_; ++i) { | 
|  | for (int j = 0; j < num_camera_blocks_; ++j) { | 
|  | const string msg = StringPrintf("Camera pair: %d %d", i, j); | 
|  | SCOPED_TRACE(msg); | 
|  | if (i == j) { | 
|  | EXPECT_TRUE(IsBlockPairInPreconditioner(i, j)); | 
|  | EXPECT_FALSE(IsBlockPairOffDiagonal(i, j)); | 
|  | } else { | 
|  | EXPECT_FALSE(IsBlockPairInPreconditioner(i, j)); | 
|  | EXPECT_TRUE(IsBlockPairOffDiagonal(i, j)); | 
|  | } | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | TEST_F(VisibilityBasedPreconditionerTest, OneClusterClusterJacobi) { | 
|  | options_.preconditioner_type = CLUSTER_JACOBI; | 
|  | preconditioner_.reset( | 
|  | new VisibilityBasedPreconditioner(*A_->block_structure(), options_)); | 
|  |  | 
|  | // Override the clustering to be a single clustering containing all | 
|  | // the cameras. | 
|  | vector<int>& cluster_membership = *get_mutable_cluster_membership(); | 
|  | for (int i = 0; i < num_camera_blocks_; ++i) { | 
|  | cluster_membership[i] = 0; | 
|  | } | 
|  |  | 
|  | *get_mutable_num_clusters() = 1; | 
|  |  | 
|  | HashSet<pair<int, int> >& cluster_pairs = *get_mutable_cluster_pairs(); | 
|  | cluster_pairs.clear(); | 
|  | cluster_pairs.insert(make_pair(0, 0)); | 
|  |  | 
|  | EXPECT_TRUE(IsSparsityStructureValid()); | 
|  | EXPECT_TRUE(PreconditionerValuesMatch()); | 
|  |  | 
|  | // Multiplication by the inverse of the preconditioner. | 
|  | const int num_rows = schur_complement_->num_rows(); | 
|  | ConstMatrixRef full_schur_complement(schur_complement_->values(), | 
|  | num_rows, | 
|  | num_rows); | 
|  | Vector x(num_rows); | 
|  | Vector y(num_rows); | 
|  | Vector z(num_rows); | 
|  |  | 
|  | for (int i = 0; i < num_rows; ++i) { | 
|  | x.setZero(); | 
|  | y.setZero(); | 
|  | z.setZero(); | 
|  | x[i] = 1.0; | 
|  | preconditioner_->RightMultiply(x.data(), y.data()); | 
|  | z = full_schur_complement | 
|  | .selfadjointView<Eigen::Upper>() | 
|  | .ldlt().solve(x); | 
|  | double max_relative_difference = | 
|  | ((y - z).array() / z.array()).matrix().lpNorm<Eigen::Infinity>(); | 
|  | EXPECT_NEAR(max_relative_difference, 0.0, kTolerance); | 
|  | } | 
|  | } | 
|  |  | 
|  |  | 
|  |  | 
|  | TEST_F(VisibilityBasedPreconditionerTest, ClusterJacobi) { | 
|  | options_.preconditioner_type = CLUSTER_JACOBI; | 
|  | preconditioner_.reset( | 
|  | new VisibilityBasedPreconditioner(*A_->block_structure(), options_)); | 
|  |  | 
|  | // Override the clustering to be equal number of cameras. | 
|  | vector<int>& cluster_membership = *get_mutable_cluster_membership(); | 
|  | cluster_membership.resize(num_camera_blocks_); | 
|  | static const int kNumClusters = 3; | 
|  |  | 
|  | for (int i = 0; i < num_camera_blocks_; ++i) { | 
|  | cluster_membership[i] = (i * kNumClusters) / num_camera_blocks_; | 
|  | } | 
|  | *get_mutable_num_clusters() = kNumClusters; | 
|  |  | 
|  | HashSet<pair<int, int> >& cluster_pairs = *get_mutable_cluster_pairs(); | 
|  | cluster_pairs.clear(); | 
|  | for (int i = 0; i < kNumClusters; ++i) { | 
|  | cluster_pairs.insert(make_pair(i, i)); | 
|  | } | 
|  |  | 
|  | EXPECT_TRUE(IsSparsityStructureValid()); | 
|  | EXPECT_TRUE(PreconditionerValuesMatch()); | 
|  | } | 
|  |  | 
|  |  | 
|  | TEST_F(VisibilityBasedPreconditionerTest, ClusterTridiagonal) { | 
|  | options_.preconditioner_type = CLUSTER_TRIDIAGONAL; | 
|  | preconditioner_.reset( | 
|  | new VisibilityBasedPreconditioner(*A_->block_structure(), options_)); | 
|  | static const int kNumClusters = 3; | 
|  |  | 
|  | // Override the clustering to be 3 clusters. | 
|  | vector<int>& cluster_membership = *get_mutable_cluster_membership(); | 
|  | cluster_membership.resize(num_camera_blocks_); | 
|  | for (int i = 0; i < num_camera_blocks_; ++i) { | 
|  | cluster_membership[i] = (i * kNumClusters) / num_camera_blocks_; | 
|  | } | 
|  | *get_mutable_num_clusters() = kNumClusters; | 
|  |  | 
|  | // Spanning forest has structure 0-1 2 | 
|  | HashSet<pair<int, int> >& cluster_pairs = *get_mutable_cluster_pairs(); | 
|  | cluster_pairs.clear(); | 
|  | for (int i = 0; i < kNumClusters; ++i) { | 
|  | cluster_pairs.insert(make_pair(i, i)); | 
|  | } | 
|  | cluster_pairs.insert(make_pair(0, 1)); | 
|  |  | 
|  | EXPECT_TRUE(IsSparsityStructureValid()); | 
|  | EXPECT_TRUE(PreconditionerValuesMatch()); | 
|  | } | 
|  | #endif  // CERES_NO_PROTOCOL_BUFFERS | 
|  |  | 
|  | }  // namespace internal | 
|  | }  // namespace ceres | 
|  |  | 
|  | #endif  // CERES_NO_SUITESPARSE |