|  | // Ceres Solver - A fast non-linear least squares minimizer | 
|  | // Copyright 2022 Google Inc. All rights reserved. | 
|  | // http://ceres-solver.org/ | 
|  | // | 
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|  | // | 
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|  | // | 
|  | // Author: sameeragarwal@google.com (Sameer Agarwal) | 
|  |  | 
|  | #include "ceres/partitioned_matrix_view.h" | 
|  |  | 
|  | #include <memory> | 
|  | #include <random> | 
|  | #include <sstream> | 
|  | #include <string> | 
|  | #include <vector> | 
|  |  | 
|  | #include "ceres/block_structure.h" | 
|  | #include "ceres/casts.h" | 
|  | #include "ceres/internal/eigen.h" | 
|  | #include "ceres/linear_least_squares_problems.h" | 
|  | #include "ceres/sparse_matrix.h" | 
|  | #include "glog/logging.h" | 
|  | #include "gtest/gtest.h" | 
|  |  | 
|  | namespace ceres { | 
|  | namespace internal { | 
|  |  | 
|  | const double kEpsilon = 1e-14; | 
|  |  | 
|  | // Param = <problem_id, num_threads> | 
|  | using Param = ::testing::tuple<int, int>; | 
|  |  | 
|  | static std::string ParamInfoToString(testing::TestParamInfo<Param> info) { | 
|  | Param param = info.param; | 
|  | std::stringstream ss; | 
|  | ss << ::testing::get<0>(param) << "_" << ::testing::get<1>(param); | 
|  | return ss.str(); | 
|  | } | 
|  |  | 
|  | class PartitionedMatrixViewTest : public ::testing::TestWithParam<Param> { | 
|  | protected: | 
|  | void SetUp() final { | 
|  | const int problem_id = ::testing::get<0>(GetParam()); | 
|  | const int num_threads = ::testing::get<1>(GetParam()); | 
|  | auto problem = CreateLinearLeastSquaresProblemFromId(problem_id); | 
|  | CHECK(problem != nullptr); | 
|  | A_ = std::move(problem->A); | 
|  | auto block_sparse = down_cast<BlockSparseMatrix*>(A_.get()); | 
|  |  | 
|  | options_.num_threads = num_threads; | 
|  | options_.context = &context_; | 
|  | options_.elimination_groups.push_back(problem->num_eliminate_blocks); | 
|  | pmv_ = PartitionedMatrixViewBase::Create(options_, *block_sparse); | 
|  |  | 
|  | LinearSolver::Options options_single_threaded = options_; | 
|  | options_single_threaded.num_threads = 1; | 
|  | pmv_single_threaded_ = | 
|  | PartitionedMatrixViewBase::Create(options_, *block_sparse); | 
|  |  | 
|  | EXPECT_EQ(pmv_->num_col_blocks_e(), problem->num_eliminate_blocks); | 
|  | EXPECT_EQ(pmv_->num_col_blocks_f(), | 
|  | block_sparse->block_structure()->cols.size() - | 
|  | problem->num_eliminate_blocks); | 
|  | EXPECT_EQ(pmv_->num_cols(), A_->num_cols()); | 
|  | EXPECT_EQ(pmv_->num_rows(), A_->num_rows()); | 
|  | } | 
|  |  | 
|  | double RandDouble() { return distribution_(prng_); } | 
|  |  | 
|  | LinearSolver::Options options_; | 
|  | ContextImpl context_; | 
|  | std::unique_ptr<LinearLeastSquaresProblem> problem_; | 
|  | std::unique_ptr<SparseMatrix> A_; | 
|  | std::unique_ptr<PartitionedMatrixViewBase> pmv_; | 
|  | std::unique_ptr<PartitionedMatrixViewBase> pmv_single_threaded_; | 
|  | std::mt19937 prng_; | 
|  | std::uniform_real_distribution<double> distribution_ = | 
|  | std::uniform_real_distribution<double>(0.0, 1.0); | 
|  | }; | 
|  |  | 
|  | TEST_P(PartitionedMatrixViewTest, RightMultiplyAndAccumulateE) { | 
|  | Vector x1(pmv_->num_cols_e()); | 
|  | Vector x2(pmv_->num_cols()); | 
|  | x2.setZero(); | 
|  |  | 
|  | for (int i = 0; i < pmv_->num_cols_e(); ++i) { | 
|  | x1(i) = x2(i) = RandDouble(); | 
|  | } | 
|  |  | 
|  | Vector expected = Vector::Zero(pmv_->num_rows()); | 
|  | A_->RightMultiplyAndAccumulate(x2.data(), expected.data()); | 
|  |  | 
|  | Vector actual = Vector::Zero(pmv_->num_rows()); | 
|  | pmv_->RightMultiplyAndAccumulateE(x1.data(), actual.data()); | 
|  |  | 
|  | for (int i = 0; i < pmv_->num_rows(); ++i) { | 
|  | EXPECT_NEAR(actual(i), expected(i), kEpsilon); | 
|  | } | 
|  | } | 
|  |  | 
|  | TEST_P(PartitionedMatrixViewTest, RightMultiplyAndAccumulateF) { | 
|  | Vector x1(pmv_->num_cols_f()); | 
|  | Vector x2(pmv_->num_cols()); | 
|  | x2.setZero(); | 
|  |  | 
|  | for (int i = 0; i < pmv_->num_cols_f(); ++i) { | 
|  | x1(i) = x2(i + pmv_->num_cols_e()) = RandDouble(); | 
|  | } | 
|  |  | 
|  | Vector actual = Vector::Zero(pmv_->num_rows()); | 
|  | pmv_->RightMultiplyAndAccumulateF(x1.data(), actual.data()); | 
|  |  | 
|  | Vector expected = Vector::Zero(pmv_->num_rows()); | 
|  | A_->RightMultiplyAndAccumulate(x2.data(), expected.data()); | 
|  |  | 
|  | for (int i = 0; i < pmv_->num_rows(); ++i) { | 
|  | EXPECT_NEAR(actual(i), expected(i), kEpsilon); | 
|  | } | 
|  | } | 
|  |  | 
|  | TEST_P(PartitionedMatrixViewTest, LeftMultiplyAndAccumulate) { | 
|  | Vector x = Vector::Zero(pmv_->num_rows()); | 
|  | for (int i = 0; i < pmv_->num_rows(); ++i) { | 
|  | x(i) = RandDouble(); | 
|  | } | 
|  | Vector x_pre = x; | 
|  |  | 
|  | Vector expected = Vector::Zero(pmv_->num_cols()); | 
|  | Vector e_actual = Vector::Zero(pmv_->num_cols_e()); | 
|  | Vector f_actual = Vector::Zero(pmv_->num_cols_f()); | 
|  |  | 
|  | A_->LeftMultiplyAndAccumulate(x.data(), expected.data()); | 
|  | pmv_->LeftMultiplyAndAccumulateE(x.data(), e_actual.data()); | 
|  | pmv_->LeftMultiplyAndAccumulateF(x.data(), f_actual.data()); | 
|  |  | 
|  | for (int i = 0; i < pmv_->num_cols(); ++i) { | 
|  | EXPECT_NEAR(expected(i), | 
|  | (i < pmv_->num_cols_e()) ? e_actual(i) | 
|  | : f_actual(i - pmv_->num_cols_e()), | 
|  | kEpsilon); | 
|  | } | 
|  | } | 
|  |  | 
|  | TEST_P(PartitionedMatrixViewTest, BlockDiagonalFtF) { | 
|  | std::unique_ptr<BlockSparseMatrix> block_diagonal_ff( | 
|  | pmv_->CreateBlockDiagonalFtF()); | 
|  | const auto bs_diagonal = block_diagonal_ff->block_structure(); | 
|  | const int num_rows = pmv_->num_rows(); | 
|  | const int num_cols_f = pmv_->num_cols_f(); | 
|  | const int num_cols_e = pmv_->num_cols_e(); | 
|  | const int num_col_blocks_f = pmv_->num_col_blocks_f(); | 
|  | const int num_col_blocks_e = pmv_->num_col_blocks_e(); | 
|  |  | 
|  | CHECK_EQ(block_diagonal_ff->num_rows(), num_cols_f); | 
|  | CHECK_EQ(block_diagonal_ff->num_cols(), num_cols_f); | 
|  |  | 
|  | EXPECT_EQ(bs_diagonal->cols.size(), num_col_blocks_f); | 
|  | EXPECT_EQ(bs_diagonal->rows.size(), num_col_blocks_f); | 
|  |  | 
|  | Matrix EF; | 
|  | A_->ToDenseMatrix(&EF); | 
|  | const auto F = EF.topRightCorner(num_rows, num_cols_f); | 
|  |  | 
|  | Matrix expected_FtF = F.transpose() * F; | 
|  | Matrix actual_FtF; | 
|  | block_diagonal_ff->ToDenseMatrix(&actual_FtF); | 
|  |  | 
|  | // FtF might be not block-diagonal | 
|  | auto bs = down_cast<BlockSparseMatrix*>(A_.get())->block_structure(); | 
|  | for (int i = 0; i < num_col_blocks_f; ++i) { | 
|  | const auto col_block_f = bs->cols[num_col_blocks_e + i]; | 
|  | const int block_size = col_block_f.size; | 
|  | const int block_pos = col_block_f.position - num_cols_e; | 
|  | const auto cell_expected = | 
|  | expected_FtF.block(block_pos, block_pos, block_size, block_size); | 
|  | auto cell_actual = | 
|  | actual_FtF.block(block_pos, block_pos, block_size, block_size); | 
|  | cell_actual -= cell_expected; | 
|  | EXPECT_NEAR(cell_actual.norm(), 0., kEpsilon); | 
|  | } | 
|  | // There should be nothing remaining outside block-diagonal | 
|  | EXPECT_NEAR(actual_FtF.norm(), 0., kEpsilon); | 
|  | } | 
|  |  | 
|  | TEST_P(PartitionedMatrixViewTest, BlockDiagonalEtE) { | 
|  | std::unique_ptr<BlockSparseMatrix> block_diagonal_ee( | 
|  | pmv_->CreateBlockDiagonalEtE()); | 
|  | const CompressedRowBlockStructure* bs = block_diagonal_ee->block_structure(); | 
|  | const int num_rows = pmv_->num_rows(); | 
|  | const int num_cols_e = pmv_->num_cols_e(); | 
|  | const int num_col_blocks_e = pmv_->num_col_blocks_e(); | 
|  |  | 
|  | CHECK_EQ(block_diagonal_ee->num_rows(), num_cols_e); | 
|  | CHECK_EQ(block_diagonal_ee->num_cols(), num_cols_e); | 
|  |  | 
|  | EXPECT_EQ(bs->cols.size(), num_col_blocks_e); | 
|  | EXPECT_EQ(bs->rows.size(), num_col_blocks_e); | 
|  |  | 
|  | Matrix EF; | 
|  | A_->ToDenseMatrix(&EF); | 
|  | const auto E = EF.topLeftCorner(num_rows, num_cols_e); | 
|  |  | 
|  | Matrix expected_EtE = E.transpose() * E; | 
|  | Matrix actual_EtE; | 
|  | block_diagonal_ee->ToDenseMatrix(&actual_EtE); | 
|  |  | 
|  | EXPECT_NEAR((expected_EtE - actual_EtE).norm(), 0., kEpsilon); | 
|  | } | 
|  |  | 
|  | TEST_P(PartitionedMatrixViewTest, UpdateBlockDiagonalEtE) { | 
|  | std::unique_ptr<BlockSparseMatrix> block_diagonal_ete( | 
|  | pmv_->CreateBlockDiagonalEtE()); | 
|  | const int num_cols = pmv_->num_cols_e(); | 
|  |  | 
|  | Matrix multi_threaded(num_cols, num_cols); | 
|  | pmv_->UpdateBlockDiagonalEtE(block_diagonal_ete.get()); | 
|  | block_diagonal_ete->ToDenseMatrix(&multi_threaded); | 
|  |  | 
|  | Matrix single_threaded(num_cols, num_cols); | 
|  | pmv_single_threaded_->UpdateBlockDiagonalEtE(block_diagonal_ete.get()); | 
|  | block_diagonal_ete->ToDenseMatrix(&single_threaded); | 
|  |  | 
|  | EXPECT_NEAR((multi_threaded - single_threaded).norm(), 0., kEpsilon); | 
|  | } | 
|  |  | 
|  | TEST_P(PartitionedMatrixViewTest, UpdateBlockDiagonalFtF) { | 
|  | std::unique_ptr<BlockSparseMatrix> block_diagonal_ftf( | 
|  | pmv_->CreateBlockDiagonalFtF()); | 
|  | const int num_cols = pmv_->num_cols_f(); | 
|  |  | 
|  | Matrix multi_threaded(num_cols, num_cols); | 
|  | pmv_->UpdateBlockDiagonalFtF(block_diagonal_ftf.get()); | 
|  | block_diagonal_ftf->ToDenseMatrix(&multi_threaded); | 
|  |  | 
|  | Matrix single_threaded(num_cols, num_cols); | 
|  | pmv_single_threaded_->UpdateBlockDiagonalFtF(block_diagonal_ftf.get()); | 
|  | block_diagonal_ftf->ToDenseMatrix(&single_threaded); | 
|  |  | 
|  | EXPECT_NEAR((multi_threaded - single_threaded).norm(), 0., kEpsilon); | 
|  | } | 
|  |  | 
|  | INSTANTIATE_TEST_SUITE_P( | 
|  | ParallelProducts, | 
|  | PartitionedMatrixViewTest, | 
|  | ::testing::Combine(::testing::Values(2, 4, 6), | 
|  | ::testing::Values(1, 2, 3, 4, 5, 6, 7, 8)), | 
|  | ParamInfoToString); | 
|  |  | 
|  | }  // namespace internal | 
|  | }  // namespace ceres |