| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2015 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: sameeragarwal@google.com (Sameer Agarwal) |
| |
| #include "ceres/block_jacobi_preconditioner.h" |
| |
| #include <memory> |
| #include <vector> |
| |
| #include "Eigen/Dense" |
| #include "ceres/block_random_access_diagonal_matrix.h" |
| #include "ceres/block_sparse_matrix.h" |
| #include "ceres/linear_least_squares_problems.h" |
| #include "gtest/gtest.h" |
| |
| namespace ceres { |
| namespace internal { |
| |
| class BlockJacobiPreconditionerTest : public ::testing::Test { |
| protected: |
| void SetUpFromProblemId(int problem_id) { |
| std::unique_ptr<LinearLeastSquaresProblem> problem = |
| CreateLinearLeastSquaresProblemFromId(problem_id); |
| |
| CHECK(problem != nullptr); |
| A.reset(down_cast<BlockSparseMatrix*>(problem->A.release())); |
| D = std::move(problem->D); |
| |
| Matrix dense_a; |
| A->ToDenseMatrix(&dense_a); |
| dense_ata = dense_a.transpose() * dense_a; |
| dense_ata += VectorRef(D.get(), A->num_cols()) |
| .array() |
| .square() |
| .matrix() |
| .asDiagonal(); |
| } |
| |
| void VerifyDiagonalBlocks(const int problem_id) { |
| SetUpFromProblemId(problem_id); |
| |
| BlockJacobiPreconditioner pre(*A); |
| pre.Update(*A, D.get()); |
| auto* m = const_cast<BlockRandomAccessDiagonalMatrix*>(&pre.matrix()); |
| EXPECT_EQ(m->num_rows(), A->num_cols()); |
| EXPECT_EQ(m->num_cols(), A->num_cols()); |
| |
| const CompressedRowBlockStructure* bs = A->block_structure(); |
| for (int i = 0; i < bs->cols.size(); ++i) { |
| const int block_size = bs->cols[i].size; |
| int r, c, row_stride, col_stride; |
| CellInfo* cell_info = m->GetCell(i, i, &r, &c, &row_stride, &col_stride); |
| MatrixRef m(cell_info->values, row_stride, col_stride); |
| Matrix actual_block_inverse = m.block(r, c, block_size, block_size); |
| Matrix expected_block = dense_ata.block( |
| bs->cols[i].position, bs->cols[i].position, block_size, block_size); |
| const double residual = (actual_block_inverse * expected_block - |
| Matrix::Identity(block_size, block_size)) |
| .norm(); |
| EXPECT_NEAR(residual, 0.0, 1e-12) << "Block: " << i; |
| } |
| } |
| |
| std::unique_ptr<BlockSparseMatrix> A; |
| std::unique_ptr<double[]> D; |
| Matrix dense_ata; |
| }; |
| |
| TEST_F(BlockJacobiPreconditionerTest, SmallProblem) { VerifyDiagonalBlocks(2); } |
| |
| TEST_F(BlockJacobiPreconditionerTest, LargeProblem) { VerifyDiagonalBlocks(3); } |
| |
| } // namespace internal |
| } // namespace ceres |