1 // Ceres Solver - A fast non-linear least squares minimizer
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29 // Author: sameeragarwal@google.com (Sameer Agarwal)
30
31 #include "ceres/schur_complement_solver.h"
32
33 #include <cstddef>
34
35 #include "ceres/block_sparse_matrix.h"
36 #include "ceres/block_structure.h"
37 #include "ceres/casts.h"
38 #include "ceres/detect_structure.h"
39 #include "ceres/internal/scoped_ptr.h"
40 #include "ceres/linear_least_squares_problems.h"
41 #include "ceres/linear_solver.h"
42 #include "ceres/triplet_sparse_matrix.h"
43 #include "ceres/types.h"
44 #include "glog/logging.h"
45 #include "gtest/gtest.h"
46
47 namespace ceres {
48 namespace internal {
49
50 class SchurComplementSolverTest : public ::testing::Test {
51 protected:
SetUpFromProblemId(int problem_id)52 void SetUpFromProblemId(int problem_id) {
53 scoped_ptr<LinearLeastSquaresProblem> problem(
54 CreateLinearLeastSquaresProblemFromId(problem_id));
55
56 CHECK_NOTNULL(problem.get());
57 A.reset(down_cast<BlockSparseMatrix*>(problem->A.release()));
58 b.reset(problem->b.release());
59 D.reset(problem->D.release());
60
61 num_cols = A->num_cols();
62 num_rows = A->num_rows();
63 num_eliminate_blocks = problem->num_eliminate_blocks;
64
65 x.resize(num_cols);
66 sol.resize(num_cols);
67 sol_d.resize(num_cols);
68
69 LinearSolver::Options options;
70 options.type = DENSE_QR;
71
72 scoped_ptr<LinearSolver> qr(LinearSolver::Create(options));
73
74 TripletSparseMatrix triplet_A(A->num_rows(),
75 A->num_cols(),
76 A->num_nonzeros());
77 A->ToTripletSparseMatrix(&triplet_A);
78
79 // Gold standard solutions using dense QR factorization.
80 DenseSparseMatrix dense_A(triplet_A);
81 qr->Solve(&dense_A, b.get(), LinearSolver::PerSolveOptions(), sol.data());
82
83 // Gold standard solution with appended diagonal.
84 LinearSolver::PerSolveOptions per_solve_options;
85 per_solve_options.D = D.get();
86 qr->Solve(&dense_A, b.get(), per_solve_options, sol_d.data());
87 }
88
ComputeAndCompareSolutions(int problem_id,bool regularization,ceres::LinearSolverType linear_solver_type,ceres::DenseLinearAlgebraLibraryType dense_linear_algebra_library_type,ceres::SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type,bool use_postordering)89 void ComputeAndCompareSolutions(
90 int problem_id,
91 bool regularization,
92 ceres::LinearSolverType linear_solver_type,
93 ceres::DenseLinearAlgebraLibraryType dense_linear_algebra_library_type,
94 ceres::SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type,
95 bool use_postordering) {
96 SetUpFromProblemId(problem_id);
97 LinearSolver::Options options;
98 options.elimination_groups.push_back(num_eliminate_blocks);
99 options.elimination_groups.push_back(
100 A->block_structure()->cols.size() - num_eliminate_blocks);
101 options.type = linear_solver_type;
102 options.dense_linear_algebra_library_type =
103 dense_linear_algebra_library_type;
104 options.sparse_linear_algebra_library_type =
105 sparse_linear_algebra_library_type;
106 options.use_postordering = use_postordering;
107 DetectStructure(*A->block_structure(),
108 num_eliminate_blocks,
109 &options.row_block_size,
110 &options.e_block_size,
111 &options.f_block_size);
112
113 scoped_ptr<LinearSolver> solver(LinearSolver::Create(options));
114
115 LinearSolver::PerSolveOptions per_solve_options;
116 LinearSolver::Summary summary;
117 if (regularization) {
118 per_solve_options.D = D.get();
119 }
120
121 summary = solver->Solve(A.get(), b.get(), per_solve_options, x.data());
122 EXPECT_EQ(summary.termination_type, LINEAR_SOLVER_SUCCESS);
123
124 if (regularization) {
125
126 ASSERT_NEAR((sol_d - x).norm() / num_cols, 0, 1e-10)
127 << "Regularized Expected solution: " << sol_d.transpose()
128 << " Actual solution: " << x.transpose();
129 } else {
130 ASSERT_NEAR((sol - x).norm() / num_cols, 0, 1e-10)
131 << "Unregularized Expected solution: " << sol.transpose()
132 << " Actual solution: " << x.transpose();
133 }
134 }
135
136 int num_rows;
137 int num_cols;
138 int num_eliminate_blocks;
139
140 scoped_ptr<BlockSparseMatrix> A;
141 scoped_array<double> b;
142 scoped_array<double> D;
143 Vector x;
144 Vector sol;
145 Vector sol_d;
146 };
147
148 // TODO(sameeragarwal): Refactor these using value parameterized tests.
149 // TODO(sameeragarwal): More extensive tests using random matrices.
TEST_F(SchurComplementSolverTest,DenseSchurWithEigenSmallProblem)150 TEST_F(SchurComplementSolverTest, DenseSchurWithEigenSmallProblem) {
151 ComputeAndCompareSolutions(2, false, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
152 ComputeAndCompareSolutions(2, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
153 }
154
TEST_F(SchurComplementSolverTest,DenseSchurWithEigenLargeProblem)155 TEST_F(SchurComplementSolverTest, DenseSchurWithEigenLargeProblem) {
156 ComputeAndCompareSolutions(3, false, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
157 ComputeAndCompareSolutions(3, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
158 }
159
TEST_F(SchurComplementSolverTest,DenseSchurWithEigenVaryingFBlockSize)160 TEST_F(SchurComplementSolverTest, DenseSchurWithEigenVaryingFBlockSize) {
161 ComputeAndCompareSolutions(4, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, true);
162 }
163
164 #ifndef CERES_NO_LAPACK
TEST_F(SchurComplementSolverTest,DenseSchurWithLAPACKSmallProblem)165 TEST_F(SchurComplementSolverTest, DenseSchurWithLAPACKSmallProblem) {
166 ComputeAndCompareSolutions(2, false, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true);
167 ComputeAndCompareSolutions(2, true, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true);
168 }
169
TEST_F(SchurComplementSolverTest,DenseSchurWithLAPACKLargeProblem)170 TEST_F(SchurComplementSolverTest, DenseSchurWithLAPACKLargeProblem) {
171 ComputeAndCompareSolutions(3, false, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true);
172 ComputeAndCompareSolutions(3, true, DENSE_SCHUR, LAPACK, SUITE_SPARSE, true);
173 }
174 #endif
175
176 #ifndef CERES_NO_SUITESPARSE
TEST_F(SchurComplementSolverTest,SparseSchurWithSuiteSparseSmallProblemNoPostOrdering)177 TEST_F(SchurComplementSolverTest,
178 SparseSchurWithSuiteSparseSmallProblemNoPostOrdering) {
179 ComputeAndCompareSolutions(
180 2, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false);
181 ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false);
182 }
183
TEST_F(SchurComplementSolverTest,SparseSchurWithSuiteSparseSmallProblemPostOrdering)184 TEST_F(SchurComplementSolverTest,
185 SparseSchurWithSuiteSparseSmallProblemPostOrdering) {
186 ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true);
187 ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true);
188 }
189
TEST_F(SchurComplementSolverTest,SparseSchurWithSuiteSparseLargeProblemNoPostOrdering)190 TEST_F(SchurComplementSolverTest,
191 SparseSchurWithSuiteSparseLargeProblemNoPostOrdering) {
192 ComputeAndCompareSolutions(
193 3, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false);
194 ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, false);
195 }
196
TEST_F(SchurComplementSolverTest,SparseSchurWithSuiteSparseLargeProblemPostOrdering)197 TEST_F(SchurComplementSolverTest,
198 SparseSchurWithSuiteSparseLargeProblemPostOrdering) {
199 ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true);
200 ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, true);
201 }
202 #endif // CERES_NO_SUITESPARSE
203
204 #ifndef CERES_NO_CXSPARSE
TEST_F(SchurComplementSolverTest,SparseSchurWithCXSparseSmallProblem)205 TEST_F(SchurComplementSolverTest,
206 SparseSchurWithCXSparseSmallProblem) {
207 ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, EIGEN, CX_SPARSE, true);
208 ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, CX_SPARSE, true);
209 }
210
TEST_F(SchurComplementSolverTest,SparseSchurWithCXSparseLargeProblem)211 TEST_F(SchurComplementSolverTest,
212 SparseSchurWithCXSparseLargeProblem) {
213 ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, EIGEN, CX_SPARSE, true);
214 ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, CX_SPARSE, true);
215 }
216 #endif // CERES_NO_CXSPARSE
217
218 #ifdef CERES_USE_EIGEN_SPARSE
TEST_F(SchurComplementSolverTest,SparseSchurWithEigenSparseSmallProblem)219 TEST_F(SchurComplementSolverTest,
220 SparseSchurWithEigenSparseSmallProblem) {
221 ComputeAndCompareSolutions(2, false, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, true);
222 ComputeAndCompareSolutions(2, true, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, true);
223 }
224
TEST_F(SchurComplementSolverTest,SparseSchurWithEigenSparseLargeProblem)225 TEST_F(SchurComplementSolverTest,
226 SparseSchurWithEigenSparseLargeProblem) {
227 ComputeAndCompareSolutions(3, false, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, true);
228 ComputeAndCompareSolutions(3, true, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, true);
229 }
230 #endif // CERES_USE_EIGEN_SPARSE
231
232 } // namespace internal
233 } // namespace ceres
234