Files
ceres-solver/internal/ceres/dense_linear_solver_test.cc
Mike Vitus f408f89e8b Adds a Ceres Context structure.
A Ceres Context holds common global state that can be re-used within
Ceres.  The Context current contains a thread pool if compiling with
C++11 threading support.  Threads are expensive to create and destroy so
it is good to maintain across multiple Ceres solves.

Tested by compiling with and without TBB support and ran unit tests. Ran
bazel as well.

Change-Id: I82f598dfae642aa0e81a6039dc174608a5e8dbfb
2018-02-26 10:37:53 -08:00

138 lines
5.2 KiB
C++

// 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: sameeragarwal@google.com (Sameer Agarwal)
#include "ceres/casts.h"
#include "ceres/context_impl.h"
#include "ceres/internal/scoped_ptr.h"
#include "ceres/linear_least_squares_problems.h"
#include "ceres/linear_solver.h"
#include "ceres/triplet_sparse_matrix.h"
#include "ceres/types.h"
#include "glog/logging.h"
#include "gtest/gtest.h"
namespace ceres {
namespace internal {
typedef ::testing::
tuple<LinearSolverType, DenseLinearAlgebraLibraryType, bool, int>
Param;
std::string ParamInfoToString(testing::TestParamInfo<Param> info) {
Param param = info.param;
std::stringstream ss;
ss << LinearSolverTypeToString(::testing::get<0>(param)) << "_"
<< DenseLinearAlgebraLibraryTypeToString(::testing::get<1>(param)) << "_"
<< (::testing::get<2>(param) ? "Regularized" : "Unregularized") << "_"
<< ::testing::get<3>(param);
return ss.str();
}
class DenseLinearSolverTest : public ::testing::TestWithParam<Param> {};
TEST_P(DenseLinearSolverTest, _) {
Param param = GetParam();
const bool regularized = testing::get<2>(param);
scoped_ptr<LinearLeastSquaresProblem> problem(
CreateLinearLeastSquaresProblemFromId(testing::get<3>(param)));
DenseSparseMatrix lhs(*down_cast<TripletSparseMatrix*>(problem->A.get()));
const int num_cols = lhs.num_cols();
const int num_rows = lhs.num_rows();
Vector rhs = Vector::Zero(num_rows + num_cols);
rhs.head(num_rows) = ConstVectorRef(problem->b.get(), num_rows);
LinearSolver::Options options;
options.type = ::testing::get<0>(param);
options.dense_linear_algebra_library_type = ::testing::get<1>(param);
ContextImpl context;
options.context = &context;
scoped_ptr<LinearSolver> solver(LinearSolver::Create(options));
LinearSolver::PerSolveOptions per_solve_options;
if (regularized) {
per_solve_options.D = problem->D.get();
}
Vector solution(num_cols);
LinearSolver::Summary summary =
solver->Solve(&lhs, rhs.data(), per_solve_options, solution.data());
EXPECT_EQ(summary.termination_type, LINEAR_SOLVER_SUCCESS);
// If solving for the regularized solution, add the diagonal to the
// matrix. This makes subsequent computations simpler.
if (testing::get<2>(param)) {
lhs.AppendDiagonal(problem->D.get());
};
Vector tmp = Vector::Zero(num_rows + num_cols);
lhs.RightMultiply(solution.data(), tmp.data());
Vector actual_normal_rhs = Vector::Zero(num_cols);
lhs.LeftMultiply(tmp.data(), actual_normal_rhs.data());
Vector expected_normal_rhs = Vector::Zero(num_cols);
lhs.LeftMultiply(rhs.data(), expected_normal_rhs.data());
const double residual = (expected_normal_rhs - actual_normal_rhs).norm() /
expected_normal_rhs.norm();
EXPECT_NEAR(residual, 0.0, 10 * std::numeric_limits<double>::epsilon());
}
// TODO(sameeragarwal): Should we move away from hard coded linear
// least squares problem to randomly generated ones?
#ifndef CERES_NO_LAPACK
INSTANTIATE_TEST_CASE_P(
DenseLinearSolver,
DenseLinearSolverTest,
::testing::Combine(::testing::Values(DENSE_QR, DENSE_NORMAL_CHOLESKY),
::testing::Values(EIGEN, LAPACK),
::testing::Values(true, false),
::testing::Values(0, 1)),
ParamInfoToString);
#else
INSTANTIATE_TEST_CASE_P(
DenseLinearSolver,
DenseLinearSolverTest,
::testing::Combine(::testing::Values(DENSE_QR, DENSE_NORMAL_CHOLESKY),
::testing::Values(EIGEN),
::testing::Values(true, false),
::testing::Values(0, 1)),
ParamInfoToString);
#endif
} // namespace internal
} // namespace ceres