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ceres-solver/internal/ceres/visibility_based_preconditioner_test.cc
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Sameer Agarwal 290b975d1d Preconditioner refactoring. 
1. Added a Preconditioner interface.
2. SCHUR_JACOBI is now its own class and is independent of
SuiteSparse.

Change-Id: Id912ab19cf3736e61d1b90ddaf5bfba33e877ec4
2013-02-17 23:20:41 -08:00

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// 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:
//
// * 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)
#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_.elimination_groups.push_back(num_eliminate_blocks_);
options_.elimination_groups.push_back(
A_->block_structure()->cols.size() - 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;
LinearSolver::Options eliminator_options;
eliminator_options.elimination_groups = options_.elimination_groups;
eliminator_options.num_threads = options_.num_threads;
eliminator.reset(SchurEliminatorBase::Create(eliminator_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_;
Preconditioner::Options options_;
scoped_ptr<VisibilityBasedPreconditioner> preconditioner_;
scoped_ptr<BlockRandomAccessDenseMatrix> schur_complement_;
};
#ifndef CERES_NO_PROTOCOL_BUFFERS
TEST_F(VisibilityBasedPreconditionerTest, OneClusterClusterJacobi) {
options_.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_.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_.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
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