Files
ceres-solver/internal/ceres/block_random_access_diagonal_matrix_test.cc
T
Sameer Agarwal 4ad9149082 Simplify the Block Jacobi and Schur Jacobi preconditioners.
1. Extend the implementation of BlockRandomAccessDiagonalMatrix
by adding Invert and RightMultiply methods.

2. Simplify the implementation of the Schur Jacobi preconditioner
using these new methods.

3. Replace the custom storage used inside Block Jacobi preconditioner
with BlockRandomAccessDiagonalMatrix and simplify its implementation
too.

Change-Id: I9d4888b35f0f228c08244abbdda5298b3ce9c466
2014-09-29 08:40:03 -07:00

161 lines
5.4 KiB
C++

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2013 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)
#include <limits>
#include <vector>
#include "ceres/block_random_access_diagonal_matrix.h"
#include "ceres/internal/eigen.h"
#include "glog/logging.h"
#include "gtest/gtest.h"
#include "Eigen/Cholesky"
namespace ceres {
namespace internal {
class BlockRandomAccessDiagonalMatrixTest : public ::testing::Test {
public:
void SetUp() {
vector<int> blocks;
blocks.push_back(3);
blocks.push_back(4);
blocks.push_back(5);
const int num_rows = 3 + 4 + 5;
num_nonzeros_ = 3 * 3 + 4 * 4 + 5 * 5;
m_.reset(new BlockRandomAccessDiagonalMatrix(blocks));
EXPECT_EQ(m_->num_rows(), num_rows);
EXPECT_EQ(m_->num_cols(), num_rows);
for (int i = 0; i < blocks.size(); ++i) {
const int row_block_id = i;
int col_block_id;
int row;
int col;
int row_stride;
int col_stride;
for (int j = 0; j < blocks.size(); ++j) {
col_block_id = j;
CellInfo* cell = m_->GetCell(row_block_id, col_block_id,
&row, &col,
&row_stride, &col_stride);
// Off diagonal entries are not present.
if (i != j) {
EXPECT_TRUE(cell == NULL);
continue;
}
EXPECT_TRUE(cell != NULL);
EXPECT_EQ(row, 0);
EXPECT_EQ(col, 0);
EXPECT_EQ(row_stride, blocks[row_block_id]);
EXPECT_EQ(col_stride, blocks[col_block_id]);
// Write into the block
MatrixRef(cell->values, row_stride, col_stride).block(
row, col, blocks[row_block_id], blocks[col_block_id]) =
(row_block_id + 1) * (col_block_id +1) *
Matrix::Ones(blocks[row_block_id], blocks[col_block_id])
+ Matrix::Identity(blocks[row_block_id], blocks[row_block_id]);
}
}
}
protected:
int num_nonzeros_;
scoped_ptr<BlockRandomAccessDiagonalMatrix> m_;
};
TEST_F(BlockRandomAccessDiagonalMatrixTest, MatrixContents) {
const TripletSparseMatrix* tsm = m_->matrix();
EXPECT_EQ(tsm->num_nonzeros(), num_nonzeros_);
EXPECT_EQ(tsm->max_num_nonzeros(), num_nonzeros_);
Matrix dense;
tsm->ToDenseMatrix(&dense);
double kTolerance = 1e-14;
// (0,0)
EXPECT_NEAR((dense.block(0, 0, 3, 3) -
(Matrix::Ones(3, 3) + Matrix::Identity(3, 3))).norm(),
0.0,
kTolerance);
// (1,1)
EXPECT_NEAR((dense.block(3, 3, 4, 4) -
(2 * 2 * Matrix::Ones(4, 4) + Matrix::Identity(4, 4))).norm(),
0.0,
kTolerance);
// (1,1)
EXPECT_NEAR((dense.block(7, 7, 5, 5) -
(3 * 3 * Matrix::Ones(5, 5) + Matrix::Identity(5, 5))).norm(),
0.0,
kTolerance);
// There is nothing else in the matrix besides these four blocks.
EXPECT_NEAR(dense.norm(),
sqrt(6 * 1.0 + 3 * 4.0 +
12 * 16.0 + 4 * 25.0 +
20 * 81.0 + 5 * 100.0), kTolerance);
}
TEST_F(BlockRandomAccessDiagonalMatrixTest, RightMultiply) {
double kTolerance = 1e-14;
const TripletSparseMatrix* tsm = m_->matrix();
Matrix dense;
tsm->ToDenseMatrix(&dense);
Vector x = Vector::Random(dense.rows());
Vector expected_y = dense * x;
Vector actual_y = Vector::Zero(dense.rows());
m_->RightMultiply(x.data(), actual_y.data());
EXPECT_NEAR((expected_y - actual_y).norm(), 0, kTolerance);
}
TEST_F(BlockRandomAccessDiagonalMatrixTest, Invert) {
double kTolerance = 1e-14;
const TripletSparseMatrix* tsm = m_->matrix();
Matrix dense;
tsm->ToDenseMatrix(&dense);
Matrix expected_inverse =
dense.llt().solve(Matrix::Identity(dense.rows(), dense.rows()));
m_->Invert();
tsm->ToDenseMatrix(&dense);
EXPECT_NEAR((expected_inverse - dense).norm(), 0.0, kTolerance);
}
} // namespace internal
} // namespace ceres