mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-30 09:00:37 +08:00
Mike Vitus
f408f89e8b
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
136 lines
4.8 KiB
C++
136 lines
4.8 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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//
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// TODO(sameeragarwal): Add support for larger, more complicated and
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// poorly conditioned problems both for correctness testing as well as
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// benchmarking.
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#include "ceres/iterative_schur_complement_solver.h"
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#include <cstddef>
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#include "Eigen/Dense"
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#include "ceres/block_random_access_dense_matrix.h"
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#include "ceres/block_sparse_matrix.h"
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#include "ceres/casts.h"
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#include "ceres/context_impl.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/linear_least_squares_problems.h"
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#include "ceres/linear_solver.h"
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#include "ceres/schur_eliminator.h"
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#include "ceres/triplet_sparse_matrix.h"
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#include "ceres/types.h"
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#include "glog/logging.h"
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#include "gtest/gtest.h"
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namespace ceres {
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namespace internal {
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using testing::AssertionResult;
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const double kEpsilon = 1e-14;
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class IterativeSchurComplementSolverTest : public ::testing::Test {
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protected :
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void SetUpProblem(int problem_id) {
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scoped_ptr<LinearLeastSquaresProblem> problem(
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CreateLinearLeastSquaresProblemFromId(problem_id));
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CHECK_NOTNULL(problem.get());
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A_.reset(down_cast<BlockSparseMatrix*>(problem->A.release()));
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b_.reset(problem->b.release());
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D_.reset(problem->D.release());
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num_cols_ = A_->num_cols();
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num_rows_ = A_->num_rows();
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num_eliminate_blocks_ = problem->num_eliminate_blocks;
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}
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AssertionResult TestSolver(double* D) {
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TripletSparseMatrix triplet_A(A_->num_rows(),
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A_->num_cols(),
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A_->num_nonzeros());
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A_->ToTripletSparseMatrix(&triplet_A);
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DenseSparseMatrix dense_A(triplet_A);
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LinearSolver::Options options;
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options.type = DENSE_QR;
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ContextImpl context;
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options.context = &context;
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scoped_ptr<LinearSolver> qr(LinearSolver::Create(options));
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LinearSolver::PerSolveOptions per_solve_options;
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per_solve_options.D = D;
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Vector reference_solution(num_cols_);
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qr->Solve(&dense_A, b_.get(), per_solve_options, reference_solution.data());
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options.elimination_groups.push_back(num_eliminate_blocks_);
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options.elimination_groups.push_back(0);
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options.max_num_iterations = num_cols_;
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options.preconditioner_type = SCHUR_JACOBI;
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IterativeSchurComplementSolver isc(options);
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Vector isc_sol(num_cols_);
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per_solve_options.r_tolerance = 1e-12;
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isc.Solve(A_.get(), b_.get(), per_solve_options, isc_sol.data());
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double diff = (isc_sol - reference_solution).norm();
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if (diff < kEpsilon) {
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return testing::AssertionSuccess();
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} else {
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return testing::AssertionFailure()
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<< "The reference solution differs from the ITERATIVE_SCHUR"
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<< " solution by " << diff << " which is more than " << kEpsilon;
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}
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}
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int num_rows_;
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int num_cols_;
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int num_eliminate_blocks_;
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scoped_ptr<BlockSparseMatrix> A_;
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scoped_array<double> b_;
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scoped_array<double> D_;
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};
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TEST_F(IterativeSchurComplementSolverTest, NormalProblem) {
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SetUpProblem(2);
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EXPECT_TRUE(TestSolver(NULL));
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EXPECT_TRUE(TestSolver(D_.get()));
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}
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TEST_F(IterativeSchurComplementSolverTest, ProblemWithNoFBlocks) {
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SetUpProblem(3);
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EXPECT_TRUE(TestSolver(NULL));
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EXPECT_TRUE(TestSolver(D_.get()));
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}
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} // namespace internal
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} // namespace ceres
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