mirror of
https://github.com/ceres-solver/ceres-solver.git
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e712ce1810
Eigen upstream was broken a little while ago, and it seemed to be the case that we needed a fix for using the LLT factorization on ARM. This has been fixed and AFAIK there are no stable eigen releases with this bug in it. For full gore, see http://eigen.tuxfamily.org/bz/show_bug.cgi?id=992 In light of the fix, the extra layer of indirection introduced earlier is not needed and we are reverting to normal programming. Change-Id: I16929d2145253b38339b573b27b6b8fabd523704
161 lines
5.4 KiB
C++
161 lines
5.4 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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#include <limits>
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#include <vector>
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#include "ceres/block_random_access_diagonal_matrix.h"
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#include "ceres/internal/eigen.h"
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#include "glog/logging.h"
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#include "gtest/gtest.h"
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#include "Eigen/Cholesky"
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namespace ceres {
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namespace internal {
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class BlockRandomAccessDiagonalMatrixTest : public ::testing::Test {
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public:
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void SetUp() {
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std::vector<int> blocks;
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blocks.push_back(3);
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blocks.push_back(4);
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blocks.push_back(5);
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const int num_rows = 3 + 4 + 5;
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num_nonzeros_ = 3 * 3 + 4 * 4 + 5 * 5;
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m_.reset(new BlockRandomAccessDiagonalMatrix(blocks));
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EXPECT_EQ(m_->num_rows(), num_rows);
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EXPECT_EQ(m_->num_cols(), num_rows);
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for (int i = 0; i < blocks.size(); ++i) {
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const int row_block_id = i;
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int col_block_id;
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int row;
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int col;
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int row_stride;
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int col_stride;
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for (int j = 0; j < blocks.size(); ++j) {
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col_block_id = j;
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CellInfo* cell = m_->GetCell(row_block_id, col_block_id,
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&row, &col,
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&row_stride, &col_stride);
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// Off diagonal entries are not present.
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if (i != j) {
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EXPECT_TRUE(cell == NULL);
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continue;
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}
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EXPECT_TRUE(cell != NULL);
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EXPECT_EQ(row, 0);
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EXPECT_EQ(col, 0);
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EXPECT_EQ(row_stride, blocks[row_block_id]);
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EXPECT_EQ(col_stride, blocks[col_block_id]);
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// Write into the block
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MatrixRef(cell->values, row_stride, col_stride).block(
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row, col, blocks[row_block_id], blocks[col_block_id]) =
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(row_block_id + 1) * (col_block_id +1) *
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Matrix::Ones(blocks[row_block_id], blocks[col_block_id])
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+ Matrix::Identity(blocks[row_block_id], blocks[row_block_id]);
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}
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}
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}
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protected:
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int num_nonzeros_;
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scoped_ptr<BlockRandomAccessDiagonalMatrix> m_;
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};
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TEST_F(BlockRandomAccessDiagonalMatrixTest, MatrixContents) {
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const TripletSparseMatrix* tsm = m_->matrix();
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EXPECT_EQ(tsm->num_nonzeros(), num_nonzeros_);
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EXPECT_EQ(tsm->max_num_nonzeros(), num_nonzeros_);
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Matrix dense;
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tsm->ToDenseMatrix(&dense);
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double kTolerance = 1e-14;
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// (0,0)
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EXPECT_NEAR((dense.block(0, 0, 3, 3) -
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(Matrix::Ones(3, 3) + Matrix::Identity(3, 3))).norm(),
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0.0,
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kTolerance);
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// (1,1)
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EXPECT_NEAR((dense.block(3, 3, 4, 4) -
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(2 * 2 * Matrix::Ones(4, 4) + Matrix::Identity(4, 4))).norm(),
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0.0,
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kTolerance);
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// (1,1)
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EXPECT_NEAR((dense.block(7, 7, 5, 5) -
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(3 * 3 * Matrix::Ones(5, 5) + Matrix::Identity(5, 5))).norm(),
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0.0,
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kTolerance);
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// There is nothing else in the matrix besides these four blocks.
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EXPECT_NEAR(dense.norm(),
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sqrt(6 * 1.0 + 3 * 4.0 +
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12 * 16.0 + 4 * 25.0 +
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20 * 81.0 + 5 * 100.0), kTolerance);
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}
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TEST_F(BlockRandomAccessDiagonalMatrixTest, RightMultiply) {
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double kTolerance = 1e-14;
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const TripletSparseMatrix* tsm = m_->matrix();
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Matrix dense;
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tsm->ToDenseMatrix(&dense);
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Vector x = Vector::Random(dense.rows());
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Vector expected_y = dense * x;
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Vector actual_y = Vector::Zero(dense.rows());
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m_->RightMultiply(x.data(), actual_y.data());
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EXPECT_NEAR((expected_y - actual_y).norm(), 0, kTolerance);
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}
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TEST_F(BlockRandomAccessDiagonalMatrixTest, Invert) {
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double kTolerance = 1e-14;
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const TripletSparseMatrix* tsm = m_->matrix();
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Matrix dense;
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tsm->ToDenseMatrix(&dense);
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Matrix expected_inverse =
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dense.llt().solve(Matrix::Identity(dense.rows(), dense.rows()));
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m_->Invert();
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tsm->ToDenseMatrix(&dense);
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EXPECT_NEAR((expected_inverse - dense).norm(), 0.0, kTolerance);
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}
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} // namespace internal
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} // namespace ceres
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