// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2023 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/block_jacobi_preconditioner.h" #include #include #include #include "Eigen/Dense" #include "ceres/block_random_access_diagonal_matrix.h" #include "ceres/block_sparse_matrix.h" #include "ceres/linear_least_squares_problems.h" #include "gtest/gtest.h" namespace ceres::internal { TEST(BlockSparseJacobiPreconditioner, _) { constexpr int kNumtrials = 10; BlockSparseMatrix::RandomMatrixOptions options; options.num_col_blocks = 3; options.min_col_block_size = 1; options.max_col_block_size = 3; options.num_row_blocks = 5; options.min_row_block_size = 1; options.max_row_block_size = 4; options.block_density = 0.25; std::mt19937 prng; Preconditioner::Options preconditioner_options; ContextImpl context; preconditioner_options.context = &context; for (int trial = 0; trial < kNumtrials; ++trial) { auto jacobian = BlockSparseMatrix::CreateRandomMatrix(options, prng); Vector diagonal = Vector::Ones(jacobian->num_cols()); Matrix dense_jacobian; jacobian->ToDenseMatrix(&dense_jacobian); Matrix hessian = dense_jacobian.transpose() * dense_jacobian; hessian.diagonal() += diagonal.array().square().matrix(); BlockSparseJacobiPreconditioner pre(preconditioner_options, *jacobian); pre.Update(*jacobian, diagonal.data()); // The const_cast is needed to be able to call GetCell. auto* m = const_cast(&pre.matrix()); EXPECT_EQ(m->num_rows(), jacobian->num_cols()); EXPECT_EQ(m->num_cols(), jacobian->num_cols()); const CompressedRowBlockStructure* bs = jacobian->block_structure(); for (int i = 0; i < bs->cols.size(); ++i) { const int block_size = bs->cols[i].size; int r, c, row_stride, col_stride; CellInfo* cell_info = m->GetCell(i, i, &r, &c, &row_stride, &col_stride); Matrix actual_block_inverse = MatrixRef(cell_info->values, row_stride, col_stride) .block(r, c, block_size, block_size); Matrix expected_block = hessian.block( bs->cols[i].position, bs->cols[i].position, block_size, block_size); const double residual = (actual_block_inverse * expected_block - Matrix::Identity(block_size, block_size)) .norm(); EXPECT_NEAR(residual, 0.0, 1e-12) << "Block: " << i; } options.num_col_blocks++; options.num_row_blocks++; } } TEST(CompressedRowSparseJacobiPreconditioner, _) { constexpr int kNumtrials = 10; CompressedRowSparseMatrix::RandomMatrixOptions options; options.num_col_blocks = 3; options.min_col_block_size = 1; options.max_col_block_size = 3; options.num_row_blocks = 5; options.min_row_block_size = 1; options.max_row_block_size = 4; options.block_density = 0.25; std::mt19937 prng; Preconditioner::Options preconditioner_options; ContextImpl context; preconditioner_options.context = &context; for (int trial = 0; trial < kNumtrials; ++trial) { auto jacobian = CompressedRowSparseMatrix::CreateRandomMatrix(options, prng); Vector diagonal = Vector::Ones(jacobian->num_cols()); Matrix dense_jacobian; jacobian->ToDenseMatrix(&dense_jacobian); Matrix hessian = dense_jacobian.transpose() * dense_jacobian; hessian.diagonal() += diagonal.array().square().matrix(); BlockCRSJacobiPreconditioner pre(preconditioner_options, *jacobian); pre.Update(*jacobian, diagonal.data()); auto& m = pre.matrix(); EXPECT_EQ(m.num_rows(), jacobian->num_cols()); EXPECT_EQ(m.num_cols(), jacobian->num_cols()); const auto& col_blocks = jacobian->col_blocks(); for (int i = 0, col = 0; i < col_blocks.size(); ++i) { const int block_size = col_blocks[i].size; int idx = m.rows()[col]; for (int j = 0; j < block_size; ++j) { EXPECT_EQ(m.rows()[col + j + 1] - m.rows()[col + j], block_size); for (int k = 0; k < block_size; ++k, ++idx) { EXPECT_EQ(m.cols()[idx], col + k); } } ConstMatrixRef actual_block_inverse( m.values() + m.rows()[col], block_size, block_size); Matrix expected_block = hessian.block(col, col, block_size, block_size); const double residual = (actual_block_inverse * expected_block - Matrix::Identity(block_size, block_size)) .norm(); EXPECT_NEAR(residual, 0.0, 1e-12) << "Block: " << i; col += block_size; } options.num_col_blocks++; options.num_row_blocks++; } } } // namespace ceres::internal