// 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: joydeepb@cs.utexas.edu (Joydeep Biswas) #include #include "ceres/dense_cholesky.h" #include "ceres/internal/config.h" #include "ceres/internal/eigen.h" #include "glog/logging.h" #include "gtest/gtest.h" namespace ceres::internal { #ifndef CERES_NO_CUDA TEST(CUDADenseCholesky, InvalidOptionOnCreate) { LinearSolver::Options options; ContextImpl context; options.context = &context; std::string error; EXPECT_TRUE(context.InitCuda(&error)) << error; auto dense_cuda_solver = CUDADenseCholesky::Create(options); EXPECT_EQ(dense_cuda_solver, nullptr); } // Tests the CUDA Cholesky solver with a simple 4x4 matrix. TEST(CUDADenseCholesky, Cholesky4x4Matrix) { Eigen::Matrix4d A; // clang-format off A << 4, 12, -16, 0, 12, 37, -43, 0, -16, -43, 98, 0, 0, 0, 0, 1; // clang-format on Vector b = Eigen::Vector4d::Ones(); LinearSolver::Options options; ContextImpl context; options.context = &context; std::string error; EXPECT_TRUE(context.InitCuda(&error)) << error; options.dense_linear_algebra_library_type = CUDA; auto dense_cuda_solver = CUDADenseCholesky::Create(options); ASSERT_NE(dense_cuda_solver, nullptr); std::string error_string; ASSERT_EQ(dense_cuda_solver->Factorize(A.cols(), A.data(), &error_string), LinearSolverTerminationType::SUCCESS); Eigen::Vector4d x = Eigen::Vector4d::Zero(); ASSERT_EQ(dense_cuda_solver->Solve(b.data(), x.data(), &error_string), LinearSolverTerminationType::SUCCESS); static const double kEpsilon = std::numeric_limits::epsilon() * 10; const Eigen::Vector4d x_expected(113.75 / 3.0, -31.0 / 3.0, 5.0 / 3.0, 1.0); EXPECT_NEAR((x[0] - x_expected[0]) / x_expected[0], 0.0, kEpsilon); EXPECT_NEAR((x[1] - x_expected[1]) / x_expected[1], 0.0, kEpsilon); EXPECT_NEAR((x[2] - x_expected[2]) / x_expected[2], 0.0, kEpsilon); EXPECT_NEAR((x[3] - x_expected[3]) / x_expected[3], 0.0, kEpsilon); } TEST(CUDADenseCholesky, SingularMatrix) { Eigen::Matrix3d A; // clang-format off A << 1, 0, 0, 0, 1, 0, 0, 0, 0; // clang-format on LinearSolver::Options options; ContextImpl context; options.context = &context; std::string error; EXPECT_TRUE(context.InitCuda(&error)) << error; options.dense_linear_algebra_library_type = CUDA; auto dense_cuda_solver = CUDADenseCholesky::Create(options); ASSERT_NE(dense_cuda_solver, nullptr); std::string error_string; ASSERT_EQ(dense_cuda_solver->Factorize(A.cols(), A.data(), &error_string), LinearSolverTerminationType::FAILURE); } TEST(CUDADenseCholesky, NegativeMatrix) { Eigen::Matrix3d A; // clang-format off A << 1, 0, 0, 0, 1, 0, 0, 0, -1; // clang-format on LinearSolver::Options options; ContextImpl context; options.context = &context; std::string error; EXPECT_TRUE(context.InitCuda(&error)) << error; options.dense_linear_algebra_library_type = CUDA; auto dense_cuda_solver = CUDADenseCholesky::Create(options); ASSERT_NE(dense_cuda_solver, nullptr); std::string error_string; ASSERT_EQ(dense_cuda_solver->Factorize(A.cols(), A.data(), &error_string), LinearSolverTerminationType::FAILURE); } TEST(CUDADenseCholesky, MustFactorizeBeforeSolve) { const Eigen::Vector3d b = Eigen::Vector3d::Ones(); LinearSolver::Options options; ContextImpl context; options.context = &context; std::string error; EXPECT_TRUE(context.InitCuda(&error)) << error; options.dense_linear_algebra_library_type = CUDA; auto dense_cuda_solver = CUDADenseCholesky::Create(options); ASSERT_NE(dense_cuda_solver, nullptr); std::string error_string; ASSERT_EQ(dense_cuda_solver->Solve(b.data(), nullptr, &error_string), LinearSolverTerminationType::FATAL_ERROR); } TEST(CUDADenseCholesky, Randomized1600x1600Tests) { const int kNumCols = 1600; using LhsType = Eigen::Matrix; using RhsType = Eigen::Matrix; using SolutionType = Eigen::Matrix; LinearSolver::Options options; ContextImpl context; options.context = &context; std::string error; EXPECT_TRUE(context.InitCuda(&error)) << error; options.dense_linear_algebra_library_type = ceres::CUDA; std::unique_ptr dense_cholesky = CUDADenseCholesky::Create(options); const int kNumTrials = 20; for (int i = 0; i < kNumTrials; ++i) { LhsType lhs = LhsType::Random(kNumCols, kNumCols); lhs = lhs.transpose() * lhs; lhs += 1e-3 * LhsType::Identity(kNumCols, kNumCols); SolutionType x_expected = SolutionType::Random(kNumCols); RhsType rhs = lhs * x_expected; SolutionType x_computed = SolutionType::Zero(kNumCols); // Sanity check the random matrix sizes. EXPECT_EQ(lhs.rows(), kNumCols); EXPECT_EQ(lhs.cols(), kNumCols); EXPECT_EQ(rhs.rows(), kNumCols); EXPECT_EQ(rhs.cols(), 1); EXPECT_EQ(x_expected.rows(), kNumCols); EXPECT_EQ(x_expected.cols(), 1); EXPECT_EQ(x_computed.rows(), kNumCols); EXPECT_EQ(x_computed.cols(), 1); LinearSolver::Summary summary; summary.termination_type = dense_cholesky->FactorAndSolve( kNumCols, lhs.data(), rhs.data(), x_computed.data(), &summary.message); ASSERT_EQ(summary.termination_type, LinearSolverTerminationType::SUCCESS); static const double kEpsilon = std::numeric_limits::epsilon() * 3e5; ASSERT_NEAR( (x_computed - x_expected).norm() / x_expected.norm(), 0.0, kEpsilon); } } TEST(CUDADenseCholeskyMixedPrecision, InvalidOptionsOnCreate) { { // Did not ask for CUDA, and did not ask for mixed precision. LinearSolver::Options options; ContextImpl context; options.context = &context; std::string error; EXPECT_TRUE(context.InitCuda(&error)) << error; auto solver = CUDADenseCholeskyMixedPrecision::Create(options); ASSERT_EQ(solver, nullptr); } { // Asked for CUDA, but did not ask for mixed precision. LinearSolver::Options options; ContextImpl context; options.context = &context; std::string error; EXPECT_TRUE(context.InitCuda(&error)) << error; options.dense_linear_algebra_library_type = ceres::CUDA; auto solver = CUDADenseCholeskyMixedPrecision::Create(options); ASSERT_EQ(solver, nullptr); } } // Tests the CUDA Cholesky solver with a simple 4x4 matrix. TEST(CUDADenseCholeskyMixedPrecision, Cholesky4x4Matrix1Step) { Eigen::Matrix4d A; // clang-format off // A common test Cholesky decomposition test matrix, see : // https://en.wikipedia.org/w/index.php?title=Cholesky_decomposition&oldid=1080607368#Example A << 4, 12, -16, 0, 12, 37, -43, 0, -16, -43, 98, 0, 0, 0, 0, 1; // clang-format on const Eigen::Vector4d b = Eigen::Vector4d::Ones(); LinearSolver::Options options; options.max_num_refinement_iterations = 0; ContextImpl context; options.context = &context; std::string error; EXPECT_TRUE(context.InitCuda(&error)) << error; options.dense_linear_algebra_library_type = CUDA; options.use_mixed_precision_solves = true; auto solver = CUDADenseCholeskyMixedPrecision::Create(options); ASSERT_NE(solver, nullptr); std::string error_string; ASSERT_EQ(solver->Factorize(A.cols(), A.data(), &error_string), LinearSolverTerminationType::SUCCESS); Eigen::Vector4d x = Eigen::Vector4d::Zero(); ASSERT_EQ(solver->Solve(b.data(), x.data(), &error_string), LinearSolverTerminationType::SUCCESS); // A single step of the mixed precision solver will be equivalent to solving // in low precision (FP32). Hence the tolerance is defined w.r.t. FP32 epsilon // instead of FP64 epsilon. static const double kEpsilon = std::numeric_limits::epsilon() * 10; const Eigen::Vector4d x_expected(113.75 / 3.0, -31.0 / 3.0, 5.0 / 3.0, 1.0); EXPECT_NEAR((x[0] - x_expected[0]) / x_expected[0], 0.0, kEpsilon); EXPECT_NEAR((x[1] - x_expected[1]) / x_expected[1], 0.0, kEpsilon); EXPECT_NEAR((x[2] - x_expected[2]) / x_expected[2], 0.0, kEpsilon); EXPECT_NEAR((x[3] - x_expected[3]) / x_expected[3], 0.0, kEpsilon); } // Tests the CUDA Cholesky solver with a simple 4x4 matrix. TEST(CUDADenseCholeskyMixedPrecision, Cholesky4x4Matrix4Steps) { Eigen::Matrix4d A; // clang-format off A << 4, 12, -16, 0, 12, 37, -43, 0, -16, -43, 98, 0, 0, 0, 0, 1; // clang-format on const Eigen::Vector4d b = Eigen::Vector4d::Ones(); LinearSolver::Options options; options.max_num_refinement_iterations = 3; ContextImpl context; options.context = &context; std::string error; EXPECT_TRUE(context.InitCuda(&error)) << error; options.dense_linear_algebra_library_type = CUDA; options.use_mixed_precision_solves = true; auto solver = CUDADenseCholeskyMixedPrecision::Create(options); ASSERT_NE(solver, nullptr); std::string error_string; ASSERT_EQ(solver->Factorize(A.cols(), A.data(), &error_string), LinearSolverTerminationType::SUCCESS); Eigen::Vector4d x = Eigen::Vector4d::Zero(); ASSERT_EQ(solver->Solve(b.data(), x.data(), &error_string), LinearSolverTerminationType::SUCCESS); // The error does not reduce beyond four iterations, and stagnates at this // level of precision. static const double kEpsilon = std::numeric_limits::epsilon() * 100; const Eigen::Vector4d x_expected(113.75 / 3.0, -31.0 / 3.0, 5.0 / 3.0, 1.0); EXPECT_NEAR((x[0] - x_expected[0]) / x_expected[0], 0.0, kEpsilon); EXPECT_NEAR((x[1] - x_expected[1]) / x_expected[1], 0.0, kEpsilon); EXPECT_NEAR((x[2] - x_expected[2]) / x_expected[2], 0.0, kEpsilon); EXPECT_NEAR((x[3] - x_expected[3]) / x_expected[3], 0.0, kEpsilon); } TEST(CUDADenseCholeskyMixedPrecision, Randomized1600x1600Tests) { const int kNumCols = 1600; using LhsType = Eigen::Matrix; using RhsType = Eigen::Matrix; using SolutionType = Eigen::Matrix; LinearSolver::Options options; ContextImpl context; options.context = &context; std::string error; EXPECT_TRUE(context.InitCuda(&error)) << error; options.dense_linear_algebra_library_type = ceres::CUDA; options.use_mixed_precision_solves = true; options.max_num_refinement_iterations = 20; std::unique_ptr dense_cholesky = CUDADenseCholeskyMixedPrecision::Create(options); const int kNumTrials = 20; for (int i = 0; i < kNumTrials; ++i) { LhsType lhs = LhsType::Random(kNumCols, kNumCols); lhs = lhs.transpose() * lhs; lhs += 1e-3 * LhsType::Identity(kNumCols, kNumCols); SolutionType x_expected = SolutionType::Random(kNumCols); RhsType rhs = lhs * x_expected; SolutionType x_computed = SolutionType::Zero(kNumCols); // Sanity check the random matrix sizes. EXPECT_EQ(lhs.rows(), kNumCols); EXPECT_EQ(lhs.cols(), kNumCols); EXPECT_EQ(rhs.rows(), kNumCols); EXPECT_EQ(rhs.cols(), 1); EXPECT_EQ(x_expected.rows(), kNumCols); EXPECT_EQ(x_expected.cols(), 1); EXPECT_EQ(x_computed.rows(), kNumCols); EXPECT_EQ(x_computed.cols(), 1); LinearSolver::Summary summary; summary.termination_type = dense_cholesky->FactorAndSolve( kNumCols, lhs.data(), rhs.data(), x_computed.data(), &summary.message); ASSERT_EQ(summary.termination_type, LinearSolverTerminationType::SUCCESS); static const double kEpsilon = std::numeric_limits::epsilon() * 1e6; ASSERT_NEAR( (x_computed - x_expected).norm() / x_expected.norm(), 0.0, kEpsilon); } } #endif // CERES_NO_CUDA } // namespace ceres::internal