// 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_qr.h" #include "ceres/internal/eigen.h" #include "glog/logging.h" #include "gtest/gtest.h" namespace ceres::internal { #ifndef CERES_NO_CUDA TEST(CUDADenseQR, InvalidOptionOnCreate) { LinearSolver::Options options; ContextImpl context; options.context = &context; std::string error; EXPECT_TRUE(context.InitCuda(&error)) << error; auto dense_cuda_solver = CUDADenseQR::Create(options); EXPECT_EQ(dense_cuda_solver, nullptr); } // Tests the CUDA QR solver with a simple 4x4 matrix. TEST(CUDADenseQR, QR4x4Matrix) { 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; 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 = CUDADenseQR::Create(options); ASSERT_NE(dense_cuda_solver, nullptr); std::string error_string; ASSERT_EQ( dense_cuda_solver->Factorize(A.rows(), 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); // Empirically observed accuracy of cuSolverDN's QR solver. const double kEpsilon = std::numeric_limits::epsilon() * 1500; const Eigen::Vector4d x_expected(113.75 / 3.0, -31.0 / 3.0, 5.0 / 3.0, 1.0); EXPECT_NEAR((x - x_expected).norm() / x_expected.norm(), 0.0, kEpsilon); } // Tests the CUDA QR solver with a simple 4x4 matrix. TEST(CUDADenseQR, QR4x2Matrix) { Eigen::Matrix A; // clang-format off A << 4, 12, 12, 37, -16, -43, 0, 0; // clang-format on const std::vector b(4, 1.0); 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 = CUDADenseQR::Create(options); ASSERT_NE(dense_cuda_solver, nullptr); std::string error_string; ASSERT_EQ( dense_cuda_solver->Factorize(A.rows(), A.cols(), A.data(), &error_string), LinearSolverTerminationType::SUCCESS); std::vector x(2, 0); ASSERT_EQ(dense_cuda_solver->Solve(b.data(), x.data(), &error_string), LinearSolverTerminationType::SUCCESS); // Empirically observed accuracy of cuSolverDN's QR solver. const double kEpsilon = std::numeric_limits::epsilon() * 10; // Solution values computed with Octave. const Eigen::Vector2d x_expected(-1.143410852713177, 0.4031007751937981); 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); } TEST(CUDADenseQR, 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 = CUDADenseQR::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(CUDADenseQR, Randomized1600x100Tests) { const int kNumRows = 1600; const int kNumCols = 100; 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_qr = CUDADenseQR::Create(options); const int kNumTrials = 20; for (int i = 0; i < kNumTrials; ++i) { LhsType lhs = LhsType::Random(kNumRows, 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(), kNumRows); EXPECT_EQ(lhs.cols(), kNumCols); EXPECT_EQ(rhs.rows(), kNumRows); 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_qr->FactorAndSolve(kNumRows, kNumCols, lhs.data(), rhs.data(), x_computed.data(), &summary.message); ASSERT_EQ(summary.termination_type, LinearSolverTerminationType::SUCCESS); ASSERT_NEAR((x_computed - x_expected).norm() / x_expected.norm(), 0.0, std::numeric_limits::epsilon() * 400); } } #endif // CERES_NO_CUDA } // namespace ceres::internal