// 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/dense_cholesky.h" #include #include #include #include #include #include #include "Eigen/Dense" #include "ceres/internal/config.h" #include "ceres/internal/eigen.h" #include "ceres/iterative_refiner.h" #include "ceres/linear_solver.h" #include "glog/logging.h" #include "gmock/gmock.h" #include "gtest/gtest.h" namespace ceres::internal { using Param = ::testing::tuple; constexpr bool kMixedPrecision = true; constexpr bool kFullPrecision = false; namespace { std::string ParamInfoToString(testing::TestParamInfo info) { Param param = info.param; std::stringstream ss; ss << DenseLinearAlgebraLibraryTypeToString(::testing::get<0>(param)) << "_" << (::testing::get<1>(param) ? "MixedPrecision" : "FullPrecision"); return ss.str(); } } // namespace class DenseCholeskyTest : public ::testing::TestWithParam {}; TEST_P(DenseCholeskyTest, FactorAndSolve) { // TODO(sameeragarwal): Convert these tests into type parameterized tests so // that we can test the single and double precision solvers. using Scalar = double; using MatrixType = Eigen::Matrix; using VectorType = Eigen::Matrix; LinearSolver::Options options; ContextImpl context; #ifndef CERES_NO_CUDA options.context = &context; std::string error; CHECK(context.InitCuda(&error)) << error; #endif // CERES_NO_CUDA options.dense_linear_algebra_library_type = ::testing::get<0>(GetParam()); options.use_mixed_precision_solves = ::testing::get<1>(GetParam()); const int kNumRefinementSteps = 4; if (options.use_mixed_precision_solves) { options.max_num_refinement_iterations = kNumRefinementSteps; } auto dense_cholesky = DenseCholesky::Create(options); const int kNumTrials = 10; const int kMinNumCols = 1; const int kMaxNumCols = 10; for (int num_cols = kMinNumCols; num_cols < kMaxNumCols; ++num_cols) { for (int trial = 0; trial < kNumTrials; ++trial) { const MatrixType a = MatrixType::Random(num_cols, num_cols); MatrixType lhs = a.transpose() * a; lhs += VectorType::Ones(num_cols).asDiagonal(); Vector x = VectorType::Random(num_cols); Vector rhs = lhs * x; Vector actual = Vector::Random(num_cols); LinearSolver::Summary summary; summary.termination_type = dense_cholesky->FactorAndSolve( num_cols, lhs.data(), rhs.data(), actual.data(), &summary.message); EXPECT_EQ(summary.termination_type, LinearSolverTerminationType::SUCCESS); EXPECT_NEAR((x - actual).norm() / x.norm(), 0.0, std::numeric_limits::epsilon() * 10) << "\nexpected: " << x.transpose() << "\nactual : " << actual.transpose(); } } } INSTANTIATE_TEST_SUITE_P(EigenCholesky, DenseCholeskyTest, ::testing::Combine(::testing::Values(EIGEN), ::testing::Values(kMixedPrecision, kFullPrecision)), ParamInfoToString); #ifndef CERES_NO_LAPACK INSTANTIATE_TEST_SUITE_P(LapackCholesky, DenseCholeskyTest, ::testing::Combine(::testing::Values(LAPACK), ::testing::Values(kMixedPrecision, kFullPrecision)), ParamInfoToString); #endif #ifndef CERES_NO_CUDA INSTANTIATE_TEST_SUITE_P(CudaCholesky, DenseCholeskyTest, ::testing::Combine(::testing::Values(CUDA), ::testing::Values(kMixedPrecision, kFullPrecision)), ParamInfoToString); #endif class MockDenseCholesky : public DenseCholesky { public: MOCK_METHOD3(Factorize, LinearSolverTerminationType(int num_cols, double* lhs, std::string* message)); MOCK_METHOD3(Solve, LinearSolverTerminationType(const double* rhs, double* solution, std::string* message)); }; class MockDenseIterativeRefiner : public DenseIterativeRefiner { public: MockDenseIterativeRefiner() : DenseIterativeRefiner(1) {} MOCK_METHOD5(Refine, void(int num_cols, const double* lhs, const double* rhs, DenseCholesky* dense_cholesky, double* solution)); }; using testing::_; using testing::Return; TEST(RefinedDenseCholesky, Factorize) { auto dense_cholesky = std::make_unique(); auto iterative_refiner = std::make_unique(); EXPECT_CALL(*dense_cholesky, Factorize(_, _, _)) .Times(1) .WillRepeatedly(Return(LinearSolverTerminationType::SUCCESS)); EXPECT_CALL(*iterative_refiner, Refine(_, _, _, _, _)).Times(0); RefinedDenseCholesky refined_dense_cholesky(std::move(dense_cholesky), std::move(iterative_refiner)); double lhs; std::string message; EXPECT_EQ(refined_dense_cholesky.Factorize(1, &lhs, &message), LinearSolverTerminationType::SUCCESS); }; TEST(RefinedDenseCholesky, FactorAndSolveWithUnsuccessfulFactorization) { auto dense_cholesky = std::make_unique(); auto iterative_refiner = std::make_unique(); EXPECT_CALL(*dense_cholesky, Factorize(_, _, _)) .Times(1) .WillRepeatedly(Return(LinearSolverTerminationType::FAILURE)); EXPECT_CALL(*dense_cholesky, Solve(_, _, _)).Times(0); EXPECT_CALL(*iterative_refiner, Refine(_, _, _, _, _)).Times(0); RefinedDenseCholesky refined_dense_cholesky(std::move(dense_cholesky), std::move(iterative_refiner)); double lhs; std::string message; double rhs; double solution; EXPECT_EQ( refined_dense_cholesky.FactorAndSolve(1, &lhs, &rhs, &solution, &message), LinearSolverTerminationType::FAILURE); }; TEST(RefinedDenseCholesky, FactorAndSolveWithSuccess) { auto dense_cholesky = std::make_unique(); auto iterative_refiner = std::make_unique(); EXPECT_CALL(*dense_cholesky, Factorize(_, _, _)) .Times(1) .WillRepeatedly(Return(LinearSolverTerminationType::SUCCESS)); EXPECT_CALL(*dense_cholesky, Solve(_, _, _)) .Times(1) .WillRepeatedly(Return(LinearSolverTerminationType::SUCCESS)); EXPECT_CALL(*iterative_refiner, Refine(_, _, _, _, _)).Times(1); RefinedDenseCholesky refined_dense_cholesky(std::move(dense_cholesky), std::move(iterative_refiner)); double lhs; std::string message; double rhs; double solution; EXPECT_EQ( refined_dense_cholesky.FactorAndSolve(1, &lhs, &rhs, &solution, &message), LinearSolverTerminationType::SUCCESS); }; } // namespace ceres::internal