// 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/partitioned_matrix_view.h" #include #include #include #include #include #include "ceres/block_structure.h" #include "ceres/casts.h" #include "ceres/internal/eigen.h" #include "ceres/linear_least_squares_problems.h" #include "ceres/sparse_matrix.h" #include "glog/logging.h" #include "gtest/gtest.h" namespace ceres { namespace internal { const double kEpsilon = 1e-14; // Param = using Param = ::testing::tuple; static std::string ParamInfoToString(testing::TestParamInfo info) { Param param = info.param; std::stringstream ss; ss << ::testing::get<0>(param) << "_" << ::testing::get<1>(param); return ss.str(); } class PartitionedMatrixViewTest : public ::testing::TestWithParam { protected: void SetUp() final { const int problem_id = ::testing::get<0>(GetParam()); const int num_threads = ::testing::get<1>(GetParam()); auto problem = CreateLinearLeastSquaresProblemFromId(problem_id); CHECK(problem != nullptr); A_ = std::move(problem->A); auto block_sparse = down_cast(A_.get()); options_.num_threads = num_threads; options_.context = &context_; options_.elimination_groups.push_back(problem->num_eliminate_blocks); pmv_ = PartitionedMatrixViewBase::Create(options_, *block_sparse); LinearSolver::Options options_single_threaded = options_; options_single_threaded.num_threads = 1; pmv_single_threaded_ = PartitionedMatrixViewBase::Create(options_, *block_sparse); EXPECT_EQ(pmv_->num_col_blocks_e(), problem->num_eliminate_blocks); EXPECT_EQ(pmv_->num_col_blocks_f(), block_sparse->block_structure()->cols.size() - problem->num_eliminate_blocks); EXPECT_EQ(pmv_->num_cols(), A_->num_cols()); EXPECT_EQ(pmv_->num_rows(), A_->num_rows()); } double RandDouble() { return distribution_(prng_); } LinearSolver::Options options_; ContextImpl context_; std::unique_ptr problem_; std::unique_ptr A_; std::unique_ptr pmv_; std::unique_ptr pmv_single_threaded_; std::mt19937 prng_; std::uniform_real_distribution distribution_ = std::uniform_real_distribution(0.0, 1.0); }; TEST_P(PartitionedMatrixViewTest, RightMultiplyAndAccumulateE) { Vector x1(pmv_->num_cols_e()); Vector x2(pmv_->num_cols()); x2.setZero(); for (int i = 0; i < pmv_->num_cols_e(); ++i) { x1(i) = x2(i) = RandDouble(); } Vector expected = Vector::Zero(pmv_->num_rows()); A_->RightMultiplyAndAccumulate(x2.data(), expected.data()); Vector actual = Vector::Zero(pmv_->num_rows()); pmv_->RightMultiplyAndAccumulateE(x1.data(), actual.data()); for (int i = 0; i < pmv_->num_rows(); ++i) { EXPECT_NEAR(actual(i), expected(i), kEpsilon); } } TEST_P(PartitionedMatrixViewTest, RightMultiplyAndAccumulateF) { Vector x1(pmv_->num_cols_f()); Vector x2(pmv_->num_cols()); x2.setZero(); for (int i = 0; i < pmv_->num_cols_f(); ++i) { x1(i) = x2(i + pmv_->num_cols_e()) = RandDouble(); } Vector actual = Vector::Zero(pmv_->num_rows()); pmv_->RightMultiplyAndAccumulateF(x1.data(), actual.data()); Vector expected = Vector::Zero(pmv_->num_rows()); A_->RightMultiplyAndAccumulate(x2.data(), expected.data()); for (int i = 0; i < pmv_->num_rows(); ++i) { EXPECT_NEAR(actual(i), expected(i), kEpsilon); } } TEST_P(PartitionedMatrixViewTest, LeftMultiplyAndAccumulate) { Vector x = Vector::Zero(pmv_->num_rows()); for (int i = 0; i < pmv_->num_rows(); ++i) { x(i) = RandDouble(); } Vector x_pre = x; Vector expected = Vector::Zero(pmv_->num_cols()); Vector e_actual = Vector::Zero(pmv_->num_cols_e()); Vector f_actual = Vector::Zero(pmv_->num_cols_f()); A_->LeftMultiplyAndAccumulate(x.data(), expected.data()); pmv_->LeftMultiplyAndAccumulateE(x.data(), e_actual.data()); pmv_->LeftMultiplyAndAccumulateF(x.data(), f_actual.data()); for (int i = 0; i < pmv_->num_cols(); ++i) { EXPECT_NEAR(expected(i), (i < pmv_->num_cols_e()) ? e_actual(i) : f_actual(i - pmv_->num_cols_e()), kEpsilon); } } TEST_P(PartitionedMatrixViewTest, BlockDiagonalFtF) { std::unique_ptr block_diagonal_ff( pmv_->CreateBlockDiagonalFtF()); const auto bs_diagonal = block_diagonal_ff->block_structure(); const int num_rows = pmv_->num_rows(); const int num_cols_f = pmv_->num_cols_f(); const int num_cols_e = pmv_->num_cols_e(); const int num_col_blocks_f = pmv_->num_col_blocks_f(); const int num_col_blocks_e = pmv_->num_col_blocks_e(); CHECK_EQ(block_diagonal_ff->num_rows(), num_cols_f); CHECK_EQ(block_diagonal_ff->num_cols(), num_cols_f); EXPECT_EQ(bs_diagonal->cols.size(), num_col_blocks_f); EXPECT_EQ(bs_diagonal->rows.size(), num_col_blocks_f); Matrix EF; A_->ToDenseMatrix(&EF); const auto F = EF.topRightCorner(num_rows, num_cols_f); Matrix expected_FtF = F.transpose() * F; Matrix actual_FtF; block_diagonal_ff->ToDenseMatrix(&actual_FtF); // FtF might be not block-diagonal auto bs = down_cast(A_.get())->block_structure(); for (int i = 0; i < num_col_blocks_f; ++i) { const auto col_block_f = bs->cols[num_col_blocks_e + i]; const int block_size = col_block_f.size; const int block_pos = col_block_f.position - num_cols_e; const auto cell_expected = expected_FtF.block(block_pos, block_pos, block_size, block_size); auto cell_actual = actual_FtF.block(block_pos, block_pos, block_size, block_size); cell_actual -= cell_expected; EXPECT_NEAR(cell_actual.norm(), 0., kEpsilon); } // There should be nothing remaining outside block-diagonal EXPECT_NEAR(actual_FtF.norm(), 0., kEpsilon); } TEST_P(PartitionedMatrixViewTest, BlockDiagonalEtE) { std::unique_ptr block_diagonal_ee( pmv_->CreateBlockDiagonalEtE()); const CompressedRowBlockStructure* bs = block_diagonal_ee->block_structure(); const int num_rows = pmv_->num_rows(); const int num_cols_e = pmv_->num_cols_e(); const int num_col_blocks_e = pmv_->num_col_blocks_e(); CHECK_EQ(block_diagonal_ee->num_rows(), num_cols_e); CHECK_EQ(block_diagonal_ee->num_cols(), num_cols_e); EXPECT_EQ(bs->cols.size(), num_col_blocks_e); EXPECT_EQ(bs->rows.size(), num_col_blocks_e); Matrix EF; A_->ToDenseMatrix(&EF); const auto E = EF.topLeftCorner(num_rows, num_cols_e); Matrix expected_EtE = E.transpose() * E; Matrix actual_EtE; block_diagonal_ee->ToDenseMatrix(&actual_EtE); EXPECT_NEAR((expected_EtE - actual_EtE).norm(), 0., kEpsilon); } TEST_P(PartitionedMatrixViewTest, UpdateBlockDiagonalEtE) { std::unique_ptr block_diagonal_ete( pmv_->CreateBlockDiagonalEtE()); const int num_cols = pmv_->num_cols_e(); Matrix multi_threaded(num_cols, num_cols); pmv_->UpdateBlockDiagonalEtE(block_diagonal_ete.get()); block_diagonal_ete->ToDenseMatrix(&multi_threaded); Matrix single_threaded(num_cols, num_cols); pmv_single_threaded_->UpdateBlockDiagonalEtE(block_diagonal_ete.get()); block_diagonal_ete->ToDenseMatrix(&single_threaded); EXPECT_NEAR((multi_threaded - single_threaded).norm(), 0., kEpsilon); } TEST_P(PartitionedMatrixViewTest, UpdateBlockDiagonalFtF) { std::unique_ptr block_diagonal_ftf( pmv_->CreateBlockDiagonalFtF()); const int num_cols = pmv_->num_cols_f(); Matrix multi_threaded(num_cols, num_cols); pmv_->UpdateBlockDiagonalFtF(block_diagonal_ftf.get()); block_diagonal_ftf->ToDenseMatrix(&multi_threaded); Matrix single_threaded(num_cols, num_cols); pmv_single_threaded_->UpdateBlockDiagonalFtF(block_diagonal_ftf.get()); block_diagonal_ftf->ToDenseMatrix(&single_threaded); EXPECT_NEAR((multi_threaded - single_threaded).norm(), 0., kEpsilon); } INSTANTIATE_TEST_SUITE_P( ParallelProducts, PartitionedMatrixViewTest, ::testing::Combine(::testing::Values(2, 4, 6), ::testing::Values(1, 2, 3, 4, 5, 6, 7, 8)), ParamInfoToString); } // namespace internal } // namespace ceres