// 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/subset_preconditioner.h" #include #include #include "Eigen/Dense" #include "Eigen/SparseCore" #include "ceres/block_sparse_matrix.h" #include "ceres/compressed_row_sparse_matrix.h" #include "ceres/inner_product_computer.h" #include "ceres/internal/config.h" #include "ceres/internal/eigen.h" #include "glog/logging.h" #include "gtest/gtest.h" namespace ceres::internal { namespace { // TODO(sameeragarwal): Refactor the following two functions out of // here and sparse_cholesky_test.cc into a more suitable place. template bool SolveLinearSystemUsingEigen(const Matrix& lhs, const Vector rhs, Vector* solution) { Eigen::LLT llt = lhs.selfadjointView().llt(); if (llt.info() != Eigen::Success) { return false; } *solution = llt.solve(rhs); return (llt.info() == Eigen::Success); } // Use Eigen's Dense Cholesky solver to compute the solution to a // sparse linear system. bool ComputeExpectedSolution(const CompressedRowSparseMatrix& lhs, const Vector& rhs, Vector* solution) { Matrix dense_triangular_lhs; lhs.ToDenseMatrix(&dense_triangular_lhs); if (lhs.storage_type() == CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR) { Matrix full_lhs = dense_triangular_lhs.selfadjointView(); return SolveLinearSystemUsingEigen(full_lhs, rhs, solution); } return SolveLinearSystemUsingEigen( dense_triangular_lhs, rhs, solution); } using Param = ::testing::tuple; std::string ParamInfoToString(testing::TestParamInfo info) { Param param = info.param; std::stringstream ss; ss << SparseLinearAlgebraLibraryTypeToString(::testing::get<0>(param)) << "_" << (::testing::get<1>(param) ? "Diagonal" : "NoDiagonal"); return ss.str(); } } // namespace class SubsetPreconditionerTest : public ::testing::TestWithParam { protected: void SetUp() final { BlockSparseMatrix::RandomMatrixOptions options; options.num_col_blocks = 4; options.min_col_block_size = 1; options.max_col_block_size = 4; options.num_row_blocks = 8; options.min_row_block_size = 1; options.max_row_block_size = 4; options.block_density = 0.9; m_ = BlockSparseMatrix::CreateRandomMatrix(options, prng_); start_row_block_ = m_->block_structure()->rows.size(); // Ensure that the bottom part of the matrix has the same column // block structure. options.col_blocks = m_->block_structure()->cols; b_ = BlockSparseMatrix::CreateRandomMatrix(options, prng_); m_->AppendRows(*b_); // Create a Identity block diagonal matrix with the same column // block structure. diagonal_ = Vector::Ones(m_->num_cols()); block_diagonal_ = BlockSparseMatrix::CreateDiagonalMatrix( diagonal_.data(), b_->block_structure()->cols); // Unconditionally add the block diagonal to the matrix b_, // because either it is either part of b_ to make it full rank, or // we pass the same diagonal matrix later as the parameter D. In // either case the preconditioner matrix is b_' b + D'D. b_->AppendRows(*block_diagonal_); inner_product_computer_ = InnerProductComputer::Create( *b_, CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR); inner_product_computer_->Compute(); } std::unique_ptr m_; std::unique_ptr b_; std::unique_ptr block_diagonal_; std::unique_ptr inner_product_computer_; std::unique_ptr preconditioner_; Vector diagonal_; int start_row_block_; std::mt19937 prng_; }; TEST_P(SubsetPreconditionerTest, foo) { Param param = GetParam(); Preconditioner::Options options; options.subset_preconditioner_start_row_block = start_row_block_; options.sparse_linear_algebra_library_type = ::testing::get<0>(param); preconditioner_ = std::make_unique(options, *m_); const bool with_diagonal = ::testing::get<1>(param); if (!with_diagonal) { m_->AppendRows(*block_diagonal_); } EXPECT_TRUE( preconditioner_->Update(*m_, with_diagonal ? diagonal_.data() : nullptr)); // Repeatedly apply the preconditioner to random vectors and check // that the preconditioned value is the same as one obtained by // solving the linear system directly. for (int i = 0; i < 5; ++i) { CompressedRowSparseMatrix* lhs = inner_product_computer_->mutable_result(); Vector rhs = Vector::Random(lhs->num_rows()); Vector expected(lhs->num_rows()); EXPECT_TRUE(ComputeExpectedSolution(*lhs, rhs, &expected)); Vector actual(lhs->num_rows()); preconditioner_->RightMultiplyAndAccumulate(rhs.data(), actual.data()); Matrix eigen_lhs; lhs->ToDenseMatrix(&eigen_lhs); EXPECT_NEAR((actual - expected).norm() / actual.norm(), 0.0, std::numeric_limits::epsilon() * 10) << "\n" << eigen_lhs << "\n" << expected.transpose() << "\n" << actual.transpose(); } } #ifndef CERES_NO_SUITESPARSE INSTANTIATE_TEST_SUITE_P(SubsetPreconditionerWithSuiteSparse, SubsetPreconditionerTest, ::testing::Combine(::testing::Values(SUITE_SPARSE), ::testing::Values(true, false)), ParamInfoToString); #endif #ifndef CERES_NO_ACCELERATE_SPARSE INSTANTIATE_TEST_SUITE_P( SubsetPreconditionerWithAccelerateSparse, SubsetPreconditionerTest, ::testing::Combine(::testing::Values(ACCELERATE_SPARSE), ::testing::Values(true, false)), ParamInfoToString); #endif #ifdef CERES_USE_EIGEN_SPARSE INSTANTIATE_TEST_SUITE_P(SubsetPreconditionerWithEigenSparse, SubsetPreconditionerTest, ::testing::Combine(::testing::Values(EIGEN_SPARSE), ::testing::Values(true, false)), ParamInfoToString); #endif } // namespace ceres::internal