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- // 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/block_jacobi_preconditioner.h"
- #include <memory>
- #include <random>
- #include <vector>
- #include "Eigen/Dense"
- #include "ceres/block_random_access_diagonal_matrix.h"
- #include "ceres/block_sparse_matrix.h"
- #include "ceres/linear_least_squares_problems.h"
- #include "gtest/gtest.h"
- namespace ceres::internal {
- TEST(BlockSparseJacobiPreconditioner, _) {
- constexpr int kNumtrials = 10;
- BlockSparseMatrix::RandomMatrixOptions options;
- options.num_col_blocks = 3;
- options.min_col_block_size = 1;
- options.max_col_block_size = 3;
- options.num_row_blocks = 5;
- options.min_row_block_size = 1;
- options.max_row_block_size = 4;
- options.block_density = 0.25;
- std::mt19937 prng;
- Preconditioner::Options preconditioner_options;
- ContextImpl context;
- preconditioner_options.context = &context;
- for (int trial = 0; trial < kNumtrials; ++trial) {
- auto jacobian = BlockSparseMatrix::CreateRandomMatrix(options, prng);
- Vector diagonal = Vector::Ones(jacobian->num_cols());
- Matrix dense_jacobian;
- jacobian->ToDenseMatrix(&dense_jacobian);
- Matrix hessian = dense_jacobian.transpose() * dense_jacobian;
- hessian.diagonal() += diagonal.array().square().matrix();
- BlockSparseJacobiPreconditioner pre(preconditioner_options, *jacobian);
- pre.Update(*jacobian, diagonal.data());
- // The const_cast is needed to be able to call GetCell.
- auto* m = const_cast<BlockRandomAccessDiagonalMatrix*>(&pre.matrix());
- EXPECT_EQ(m->num_rows(), jacobian->num_cols());
- EXPECT_EQ(m->num_cols(), jacobian->num_cols());
- const CompressedRowBlockStructure* bs = jacobian->block_structure();
- for (int i = 0; i < bs->cols.size(); ++i) {
- const int block_size = bs->cols[i].size;
- int r, c, row_stride, col_stride;
- CellInfo* cell_info = m->GetCell(i, i, &r, &c, &row_stride, &col_stride);
- Matrix actual_block_inverse =
- MatrixRef(cell_info->values, row_stride, col_stride)
- .block(r, c, block_size, block_size);
- Matrix expected_block = hessian.block(
- bs->cols[i].position, bs->cols[i].position, block_size, block_size);
- const double residual = (actual_block_inverse * expected_block -
- Matrix::Identity(block_size, block_size))
- .norm();
- EXPECT_NEAR(residual, 0.0, 1e-12) << "Block: " << i;
- }
- options.num_col_blocks++;
- options.num_row_blocks++;
- }
- }
- TEST(CompressedRowSparseJacobiPreconditioner, _) {
- constexpr int kNumtrials = 10;
- CompressedRowSparseMatrix::RandomMatrixOptions options;
- options.num_col_blocks = 3;
- options.min_col_block_size = 1;
- options.max_col_block_size = 3;
- options.num_row_blocks = 5;
- options.min_row_block_size = 1;
- options.max_row_block_size = 4;
- options.block_density = 0.25;
- std::mt19937 prng;
- Preconditioner::Options preconditioner_options;
- ContextImpl context;
- preconditioner_options.context = &context;
- for (int trial = 0; trial < kNumtrials; ++trial) {
- auto jacobian =
- CompressedRowSparseMatrix::CreateRandomMatrix(options, prng);
- Vector diagonal = Vector::Ones(jacobian->num_cols());
- Matrix dense_jacobian;
- jacobian->ToDenseMatrix(&dense_jacobian);
- Matrix hessian = dense_jacobian.transpose() * dense_jacobian;
- hessian.diagonal() += diagonal.array().square().matrix();
- BlockCRSJacobiPreconditioner pre(preconditioner_options, *jacobian);
- pre.Update(*jacobian, diagonal.data());
- auto& m = pre.matrix();
- EXPECT_EQ(m.num_rows(), jacobian->num_cols());
- EXPECT_EQ(m.num_cols(), jacobian->num_cols());
- const auto& col_blocks = jacobian->col_blocks();
- for (int i = 0, col = 0; i < col_blocks.size(); ++i) {
- const int block_size = col_blocks[i].size;
- int idx = m.rows()[col];
- for (int j = 0; j < block_size; ++j) {
- EXPECT_EQ(m.rows()[col + j + 1] - m.rows()[col + j], block_size);
- for (int k = 0; k < block_size; ++k, ++idx) {
- EXPECT_EQ(m.cols()[idx], col + k);
- }
- }
- ConstMatrixRef actual_block_inverse(
- m.values() + m.rows()[col], block_size, block_size);
- Matrix expected_block = hessian.block(col, col, block_size, block_size);
- const double residual = (actual_block_inverse * expected_block -
- Matrix::Identity(block_size, block_size))
- .norm();
- EXPECT_NEAR(residual, 0.0, 1e-12) << "Block: " << i;
- col += block_size;
- }
- options.num_col_blocks++;
- options.num_row_blocks++;
- }
- }
- } // namespace ceres::internal
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