123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672 |
- // 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/compressed_row_sparse_matrix.h"
- #include <algorithm>
- #include <memory>
- #include <numeric>
- #include <random>
- #include <string>
- #include <vector>
- #include "Eigen/SparseCore"
- #include "ceres/casts.h"
- #include "ceres/context_impl.h"
- #include "ceres/crs_matrix.h"
- #include "ceres/internal/eigen.h"
- #include "ceres/linear_least_squares_problems.h"
- #include "ceres/triplet_sparse_matrix.h"
- #include "glog/logging.h"
- #include "gtest/gtest.h"
- namespace ceres::internal {
- static void CompareMatrices(const SparseMatrix* a, const SparseMatrix* b) {
- EXPECT_EQ(a->num_rows(), b->num_rows());
- EXPECT_EQ(a->num_cols(), b->num_cols());
- int num_rows = a->num_rows();
- int num_cols = a->num_cols();
- for (int i = 0; i < num_cols; ++i) {
- Vector x = Vector::Zero(num_cols);
- x(i) = 1.0;
- Vector y_a = Vector::Zero(num_rows);
- Vector y_b = Vector::Zero(num_rows);
- a->RightMultiplyAndAccumulate(x.data(), y_a.data());
- b->RightMultiplyAndAccumulate(x.data(), y_b.data());
- EXPECT_EQ((y_a - y_b).norm(), 0);
- }
- }
- class CompressedRowSparseMatrixTest : public ::testing::Test {
- protected:
- void SetUp() final {
- auto problem = CreateLinearLeastSquaresProblemFromId(1);
- CHECK(problem != nullptr);
- tsm.reset(down_cast<TripletSparseMatrix*>(problem->A.release()));
- crsm = CompressedRowSparseMatrix::FromTripletSparseMatrix(*tsm);
- num_rows = tsm->num_rows();
- num_cols = tsm->num_cols();
- std::vector<Block>* row_blocks = crsm->mutable_row_blocks();
- row_blocks->resize(num_rows);
- for (int i = 0; i < row_blocks->size(); ++i) {
- (*row_blocks)[i] = Block(1, i);
- }
- std::vector<Block>* col_blocks = crsm->mutable_col_blocks();
- col_blocks->resize(num_cols);
- for (int i = 0; i < col_blocks->size(); ++i) {
- (*col_blocks)[i] = Block(1, i);
- }
- }
- int num_rows;
- int num_cols;
- std::unique_ptr<TripletSparseMatrix> tsm;
- std::unique_ptr<CompressedRowSparseMatrix> crsm;
- };
- TEST_F(CompressedRowSparseMatrixTest, Scale) {
- Vector scale(num_cols);
- for (int i = 0; i < num_cols; ++i) {
- scale(i) = i + 1;
- }
- tsm->ScaleColumns(scale.data());
- crsm->ScaleColumns(scale.data());
- CompareMatrices(tsm.get(), crsm.get());
- }
- TEST_F(CompressedRowSparseMatrixTest, DeleteRows) {
- // Clear the row and column blocks as these are purely scalar tests.
- crsm->mutable_row_blocks()->clear();
- crsm->mutable_col_blocks()->clear();
- for (int i = 0; i < num_rows; ++i) {
- tsm->Resize(num_rows - i, num_cols);
- crsm->DeleteRows(crsm->num_rows() - tsm->num_rows());
- CompareMatrices(tsm.get(), crsm.get());
- }
- }
- TEST_F(CompressedRowSparseMatrixTest, AppendRows) {
- // Clear the row and column blocks as these are purely scalar tests.
- crsm->mutable_row_blocks()->clear();
- crsm->mutable_col_blocks()->clear();
- for (int i = 0; i < num_rows; ++i) {
- TripletSparseMatrix tsm_appendage(*tsm);
- tsm_appendage.Resize(i, num_cols);
- tsm->AppendRows(tsm_appendage);
- auto crsm_appendage =
- CompressedRowSparseMatrix::FromTripletSparseMatrix(tsm_appendage);
- crsm->AppendRows(*crsm_appendage);
- CompareMatrices(tsm.get(), crsm.get());
- }
- }
- TEST_F(CompressedRowSparseMatrixTest, AppendAndDeleteBlockDiagonalMatrix) {
- int num_diagonal_rows = crsm->num_cols();
- auto diagonal = std::make_unique<double[]>(num_diagonal_rows);
- for (int i = 0; i < num_diagonal_rows; ++i) {
- diagonal[i] = i;
- }
- std::vector<Block> row_and_column_blocks;
- row_and_column_blocks.emplace_back(1, 0);
- row_and_column_blocks.emplace_back(2, 1);
- row_and_column_blocks.emplace_back(2, 3);
- const std::vector<Block> pre_row_blocks = crsm->row_blocks();
- const std::vector<Block> pre_col_blocks = crsm->col_blocks();
- auto appendage = CompressedRowSparseMatrix::CreateBlockDiagonalMatrix(
- diagonal.get(), row_and_column_blocks);
- crsm->AppendRows(*appendage);
- const std::vector<Block> post_row_blocks = crsm->row_blocks();
- const std::vector<Block> post_col_blocks = crsm->col_blocks();
- std::vector<Block> expected_row_blocks = pre_row_blocks;
- expected_row_blocks.insert(expected_row_blocks.end(),
- row_and_column_blocks.begin(),
- row_and_column_blocks.end());
- std::vector<Block> expected_col_blocks = pre_col_blocks;
- EXPECT_EQ(expected_row_blocks, crsm->row_blocks());
- EXPECT_EQ(expected_col_blocks, crsm->col_blocks());
- crsm->DeleteRows(num_diagonal_rows);
- EXPECT_EQ(crsm->row_blocks(), pre_row_blocks);
- EXPECT_EQ(crsm->col_blocks(), pre_col_blocks);
- }
- TEST_F(CompressedRowSparseMatrixTest, ToDenseMatrix) {
- Matrix tsm_dense;
- Matrix crsm_dense;
- tsm->ToDenseMatrix(&tsm_dense);
- crsm->ToDenseMatrix(&crsm_dense);
- EXPECT_EQ((tsm_dense - crsm_dense).norm(), 0.0);
- }
- TEST_F(CompressedRowSparseMatrixTest, ToCRSMatrix) {
- CRSMatrix crs_matrix;
- crsm->ToCRSMatrix(&crs_matrix);
- EXPECT_EQ(crsm->num_rows(), crs_matrix.num_rows);
- EXPECT_EQ(crsm->num_cols(), crs_matrix.num_cols);
- EXPECT_EQ(crsm->num_rows() + 1, crs_matrix.rows.size());
- EXPECT_EQ(crsm->num_nonzeros(), crs_matrix.cols.size());
- EXPECT_EQ(crsm->num_nonzeros(), crs_matrix.values.size());
- for (int i = 0; i < crsm->num_rows() + 1; ++i) {
- EXPECT_EQ(crsm->rows()[i], crs_matrix.rows[i]);
- }
- for (int i = 0; i < crsm->num_nonzeros(); ++i) {
- EXPECT_EQ(crsm->cols()[i], crs_matrix.cols[i]);
- EXPECT_EQ(crsm->values()[i], crs_matrix.values[i]);
- }
- }
- TEST(CompressedRowSparseMatrix, CreateBlockDiagonalMatrix) {
- std::vector<Block> blocks;
- blocks.emplace_back(1, 0);
- blocks.emplace_back(2, 1);
- blocks.emplace_back(2, 3);
- Vector diagonal(5);
- for (int i = 0; i < 5; ++i) {
- diagonal(i) = i + 1;
- }
- auto matrix = CompressedRowSparseMatrix::CreateBlockDiagonalMatrix(
- diagonal.data(), blocks);
- EXPECT_EQ(matrix->num_rows(), 5);
- EXPECT_EQ(matrix->num_cols(), 5);
- EXPECT_EQ(matrix->num_nonzeros(), 9);
- EXPECT_EQ(blocks, matrix->row_blocks());
- EXPECT_EQ(blocks, matrix->col_blocks());
- Vector x(5);
- Vector y(5);
- x.setOnes();
- y.setZero();
- matrix->RightMultiplyAndAccumulate(x.data(), y.data());
- for (int i = 0; i < diagonal.size(); ++i) {
- EXPECT_EQ(y[i], diagonal[i]);
- }
- y.setZero();
- matrix->LeftMultiplyAndAccumulate(x.data(), y.data());
- for (int i = 0; i < diagonal.size(); ++i) {
- EXPECT_EQ(y[i], diagonal[i]);
- }
- Matrix dense;
- matrix->ToDenseMatrix(&dense);
- EXPECT_EQ((dense.diagonal() - diagonal).norm(), 0.0);
- }
- TEST(CompressedRowSparseMatrix, Transpose) {
- // 0 1 0 2 3 0
- // 4 5 6 0 0 7
- // 8 9 0 10 11 0
- // 12 0 13 14 15 0
- // 0 16 17 0 0 0
- // Block structure:
- // A A A A B B
- // A A A A B B
- // A A A A B B
- // C C C C D D
- // C C C C D D
- // C C C C D D
- CompressedRowSparseMatrix matrix(5, 6, 30);
- int* rows = matrix.mutable_rows();
- int* cols = matrix.mutable_cols();
- double* values = matrix.mutable_values();
- matrix.mutable_row_blocks()->emplace_back(3, 0);
- matrix.mutable_row_blocks()->emplace_back(3, 3);
- matrix.mutable_col_blocks()->emplace_back(4, 0);
- matrix.mutable_col_blocks()->emplace_back(2, 4);
- rows[0] = 0;
- cols[0] = 1;
- cols[1] = 3;
- cols[2] = 4;
- rows[1] = 3;
- cols[3] = 0;
- cols[4] = 1;
- cols[5] = 2;
- cols[6] = 5;
- rows[2] = 7;
- cols[7] = 0;
- cols[8] = 1;
- cols[9] = 3;
- cols[10] = 4;
- rows[3] = 11;
- cols[11] = 0;
- cols[12] = 2;
- cols[13] = 3;
- cols[14] = 4;
- rows[4] = 15;
- cols[15] = 1;
- cols[16] = 2;
- rows[5] = 17;
- std::iota(values, values + 17, 1);
- auto transpose = matrix.Transpose();
- ASSERT_EQ(transpose->row_blocks().size(), matrix.col_blocks().size());
- for (int i = 0; i < transpose->row_blocks().size(); ++i) {
- EXPECT_EQ(transpose->row_blocks()[i], matrix.col_blocks()[i]);
- }
- ASSERT_EQ(transpose->col_blocks().size(), matrix.row_blocks().size());
- for (int i = 0; i < transpose->col_blocks().size(); ++i) {
- EXPECT_EQ(transpose->col_blocks()[i], matrix.row_blocks()[i]);
- }
- Matrix dense_matrix;
- matrix.ToDenseMatrix(&dense_matrix);
- Matrix dense_transpose;
- transpose->ToDenseMatrix(&dense_transpose);
- EXPECT_NEAR((dense_matrix - dense_transpose.transpose()).norm(), 0.0, 1e-14);
- }
- TEST(CompressedRowSparseMatrix, FromTripletSparseMatrix) {
- std::mt19937 prng;
- TripletSparseMatrix::RandomMatrixOptions options;
- options.num_rows = 5;
- options.num_cols = 7;
- options.density = 0.5;
- const int kNumTrials = 10;
- for (int i = 0; i < kNumTrials; ++i) {
- auto tsm = TripletSparseMatrix::CreateRandomMatrix(options, prng);
- auto crsm = CompressedRowSparseMatrix::FromTripletSparseMatrix(*tsm);
- Matrix expected;
- tsm->ToDenseMatrix(&expected);
- Matrix actual;
- crsm->ToDenseMatrix(&actual);
- EXPECT_NEAR((expected - actual).norm() / actual.norm(),
- 0.0,
- std::numeric_limits<double>::epsilon())
- << "\nexpected: \n"
- << expected << "\nactual: \n"
- << actual;
- }
- }
- TEST(CompressedRowSparseMatrix, FromTripletSparseMatrixTransposed) {
- std::mt19937 prng;
- TripletSparseMatrix::RandomMatrixOptions options;
- options.num_rows = 5;
- options.num_cols = 7;
- options.density = 0.5;
- const int kNumTrials = 10;
- for (int i = 0; i < kNumTrials; ++i) {
- auto tsm = TripletSparseMatrix::CreateRandomMatrix(options, prng);
- auto crsm =
- CompressedRowSparseMatrix::FromTripletSparseMatrixTransposed(*tsm);
- Matrix tmp;
- tsm->ToDenseMatrix(&tmp);
- Matrix expected = tmp.transpose();
- Matrix actual;
- crsm->ToDenseMatrix(&actual);
- EXPECT_NEAR((expected - actual).norm() / actual.norm(),
- 0.0,
- std::numeric_limits<double>::epsilon())
- << "\nexpected: \n"
- << expected << "\nactual: \n"
- << actual;
- }
- }
- using Param = ::testing::tuple<CompressedRowSparseMatrix::StorageType>;
- static std::string ParamInfoToString(testing::TestParamInfo<Param> info) {
- if (::testing::get<0>(info.param) ==
- CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR) {
- return "UPPER";
- }
- if (::testing::get<0>(info.param) ==
- CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR) {
- return "LOWER";
- }
- return "UNSYMMETRIC";
- }
- class RightMultiplyAndAccumulateTest : public ::testing::TestWithParam<Param> {
- };
- TEST_P(RightMultiplyAndAccumulateTest, _) {
- const int kMinNumBlocks = 1;
- const int kMaxNumBlocks = 10;
- const int kMinBlockSize = 1;
- const int kMaxBlockSize = 5;
- const int kNumTrials = 10;
- std::mt19937 prng;
- std::uniform_real_distribution<double> uniform(0.5, 1.0);
- for (int num_blocks = kMinNumBlocks; num_blocks < kMaxNumBlocks;
- ++num_blocks) {
- for (int trial = 0; trial < kNumTrials; ++trial) {
- Param param = GetParam();
- CompressedRowSparseMatrix::RandomMatrixOptions options;
- options.num_col_blocks = num_blocks;
- options.min_col_block_size = kMinBlockSize;
- options.max_col_block_size = kMaxBlockSize;
- options.num_row_blocks = 2 * num_blocks;
- options.min_row_block_size = kMinBlockSize;
- options.max_row_block_size = kMaxBlockSize;
- options.block_density = uniform(prng);
- options.storage_type = ::testing::get<0>(param);
- auto matrix =
- CompressedRowSparseMatrix::CreateRandomMatrix(options, prng);
- const int num_rows = matrix->num_rows();
- const int num_cols = matrix->num_cols();
- Vector x(num_cols);
- x.setRandom();
- Vector actual_y(num_rows);
- actual_y.setZero();
- matrix->RightMultiplyAndAccumulate(x.data(), actual_y.data());
- Matrix dense;
- matrix->ToDenseMatrix(&dense);
- Vector expected_y;
- if (::testing::get<0>(param) ==
- CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR) {
- expected_y = dense.selfadjointView<Eigen::Upper>() * x;
- } else if (::testing::get<0>(param) ==
- CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR) {
- expected_y = dense.selfadjointView<Eigen::Lower>() * x;
- } else {
- expected_y = dense * x;
- }
- ASSERT_NEAR((expected_y - actual_y).norm() / actual_y.norm(),
- 0.0,
- std::numeric_limits<double>::epsilon() * 10)
- << "\n"
- << dense << "x:\n"
- << x.transpose() << "\n"
- << "expected: \n"
- << expected_y.transpose() << "\n"
- << "actual: \n"
- << actual_y.transpose();
- }
- }
- }
- INSTANTIATE_TEST_SUITE_P(
- CompressedRowSparseMatrix,
- RightMultiplyAndAccumulateTest,
- ::testing::Values(CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR,
- CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR,
- CompressedRowSparseMatrix::StorageType::UNSYMMETRIC),
- ParamInfoToString);
- class LeftMultiplyAndAccumulateTest : public ::testing::TestWithParam<Param> {};
- TEST_P(LeftMultiplyAndAccumulateTest, _) {
- const int kMinNumBlocks = 1;
- const int kMaxNumBlocks = 10;
- const int kMinBlockSize = 1;
- const int kMaxBlockSize = 5;
- const int kNumTrials = 10;
- std::mt19937 prng;
- std::uniform_real_distribution<double> uniform(0.5, 1.0);
- for (int num_blocks = kMinNumBlocks; num_blocks < kMaxNumBlocks;
- ++num_blocks) {
- for (int trial = 0; trial < kNumTrials; ++trial) {
- Param param = GetParam();
- CompressedRowSparseMatrix::RandomMatrixOptions options;
- options.num_col_blocks = num_blocks;
- options.min_col_block_size = kMinBlockSize;
- options.max_col_block_size = kMaxBlockSize;
- options.num_row_blocks = 2 * num_blocks;
- options.min_row_block_size = kMinBlockSize;
- options.max_row_block_size = kMaxBlockSize;
- options.block_density = uniform(prng);
- options.storage_type = ::testing::get<0>(param);
- auto matrix =
- CompressedRowSparseMatrix::CreateRandomMatrix(options, prng);
- const int num_rows = matrix->num_rows();
- const int num_cols = matrix->num_cols();
- Vector x(num_rows);
- x.setRandom();
- Vector actual_y(num_cols);
- actual_y.setZero();
- matrix->LeftMultiplyAndAccumulate(x.data(), actual_y.data());
- Matrix dense;
- matrix->ToDenseMatrix(&dense);
- Vector expected_y;
- if (::testing::get<0>(param) ==
- CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR) {
- expected_y = dense.selfadjointView<Eigen::Upper>() * x;
- } else if (::testing::get<0>(param) ==
- CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR) {
- expected_y = dense.selfadjointView<Eigen::Lower>() * x;
- } else {
- expected_y = dense.transpose() * x;
- }
- ASSERT_NEAR((expected_y - actual_y).norm() / actual_y.norm(),
- 0.0,
- std::numeric_limits<double>::epsilon() * 10)
- << "\n"
- << dense << "x\n"
- << x.transpose() << "\n"
- << "expected: \n"
- << expected_y.transpose() << "\n"
- << "actual: \n"
- << actual_y.transpose();
- }
- }
- }
- INSTANTIATE_TEST_SUITE_P(
- CompressedRowSparseMatrix,
- LeftMultiplyAndAccumulateTest,
- ::testing::Values(CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR,
- CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR,
- CompressedRowSparseMatrix::StorageType::UNSYMMETRIC),
- ParamInfoToString);
- class SquaredColumnNormTest : public ::testing::TestWithParam<Param> {};
- TEST_P(SquaredColumnNormTest, _) {
- const int kMinNumBlocks = 1;
- const int kMaxNumBlocks = 10;
- const int kMinBlockSize = 1;
- const int kMaxBlockSize = 5;
- const int kNumTrials = 10;
- std::mt19937 prng;
- std::uniform_real_distribution<double> uniform(0.5, 1.0);
- for (int num_blocks = kMinNumBlocks; num_blocks < kMaxNumBlocks;
- ++num_blocks) {
- for (int trial = 0; trial < kNumTrials; ++trial) {
- Param param = GetParam();
- CompressedRowSparseMatrix::RandomMatrixOptions options;
- options.num_col_blocks = num_blocks;
- options.min_col_block_size = kMinBlockSize;
- options.max_col_block_size = kMaxBlockSize;
- options.num_row_blocks = 2 * num_blocks;
- options.min_row_block_size = kMinBlockSize;
- options.max_row_block_size = kMaxBlockSize;
- options.block_density = uniform(prng);
- options.storage_type = ::testing::get<0>(param);
- auto matrix =
- CompressedRowSparseMatrix::CreateRandomMatrix(options, prng);
- const int num_cols = matrix->num_cols();
- Vector actual(num_cols);
- actual.setZero();
- matrix->SquaredColumnNorm(actual.data());
- Matrix dense;
- matrix->ToDenseMatrix(&dense);
- Vector expected;
- if (::testing::get<0>(param) ==
- CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR) {
- const Matrix full = dense.selfadjointView<Eigen::Upper>();
- expected = full.colwise().squaredNorm();
- } else if (::testing::get<0>(param) ==
- CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR) {
- const Matrix full = dense.selfadjointView<Eigen::Lower>();
- expected = full.colwise().squaredNorm();
- } else {
- expected = dense.colwise().squaredNorm();
- }
- ASSERT_NEAR((expected - actual).norm() / actual.norm(),
- 0.0,
- std::numeric_limits<double>::epsilon() * 10)
- << "\n"
- << dense << "expected: \n"
- << expected.transpose() << "\n"
- << "actual: \n"
- << actual.transpose();
- }
- }
- }
- INSTANTIATE_TEST_SUITE_P(
- CompressedRowSparseMatrix,
- SquaredColumnNormTest,
- ::testing::Values(CompressedRowSparseMatrix::StorageType::LOWER_TRIANGULAR,
- CompressedRowSparseMatrix::StorageType::UPPER_TRIANGULAR,
- CompressedRowSparseMatrix::StorageType::UNSYMMETRIC),
- ParamInfoToString);
- const int kMaxNumThreads = 8;
- class CompressedRowSparseMatrixParallelTest
- : public ::testing::TestWithParam<int> {
- void SetUp() final { context_.EnsureMinimumThreads(kMaxNumThreads); }
- protected:
- ContextImpl context_;
- };
- TEST_P(CompressedRowSparseMatrixParallelTest,
- RightMultiplyAndAccumulateUnsymmetric) {
- const int kMinNumBlocks = 1;
- const int kMaxNumBlocks = 10;
- const int kMinBlockSize = 1;
- const int kMaxBlockSize = 5;
- const int kNumTrials = 10;
- const int kNumThreads = GetParam();
- std::mt19937 prng;
- std::uniform_real_distribution<double> uniform(0.5, 1.0);
- for (int num_blocks = kMinNumBlocks; num_blocks < kMaxNumBlocks;
- ++num_blocks) {
- for (int trial = 0; trial < kNumTrials; ++trial) {
- CompressedRowSparseMatrix::RandomMatrixOptions options;
- options.num_col_blocks = num_blocks;
- options.min_col_block_size = kMinBlockSize;
- options.max_col_block_size = kMaxBlockSize;
- options.num_row_blocks = 2 * num_blocks;
- options.min_row_block_size = kMinBlockSize;
- options.max_row_block_size = kMaxBlockSize;
- options.block_density = uniform(prng);
- options.storage_type =
- CompressedRowSparseMatrix::StorageType::UNSYMMETRIC;
- auto matrix =
- CompressedRowSparseMatrix::CreateRandomMatrix(options, prng);
- const int num_rows = matrix->num_rows();
- const int num_cols = matrix->num_cols();
- Vector x(num_cols);
- x.setRandom();
- Vector actual_y(num_rows);
- actual_y.setZero();
- matrix->RightMultiplyAndAccumulate(
- x.data(), actual_y.data(), &context_, kNumThreads);
- Matrix dense;
- matrix->ToDenseMatrix(&dense);
- Vector expected_y = dense * x;
- ASSERT_NEAR((expected_y - actual_y).norm() / actual_y.norm(),
- 0.0,
- std::numeric_limits<double>::epsilon() * 10)
- << "\n"
- << dense << "x:\n"
- << x.transpose() << "\n"
- << "expected: \n"
- << expected_y.transpose() << "\n"
- << "actual: \n"
- << actual_y.transpose();
- }
- }
- }
- INSTANTIATE_TEST_SUITE_P(ParallelProducts,
- CompressedRowSparseMatrixParallelTest,
- ::testing::Values(1, 2, 4, 8),
- ::testing::PrintToStringParamName());
- // TODO(sameeragarwal) Add tests for the random matrix creation methods.
- } // namespace ceres::internal
|