123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221 |
- // 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 <memory>
- #include <numeric>
- #include <sstream>
- #include <string>
- #include <utility>
- #include <vector>
- #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<DenseLinearAlgebraLibraryType, bool>;
- constexpr bool kMixedPrecision = true;
- constexpr bool kFullPrecision = false;
- namespace {
- std::string ParamInfoToString(testing::TestParamInfo<Param> 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<Param> {};
- 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<Scalar, Eigen::Dynamic, Eigen::Dynamic>;
- using VectorType = Eigen::Matrix<Scalar, Eigen::Dynamic, 1>;
- 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<double>::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<MockDenseCholesky>();
- auto iterative_refiner = std::make_unique<MockDenseIterativeRefiner>();
- 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<MockDenseCholesky>();
- auto iterative_refiner = std::make_unique<MockDenseIterativeRefiner>();
- 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<MockDenseCholesky>();
- auto iterative_refiner = std::make_unique<MockDenseIterativeRefiner>();
- 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
|