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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/partitioned_matrix_view.h"
- #include <memory>
- #include <random>
- #include <sstream>
- #include <string>
- #include <vector>
- #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 = <problem_id, num_threads>
- using Param = ::testing::tuple<int, int>;
- static std::string ParamInfoToString(testing::TestParamInfo<Param> 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<Param> {
- 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<BlockSparseMatrix*>(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<LinearLeastSquaresProblem> problem_;
- std::unique_ptr<SparseMatrix> A_;
- std::unique_ptr<PartitionedMatrixViewBase> pmv_;
- std::unique_ptr<PartitionedMatrixViewBase> pmv_single_threaded_;
- std::mt19937 prng_;
- std::uniform_real_distribution<double> distribution_ =
- std::uniform_real_distribution<double>(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<BlockSparseMatrix> 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<BlockSparseMatrix*>(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<BlockSparseMatrix> 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<BlockSparseMatrix> 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<BlockSparseMatrix> 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
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