// 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: fredp@google.com (Fred Pighin) // // TODO(sameeragarwal): More comprehensive testing with larger and // more badly conditioned problem. #include "ceres/conjugate_gradients_solver.h" #include #include "ceres/internal/eigen.h" #include "ceres/linear_solver.h" #include "ceres/preconditioner.h" #include "ceres/triplet_sparse_matrix.h" #include "ceres/types.h" #include "gtest/gtest.h" namespace ceres::internal { TEST(ConjugateGradientTest, Solves3x3IdentitySystem) { double diagonal[] = {1.0, 1.0, 1.0}; std::unique_ptr A( TripletSparseMatrix::CreateSparseDiagonalMatrix(diagonal, 3)); Vector b(3); Vector x(3); b(0) = 1.0; b(1) = 2.0; b(2) = 3.0; x(0) = 1; x(1) = 1; x(2) = 1; ConjugateGradientsSolverOptions cg_options; cg_options.min_num_iterations = 1; cg_options.max_num_iterations = 10; cg_options.residual_reset_period = 20; cg_options.q_tolerance = 0.0; cg_options.r_tolerance = 1e-9; Vector scratch[4]; for (int i = 0; i < 4; ++i) { scratch[i] = Vector::Zero(A->num_cols()); } IdentityPreconditioner identity(A->num_cols()); LinearOperatorAdapter lhs(*A); LinearOperatorAdapter preconditioner(identity); Vector* scratch_array[4] = { &scratch[0], &scratch[1], &scratch[2], &scratch[3]}; auto summary = ConjugateGradientsSolver( cg_options, lhs, b, preconditioner, scratch_array, x); EXPECT_EQ(summary.termination_type, LinearSolverTerminationType::SUCCESS); ASSERT_EQ(summary.num_iterations, 1); ASSERT_DOUBLE_EQ(1, x(0)); ASSERT_DOUBLE_EQ(2, x(1)); ASSERT_DOUBLE_EQ(3, x(2)); } TEST(ConjuateGradientTest, Solves3x3SymmetricSystem) { std::unique_ptr A(new TripletSparseMatrix(3, 3, 9)); Vector b(3); Vector x(3); // | 2 -1 0| // A = |-1 2 -1| is symmetric positive definite. // | 0 -1 2| int* Ai = A->mutable_rows(); int* Aj = A->mutable_cols(); double* Ax = A->mutable_values(); int counter = 0; for (int i = 0; i < 3; ++i) { for (int j = 0; j < 3; ++j) { Ai[counter] = i; Aj[counter] = j; ++counter; } } Ax[0] = 2.; Ax[1] = -1.; Ax[2] = 0; Ax[3] = -1.; Ax[4] = 2; Ax[5] = -1; Ax[6] = 0; Ax[7] = -1; Ax[8] = 2; A->set_num_nonzeros(9); b(0) = -1; b(1) = 0; b(2) = 3; x(0) = 1; x(1) = 1; x(2) = 1; ConjugateGradientsSolverOptions cg_options; cg_options.min_num_iterations = 1; cg_options.max_num_iterations = 10; cg_options.residual_reset_period = 20; cg_options.q_tolerance = 0.0; cg_options.r_tolerance = 1e-9; Vector scratch[4]; for (int i = 0; i < 4; ++i) { scratch[i] = Vector::Zero(A->num_cols()); } Vector* scratch_array[4] = { &scratch[0], &scratch[1], &scratch[2], &scratch[3]}; IdentityPreconditioner identity(A->num_cols()); LinearOperatorAdapter lhs(*A); LinearOperatorAdapter preconditioner(identity); auto summary = ConjugateGradientsSolver( cg_options, lhs, b, preconditioner, scratch_array, x); EXPECT_EQ(summary.termination_type, LinearSolverTerminationType::SUCCESS); ASSERT_DOUBLE_EQ(0, x(0)); ASSERT_DOUBLE_EQ(1, x(1)); ASSERT_DOUBLE_EQ(2, x(2)); } } // namespace ceres::internal