// 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/invert_psd_matrix.h" #include "ceres/internal/eigen.h" #include "gtest/gtest.h" namespace ceres::internal { static constexpr bool kFullRank = true; static constexpr bool kRankDeficient = false; template typename EigenTypes::Matrix RandomPSDMatrixWithEigenValues( const typename EigenTypes::Vector& eigenvalues) { typename EigenTypes::Matrix m(eigenvalues.rows(), eigenvalues.rows()); m.setRandom(); Eigen::SelfAdjointEigenSolver::Matrix> es( m); return es.eigenvectors() * eigenvalues.asDiagonal() * es.eigenvectors().transpose(); } TEST(InvertPSDMatrix, Identity3x3) { const Matrix m = Matrix::Identity(3, 3); const Matrix inverse_m = InvertPSDMatrix<3>(kFullRank, m); EXPECT_NEAR((inverse_m - m).norm() / m.norm(), 0.0, std::numeric_limits::epsilon()); } TEST(InvertPSDMatrix, FullRank5x5) { EigenTypes<5>::Vector eigenvalues; eigenvalues.setRandom(); eigenvalues = eigenvalues.array().abs().matrix(); const Matrix m = RandomPSDMatrixWithEigenValues<5>(eigenvalues); const Matrix inverse_m = InvertPSDMatrix<5>(kFullRank, m); EXPECT_NEAR((m * inverse_m - Matrix::Identity(5, 5)).norm() / 5.0, 0.0, 10 * std::numeric_limits::epsilon()); } TEST(InvertPSDMatrix, RankDeficient5x5) { EigenTypes<5>::Vector eigenvalues; eigenvalues.setRandom(); eigenvalues = eigenvalues.array().abs().matrix(); eigenvalues(3) = 0.0; const Matrix m = RandomPSDMatrixWithEigenValues<5>(eigenvalues); const Matrix inverse_m = InvertPSDMatrix<5>(kRankDeficient, m); Matrix pseudo_identity = Matrix::Identity(5, 5); pseudo_identity(3, 3) = 0.0; EXPECT_NEAR((m * inverse_m * m - m).norm() / m.norm(), 0.0, 10 * std::numeric_limits::epsilon()); } TEST(InvertPSDMatrix, DynamicFullRank5x5) { EigenTypes::Vector eigenvalues(5); eigenvalues.setRandom(); eigenvalues = eigenvalues.array().abs().matrix(); const Matrix m = RandomPSDMatrixWithEigenValues(eigenvalues); const Matrix inverse_m = InvertPSDMatrix(kFullRank, m); EXPECT_NEAR((m * inverse_m - Matrix::Identity(5, 5)).norm() / 5.0, 0.0, 10 * std::numeric_limits::epsilon()); } TEST(InvertPSDMatrix, DynamicRankDeficient5x5) { EigenTypes::Vector eigenvalues(5); eigenvalues.setRandom(); eigenvalues = eigenvalues.array().abs().matrix(); eigenvalues(3) = 0.0; const Matrix m = RandomPSDMatrixWithEigenValues(eigenvalues); const Matrix inverse_m = InvertPSDMatrix(kRankDeficient, m); Matrix pseudo_identity = Matrix::Identity(5, 5); pseudo_identity(3, 3) = 0.0; EXPECT_NEAR((m * inverse_m * m - m).norm() / m.norm(), 0.0, 10 * std::numeric_limits::epsilon()); } } // namespace ceres::internal