// 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/schur_complement_solver.h" #include #include #include "ceres/block_sparse_matrix.h" #include "ceres/block_structure.h" #include "ceres/casts.h" #include "ceres/context_impl.h" #include "ceres/detect_structure.h" #include "ceres/linear_least_squares_problems.h" #include "ceres/linear_solver.h" #include "ceres/triplet_sparse_matrix.h" #include "ceres/types.h" #include "glog/logging.h" #include "gtest/gtest.h" namespace ceres::internal { class SchurComplementSolverTest : public ::testing::Test { protected: void SetUpFromProblemId(int problem_id) { std::unique_ptr problem = CreateLinearLeastSquaresProblemFromId(problem_id); CHECK(problem != nullptr); A.reset(down_cast(problem->A.release())); b = std::move(problem->b); D = std::move(problem->D); num_cols = A->num_cols(); num_rows = A->num_rows(); num_eliminate_blocks = problem->num_eliminate_blocks; x.resize(num_cols); sol.resize(num_cols); sol_d.resize(num_cols); LinearSolver::Options options; options.type = DENSE_QR; ContextImpl context; options.context = &context; std::unique_ptr qr(LinearSolver::Create(options)); TripletSparseMatrix triplet_A( A->num_rows(), A->num_cols(), A->num_nonzeros()); A->ToTripletSparseMatrix(&triplet_A); // Gold standard solutions using dense QR factorization. DenseSparseMatrix dense_A(triplet_A); qr->Solve(&dense_A, b.get(), LinearSolver::PerSolveOptions(), sol.data()); // Gold standard solution with appended diagonal. LinearSolver::PerSolveOptions per_solve_options; per_solve_options.D = D.get(); qr->Solve(&dense_A, b.get(), per_solve_options, sol_d.data()); } void ComputeAndCompareSolutions( int problem_id, bool regularization, ceres::LinearSolverType linear_solver_type, ceres::DenseLinearAlgebraLibraryType dense_linear_algebra_library_type, ceres::SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type, ceres::internal::OrderingType ordering_type) { SetUpFromProblemId(problem_id); LinearSolver::Options options; options.elimination_groups.push_back(num_eliminate_blocks); options.elimination_groups.push_back(A->block_structure()->cols.size() - num_eliminate_blocks); options.type = linear_solver_type; options.dense_linear_algebra_library_type = dense_linear_algebra_library_type; options.sparse_linear_algebra_library_type = sparse_linear_algebra_library_type; options.ordering_type = ordering_type; ContextImpl context; options.context = &context; DetectStructure(*A->block_structure(), num_eliminate_blocks, &options.row_block_size, &options.e_block_size, &options.f_block_size); std::unique_ptr solver(LinearSolver::Create(options)); LinearSolver::PerSolveOptions per_solve_options; LinearSolver::Summary summary; if (regularization) { per_solve_options.D = D.get(); } summary = solver->Solve(A.get(), b.get(), per_solve_options, x.data()); EXPECT_EQ(summary.termination_type, LinearSolverTerminationType::SUCCESS); if (regularization) { ASSERT_NEAR((sol_d - x).norm() / num_cols, 0, 1e-10) << "Regularized Expected solution: " << sol_d.transpose() << " Actual solution: " << x.transpose(); } else { ASSERT_NEAR((sol - x).norm() / num_cols, 0, 1e-10) << "Unregularized Expected solution: " << sol.transpose() << " Actual solution: " << x.transpose(); } } int num_rows; int num_cols; int num_eliminate_blocks; std::unique_ptr A; std::unique_ptr b; std::unique_ptr D; Vector x; Vector sol; Vector sol_d; }; // TODO(sameeragarwal): Refactor these using value parameterized tests. // TODO(sameeragarwal): More extensive tests using random matrices. TEST_F(SchurComplementSolverTest, DenseSchurWithEigenSmallProblem) { ComputeAndCompareSolutions( 2, false, DENSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::NATURAL); ComputeAndCompareSolutions( 2, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::NATURAL); } TEST_F(SchurComplementSolverTest, DenseSchurWithEigenLargeProblem) { ComputeAndCompareSolutions( 3, false, DENSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::NATURAL); ComputeAndCompareSolutions( 3, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::NATURAL); } TEST_F(SchurComplementSolverTest, DenseSchurWithEigenVaryingFBlockSize) { ComputeAndCompareSolutions( 4, true, DENSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::NATURAL); } #ifndef CERES_NO_LAPACK TEST_F(SchurComplementSolverTest, DenseSchurWithLAPACKSmallProblem) { ComputeAndCompareSolutions( 2, false, DENSE_SCHUR, LAPACK, SUITE_SPARSE, OrderingType::NATURAL); ComputeAndCompareSolutions( 2, true, DENSE_SCHUR, LAPACK, SUITE_SPARSE, OrderingType::NATURAL); } TEST_F(SchurComplementSolverTest, DenseSchurWithLAPACKLargeProblem) { ComputeAndCompareSolutions( 3, false, DENSE_SCHUR, LAPACK, SUITE_SPARSE, OrderingType::NATURAL); ComputeAndCompareSolutions( 3, true, DENSE_SCHUR, LAPACK, SUITE_SPARSE, OrderingType::NATURAL); } #endif #ifndef CERES_NO_SUITESPARSE TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparseSmallProblemNATURAL) { ComputeAndCompareSolutions( 2, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::NATURAL); ComputeAndCompareSolutions( 2, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::NATURAL); } TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparseLargeProblemNATURAL) { ComputeAndCompareSolutions( 3, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::NATURAL); ComputeAndCompareSolutions( 3, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::NATURAL); } TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparseSmallProblemAMD) { ComputeAndCompareSolutions( 2, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::AMD); ComputeAndCompareSolutions( 2, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::AMD); } TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparseLargeProblemAMD) { ComputeAndCompareSolutions( 3, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::AMD); ComputeAndCompareSolutions( 3, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::AMD); } #ifndef CERES_NO_EIGEN_METIS TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparseSmallProblemNESDIS) { ComputeAndCompareSolutions( 2, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::NESDIS); ComputeAndCompareSolutions( 2, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::NESDIS); } TEST_F(SchurComplementSolverTest, SparseSchurWithSuiteSparseLargeProblemNESDIS) { ComputeAndCompareSolutions( 3, false, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::NESDIS); ComputeAndCompareSolutions( 3, true, SPARSE_SCHUR, EIGEN, SUITE_SPARSE, OrderingType::NESDIS); } #endif // CERES_NO_EIGEN_METIS #endif // CERES_NO_SUITESPARSE #ifndef CERES_NO_ACCELERATE_SPARSE TEST_F(SchurComplementSolverTest, SparseSchurWithAccelerateSparseSmallProblemAMD) { ComputeAndCompareSolutions( 2, false, SPARSE_SCHUR, EIGEN, ACCELERATE_SPARSE, OrderingType::AMD); ComputeAndCompareSolutions( 2, true, SPARSE_SCHUR, EIGEN, ACCELERATE_SPARSE, OrderingType::AMD); } TEST_F(SchurComplementSolverTest, SparseSchurWithAccelerateSparseSmallProblemNESDIS) { ComputeAndCompareSolutions( 2, false, SPARSE_SCHUR, EIGEN, ACCELERATE_SPARSE, OrderingType::NESDIS); ComputeAndCompareSolutions( 2, true, SPARSE_SCHUR, EIGEN, ACCELERATE_SPARSE, OrderingType::NESDIS); } TEST_F(SchurComplementSolverTest, SparseSchurWithAccelerateSparseLargeProblemAMD) { ComputeAndCompareSolutions( 3, false, SPARSE_SCHUR, EIGEN, ACCELERATE_SPARSE, OrderingType::AMD); ComputeAndCompareSolutions( 3, true, SPARSE_SCHUR, EIGEN, ACCELERATE_SPARSE, OrderingType::AMD); } TEST_F(SchurComplementSolverTest, SparseSchurWithAccelerateSparseLargeProblemNESDIS) { ComputeAndCompareSolutions( 3, false, SPARSE_SCHUR, EIGEN, ACCELERATE_SPARSE, OrderingType::NESDIS); ComputeAndCompareSolutions( 3, true, SPARSE_SCHUR, EIGEN, ACCELERATE_SPARSE, OrderingType::NESDIS); } #endif // CERES_NO_ACCELERATE_SPARSE #ifdef CERES_USE_EIGEN_SPARSE TEST_F(SchurComplementSolverTest, SparseSchurWithEigenSparseSmallProblemAMD) { ComputeAndCompareSolutions( 2, false, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, OrderingType::AMD); ComputeAndCompareSolutions( 2, true, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, OrderingType::AMD); } #ifndef CERES_NO_EIGEN_METIS TEST_F(SchurComplementSolverTest, SparseSchurWithEigenSparseSmallProblemNESDIS) { ComputeAndCompareSolutions( 2, false, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, OrderingType::NESDIS); ComputeAndCompareSolutions( 2, true, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, OrderingType::NESDIS); } #endif TEST_F(SchurComplementSolverTest, SparseSchurWithEigenSparseSmallProblemNATURAL) { ComputeAndCompareSolutions( 2, false, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, OrderingType::NATURAL); ComputeAndCompareSolutions( 2, true, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, OrderingType::NATURAL); } TEST_F(SchurComplementSolverTest, SparseSchurWithEigenSparseLargeProblemAMD) { ComputeAndCompareSolutions( 3, false, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, OrderingType::AMD); ComputeAndCompareSolutions( 3, true, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, OrderingType::AMD); } #ifndef CERES_NO_EIGEN_METIS TEST_F(SchurComplementSolverTest, SparseSchurWithEigenSparseLargeProblemNESDIS) { ComputeAndCompareSolutions( 3, false, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, OrderingType::NESDIS); ComputeAndCompareSolutions( 3, true, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, OrderingType::NESDIS); } #endif TEST_F(SchurComplementSolverTest, SparseSchurWithEigenSparseLargeProblemNATURAL) { ComputeAndCompareSolutions( 3, false, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, OrderingType::NATURAL); ComputeAndCompareSolutions( 3, true, SPARSE_SCHUR, EIGEN, EIGEN_SPARSE, OrderingType::NATURAL); } #endif // CERES_USE_EIGEN_SPARSE } // namespace ceres::internal