1 // Ceres Solver - A fast non-linear least squares minimizer
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29 // Author: sameeragarwal@google.com (Sameer Agarwal)
31 #include "ceres/visibility_based_preconditioner.h"
33 #include "Eigen/Dense"
34 #include "ceres/block_random_access_dense_matrix.h"
35 #include "ceres/block_random_access_sparse_matrix.h"
36 #include "ceres/block_sparse_matrix.h"
37 #include "ceres/casts.h"
38 #include "ceres/collections_port.h"
39 #include "ceres/file.h"
40 #include "ceres/internal/eigen.h"
41 #include "ceres/internal/scoped_ptr.h"
42 #include "ceres/linear_least_squares_problems.h"
43 #include "ceres/schur_eliminator.h"
44 #include "ceres/stringprintf.h"
45 #include "ceres/types.h"
46 #include "ceres/test_util.h"
47 #include "glog/logging.h"
48 #include "gtest/gtest.h"
53 // TODO(sameeragarwal): Re-enable this test once serialization is
56 // using testing::AssertionResult;
57 // using testing::AssertionSuccess;
58 // using testing::AssertionFailure;
60 // static const double kTolerance = 1e-12;
62 // class VisibilityBasedPreconditionerTest : public ::testing::Test {
64 // static const int kCameraSize = 9;
68 // string input_file = TestFileAbsolutePath("problem-6-1384-000.lsqp");
70 // scoped_ptr<LinearLeastSquaresProblem> problem(
71 // CHECK_NOTNULL(CreateLinearLeastSquaresProblemFromFile(input_file)));
72 // A_.reset(down_cast<BlockSparseMatrix*>(problem->A.release()));
73 // b_.reset(problem->b.release());
74 // D_.reset(problem->D.release());
76 // const CompressedRowBlockStructure* bs =
77 // CHECK_NOTNULL(A_->block_structure());
78 // const int num_col_blocks = bs->cols.size();
80 // num_cols_ = A_->num_cols();
81 // num_rows_ = A_->num_rows();
82 // num_eliminate_blocks_ = problem->num_eliminate_blocks;
83 // num_camera_blocks_ = num_col_blocks - num_eliminate_blocks_;
84 // options_.elimination_groups.push_back(num_eliminate_blocks_);
85 // options_.elimination_groups.push_back(
86 // A_->block_structure()->cols.size() - num_eliminate_blocks_);
88 // vector<int> blocks(num_col_blocks - num_eliminate_blocks_, 0);
89 // for (int i = num_eliminate_blocks_; i < num_col_blocks; ++i) {
90 // blocks[i - num_eliminate_blocks_] = bs->cols[i].size;
93 // // The input matrix is a real jacobian and fairly poorly
94 // // conditioned. Setting D to a large constant makes the normal
95 // // equations better conditioned and makes the tests below better
97 // VectorRef(D_.get(), num_cols_).setConstant(10.0);
99 // schur_complement_.reset(new BlockRandomAccessDenseMatrix(blocks));
100 // Vector rhs(schur_complement_->num_rows());
102 // scoped_ptr<SchurEliminatorBase> eliminator;
103 // LinearSolver::Options eliminator_options;
104 // eliminator_options.elimination_groups = options_.elimination_groups;
105 // eliminator_options.num_threads = options_.num_threads;
107 // eliminator.reset(SchurEliminatorBase::Create(eliminator_options));
108 // eliminator->Init(num_eliminate_blocks_, bs);
109 // eliminator->Eliminate(A_.get(), b_.get(), D_.get(),
110 // schur_complement_.get(), rhs.data());
114 // AssertionResult IsSparsityStructureValid() {
115 // preconditioner_->InitStorage(*A_->block_structure());
116 // const HashSet<pair<int, int> >& cluster_pairs = get_cluster_pairs();
117 // const vector<int>& cluster_membership = get_cluster_membership();
119 // for (int i = 0; i < num_camera_blocks_; ++i) {
120 // for (int j = i; j < num_camera_blocks_; ++j) {
121 // if (cluster_pairs.count(make_pair(cluster_membership[i],
122 // cluster_membership[j]))) {
123 // if (!IsBlockPairInPreconditioner(i, j)) {
124 // return AssertionFailure()
125 // << "block pair (" << i << "," << j << "missing";
128 // if (IsBlockPairInPreconditioner(i, j)) {
129 // return AssertionFailure()
130 // << "block pair (" << i << "," << j << "should not be present";
135 // return AssertionSuccess();
138 // AssertionResult PreconditionerValuesMatch() {
139 // preconditioner_->Update(*A_, D_.get());
140 // const HashSet<pair<int, int> >& cluster_pairs = get_cluster_pairs();
141 // const BlockRandomAccessSparseMatrix* m = get_m();
142 // Matrix preconditioner_matrix;
143 // m->matrix()->ToDenseMatrix(&preconditioner_matrix);
144 // ConstMatrixRef full_schur_complement(schur_complement_->values(),
147 // const int num_clusters = get_num_clusters();
148 // const int kDiagonalBlockSize =
149 // kCameraSize * num_camera_blocks_ / num_clusters;
151 // for (int i = 0; i < num_clusters; ++i) {
152 // for (int j = i; j < num_clusters; ++j) {
153 // double diff = 0.0;
154 // if (cluster_pairs.count(make_pair(i, j))) {
156 // (preconditioner_matrix.block(kDiagonalBlockSize * i,
157 // kDiagonalBlockSize * j,
158 // kDiagonalBlockSize,
159 // kDiagonalBlockSize) -
160 // full_schur_complement.block(kDiagonalBlockSize * i,
161 // kDiagonalBlockSize * j,
162 // kDiagonalBlockSize,
163 // kDiagonalBlockSize)).norm();
165 // diff = preconditioner_matrix.block(kDiagonalBlockSize * i,
166 // kDiagonalBlockSize * j,
167 // kDiagonalBlockSize,
168 // kDiagonalBlockSize).norm();
170 // if (diff > kTolerance) {
171 // return AssertionFailure()
172 // << "Preconditioner block " << i << " " << j << " differs "
173 // << "from expected value by " << diff;
177 // return AssertionSuccess();
181 // int get_num_blocks() { return preconditioner_->num_blocks_; }
183 // int get_num_clusters() { return preconditioner_->num_clusters_; }
184 // int* get_mutable_num_clusters() { return &preconditioner_->num_clusters_; }
186 // const vector<int>& get_block_size() {
187 // return preconditioner_->block_size_; }
189 // vector<int>* get_mutable_block_size() {
190 // return &preconditioner_->block_size_; }
192 // const vector<int>& get_cluster_membership() {
193 // return preconditioner_->cluster_membership_;
196 // vector<int>* get_mutable_cluster_membership() {
197 // return &preconditioner_->cluster_membership_;
200 // const set<pair<int, int> >& get_block_pairs() {
201 // return preconditioner_->block_pairs_;
204 // set<pair<int, int> >* get_mutable_block_pairs() {
205 // return &preconditioner_->block_pairs_;
208 // const HashSet<pair<int, int> >& get_cluster_pairs() {
209 // return preconditioner_->cluster_pairs_;
212 // HashSet<pair<int, int> >* get_mutable_cluster_pairs() {
213 // return &preconditioner_->cluster_pairs_;
216 // bool IsBlockPairInPreconditioner(const int block1, const int block2) {
217 // return preconditioner_->IsBlockPairInPreconditioner(block1, block2);
220 // bool IsBlockPairOffDiagonal(const int block1, const int block2) {
221 // return preconditioner_->IsBlockPairOffDiagonal(block1, block2);
224 // const BlockRandomAccessSparseMatrix* get_m() {
225 // return preconditioner_->m_.get();
230 // int num_eliminate_blocks_;
231 // int num_camera_blocks_;
233 // scoped_ptr<BlockSparseMatrix> A_;
234 // scoped_array<double> b_;
235 // scoped_array<double> D_;
237 // Preconditioner::Options options_;
238 // scoped_ptr<VisibilityBasedPreconditioner> preconditioner_;
239 // scoped_ptr<BlockRandomAccessDenseMatrix> schur_complement_;
242 // TEST_F(VisibilityBasedPreconditionerTest, OneClusterClusterJacobi) {
243 // options_.type = CLUSTER_JACOBI;
244 // preconditioner_.reset(
245 // new VisibilityBasedPreconditioner(*A_->block_structure(), options_));
247 // // Override the clustering to be a single clustering containing all
249 // vector<int>& cluster_membership = *get_mutable_cluster_membership();
250 // for (int i = 0; i < num_camera_blocks_; ++i) {
251 // cluster_membership[i] = 0;
254 // *get_mutable_num_clusters() = 1;
256 // HashSet<pair<int, int> >& cluster_pairs = *get_mutable_cluster_pairs();
257 // cluster_pairs.clear();
258 // cluster_pairs.insert(make_pair(0, 0));
260 // EXPECT_TRUE(IsSparsityStructureValid());
261 // EXPECT_TRUE(PreconditionerValuesMatch());
263 // // Multiplication by the inverse of the preconditioner.
264 // const int num_rows = schur_complement_->num_rows();
265 // ConstMatrixRef full_schur_complement(schur_complement_->values(),
268 // Vector x(num_rows);
269 // Vector y(num_rows);
270 // Vector z(num_rows);
272 // for (int i = 0; i < num_rows; ++i) {
277 // preconditioner_->RightMultiply(x.data(), y.data());
278 // z = full_schur_complement
279 // .selfadjointView<Eigen::Upper>()
281 // double max_relative_difference =
282 // ((y - z).array() / z.array()).matrix().lpNorm<Eigen::Infinity>();
283 // EXPECT_NEAR(max_relative_difference, 0.0, kTolerance);
289 // TEST_F(VisibilityBasedPreconditionerTest, ClusterJacobi) {
290 // options_.type = CLUSTER_JACOBI;
291 // preconditioner_.reset(
292 // new VisibilityBasedPreconditioner(*A_->block_structure(), options_));
294 // // Override the clustering to be equal number of cameras.
295 // vector<int>& cluster_membership = *get_mutable_cluster_membership();
296 // cluster_membership.resize(num_camera_blocks_);
297 // static const int kNumClusters = 3;
299 // for (int i = 0; i < num_camera_blocks_; ++i) {
300 // cluster_membership[i] = (i * kNumClusters) / num_camera_blocks_;
302 // *get_mutable_num_clusters() = kNumClusters;
304 // HashSet<pair<int, int> >& cluster_pairs = *get_mutable_cluster_pairs();
305 // cluster_pairs.clear();
306 // for (int i = 0; i < kNumClusters; ++i) {
307 // cluster_pairs.insert(make_pair(i, i));
310 // EXPECT_TRUE(IsSparsityStructureValid());
311 // EXPECT_TRUE(PreconditionerValuesMatch());
315 // TEST_F(VisibilityBasedPreconditionerTest, ClusterTridiagonal) {
316 // options_.type = CLUSTER_TRIDIAGONAL;
317 // preconditioner_.reset(
318 // new VisibilityBasedPreconditioner(*A_->block_structure(), options_));
319 // static const int kNumClusters = 3;
321 // // Override the clustering to be 3 clusters.
322 // vector<int>& cluster_membership = *get_mutable_cluster_membership();
323 // cluster_membership.resize(num_camera_blocks_);
324 // for (int i = 0; i < num_camera_blocks_; ++i) {
325 // cluster_membership[i] = (i * kNumClusters) / num_camera_blocks_;
327 // *get_mutable_num_clusters() = kNumClusters;
329 // // Spanning forest has structure 0-1 2
330 // HashSet<pair<int, int> >& cluster_pairs = *get_mutable_cluster_pairs();
331 // cluster_pairs.clear();
332 // for (int i = 0; i < kNumClusters; ++i) {
333 // cluster_pairs.insert(make_pair(i, i));
335 // cluster_pairs.insert(make_pair(0, 1));
337 // EXPECT_TRUE(IsSparsityStructureValid());
338 // EXPECT_TRUE(PreconditionerValuesMatch());
341 } // namespace internal