1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496
|
/****************************************************************************
*
* ViSP, open source Visual Servoing Platform software.
* Copyright (C) 2005 - 2023 by Inria. All rights reserved.
*
* This software is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
* See the file LICENSE.txt at the root directory of this source
* distribution for additional information about the GNU GPL.
*
* For using ViSP with software that can not be combined with the GNU
* GPL, please contact Inria about acquiring a ViSP Professional
* Edition License.
*
* See https://visp.inria.fr for more information.
*
* This software was developed at:
* Inria Rennes - Bretagne Atlantique
* Campus Universitaire de Beaulieu
* 35042 Rennes Cedex
* France
*
* If you have questions regarding the use of this file, please contact
* Inria at visp@inria.fr
*
* This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
* WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
*
* Description:
* Test various svd decompositions.
*
*****************************************************************************/
/*!
\example testSvd.cpp
\brief Test various svd decompositions.
*/
#include <algorithm>
#include <stdio.h>
#include <stdlib.h>
#include <vector>
#include <visp3/core/vpColVector.h>
#include <visp3/core/vpMatrix.h>
#include <visp3/core/vpTime.h>
#include <visp3/io/vpParseArgv.h>
// List of allowed command line options
#define GETOPTARGS "cdn:i:pf:R:C:vh"
/*!
Print the program options.
\param name : Program name.
\param badparam : Bad parameter name.
*/
void usage(const char *name, const char *badparam)
{
fprintf(stdout, "\n\
Test matrix inversions\n\
using LU, QR and Cholesky methods as well as Pseudo-inverse.\n\
Outputs a comparison of these methods.\n\
\n\
SYNOPSIS\n\
%s [-n <number of matrices>] [-f <plot filename>]\n\
[-R <number of rows>] [-C <number of columns>]\n\
[-i <number of iterations>] [-p] [-h]\n",
name);
fprintf(stdout, "\n\
OPTIONS: Default\n\
-n <number of matrices> \n\
Number of matrices inverted during each test loop.\n\
\n\
-i <number of iterations> \n\
Number of iterations of the test.\n\
\n\
-f <plot filename> \n\
Set output path for plot output.\n\
The plot logs the times of \n\
the different inversion methods: \n\
QR,LU,Cholesky and Pseudo-inverse.\n\
\n\
-R <number of rows>\n\
Number of rows of the automatically generated matrices \n\
we test on.\n\
\n\
-C <number of columns>\n\
Number of colums of the automatically generated matrices \n\
we test on.\n\
\n\
-p \n\
Plot into filename in the gnuplot format. \n\
If this option is used, tests results will be logged \n\
into a filename specified with -f.\n\
\n\
-h\n\
Print the help.\n\n");
if (badparam) {
fprintf(stderr, "ERROR: \n");
fprintf(stderr, "\nBad parameter [%s]\n", badparam);
}
}
/*!
Set the program options.
\return false if the program has to be stopped, true otherwise.
*/
bool getOptions(int argc, const char **argv, unsigned int &nb_matrices, unsigned int &nb_iterations,
bool &use_plot_file, std::string &plotfile, unsigned int &nbrows, unsigned int &nbcols, bool &verbose)
{
const char *optarg_;
int c;
while ((c = vpParseArgv::parse(argc, argv, GETOPTARGS, &optarg_)) > 1) {
switch (c) {
case 'h':
usage(argv[0], NULL);
return false;
break;
case 'n':
nb_matrices = (unsigned int)atoi(optarg_);
break;
case 'i':
nb_iterations = (unsigned int)atoi(optarg_);
break;
case 'f':
plotfile = optarg_;
use_plot_file = true;
break;
case 'p':
use_plot_file = true;
break;
case 'R':
nbrows = (unsigned int)atoi(optarg_);
break;
case 'C':
nbcols = (unsigned int)atoi(optarg_);
break;
case 'v':
verbose = true;
break;
// add default options -c -d
case 'c':
break;
case 'd':
break;
default:
usage(argv[0], optarg_);
return false;
break;
}
}
if ((c == 1) || (c == -1)) {
// standalone param or error
usage(argv[0], NULL);
std::cerr << "ERROR: " << std::endl;
std::cerr << " Bad argument " << optarg_ << std::endl << std::endl;
return false;
}
return true;
}
vpMatrix make_random_matrix(unsigned int nbrows, unsigned int nbcols)
{
vpMatrix A;
A.resize(nbrows, nbcols);
for (unsigned int i = 0; i < A.getRows(); i++) {
for (unsigned int j = 0; j < A.getCols(); j++) {
A[i][j] = static_cast<double>(rand()) / static_cast<double>(RAND_MAX);
}
}
return A;
}
vpMatrix make_random_symmetric_matrix(unsigned int nbrows)
{
vpMatrix A;
A.resize(nbrows, nbrows);
for (unsigned int i = 0; i < A.getRows(); i++) {
for (unsigned int j = i; j < A.getCols(); j++) {
A[i][j] = static_cast<double>(rand()) / static_cast<double>(RAND_MAX);
if (i != j) {
A[j][i] = A[i][j];
}
}
}
return A;
}
void create_bench_random_matrix(unsigned int nb_matrices, unsigned int nb_rows, unsigned int nb_cols, bool verbose,
std::vector<vpMatrix> &bench)
{
if (verbose)
std::cout << "Create a bench of " << nb_matrices << " " << nb_rows << " by " << nb_cols << " matrices" << std::endl;
bench.clear();
for (unsigned int i = 0; i < nb_matrices; i++) {
vpMatrix M;
//#if defined(VISP_HAVE_EIGEN3) || defined(VISP_HAVE_LAPACK) ||
//(VISP_HAVE_OPENCV_VERSION >= 0x020101)
// double det = 0.;
// // don't put singular matrices in the benchmark
// for(M = make_random_matrix(nb_rows, nb_cols);
// std::fabs(det=M.AtA().det())<.01; M = make_random_matrix(nb_rows,
// nb_cols)) {
// if(verbose) {
// std::cout << " Generated random matrix AtA=" << std::endl <<
// M.AtA() << std::endl; std::cout << " Generated random matrix
// not invertible: det=" << det << ". Retrying..." << std::endl;
// }
// }
//#else
M = make_random_matrix(nb_rows, nb_cols);
//#endif
bench.push_back(M);
}
}
void create_bench_random_symmetric_matrix(unsigned int nb_matrices, unsigned int nb_rows, bool verbose,
std::vector<vpMatrix> &bench)
{
if (verbose)
std::cout << "Create a bench of " << nb_matrices << " " << nb_rows << " by " << nb_rows << " symmetric matrices"
<< std::endl;
bench.clear();
for (unsigned int i = 0; i < nb_matrices; i++) {
vpMatrix M;
//#if defined(VISP_HAVE_EIGEN3) || defined(VISP_HAVE_LAPACK) ||
//(VISP_HAVE_OPENCV_VERSION >= 0x020101) || defined(VISP_HAVE_GSL)
// double det = 0.;
// // don't put singular matrices in the benchmark
// for(M = make_random_matrix(nb_rows, nb_cols);
// std::fabs(det=M.AtA().det())<.01; M = make_random_matrix(nb_rows,
// nb_cols)) {
// if(verbose) {
// std::cout << " Generated random matrix AtA=" << std::endl <<
// M.AtA() << std::endl; std::cout << " Generated random matrix
// not invertible: det=" << det << ". Retrying..." << std::endl;
// }
// }
//#else
M = make_random_symmetric_matrix(nb_rows);
//#endif
bench.push_back(M);
}
}
int test_svd(std::vector<vpMatrix> M, std::vector<vpMatrix> U, std::vector<vpColVector> s, std::vector<vpMatrix> V)
{
for (unsigned int i = 0; i < M.size(); i++) {
vpMatrix S;
S.diag(s[i]);
vpMatrix U_S_V = U[i] * S * V[i].t();
vpMatrix D = M[i] - U_S_V;
if (D.frobeniusNorm() > 1e-6) {
std::cout << "SVD decomposition failed" << std::endl;
return EXIT_FAILURE;
}
}
return EXIT_SUCCESS;
}
int test_eigen_values(std::vector<vpMatrix> M, std::vector<vpColVector> e, std::vector<vpMatrix> V,
std::vector<vpColVector> e2)
{
for (unsigned int i = 0; i < M.size(); i++) {
vpColVector error_e = e[i] - e2[i];
if (error_e.frobeniusNorm() > 1e-6) {
std::cout << "Eigen values differ" << std::endl;
return EXIT_FAILURE;
}
vpMatrix D;
D.diag(e[i]);
vpMatrix MV_VD = M[i] * V[i] - V[i] * D;
if (MV_VD.frobeniusNorm() > 1e-6) {
std::cout << "Eigen values/vector decomposition failed" << std::endl;
return EXIT_FAILURE;
}
}
return EXIT_SUCCESS;
}
#if defined(VISP_HAVE_EIGEN3)
int test_svd_eigen3(bool verbose, const std::vector<vpMatrix> &bench, double &time)
{
if (verbose)
std::cout << "Test SVD using Eigen3 3rd party" << std::endl;
// Compute inverse
if (verbose)
std::cout << " SVD on a " << bench[0].getRows() << "x" << bench[0].getCols() << " matrix" << std::endl;
std::vector<vpMatrix> U = bench;
std::vector<vpMatrix> V(bench.size());
std::vector<vpColVector> s(bench.size());
double t = vpTime::measureTimeMs();
for (unsigned int i = 0; i < bench.size(); i++) {
U[i].svdEigen3(s[i], V[i]);
}
time = vpTime::measureTimeMs() - t;
return test_svd(bench, U, s, V);
}
#endif
#if defined(VISP_HAVE_LAPACK)
int test_svd_lapack(bool verbose, const std::vector<vpMatrix> &bench, double &time)
{
if (verbose)
std::cout << "Test SVD using Lapack 3rd party" << std::endl;
// Compute inverse
if (verbose)
std::cout << " SVD on a " << bench[0].getRows() << "x" << bench[0].getCols() << " matrix" << std::endl;
std::vector<vpMatrix> U = bench;
std::vector<vpMatrix> V(bench.size());
std::vector<vpColVector> s(bench.size());
double t = vpTime::measureTimeMs();
for (unsigned int i = 0; i < bench.size(); i++) {
U[i].svdLapack(s[i], V[i]);
}
time = vpTime::measureTimeMs() - t;
return test_svd(bench, U, s, V);
}
int test_eigen_values_lapack(bool verbose, const std::vector<vpMatrix> &bench, double &time)
{
if (verbose)
std::cout << "Test eigenValues() using Lapack 3rd party" << std::endl;
std::vector<vpColVector> e(bench.size());
std::vector<vpColVector> e2(bench.size());
std::vector<vpMatrix> V(bench.size());
for (unsigned int i = 0; i < bench.size(); i++) {
e2[i] = bench[i].eigenValues();
}
// Compute the eigenvalues and eigenvectors
double t = vpTime::measureTimeMs();
for (unsigned int i = 0; i < bench.size(); i++) {
bench[i].eigenValues(e[i], V[i]);
}
time = vpTime::measureTimeMs() - t;
return test_eigen_values(bench, e, V, e2);
}
#endif
#if defined(VISP_HAVE_OPENCV)
int test_svd_opencv(bool verbose, const std::vector<vpMatrix> &bench, double &time)
{
if (verbose)
std::cout << "Test SVD using OpenCV 3rd party" << std::endl;
// Compute inverse
if (verbose)
std::cout << " SVD on a " << bench[0].getRows() << "x" << bench[0].getCols() << " matrix" << std::endl;
std::vector<vpMatrix> U = bench;
std::vector<vpMatrix> V(bench.size());
std::vector<vpColVector> s(bench.size());
double t = vpTime::measureTimeMs();
for (unsigned int i = 0; i < bench.size(); i++) {
U[i].svdOpenCV(s[i], V[i]);
}
time = vpTime::measureTimeMs() - t;
return test_svd(bench, U, s, V);
}
#endif
void save_time(const std::string &method, bool verbose, bool use_plot_file, std::ofstream &of, double time)
{
if (use_plot_file)
of << time << "\t";
if (verbose || !use_plot_file) {
std::cout << method << time << std::endl;
}
}
int main(int argc, const char *argv[])
{
try {
#if defined(VISP_HAVE_EIGEN3) || defined(VISP_HAVE_LAPACK) || defined(VISP_HAVE_OPENCV)
unsigned int nb_matrices = 100;
unsigned int nb_iterations = 10;
unsigned int nb_rows = 6;
unsigned int nb_cols = 6;
unsigned int nb_rows_sym = 5;
bool verbose = false;
std::string plotfile("plot-svd.csv");
bool use_plot_file = false;
std::ofstream of;
// Read the command line options
if (getOptions(argc, argv, nb_matrices, nb_iterations, use_plot_file, plotfile, nb_rows, nb_cols, verbose) ==
false) {
return EXIT_FAILURE;
}
if (use_plot_file) {
of.open(plotfile.c_str());
of << "iter"
<< "\t";
#if defined(VISP_HAVE_LAPACK)
of << "\"SVD Lapack\""
<< "\t";
#endif
#if defined(VISP_HAVE_EIGEN3)
of << "\"SVD Eigen3\""
<< "\t";
#endif
#if defined(VISP_HAVE_OPENCV)
of << "\"SVD OpenCV\""
<< "\t";
#endif
of << std::endl;
}
int ret = EXIT_SUCCESS;
for (unsigned int iter = 0; iter < nb_iterations; iter++) {
std::vector<vpMatrix> bench_random_matrices;
create_bench_random_matrix(nb_matrices, nb_rows, nb_cols, verbose, bench_random_matrices);
std::vector<vpMatrix> bench_random_symmetric_matrices;
create_bench_random_symmetric_matrix(nb_matrices, nb_rows_sym, verbose, bench_random_symmetric_matrices);
if (use_plot_file)
of << iter << "\t";
double time;
#if defined(VISP_HAVE_LAPACK)
ret += test_svd_lapack(verbose, bench_random_matrices, time);
save_time("SVD (Lapack): ", verbose, use_plot_file, of, time);
#endif
#if defined(VISP_HAVE_EIGEN3)
ret += test_svd_eigen3(verbose, bench_random_matrices, time);
save_time("SVD (Eigen3): ", verbose, use_plot_file, of, time);
#endif
#if defined(VISP_HAVE_OPENCV)
ret += test_svd_opencv(verbose, bench_random_matrices, time);
save_time("SVD (OpenCV): ", verbose, use_plot_file, of, time);
#endif
#if defined(VISP_HAVE_LAPACK)
ret += test_eigen_values_lapack(verbose, bench_random_symmetric_matrices, time);
save_time("Eigen values (Lapack): ", verbose, use_plot_file, of, time);
#endif
if (use_plot_file)
of << std::endl;
}
if (use_plot_file) {
of.close();
std::cout << "Result saved in " << plotfile << std::endl;
}
if (ret == EXIT_SUCCESS) {
std::cout << "Test succeed" << std::endl;
} else {
std::cout << "Test failed" << std::endl;
}
return ret;
#else
(void)argc;
(void)argv;
std::cout << "Test does nothing since you dont't have Lapack, Eigen3 or OpenCV 3rd party" << std::endl;
return EXIT_SUCCESS;
#endif
} catch (const vpException &e) {
std::cout << "Catch an exception: " << e.getStringMessage() << std::endl;
return EXIT_FAILURE;
}
}
|