Visual Servoing Platform  version 3.5.0 under development (2022-02-15)
testSvd.cpp

Test various svd decompositions.

/****************************************************************************
*
* ViSP, open source Visual Servoing Platform software.
* Copyright (C) 2005 - 2019 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 http://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.
*
* Authors:
* Eric Marchand
* Fabien Spindler
*
*****************************************************************************/
#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"
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);
}
}
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)
{
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)
{
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++) {
//#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++) {
//#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++) {
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;
}
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 (VISP_HAVE_OPENCV_VERSION >= 0x020101)
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) || (VISP_HAVE_OPENCV_VERSION >= 0x020101)
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) {
exit(-1);
}
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 (VISP_HAVE_OPENCV_VERSION >= 0x020101)
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 (VISP_HAVE_OPENCV_VERSION >= 0x020101)
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;
}
}