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- // 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/levenberg_marquardt_strategy.h"
- #include <memory>
- #include "ceres/internal/eigen.h"
- #include "ceres/linear_solver.h"
- #include "ceres/trust_region_strategy.h"
- #include "glog/logging.h"
- #include "gmock/gmock.h"
- #include "gmock/mock-log.h"
- #include "gtest/gtest.h"
- using testing::_;
- using testing::AllOf;
- using testing::AnyNumber;
- using testing::HasSubstr;
- using testing::ScopedMockLog;
- namespace ceres {
- namespace internal {
- const double kTolerance = 1e-16;
- // Linear solver that takes as input a vector and checks that the
- // caller passes the same vector as LinearSolver::PerSolveOptions.D.
- class RegularizationCheckingLinearSolver : public DenseSparseMatrixSolver {
- public:
- RegularizationCheckingLinearSolver(const int num_cols, const double* diagonal)
- : num_cols_(num_cols), diagonal_(diagonal) {}
- private:
- LinearSolver::Summary SolveImpl(
- DenseSparseMatrix* A,
- const double* b,
- const LinearSolver::PerSolveOptions& per_solve_options,
- double* x) final {
- CHECK(per_solve_options.D != nullptr);
- for (int i = 0; i < num_cols_; ++i) {
- EXPECT_NEAR(per_solve_options.D[i], diagonal_[i], kTolerance)
- << i << " " << per_solve_options.D[i] << " " << diagonal_[i];
- }
- return {};
- }
- const int num_cols_;
- const double* diagonal_;
- };
- TEST(LevenbergMarquardtStrategy, AcceptRejectStepRadiusScaling) {
- TrustRegionStrategy::Options options;
- options.initial_radius = 2.0;
- options.max_radius = 20.0;
- options.min_lm_diagonal = 1e-8;
- options.max_lm_diagonal = 1e8;
- // We need a non-null pointer here, so anything should do.
- std::unique_ptr<LinearSolver> linear_solver(
- new RegularizationCheckingLinearSolver(0, nullptr));
- options.linear_solver = linear_solver.get();
- LevenbergMarquardtStrategy lms(options);
- EXPECT_EQ(lms.Radius(), options.initial_radius);
- lms.StepRejected(0.0);
- EXPECT_EQ(lms.Radius(), 1.0);
- lms.StepRejected(-1.0);
- EXPECT_EQ(lms.Radius(), 0.25);
- lms.StepAccepted(1.0);
- EXPECT_EQ(lms.Radius(), 0.25 * 3.0);
- lms.StepAccepted(1.0);
- EXPECT_EQ(lms.Radius(), 0.25 * 3.0 * 3.0);
- lms.StepAccepted(0.25);
- EXPECT_EQ(lms.Radius(), 0.25 * 3.0 * 3.0 / 1.125);
- lms.StepAccepted(1.0);
- EXPECT_EQ(lms.Radius(), 0.25 * 3.0 * 3.0 / 1.125 * 3.0);
- lms.StepAccepted(1.0);
- EXPECT_EQ(lms.Radius(), 0.25 * 3.0 * 3.0 / 1.125 * 3.0 * 3.0);
- lms.StepAccepted(1.0);
- EXPECT_EQ(lms.Radius(), options.max_radius);
- }
- TEST(LevenbergMarquardtStrategy, CorrectDiagonalToLinearSolver) {
- Matrix jacobian(2, 3);
- jacobian.setZero();
- jacobian(0, 0) = 0.0;
- jacobian(0, 1) = 1.0;
- jacobian(1, 1) = 1.0;
- jacobian(0, 2) = 100.0;
- double residual = 1.0;
- double x[3];
- DenseSparseMatrix dsm(jacobian);
- TrustRegionStrategy::Options options;
- options.initial_radius = 2.0;
- options.max_radius = 20.0;
- options.min_lm_diagonal = 1e-2;
- options.max_lm_diagonal = 1e2;
- double diagonal[3];
- diagonal[0] = options.min_lm_diagonal;
- diagonal[1] = 2.0;
- diagonal[2] = options.max_lm_diagonal;
- for (double& diagonal_entry : diagonal) {
- diagonal_entry = sqrt(diagonal_entry / options.initial_radius);
- }
- RegularizationCheckingLinearSolver linear_solver(3, diagonal);
- options.linear_solver = &linear_solver;
- LevenbergMarquardtStrategy lms(options);
- TrustRegionStrategy::PerSolveOptions pso;
- {
- ScopedMockLog log;
- EXPECT_CALL(log, Log(_, _, _)).Times(AnyNumber());
- // This using directive is needed get around the fact that there
- // are versions of glog which are not in the google namespace.
- using namespace google;
- #if defined(GLOG_NO_ABBREVIATED_SEVERITIES)
- // Use GLOG_WARNING to support MSVC if GLOG_NO_ABBREVIATED_SEVERITIES
- // is defined.
- EXPECT_CALL(log,
- Log(GLOG_WARNING, _, HasSubstr("Failed to compute a step")));
- #else
- EXPECT_CALL(log,
- Log(google::WARNING, _, HasSubstr("Failed to compute a step")));
- #endif
- TrustRegionStrategy::Summary summary =
- lms.ComputeStep(pso, &dsm, &residual, x);
- EXPECT_EQ(summary.termination_type, LinearSolverTerminationType::FAILURE);
- }
- }
- } // namespace internal
- } // namespace ceres
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