program_test.cc 14 KB

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  1. // Ceres Solver - A fast non-linear least squares minimizer
  2. // Copyright 2023 Google Inc. All rights reserved.
  3. // http://ceres-solver.org/
  4. //
  5. // Redistribution and use in source and binary forms, with or without
  6. // modification, are permitted provided that the following conditions are met:
  7. //
  8. // * Redistributions of source code must retain the above copyright notice,
  9. // this list of conditions and the following disclaimer.
  10. // * Redistributions in binary form must reproduce the above copyright notice,
  11. // this list of conditions and the following disclaimer in the documentation
  12. // and/or other materials provided with the distribution.
  13. // * Neither the name of Google Inc. nor the names of its contributors may be
  14. // used to endorse or promote products derived from this software without
  15. // specific prior written permission.
  16. //
  17. // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
  18. // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
  19. // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
  20. // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
  21. // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
  22. // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
  23. // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
  24. // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
  25. // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
  26. // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
  27. // POSSIBILITY OF SUCH DAMAGE.
  28. //
  29. // Author: sameeragarwal@google.com (Sameer Agarwal)
  30. #include "ceres/program.h"
  31. #include <cmath>
  32. #include <limits>
  33. #include <memory>
  34. #include <string>
  35. #include <utility>
  36. #include <vector>
  37. #include "ceres/internal/integer_sequence_algorithm.h"
  38. #include "ceres/problem_impl.h"
  39. #include "ceres/residual_block.h"
  40. #include "ceres/sized_cost_function.h"
  41. #include "ceres/triplet_sparse_matrix.h"
  42. #include "gtest/gtest.h"
  43. namespace ceres {
  44. namespace internal {
  45. // A cost function that simply returns its argument.
  46. class UnaryIdentityCostFunction : public SizedCostFunction<1, 1> {
  47. public:
  48. bool Evaluate(double const* const* parameters,
  49. double* residuals,
  50. double** jacobians) const final {
  51. residuals[0] = parameters[0][0];
  52. if (jacobians != nullptr && jacobians[0] != nullptr) {
  53. jacobians[0][0] = 1.0;
  54. }
  55. return true;
  56. }
  57. };
  58. // Templated base class for the CostFunction signatures.
  59. template <int kNumResiduals, int... Ns>
  60. class MockCostFunctionBase : public SizedCostFunction<kNumResiduals, Ns...> {
  61. public:
  62. bool Evaluate(double const* const* parameters,
  63. double* residuals,
  64. double** jacobians) const final {
  65. constexpr int kNumParameters = (Ns + ... + 0);
  66. for (int i = 0; i < kNumResiduals; ++i) {
  67. residuals[i] = kNumResiduals + kNumParameters;
  68. }
  69. return true;
  70. }
  71. };
  72. class UnaryCostFunction : public MockCostFunctionBase<2, 1> {};
  73. class BinaryCostFunction : public MockCostFunctionBase<2, 1, 1> {};
  74. class TernaryCostFunction : public MockCostFunctionBase<2, 1, 1, 1> {};
  75. TEST(Program, RemoveFixedBlocksNothingConstant) {
  76. ProblemImpl problem;
  77. double x;
  78. double y;
  79. double z;
  80. problem.AddParameterBlock(&x, 1);
  81. problem.AddParameterBlock(&y, 1);
  82. problem.AddParameterBlock(&z, 1);
  83. problem.AddResidualBlock(new UnaryCostFunction(), nullptr, &x);
  84. problem.AddResidualBlock(new BinaryCostFunction(), nullptr, &x, &y);
  85. problem.AddResidualBlock(new TernaryCostFunction(), nullptr, &x, &y, &z);
  86. std::vector<double*> removed_parameter_blocks;
  87. double fixed_cost = 0.0;
  88. std::string message;
  89. std::unique_ptr<Program> reduced_program(
  90. problem.program().CreateReducedProgram(
  91. &removed_parameter_blocks, &fixed_cost, &message));
  92. EXPECT_EQ(reduced_program->NumParameterBlocks(), 3);
  93. EXPECT_EQ(reduced_program->NumResidualBlocks(), 3);
  94. EXPECT_EQ(removed_parameter_blocks.size(), 0);
  95. EXPECT_EQ(fixed_cost, 0.0);
  96. }
  97. TEST(Program, RemoveFixedBlocksAllParameterBlocksConstant) {
  98. ProblemImpl problem;
  99. double x = 1.0;
  100. problem.AddParameterBlock(&x, 1);
  101. problem.AddResidualBlock(new UnaryCostFunction(), nullptr, &x);
  102. problem.SetParameterBlockConstant(&x);
  103. std::vector<double*> removed_parameter_blocks;
  104. double fixed_cost = 0.0;
  105. std::string message;
  106. std::unique_ptr<Program> reduced_program(
  107. problem.program().CreateReducedProgram(
  108. &removed_parameter_blocks, &fixed_cost, &message));
  109. EXPECT_EQ(reduced_program->NumParameterBlocks(), 0);
  110. EXPECT_EQ(reduced_program->NumResidualBlocks(), 0);
  111. EXPECT_EQ(removed_parameter_blocks.size(), 1);
  112. EXPECT_EQ(removed_parameter_blocks[0], &x);
  113. EXPECT_EQ(fixed_cost, 9.0);
  114. }
  115. TEST(Program, RemoveFixedBlocksNoResidualBlocks) {
  116. ProblemImpl problem;
  117. double x;
  118. double y;
  119. double z;
  120. problem.AddParameterBlock(&x, 1);
  121. problem.AddParameterBlock(&y, 1);
  122. problem.AddParameterBlock(&z, 1);
  123. std::vector<double*> removed_parameter_blocks;
  124. double fixed_cost = 0.0;
  125. std::string message;
  126. std::unique_ptr<Program> reduced_program(
  127. problem.program().CreateReducedProgram(
  128. &removed_parameter_blocks, &fixed_cost, &message));
  129. EXPECT_EQ(reduced_program->NumParameterBlocks(), 0);
  130. EXPECT_EQ(reduced_program->NumResidualBlocks(), 0);
  131. EXPECT_EQ(removed_parameter_blocks.size(), 3);
  132. EXPECT_EQ(fixed_cost, 0.0);
  133. }
  134. TEST(Program, RemoveFixedBlocksOneParameterBlockConstant) {
  135. ProblemImpl problem;
  136. double x;
  137. double y;
  138. double z;
  139. problem.AddParameterBlock(&x, 1);
  140. problem.AddParameterBlock(&y, 1);
  141. problem.AddParameterBlock(&z, 1);
  142. problem.AddResidualBlock(new UnaryCostFunction(), nullptr, &x);
  143. problem.AddResidualBlock(new BinaryCostFunction(), nullptr, &x, &y);
  144. problem.SetParameterBlockConstant(&x);
  145. std::vector<double*> removed_parameter_blocks;
  146. double fixed_cost = 0.0;
  147. std::string message;
  148. std::unique_ptr<Program> reduced_program(
  149. problem.program().CreateReducedProgram(
  150. &removed_parameter_blocks, &fixed_cost, &message));
  151. EXPECT_EQ(reduced_program->NumParameterBlocks(), 1);
  152. EXPECT_EQ(reduced_program->NumResidualBlocks(), 1);
  153. }
  154. TEST(Program, RemoveFixedBlocksNumEliminateBlocks) {
  155. ProblemImpl problem;
  156. double x;
  157. double y;
  158. double z;
  159. problem.AddParameterBlock(&x, 1);
  160. problem.AddParameterBlock(&y, 1);
  161. problem.AddParameterBlock(&z, 1);
  162. problem.AddResidualBlock(new UnaryCostFunction(), nullptr, &x);
  163. problem.AddResidualBlock(new TernaryCostFunction(), nullptr, &x, &y, &z);
  164. problem.AddResidualBlock(new BinaryCostFunction(), nullptr, &x, &y);
  165. problem.SetParameterBlockConstant(&x);
  166. std::vector<double*> removed_parameter_blocks;
  167. double fixed_cost = 0.0;
  168. std::string message;
  169. std::unique_ptr<Program> reduced_program(
  170. problem.program().CreateReducedProgram(
  171. &removed_parameter_blocks, &fixed_cost, &message));
  172. EXPECT_EQ(reduced_program->NumParameterBlocks(), 2);
  173. EXPECT_EQ(reduced_program->NumResidualBlocks(), 2);
  174. }
  175. TEST(Program, RemoveFixedBlocksFixedCost) {
  176. ProblemImpl problem;
  177. double x = 1.23;
  178. double y = 4.56;
  179. double z = 7.89;
  180. problem.AddParameterBlock(&x, 1);
  181. problem.AddParameterBlock(&y, 1);
  182. problem.AddParameterBlock(&z, 1);
  183. problem.AddResidualBlock(new UnaryIdentityCostFunction(), nullptr, &x);
  184. problem.AddResidualBlock(new TernaryCostFunction(), nullptr, &x, &y, &z);
  185. problem.AddResidualBlock(new BinaryCostFunction(), nullptr, &x, &y);
  186. problem.SetParameterBlockConstant(&x);
  187. ResidualBlock* expected_removed_block =
  188. problem.program().residual_blocks()[0];
  189. std::unique_ptr<double[]> scratch(
  190. new double[expected_removed_block->NumScratchDoublesForEvaluate()]);
  191. double expected_fixed_cost;
  192. expected_removed_block->Evaluate(
  193. true, &expected_fixed_cost, nullptr, nullptr, scratch.get());
  194. std::vector<double*> removed_parameter_blocks;
  195. double fixed_cost = 0.0;
  196. std::string message;
  197. std::unique_ptr<Program> reduced_program(
  198. problem.program().CreateReducedProgram(
  199. &removed_parameter_blocks, &fixed_cost, &message));
  200. EXPECT_EQ(reduced_program->NumParameterBlocks(), 2);
  201. EXPECT_EQ(reduced_program->NumResidualBlocks(), 2);
  202. EXPECT_DOUBLE_EQ(fixed_cost, expected_fixed_cost);
  203. }
  204. class BlockJacobianTest : public ::testing::TestWithParam<int> {};
  205. TEST_P(BlockJacobianTest, CreateJacobianBlockSparsityTranspose) {
  206. ProblemImpl problem;
  207. double x[2];
  208. double y[3];
  209. double z;
  210. problem.AddParameterBlock(x, 2);
  211. problem.AddParameterBlock(y, 3);
  212. problem.AddParameterBlock(&z, 1);
  213. problem.AddResidualBlock(new MockCostFunctionBase<2, 2>(), nullptr, x);
  214. problem.AddResidualBlock(new MockCostFunctionBase<3, 1, 2>(), nullptr, &z, x);
  215. problem.AddResidualBlock(new MockCostFunctionBase<4, 1, 3>(), nullptr, &z, y);
  216. problem.AddResidualBlock(new MockCostFunctionBase<5, 1, 3>(), nullptr, &z, y);
  217. problem.AddResidualBlock(new MockCostFunctionBase<1, 2, 1>(), nullptr, x, &z);
  218. problem.AddResidualBlock(new MockCostFunctionBase<2, 1, 3>(), nullptr, &z, y);
  219. problem.AddResidualBlock(new MockCostFunctionBase<2, 2, 1>(), nullptr, x, &z);
  220. problem.AddResidualBlock(new MockCostFunctionBase<1, 3>(), nullptr, y);
  221. TripletSparseMatrix expected_block_sparse_jacobian(3, 8, 14);
  222. {
  223. int* rows = expected_block_sparse_jacobian.mutable_rows();
  224. int* cols = expected_block_sparse_jacobian.mutable_cols();
  225. double* values = expected_block_sparse_jacobian.mutable_values();
  226. rows[0] = 0;
  227. cols[0] = 0;
  228. rows[1] = 2;
  229. cols[1] = 1;
  230. rows[2] = 0;
  231. cols[2] = 1;
  232. rows[3] = 2;
  233. cols[3] = 2;
  234. rows[4] = 1;
  235. cols[4] = 2;
  236. rows[5] = 2;
  237. cols[5] = 3;
  238. rows[6] = 1;
  239. cols[6] = 3;
  240. rows[7] = 0;
  241. cols[7] = 4;
  242. rows[8] = 2;
  243. cols[8] = 4;
  244. rows[9] = 2;
  245. cols[9] = 5;
  246. rows[10] = 1;
  247. cols[10] = 5;
  248. rows[11] = 0;
  249. cols[11] = 6;
  250. rows[12] = 2;
  251. cols[12] = 6;
  252. rows[13] = 1;
  253. cols[13] = 7;
  254. std::fill(values, values + 14, 1.0);
  255. expected_block_sparse_jacobian.set_num_nonzeros(14);
  256. }
  257. Program* program = problem.mutable_program();
  258. program->SetParameterOffsetsAndIndex();
  259. const int start_row_block = GetParam();
  260. std::unique_ptr<TripletSparseMatrix> actual_block_sparse_jacobian(
  261. program->CreateJacobianBlockSparsityTranspose(start_row_block));
  262. Matrix expected_full_dense_jacobian;
  263. expected_block_sparse_jacobian.ToDenseMatrix(&expected_full_dense_jacobian);
  264. Matrix expected_dense_jacobian =
  265. expected_full_dense_jacobian.rightCols(8 - start_row_block);
  266. Matrix actual_dense_jacobian;
  267. actual_block_sparse_jacobian->ToDenseMatrix(&actual_dense_jacobian);
  268. EXPECT_EQ(expected_dense_jacobian.rows(), actual_dense_jacobian.rows());
  269. EXPECT_EQ(expected_dense_jacobian.cols(), actual_dense_jacobian.cols());
  270. EXPECT_EQ((expected_dense_jacobian - actual_dense_jacobian).norm(), 0.0);
  271. }
  272. INSTANTIATE_TEST_SUITE_P(AllColumns, BlockJacobianTest, ::testing::Range(0, 7));
  273. template <int kNumResiduals, int kNumParameterBlocks>
  274. class NumParameterBlocksCostFunction : public CostFunction {
  275. public:
  276. NumParameterBlocksCostFunction() {
  277. set_num_residuals(kNumResiduals);
  278. for (int i = 0; i < kNumParameterBlocks; ++i) {
  279. mutable_parameter_block_sizes()->push_back(1);
  280. }
  281. }
  282. bool Evaluate(double const* const* parameters,
  283. double* residuals,
  284. double** jacobians) const final {
  285. return true;
  286. }
  287. };
  288. TEST(Program, ReallocationInCreateJacobianBlockSparsityTranspose) {
  289. // CreateJacobianBlockSparsityTranspose starts with a conservative
  290. // estimate of the size of the sparsity pattern. This test ensures
  291. // that when those estimates are violated, the reallocation/resizing
  292. // logic works correctly.
  293. ProblemImpl problem;
  294. double x[20];
  295. std::vector<double*> parameter_blocks;
  296. for (int i = 0; i < 20; ++i) {
  297. problem.AddParameterBlock(x + i, 1);
  298. parameter_blocks.push_back(x + i);
  299. }
  300. problem.AddResidualBlock(new NumParameterBlocksCostFunction<1, 20>(),
  301. nullptr,
  302. parameter_blocks.data(),
  303. static_cast<int>(parameter_blocks.size()));
  304. TripletSparseMatrix expected_block_sparse_jacobian(20, 1, 20);
  305. {
  306. int* rows = expected_block_sparse_jacobian.mutable_rows();
  307. int* cols = expected_block_sparse_jacobian.mutable_cols();
  308. for (int i = 0; i < 20; ++i) {
  309. rows[i] = i;
  310. cols[i] = 0;
  311. }
  312. double* values = expected_block_sparse_jacobian.mutable_values();
  313. std::fill(values, values + 20, 1.0);
  314. expected_block_sparse_jacobian.set_num_nonzeros(20);
  315. }
  316. Program* program = problem.mutable_program();
  317. program->SetParameterOffsetsAndIndex();
  318. std::unique_ptr<TripletSparseMatrix> actual_block_sparse_jacobian(
  319. program->CreateJacobianBlockSparsityTranspose());
  320. Matrix expected_dense_jacobian;
  321. expected_block_sparse_jacobian.ToDenseMatrix(&expected_dense_jacobian);
  322. Matrix actual_dense_jacobian;
  323. actual_block_sparse_jacobian->ToDenseMatrix(&actual_dense_jacobian);
  324. EXPECT_EQ((expected_dense_jacobian - actual_dense_jacobian).norm(), 0.0);
  325. }
  326. TEST(Program, ProblemHasNanParameterBlocks) {
  327. ProblemImpl problem;
  328. double x[2];
  329. x[0] = 1.0;
  330. x[1] = std::numeric_limits<double>::quiet_NaN();
  331. problem.AddResidualBlock(new MockCostFunctionBase<1, 2>(), nullptr, x);
  332. std::string error;
  333. EXPECT_FALSE(problem.program().ParameterBlocksAreFinite(&error));
  334. EXPECT_NE(error.find("has at least one invalid value"), std::string::npos)
  335. << error;
  336. }
  337. TEST(Program, InfeasibleParameterBlock) {
  338. ProblemImpl problem;
  339. double x[] = {0.0, 0.0};
  340. problem.AddResidualBlock(new MockCostFunctionBase<1, 2>(), nullptr, x);
  341. problem.SetParameterLowerBound(x, 0, 2.0);
  342. problem.SetParameterUpperBound(x, 0, 1.0);
  343. std::string error;
  344. EXPECT_FALSE(problem.program().IsFeasible(&error));
  345. EXPECT_NE(error.find("infeasible bound"), std::string::npos) << error;
  346. }
  347. TEST(Program, InfeasibleConstantParameterBlock) {
  348. ProblemImpl problem;
  349. double x[] = {0.0, 0.0};
  350. problem.AddResidualBlock(new MockCostFunctionBase<1, 2>(), nullptr, x);
  351. problem.SetParameterLowerBound(x, 0, 1.0);
  352. problem.SetParameterUpperBound(x, 0, 2.0);
  353. problem.SetParameterBlockConstant(x);
  354. std::string error;
  355. EXPECT_FALSE(problem.program().IsFeasible(&error));
  356. EXPECT_NE(error.find("infeasible value"), std::string::npos) << error;
  357. }
  358. } // namespace internal
  359. } // namespace ceres