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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/program.h"
- #include <cmath>
- #include <limits>
- #include <memory>
- #include <string>
- #include <utility>
- #include <vector>
- #include "ceres/internal/integer_sequence_algorithm.h"
- #include "ceres/problem_impl.h"
- #include "ceres/residual_block.h"
- #include "ceres/sized_cost_function.h"
- #include "ceres/triplet_sparse_matrix.h"
- #include "gtest/gtest.h"
- namespace ceres {
- namespace internal {
- // A cost function that simply returns its argument.
- class UnaryIdentityCostFunction : public SizedCostFunction<1, 1> {
- public:
- bool Evaluate(double const* const* parameters,
- double* residuals,
- double** jacobians) const final {
- residuals[0] = parameters[0][0];
- if (jacobians != nullptr && jacobians[0] != nullptr) {
- jacobians[0][0] = 1.0;
- }
- return true;
- }
- };
- // Templated base class for the CostFunction signatures.
- template <int kNumResiduals, int... Ns>
- class MockCostFunctionBase : public SizedCostFunction<kNumResiduals, Ns...> {
- public:
- bool Evaluate(double const* const* parameters,
- double* residuals,
- double** jacobians) const final {
- constexpr int kNumParameters = (Ns + ... + 0);
- for (int i = 0; i < kNumResiduals; ++i) {
- residuals[i] = kNumResiduals + kNumParameters;
- }
- return true;
- }
- };
- class UnaryCostFunction : public MockCostFunctionBase<2, 1> {};
- class BinaryCostFunction : public MockCostFunctionBase<2, 1, 1> {};
- class TernaryCostFunction : public MockCostFunctionBase<2, 1, 1, 1> {};
- TEST(Program, RemoveFixedBlocksNothingConstant) {
- ProblemImpl problem;
- double x;
- double y;
- double z;
- problem.AddParameterBlock(&x, 1);
- problem.AddParameterBlock(&y, 1);
- problem.AddParameterBlock(&z, 1);
- problem.AddResidualBlock(new UnaryCostFunction(), nullptr, &x);
- problem.AddResidualBlock(new BinaryCostFunction(), nullptr, &x, &y);
- problem.AddResidualBlock(new TernaryCostFunction(), nullptr, &x, &y, &z);
- std::vector<double*> removed_parameter_blocks;
- double fixed_cost = 0.0;
- std::string message;
- std::unique_ptr<Program> reduced_program(
- problem.program().CreateReducedProgram(
- &removed_parameter_blocks, &fixed_cost, &message));
- EXPECT_EQ(reduced_program->NumParameterBlocks(), 3);
- EXPECT_EQ(reduced_program->NumResidualBlocks(), 3);
- EXPECT_EQ(removed_parameter_blocks.size(), 0);
- EXPECT_EQ(fixed_cost, 0.0);
- }
- TEST(Program, RemoveFixedBlocksAllParameterBlocksConstant) {
- ProblemImpl problem;
- double x = 1.0;
- problem.AddParameterBlock(&x, 1);
- problem.AddResidualBlock(new UnaryCostFunction(), nullptr, &x);
- problem.SetParameterBlockConstant(&x);
- std::vector<double*> removed_parameter_blocks;
- double fixed_cost = 0.0;
- std::string message;
- std::unique_ptr<Program> reduced_program(
- problem.program().CreateReducedProgram(
- &removed_parameter_blocks, &fixed_cost, &message));
- EXPECT_EQ(reduced_program->NumParameterBlocks(), 0);
- EXPECT_EQ(reduced_program->NumResidualBlocks(), 0);
- EXPECT_EQ(removed_parameter_blocks.size(), 1);
- EXPECT_EQ(removed_parameter_blocks[0], &x);
- EXPECT_EQ(fixed_cost, 9.0);
- }
- TEST(Program, RemoveFixedBlocksNoResidualBlocks) {
- ProblemImpl problem;
- double x;
- double y;
- double z;
- problem.AddParameterBlock(&x, 1);
- problem.AddParameterBlock(&y, 1);
- problem.AddParameterBlock(&z, 1);
- std::vector<double*> removed_parameter_blocks;
- double fixed_cost = 0.0;
- std::string message;
- std::unique_ptr<Program> reduced_program(
- problem.program().CreateReducedProgram(
- &removed_parameter_blocks, &fixed_cost, &message));
- EXPECT_EQ(reduced_program->NumParameterBlocks(), 0);
- EXPECT_EQ(reduced_program->NumResidualBlocks(), 0);
- EXPECT_EQ(removed_parameter_blocks.size(), 3);
- EXPECT_EQ(fixed_cost, 0.0);
- }
- TEST(Program, RemoveFixedBlocksOneParameterBlockConstant) {
- ProblemImpl problem;
- double x;
- double y;
- double z;
- problem.AddParameterBlock(&x, 1);
- problem.AddParameterBlock(&y, 1);
- problem.AddParameterBlock(&z, 1);
- problem.AddResidualBlock(new UnaryCostFunction(), nullptr, &x);
- problem.AddResidualBlock(new BinaryCostFunction(), nullptr, &x, &y);
- problem.SetParameterBlockConstant(&x);
- std::vector<double*> removed_parameter_blocks;
- double fixed_cost = 0.0;
- std::string message;
- std::unique_ptr<Program> reduced_program(
- problem.program().CreateReducedProgram(
- &removed_parameter_blocks, &fixed_cost, &message));
- EXPECT_EQ(reduced_program->NumParameterBlocks(), 1);
- EXPECT_EQ(reduced_program->NumResidualBlocks(), 1);
- }
- TEST(Program, RemoveFixedBlocksNumEliminateBlocks) {
- ProblemImpl problem;
- double x;
- double y;
- double z;
- problem.AddParameterBlock(&x, 1);
- problem.AddParameterBlock(&y, 1);
- problem.AddParameterBlock(&z, 1);
- problem.AddResidualBlock(new UnaryCostFunction(), nullptr, &x);
- problem.AddResidualBlock(new TernaryCostFunction(), nullptr, &x, &y, &z);
- problem.AddResidualBlock(new BinaryCostFunction(), nullptr, &x, &y);
- problem.SetParameterBlockConstant(&x);
- std::vector<double*> removed_parameter_blocks;
- double fixed_cost = 0.0;
- std::string message;
- std::unique_ptr<Program> reduced_program(
- problem.program().CreateReducedProgram(
- &removed_parameter_blocks, &fixed_cost, &message));
- EXPECT_EQ(reduced_program->NumParameterBlocks(), 2);
- EXPECT_EQ(reduced_program->NumResidualBlocks(), 2);
- }
- TEST(Program, RemoveFixedBlocksFixedCost) {
- ProblemImpl problem;
- double x = 1.23;
- double y = 4.56;
- double z = 7.89;
- problem.AddParameterBlock(&x, 1);
- problem.AddParameterBlock(&y, 1);
- problem.AddParameterBlock(&z, 1);
- problem.AddResidualBlock(new UnaryIdentityCostFunction(), nullptr, &x);
- problem.AddResidualBlock(new TernaryCostFunction(), nullptr, &x, &y, &z);
- problem.AddResidualBlock(new BinaryCostFunction(), nullptr, &x, &y);
- problem.SetParameterBlockConstant(&x);
- ResidualBlock* expected_removed_block =
- problem.program().residual_blocks()[0];
- std::unique_ptr<double[]> scratch(
- new double[expected_removed_block->NumScratchDoublesForEvaluate()]);
- double expected_fixed_cost;
- expected_removed_block->Evaluate(
- true, &expected_fixed_cost, nullptr, nullptr, scratch.get());
- std::vector<double*> removed_parameter_blocks;
- double fixed_cost = 0.0;
- std::string message;
- std::unique_ptr<Program> reduced_program(
- problem.program().CreateReducedProgram(
- &removed_parameter_blocks, &fixed_cost, &message));
- EXPECT_EQ(reduced_program->NumParameterBlocks(), 2);
- EXPECT_EQ(reduced_program->NumResidualBlocks(), 2);
- EXPECT_DOUBLE_EQ(fixed_cost, expected_fixed_cost);
- }
- class BlockJacobianTest : public ::testing::TestWithParam<int> {};
- TEST_P(BlockJacobianTest, CreateJacobianBlockSparsityTranspose) {
- ProblemImpl problem;
- double x[2];
- double y[3];
- double z;
- problem.AddParameterBlock(x, 2);
- problem.AddParameterBlock(y, 3);
- problem.AddParameterBlock(&z, 1);
- problem.AddResidualBlock(new MockCostFunctionBase<2, 2>(), nullptr, x);
- problem.AddResidualBlock(new MockCostFunctionBase<3, 1, 2>(), nullptr, &z, x);
- problem.AddResidualBlock(new MockCostFunctionBase<4, 1, 3>(), nullptr, &z, y);
- problem.AddResidualBlock(new MockCostFunctionBase<5, 1, 3>(), nullptr, &z, y);
- problem.AddResidualBlock(new MockCostFunctionBase<1, 2, 1>(), nullptr, x, &z);
- problem.AddResidualBlock(new MockCostFunctionBase<2, 1, 3>(), nullptr, &z, y);
- problem.AddResidualBlock(new MockCostFunctionBase<2, 2, 1>(), nullptr, x, &z);
- problem.AddResidualBlock(new MockCostFunctionBase<1, 3>(), nullptr, y);
- TripletSparseMatrix expected_block_sparse_jacobian(3, 8, 14);
- {
- int* rows = expected_block_sparse_jacobian.mutable_rows();
- int* cols = expected_block_sparse_jacobian.mutable_cols();
- double* values = expected_block_sparse_jacobian.mutable_values();
- rows[0] = 0;
- cols[0] = 0;
- rows[1] = 2;
- cols[1] = 1;
- rows[2] = 0;
- cols[2] = 1;
- rows[3] = 2;
- cols[3] = 2;
- rows[4] = 1;
- cols[4] = 2;
- rows[5] = 2;
- cols[5] = 3;
- rows[6] = 1;
- cols[6] = 3;
- rows[7] = 0;
- cols[7] = 4;
- rows[8] = 2;
- cols[8] = 4;
- rows[9] = 2;
- cols[9] = 5;
- rows[10] = 1;
- cols[10] = 5;
- rows[11] = 0;
- cols[11] = 6;
- rows[12] = 2;
- cols[12] = 6;
- rows[13] = 1;
- cols[13] = 7;
- std::fill(values, values + 14, 1.0);
- expected_block_sparse_jacobian.set_num_nonzeros(14);
- }
- Program* program = problem.mutable_program();
- program->SetParameterOffsetsAndIndex();
- const int start_row_block = GetParam();
- std::unique_ptr<TripletSparseMatrix> actual_block_sparse_jacobian(
- program->CreateJacobianBlockSparsityTranspose(start_row_block));
- Matrix expected_full_dense_jacobian;
- expected_block_sparse_jacobian.ToDenseMatrix(&expected_full_dense_jacobian);
- Matrix expected_dense_jacobian =
- expected_full_dense_jacobian.rightCols(8 - start_row_block);
- Matrix actual_dense_jacobian;
- actual_block_sparse_jacobian->ToDenseMatrix(&actual_dense_jacobian);
- EXPECT_EQ(expected_dense_jacobian.rows(), actual_dense_jacobian.rows());
- EXPECT_EQ(expected_dense_jacobian.cols(), actual_dense_jacobian.cols());
- EXPECT_EQ((expected_dense_jacobian - actual_dense_jacobian).norm(), 0.0);
- }
- INSTANTIATE_TEST_SUITE_P(AllColumns, BlockJacobianTest, ::testing::Range(0, 7));
- template <int kNumResiduals, int kNumParameterBlocks>
- class NumParameterBlocksCostFunction : public CostFunction {
- public:
- NumParameterBlocksCostFunction() {
- set_num_residuals(kNumResiduals);
- for (int i = 0; i < kNumParameterBlocks; ++i) {
- mutable_parameter_block_sizes()->push_back(1);
- }
- }
- bool Evaluate(double const* const* parameters,
- double* residuals,
- double** jacobians) const final {
- return true;
- }
- };
- TEST(Program, ReallocationInCreateJacobianBlockSparsityTranspose) {
- // CreateJacobianBlockSparsityTranspose starts with a conservative
- // estimate of the size of the sparsity pattern. This test ensures
- // that when those estimates are violated, the reallocation/resizing
- // logic works correctly.
- ProblemImpl problem;
- double x[20];
- std::vector<double*> parameter_blocks;
- for (int i = 0; i < 20; ++i) {
- problem.AddParameterBlock(x + i, 1);
- parameter_blocks.push_back(x + i);
- }
- problem.AddResidualBlock(new NumParameterBlocksCostFunction<1, 20>(),
- nullptr,
- parameter_blocks.data(),
- static_cast<int>(parameter_blocks.size()));
- TripletSparseMatrix expected_block_sparse_jacobian(20, 1, 20);
- {
- int* rows = expected_block_sparse_jacobian.mutable_rows();
- int* cols = expected_block_sparse_jacobian.mutable_cols();
- for (int i = 0; i < 20; ++i) {
- rows[i] = i;
- cols[i] = 0;
- }
- double* values = expected_block_sparse_jacobian.mutable_values();
- std::fill(values, values + 20, 1.0);
- expected_block_sparse_jacobian.set_num_nonzeros(20);
- }
- Program* program = problem.mutable_program();
- program->SetParameterOffsetsAndIndex();
- std::unique_ptr<TripletSparseMatrix> actual_block_sparse_jacobian(
- program->CreateJacobianBlockSparsityTranspose());
- Matrix expected_dense_jacobian;
- expected_block_sparse_jacobian.ToDenseMatrix(&expected_dense_jacobian);
- Matrix actual_dense_jacobian;
- actual_block_sparse_jacobian->ToDenseMatrix(&actual_dense_jacobian);
- EXPECT_EQ((expected_dense_jacobian - actual_dense_jacobian).norm(), 0.0);
- }
- TEST(Program, ProblemHasNanParameterBlocks) {
- ProblemImpl problem;
- double x[2];
- x[0] = 1.0;
- x[1] = std::numeric_limits<double>::quiet_NaN();
- problem.AddResidualBlock(new MockCostFunctionBase<1, 2>(), nullptr, x);
- std::string error;
- EXPECT_FALSE(problem.program().ParameterBlocksAreFinite(&error));
- EXPECT_NE(error.find("has at least one invalid value"), std::string::npos)
- << error;
- }
- TEST(Program, InfeasibleParameterBlock) {
- ProblemImpl problem;
- double x[] = {0.0, 0.0};
- problem.AddResidualBlock(new MockCostFunctionBase<1, 2>(), nullptr, x);
- problem.SetParameterLowerBound(x, 0, 2.0);
- problem.SetParameterUpperBound(x, 0, 1.0);
- std::string error;
- EXPECT_FALSE(problem.program().IsFeasible(&error));
- EXPECT_NE(error.find("infeasible bound"), std::string::npos) << error;
- }
- TEST(Program, InfeasibleConstantParameterBlock) {
- ProblemImpl problem;
- double x[] = {0.0, 0.0};
- problem.AddResidualBlock(new MockCostFunctionBase<1, 2>(), nullptr, x);
- problem.SetParameterLowerBound(x, 0, 1.0);
- problem.SetParameterUpperBound(x, 0, 2.0);
- problem.SetParameterBlockConstant(x);
- std::string error;
- EXPECT_FALSE(problem.program().IsFeasible(&error));
- EXPECT_NE(error.find("infeasible value"), std::string::npos) << error;
- }
- } // namespace internal
- } // namespace ceres
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