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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/trust_region_preprocessor.h"
- #include <array>
- #include <map>
- #include "ceres/internal/config.h"
- #include "ceres/ordered_groups.h"
- #include "ceres/problem_impl.h"
- #include "ceres/sized_cost_function.h"
- #include "ceres/solver.h"
- #include "gtest/gtest.h"
- namespace ceres {
- namespace internal {
- TEST(TrustRegionPreprocessor, ZeroProblem) {
- ProblemImpl problem;
- Solver::Options options;
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
- }
- TEST(TrustRegionPreprocessor, ProblemWithInvalidParameterBlock) {
- ProblemImpl problem;
- double x = std::numeric_limits<double>::quiet_NaN();
- problem.AddParameterBlock(&x, 1);
- Solver::Options options;
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
- }
- TEST(TrustRegionPreprocessor, ParameterBlockBoundsAreInvalid) {
- ProblemImpl problem;
- double x = 1.0;
- problem.AddParameterBlock(&x, 1);
- problem.SetParameterUpperBound(&x, 0, 1.0);
- problem.SetParameterLowerBound(&x, 0, 2.0);
- Solver::Options options;
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
- }
- TEST(TrustRegionPreprocessor, ParameterBlockIsInfeasible) {
- ProblemImpl problem;
- double x = 3.0;
- problem.AddParameterBlock(&x, 1);
- problem.SetParameterUpperBound(&x, 0, 1.0);
- problem.SetParameterLowerBound(&x, 0, 2.0);
- problem.SetParameterBlockConstant(&x);
- Solver::Options options;
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
- }
- class FailingCostFunction : public SizedCostFunction<1, 1> {
- public:
- bool Evaluate(double const* const* parameters,
- double* residuals,
- double** jacobians) const override {
- return false;
- }
- };
- TEST(TrustRegionPreprocessor, RemoveParameterBlocksFailed) {
- ProblemImpl problem;
- double x = 3.0;
- problem.AddResidualBlock(new FailingCostFunction, nullptr, &x);
- problem.SetParameterBlockConstant(&x);
- Solver::Options options;
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
- }
- TEST(TrustRegionPreprocessor, RemoveParameterBlocksSucceeds) {
- ProblemImpl problem;
- double x = 3.0;
- problem.AddParameterBlock(&x, 1);
- Solver::Options options;
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
- }
- template <int kNumResiduals, int... Ns>
- class DummyCostFunction : public SizedCostFunction<kNumResiduals, Ns...> {
- public:
- bool Evaluate(double const* const* parameters,
- double* residuals,
- double** jacobians) const override {
- for (int i = 0; i < kNumResiduals; ++i) {
- residuals[i] = kNumResiduals * kNumResiduals + i;
- }
- if (jacobians == nullptr) {
- return true;
- }
- std::array<int, sizeof...(Ns)> N{Ns...};
- for (size_t i = 0; i < N.size(); ++i) {
- if (jacobians[i] != nullptr) {
- MatrixRef j(jacobians[i], kNumResiduals, N[i]);
- j.setOnes();
- j *= kNumResiduals * N[i];
- }
- }
- return true;
- }
- };
- class LinearSolverAndEvaluatorCreationTest : public ::testing::Test {
- public:
- void SetUp() final {
- x_ = 1.0;
- y_ = 1.0;
- z_ = 1.0;
- problem_.AddResidualBlock(
- new DummyCostFunction<1, 1, 1>, nullptr, &x_, &y_);
- problem_.AddResidualBlock(
- new DummyCostFunction<1, 1, 1>, nullptr, &y_, &z_);
- }
- void PreprocessForGivenLinearSolverAndVerify(
- const LinearSolverType linear_solver_type) {
- Solver::Options options;
- options.linear_solver_type = linear_solver_type;
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
- EXPECT_EQ(pp.options.linear_solver_type, linear_solver_type);
- EXPECT_EQ(pp.linear_solver_options.type, linear_solver_type);
- EXPECT_EQ(pp.evaluator_options.linear_solver_type, linear_solver_type);
- EXPECT_TRUE(pp.linear_solver.get() != nullptr);
- EXPECT_TRUE(pp.evaluator.get() != nullptr);
- }
- protected:
- ProblemImpl problem_;
- double x_;
- double y_;
- double z_;
- };
- TEST_F(LinearSolverAndEvaluatorCreationTest, DenseQR) {
- PreprocessForGivenLinearSolverAndVerify(DENSE_QR);
- }
- TEST_F(LinearSolverAndEvaluatorCreationTest, DenseNormalCholesky) {
- PreprocessForGivenLinearSolverAndVerify(DENSE_NORMAL_CHOLESKY);
- }
- TEST_F(LinearSolverAndEvaluatorCreationTest, DenseSchur) {
- PreprocessForGivenLinearSolverAndVerify(DENSE_SCHUR);
- }
- #if !defined(CERES_NO_SPARSE)
- TEST_F(LinearSolverAndEvaluatorCreationTest, SparseNormalCholesky) {
- PreprocessForGivenLinearSolverAndVerify(SPARSE_NORMAL_CHOLESKY);
- }
- #endif
- #if !defined(CERES_NO_SPARSE)
- TEST_F(LinearSolverAndEvaluatorCreationTest, SparseSchur) {
- PreprocessForGivenLinearSolverAndVerify(SPARSE_SCHUR);
- }
- #endif
- TEST_F(LinearSolverAndEvaluatorCreationTest, CGNR) {
- PreprocessForGivenLinearSolverAndVerify(CGNR);
- }
- TEST_F(LinearSolverAndEvaluatorCreationTest, IterativeSchur) {
- PreprocessForGivenLinearSolverAndVerify(ITERATIVE_SCHUR);
- }
- TEST_F(LinearSolverAndEvaluatorCreationTest, MinimizerIsAwareOfBounds) {
- problem_.SetParameterLowerBound(&x_, 0, 0.0);
- Solver::Options options;
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
- EXPECT_EQ(pp.options.linear_solver_type, options.linear_solver_type);
- EXPECT_EQ(pp.linear_solver_options.type, options.linear_solver_type);
- EXPECT_EQ(pp.evaluator_options.linear_solver_type,
- options.linear_solver_type);
- EXPECT_TRUE(pp.linear_solver.get() != nullptr);
- EXPECT_TRUE(pp.evaluator.get() != nullptr);
- EXPECT_TRUE(pp.minimizer_options.is_constrained);
- }
- TEST_F(LinearSolverAndEvaluatorCreationTest, SchurTypeSolverWithBadOrdering) {
- Solver::Options options;
- options.linear_solver_type = DENSE_SCHUR;
- options.linear_solver_ordering = std::make_shared<ParameterBlockOrdering>();
- options.linear_solver_ordering->AddElementToGroup(&x_, 0);
- options.linear_solver_ordering->AddElementToGroup(&y_, 0);
- options.linear_solver_ordering->AddElementToGroup(&z_, 1);
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_FALSE(preprocessor.Preprocess(options, &problem_, &pp));
- }
- TEST_F(LinearSolverAndEvaluatorCreationTest, SchurTypeSolverWithGoodOrdering) {
- Solver::Options options;
- options.linear_solver_type = DENSE_SCHUR;
- options.linear_solver_ordering = std::make_shared<ParameterBlockOrdering>();
- options.linear_solver_ordering->AddElementToGroup(&x_, 0);
- options.linear_solver_ordering->AddElementToGroup(&z_, 0);
- options.linear_solver_ordering->AddElementToGroup(&y_, 1);
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
- EXPECT_EQ(pp.options.linear_solver_type, DENSE_SCHUR);
- EXPECT_EQ(pp.linear_solver_options.type, DENSE_SCHUR);
- EXPECT_EQ(pp.evaluator_options.linear_solver_type, DENSE_SCHUR);
- EXPECT_TRUE(pp.linear_solver.get() != nullptr);
- EXPECT_TRUE(pp.evaluator.get() != nullptr);
- }
- TEST_F(LinearSolverAndEvaluatorCreationTest,
- SchurTypeSolverWithEmptyFirstEliminationGroup) {
- problem_.SetParameterBlockConstant(&x_);
- problem_.SetParameterBlockConstant(&z_);
- Solver::Options options;
- options.linear_solver_type = DENSE_SCHUR;
- options.linear_solver_ordering = std::make_shared<ParameterBlockOrdering>();
- options.linear_solver_ordering->AddElementToGroup(&x_, 0);
- options.linear_solver_ordering->AddElementToGroup(&z_, 0);
- options.linear_solver_ordering->AddElementToGroup(&y_, 1);
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
- EXPECT_EQ(pp.options.linear_solver_type, DENSE_QR);
- EXPECT_EQ(pp.linear_solver_options.type, DENSE_QR);
- EXPECT_EQ(pp.evaluator_options.linear_solver_type, DENSE_QR);
- EXPECT_TRUE(pp.linear_solver.get() != nullptr);
- EXPECT_TRUE(pp.evaluator.get() != nullptr);
- }
- TEST_F(LinearSolverAndEvaluatorCreationTest,
- SchurTypeSolverWithEmptySecondEliminationGroup) {
- problem_.SetParameterBlockConstant(&y_);
- Solver::Options options;
- options.linear_solver_type = DENSE_SCHUR;
- options.linear_solver_ordering = std::make_shared<ParameterBlockOrdering>();
- options.linear_solver_ordering->AddElementToGroup(&x_, 0);
- options.linear_solver_ordering->AddElementToGroup(&z_, 0);
- options.linear_solver_ordering->AddElementToGroup(&y_, 1);
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
- EXPECT_EQ(pp.options.linear_solver_type, DENSE_SCHUR);
- EXPECT_EQ(pp.linear_solver_options.type, DENSE_SCHUR);
- EXPECT_EQ(pp.evaluator_options.linear_solver_type, DENSE_SCHUR);
- EXPECT_TRUE(pp.linear_solver.get() != nullptr);
- EXPECT_TRUE(pp.evaluator.get() != nullptr);
- }
- TEST(TrustRegionPreprocessorTest, InnerIterationsWithOneParameterBlock) {
- ProblemImpl problem;
- double x = 1.0;
- problem.AddResidualBlock(new DummyCostFunction<1, 1>, nullptr, &x);
- Solver::Options options;
- options.use_inner_iterations = true;
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
- EXPECT_TRUE(pp.linear_solver.get() != nullptr);
- EXPECT_TRUE(pp.evaluator.get() != nullptr);
- EXPECT_TRUE(pp.inner_iteration_minimizer.get() == nullptr);
- }
- TEST_F(LinearSolverAndEvaluatorCreationTest,
- InnerIterationsWithTwoParameterBlocks) {
- Solver::Options options;
- options.use_inner_iterations = true;
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
- EXPECT_TRUE(pp.linear_solver.get() != nullptr);
- EXPECT_TRUE(pp.evaluator.get() != nullptr);
- EXPECT_TRUE(pp.inner_iteration_minimizer.get() != nullptr);
- }
- TEST_F(LinearSolverAndEvaluatorCreationTest, InvalidInnerIterationsOrdering) {
- Solver::Options options;
- options.use_inner_iterations = true;
- options.inner_iteration_ordering = std::make_shared<ParameterBlockOrdering>();
- options.inner_iteration_ordering->AddElementToGroup(&x_, 0);
- options.inner_iteration_ordering->AddElementToGroup(&z_, 0);
- options.inner_iteration_ordering->AddElementToGroup(&y_, 0);
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_FALSE(preprocessor.Preprocess(options, &problem_, &pp));
- }
- TEST_F(LinearSolverAndEvaluatorCreationTest, ValidInnerIterationsOrdering) {
- Solver::Options options;
- options.use_inner_iterations = true;
- options.inner_iteration_ordering = std::make_shared<ParameterBlockOrdering>();
- options.inner_iteration_ordering->AddElementToGroup(&x_, 0);
- options.inner_iteration_ordering->AddElementToGroup(&z_, 0);
- options.inner_iteration_ordering->AddElementToGroup(&y_, 1);
- TrustRegionPreprocessor preprocessor;
- PreprocessedProblem pp;
- EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
- EXPECT_TRUE(pp.linear_solver.get() != nullptr);
- EXPECT_TRUE(pp.evaluator.get() != nullptr);
- EXPECT_TRUE(pp.inner_iteration_minimizer.get() != nullptr);
- }
- } // namespace internal
- } // namespace ceres
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