// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2014 Google Inc. All rights reserved. // http://code.google.com/p/ceres-solver/ // // 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 <limits> #include <cmath> #include <vector> #include "ceres/sized_cost_function.h" #include "ceres/problem_impl.h" #include "ceres/residual_block.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: virtual bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const { residuals[0] = parameters[0][0]; if (jacobians != NULL && jacobians[0] != NULL) { jacobians[0][0] = 1.0; } return true; } }; // Templated base class for the CostFunction signatures. template <int kNumResiduals, int N0, int N1, int N2> class MockCostFunctionBase : public SizedCostFunction<kNumResiduals, N0, N1, N2> { public: virtual bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const { for (int i = 0; i < kNumResiduals; ++i) { residuals[i] = kNumResiduals + N0 + N1 + N2; } return true; } }; class UnaryCostFunction : public MockCostFunctionBase<2, 1, 0, 0> {}; class BinaryCostFunction : public MockCostFunctionBase<2, 1, 1, 0> {}; 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(), NULL, &x); problem.AddResidualBlock(new BinaryCostFunction(), NULL, &x, &y); problem.AddResidualBlock(new TernaryCostFunction(), NULL, &x, &y, &z); vector<double*> removed_parameter_blocks; double fixed_cost = 0.0; string message; scoped_ptr<Program> reduced_program( CHECK_NOTNULL(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(), NULL, &x); problem.SetParameterBlockConstant(&x); vector<double*> removed_parameter_blocks; double fixed_cost = 0.0; string message; scoped_ptr<Program> reduced_program( CHECK_NOTNULL(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); vector<double*> removed_parameter_blocks; double fixed_cost = 0.0; string message; scoped_ptr<Program> reduced_program( CHECK_NOTNULL(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(), NULL, &x); problem.AddResidualBlock(new BinaryCostFunction(), NULL, &x, &y); problem.SetParameterBlockConstant(&x); vector<double*> removed_parameter_blocks; double fixed_cost = 0.0; string message; scoped_ptr<Program> reduced_program( CHECK_NOTNULL(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(), NULL, &x); problem.AddResidualBlock(new TernaryCostFunction(), NULL, &x, &y, &z); problem.AddResidualBlock(new BinaryCostFunction(), NULL, &x, &y); problem.SetParameterBlockConstant(&x); vector<double*> removed_parameter_blocks; double fixed_cost = 0.0; string message; scoped_ptr<Program> reduced_program( CHECK_NOTNULL(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(), NULL, &x); problem.AddResidualBlock(new TernaryCostFunction(), NULL, &x, &y, &z); problem.AddResidualBlock(new BinaryCostFunction(), NULL, &x, &y); problem.SetParameterBlockConstant(&x); ResidualBlock *expected_removed_block = problem.program().residual_blocks()[0]; scoped_array<double> scratch( new double[expected_removed_block->NumScratchDoublesForEvaluate()]); double expected_fixed_cost; expected_removed_block->Evaluate(true, &expected_fixed_cost, NULL, NULL, scratch.get()); vector<double*> removed_parameter_blocks; double fixed_cost = 0.0; string message; scoped_ptr<Program> reduced_program( CHECK_NOTNULL(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); } TEST(Program, 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, 0, 0>(), NULL, x); problem.AddResidualBlock(new MockCostFunctionBase<3, 1, 2, 0>(), NULL, &z, x); problem.AddResidualBlock(new MockCostFunctionBase<4, 1, 3, 0>(), NULL, &z, y); problem.AddResidualBlock(new MockCostFunctionBase<5, 1, 3, 0>(), NULL, &z, y); problem.AddResidualBlock(new MockCostFunctionBase<1, 2, 1, 0>(), NULL, x, &z); problem.AddResidualBlock(new MockCostFunctionBase<2, 1, 3, 0>(), NULL, &z, y); problem.AddResidualBlock(new MockCostFunctionBase<2, 2, 1, 0>(), NULL, x, &z); problem.AddResidualBlock(new MockCostFunctionBase<1, 3, 0, 0>(), NULL, 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; fill(values, values + 14, 1.0); expected_block_sparse_jacobian.set_num_nonzeros(14); } Program* program = problem.mutable_program(); program->SetParameterOffsetsAndIndex(); scoped_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); } 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); } } virtual ~NumParameterBlocksCostFunction() { } virtual bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const { 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]; 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>(), NULL, parameter_blocks); 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(); fill(values, values + 20, 1.0); expected_block_sparse_jacobian.set_num_nonzeros(20); } Program* program = problem.mutable_program(); program->SetParameterOffsetsAndIndex(); scoped_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, 0, 0>(), NULL, x); string error; EXPECT_FALSE(problem.program().ParameterBlocksAreFinite(&error)); EXPECT_NE(error.find("has at least one invalid value"), string::npos) << error; } TEST(Program, InfeasibleParameterBlock) { ProblemImpl problem; double x[] = {0.0, 0.0}; problem.AddResidualBlock(new MockCostFunctionBase<1, 2, 0, 0>(), NULL, x); problem.SetParameterLowerBound(x, 0, 2.0); problem.SetParameterUpperBound(x, 0, 1.0); string error; EXPECT_FALSE(problem.program().IsFeasible(&error)); EXPECT_NE(error.find("infeasible bound"), string::npos) << error; } TEST(Program, InfeasibleConstantParameterBlock) { ProblemImpl problem; double x[] = {0.0, 0.0}; problem.AddResidualBlock(new MockCostFunctionBase<1, 2, 0, 0>(), NULL, x); problem.SetParameterLowerBound(x, 0, 1.0); problem.SetParameterUpperBound(x, 0, 2.0); problem.SetParameterBlockConstant(x); string error; EXPECT_FALSE(problem.program().IsFeasible(&error)); EXPECT_NE(error.find("infeasible value"), string::npos) << error; } } // namespace internal } // namespace ceres