// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2015 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/solver.h" #include #include #include #include "gtest/gtest.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/autodiff_cost_function.h" #include "ceres/sized_cost_function.h" #include "ceres/problem.h" #include "ceres/problem_impl.h" namespace ceres { namespace internal { using std::string; TEST(SolverOptions, DefaultTrustRegionOptionsAreValid) { Solver::Options options; options.minimizer_type = TRUST_REGION; string error; EXPECT_TRUE(options.IsValid(&error)) << error; } TEST(SolverOptions, DefaultLineSearchOptionsAreValid) { Solver::Options options; options.minimizer_type = LINE_SEARCH; string error; EXPECT_TRUE(options.IsValid(&error)) << error; } struct QuadraticCostFunctor { template bool operator()(const T* const x, T* residual) const { residual[0] = T(5.0) - *x; return true; } static CostFunction* Create() { return new AutoDiffCostFunction( new QuadraticCostFunctor); } }; struct RememberingCallback : public IterationCallback { explicit RememberingCallback(double *x) : calls(0), x(x) {} virtual ~RememberingCallback() {} virtual CallbackReturnType operator()(const IterationSummary& summary) { x_values.push_back(*x); return SOLVER_CONTINUE; } int calls; double *x; std::vector x_values; }; TEST(Solver, UpdateStateEveryIterationOption) { double x = 50.0; const double original_x = x; scoped_ptr cost_function(QuadraticCostFunctor::Create()); Problem::Options problem_options; problem_options.cost_function_ownership = DO_NOT_TAKE_OWNERSHIP; Problem problem(problem_options); problem.AddResidualBlock(cost_function.get(), NULL, &x); Solver::Options options; options.linear_solver_type = DENSE_QR; RememberingCallback callback(&x); options.callbacks.push_back(&callback); Solver::Summary summary; int num_iterations; // First try: no updating. Solve(options, &problem, &summary); num_iterations = summary.num_successful_steps + summary.num_unsuccessful_steps; EXPECT_GT(num_iterations, 1); for (int i = 0; i < callback.x_values.size(); ++i) { EXPECT_EQ(50.0, callback.x_values[i]); } // Second try: with updating x = 50.0; options.update_state_every_iteration = true; callback.x_values.clear(); Solve(options, &problem, &summary); num_iterations = summary.num_successful_steps + summary.num_unsuccessful_steps; EXPECT_GT(num_iterations, 1); EXPECT_EQ(original_x, callback.x_values[0]); EXPECT_NE(original_x, callback.x_values[1]); } // The parameters must be in separate blocks so that they can be individually // set constant or not. struct Quadratic4DCostFunction { template bool operator()(const T* const x, const T* const y, const T* const z, const T* const w, T* residual) const { // A 4-dimension axis-aligned quadratic. residual[0] = T(10.0) - *x + T(20.0) - *y + T(30.0) - *z + T(40.0) - *w; return true; } static CostFunction* Create() { return new AutoDiffCostFunction( new Quadratic4DCostFunction); } }; // 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; } }; TEST(Solver, TrustRegionProblemHasNoParameterBlocks) { Problem problem; Solver::Options options; options.minimizer_type = TRUST_REGION; Solver::Summary summary; Solve(options, &problem, &summary); EXPECT_EQ(summary.termination_type, CONVERGENCE); EXPECT_EQ(summary.message, "Function tolerance reached. " "No non-constant parameter blocks found."); } TEST(Solver, LineSearchProblemHasNoParameterBlocks) { Problem problem; Solver::Options options; options.minimizer_type = LINE_SEARCH; Solver::Summary summary; Solve(options, &problem, &summary); EXPECT_EQ(summary.termination_type, CONVERGENCE); EXPECT_EQ(summary.message, "Function tolerance reached. " "No non-constant parameter blocks found."); } TEST(Solver, TrustRegionProblemHasZeroResiduals) { Problem problem; double x = 1; problem.AddParameterBlock(&x, 1); Solver::Options options; options.minimizer_type = TRUST_REGION; Solver::Summary summary; Solve(options, &problem, &summary); EXPECT_EQ(summary.termination_type, CONVERGENCE); EXPECT_EQ(summary.message, "Function tolerance reached. " "No non-constant parameter blocks found."); } TEST(Solver, LineSearchProblemHasZeroResiduals) { Problem problem; double x = 1; problem.AddParameterBlock(&x, 1); Solver::Options options; options.minimizer_type = LINE_SEARCH; Solver::Summary summary; Solve(options, &problem, &summary); EXPECT_EQ(summary.termination_type, CONVERGENCE); EXPECT_EQ(summary.message, "Function tolerance reached. " "No non-constant parameter blocks found."); } TEST(Solver, TrustRegionProblemIsConstant) { Problem problem; double x = 1; problem.AddResidualBlock(new UnaryIdentityCostFunction, NULL, &x); problem.SetParameterBlockConstant(&x); Solver::Options options; options.minimizer_type = TRUST_REGION; Solver::Summary summary; Solve(options, &problem, &summary); EXPECT_EQ(summary.termination_type, CONVERGENCE); EXPECT_EQ(summary.initial_cost, 1.0 / 2.0); EXPECT_EQ(summary.final_cost, 1.0 / 2.0); } TEST(Solver, LineSearchProblemIsConstant) { Problem problem; double x = 1; problem.AddResidualBlock(new UnaryIdentityCostFunction, NULL, &x); problem.SetParameterBlockConstant(&x); Solver::Options options; options.minimizer_type = LINE_SEARCH; Solver::Summary summary; Solve(options, &problem, &summary); EXPECT_EQ(summary.termination_type, CONVERGENCE); EXPECT_EQ(summary.initial_cost, 1.0 / 2.0); EXPECT_EQ(summary.final_cost, 1.0 / 2.0); } #if defined(CERES_NO_SUITESPARSE) TEST(Solver, SparseNormalCholeskyNoSuiteSparse) { Solver::Options options; options.sparse_linear_algebra_library_type = SUITE_SPARSE; options.linear_solver_type = SPARSE_NORMAL_CHOLESKY; string message; EXPECT_FALSE(options.IsValid(&message)); } TEST(Solver, SparseSchurNoSuiteSparse) { Solver::Options options; options.sparse_linear_algebra_library_type = SUITE_SPARSE; options.linear_solver_type = SPARSE_SCHUR; string message; EXPECT_FALSE(options.IsValid(&message)); } #endif #if defined(CERES_NO_CXSPARSE) TEST(Solver, SparseNormalCholeskyNoCXSparse) { Solver::Options options; options.sparse_linear_algebra_library_type = CX_SPARSE; options.linear_solver_type = SPARSE_NORMAL_CHOLESKY; string message; EXPECT_FALSE(options.IsValid(&message)); } TEST(Solver, SparseSchurNoCXSparse) { Solver::Options options; options.sparse_linear_algebra_library_type = CX_SPARSE; options.linear_solver_type = SPARSE_SCHUR; string message; EXPECT_FALSE(options.IsValid(&message)); } #endif #if !defined(CERES_USE_EIGEN_SPARSE) TEST(Solver, SparseNormalCholeskyNoEigenSparse) { Solver::Options options; options.sparse_linear_algebra_library_type = EIGEN_SPARSE; options.linear_solver_type = SPARSE_NORMAL_CHOLESKY; string message; EXPECT_FALSE(options.IsValid(&message)); } TEST(Solver, SparseSchurNoEigenSparse) { Solver::Options options; options.sparse_linear_algebra_library_type = EIGEN_SPARSE; options.linear_solver_type = SPARSE_SCHUR; string message; EXPECT_FALSE(options.IsValid(&message)); } #endif TEST(Solver, SparseNormalCholeskyNoSparseLibrary) { Solver::Options options; options.sparse_linear_algebra_library_type = NO_SPARSE; options.linear_solver_type = SPARSE_NORMAL_CHOLESKY; string message; EXPECT_FALSE(options.IsValid(&message)); } TEST(Solver, SparseSchurNoSparseLibrary) { Solver::Options options; options.sparse_linear_algebra_library_type = NO_SPARSE; options.linear_solver_type = SPARSE_SCHUR; string message; EXPECT_FALSE(options.IsValid(&message)); } TEST(Solver, IterativeSchurWithClusterJacobiPerconditionerNoSparseLibrary) { Solver::Options options; options.sparse_linear_algebra_library_type = NO_SPARSE; options.linear_solver_type = ITERATIVE_SCHUR; // Requires SuiteSparse. options.preconditioner_type = CLUSTER_JACOBI; string message; EXPECT_FALSE(options.IsValid(&message)); } TEST(Solver, IterativeSchurWithClusterTridiagonalPerconditionerNoSparseLibrary) { Solver::Options options; options.sparse_linear_algebra_library_type = NO_SPARSE; options.linear_solver_type = ITERATIVE_SCHUR; // Requires SuiteSparse. options.preconditioner_type = CLUSTER_TRIDIAGONAL; string message; EXPECT_FALSE(options.IsValid(&message)); } TEST(Solver, IterativeLinearSolverForDogleg) { Solver::Options options; options.trust_region_strategy_type = DOGLEG; string message; options.linear_solver_type = ITERATIVE_SCHUR; EXPECT_FALSE(options.IsValid(&message)); options.linear_solver_type = CGNR; EXPECT_FALSE(options.IsValid(&message)); } TEST(Solver, LinearSolverTypeNormalOperation) { Solver::Options options; options.linear_solver_type = DENSE_QR; string message; EXPECT_TRUE(options.IsValid(&message)); options.linear_solver_type = DENSE_NORMAL_CHOLESKY; EXPECT_TRUE(options.IsValid(&message)); options.linear_solver_type = DENSE_SCHUR; EXPECT_TRUE(options.IsValid(&message)); options.linear_solver_type = SPARSE_SCHUR; #if defined(CERES_NO_SUITESPARSE) && \ defined(CERES_NO_CXSPARSE) && \ !defined(CERES_USE_EIGEN_SPARSE) EXPECT_FALSE(options.IsValid(&message)); #else EXPECT_TRUE(options.IsValid(&message)); #endif options.linear_solver_type = ITERATIVE_SCHUR; EXPECT_TRUE(options.IsValid(&message)); } template class DummyCostFunction : public SizedCostFunction { public: bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const { for (int i = 0; i < kNumResiduals; ++i) { residuals[i] = kNumResiduals * kNumResiduals + i; } return true; } }; TEST(Solver, FixedCostForConstantProblem) { double x = 1.0; Problem problem; problem.AddResidualBlock(new DummyCostFunction<2, 1>(), NULL, &x); problem.SetParameterBlockConstant(&x); const double expected_cost = 41.0 / 2.0; // 1/2 * ((4 + 0)^2 + (4 + 1)^2) Solver::Options options; Solver::Summary summary; Solve(options, &problem, &summary); EXPECT_TRUE(summary.IsSolutionUsable()); EXPECT_EQ(summary.fixed_cost, expected_cost); EXPECT_EQ(summary.initial_cost, expected_cost); EXPECT_EQ(summary.final_cost, expected_cost); EXPECT_EQ(summary.iterations.size(), 0); } } // namespace internal } // namespace ceres