Blame internal/ceres/trust_region_preprocessor_test.cc

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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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//   this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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//   this list of conditions and the following disclaimer in the documentation
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//   and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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//   used to endorse or promote products derived from this software without
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//   specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#include <map>
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#include "ceres/ordered_groups.h"
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#include "ceres/problem_impl.h"
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#include "ceres/sized_cost_function.h"
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#include "ceres/solver.h"
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#include "ceres/trust_region_preprocessor.h"
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#include "gtest/gtest.h"
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namespace ceres {
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namespace internal {
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TEST(TrustRegionPreprocessor, ZeroProblem) {
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  ProblemImpl problem;
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  Solver::Options options;
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
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}
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TEST(TrustRegionPreprocessor, ProblemWithInvalidParameterBlock) {
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  ProblemImpl problem;
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  double x = std::numeric_limits<double>::quiet_NaN();
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  problem.AddParameterBlock(&x, 1);
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  Solver::Options options;
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
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}
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TEST(TrustRegionPreprocessor, ParameterBlockBoundsAreInvalid) {
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  ProblemImpl problem;
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  double x = 1.0;
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  problem.AddParameterBlock(&x, 1);
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  problem.SetParameterUpperBound(&x, 0, 1.0);
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  problem.SetParameterLowerBound(&x, 0, 2.0);
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  Solver::Options options;
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
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}
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TEST(TrustRegionPreprocessor, ParamterBlockIsInfeasible) {
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  ProblemImpl problem;
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  double x = 3.0;
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  problem.AddParameterBlock(&x, 1);
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  problem.SetParameterUpperBound(&x, 0, 1.0);
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  problem.SetParameterLowerBound(&x, 0, 2.0);
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  problem.SetParameterBlockConstant(&x);
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  Solver::Options options;
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
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}
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class FailingCostFunction : public SizedCostFunction<1, 1> {
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 public:
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  bool Evaluate(double const* const* parameters,
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                double* residuals,
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                double** jacobians) const {
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    return false;
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  }
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};
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TEST(TrustRegionPreprocessor, RemoveParameterBlocksFailed) {
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  ProblemImpl problem;
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  double x = 3.0;
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  problem.AddResidualBlock(new FailingCostFunction, NULL, &x);
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  problem.SetParameterBlockConstant(&x);
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  Solver::Options options;
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
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}
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TEST(TrustRegionPreprocessor, RemoveParameterBlocksSucceeds) {
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  ProblemImpl problem;
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  double x = 3.0;
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  problem.AddParameterBlock(&x, 1);
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  Solver::Options options;
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
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}
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template<int kNumResiduals, int N1 = 0, int N2 = 0, int N3 = 0>
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class DummyCostFunction : public SizedCostFunction<kNumResiduals, N1, N2, N3> {
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 public:
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  bool Evaluate(double const* const* parameters,
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                double* residuals,
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                double** jacobians) const {
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    for (int i = 0; i < kNumResiduals; ++i) {
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      residuals[i] = kNumResiduals * kNumResiduals + i;
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    }
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    if (jacobians == NULL) {
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      return true;
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    }
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    if (jacobians[0] != NULL) {
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      MatrixRef j(jacobians[0], kNumResiduals, N1);
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      j.setOnes();
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      j *= kNumResiduals * N1;
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    }
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    if (N2 == 0) {
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      return true;
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    }
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    if (jacobians[1] != NULL) {
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      MatrixRef j(jacobians[1], kNumResiduals, N2);
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      j.setOnes();
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      j *= kNumResiduals * N2;
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    }
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    if (N3 == 0) {
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      return true;
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    }
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    if (jacobians[2] != NULL) {
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      MatrixRef j(jacobians[2], kNumResiduals, N3);
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      j.setOnes();
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      j *= kNumResiduals * N3;
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    }
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    return true;
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  }
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};
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class LinearSolverAndEvaluatorCreationTest : public ::testing::Test {
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 public:
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  virtual void SetUp() {
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    x_ = 1.0;
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    y_ = 1.0;
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    z_ = 1.0;
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    problem_.AddResidualBlock(new DummyCostFunction<1, 1, 1>, NULL, &x_, &y_;;
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    problem_.AddResidualBlock(new DummyCostFunction<1, 1, 1>, NULL, &y_, &z_;;
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  }
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  void PreprocessForGivenLinearSolverAndVerify(
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      const LinearSolverType linear_solver_type) {
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    Solver::Options options;
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    options.linear_solver_type = linear_solver_type;
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    TrustRegionPreprocessor preprocessor;
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    PreprocessedProblem pp;
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    EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
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    EXPECT_EQ(pp.options.linear_solver_type, linear_solver_type);
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    EXPECT_EQ(pp.linear_solver_options.type, linear_solver_type);
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    EXPECT_EQ(pp.evaluator_options.linear_solver_type, linear_solver_type);
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    EXPECT_TRUE(pp.linear_solver.get() != NULL);
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    EXPECT_TRUE(pp.evaluator.get() != NULL);
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  }
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 protected:
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  ProblemImpl problem_;
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  double x_;
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  double y_;
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  double z_;
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};
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TEST_F(LinearSolverAndEvaluatorCreationTest, DenseQR) {
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  PreprocessForGivenLinearSolverAndVerify(DENSE_QR);
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}
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TEST_F(LinearSolverAndEvaluatorCreationTest, DenseNormalCholesky) {
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  PreprocessForGivenLinearSolverAndVerify(DENSE_NORMAL_CHOLESKY);
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}
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TEST_F(LinearSolverAndEvaluatorCreationTest, DenseSchur) {
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  PreprocessForGivenLinearSolverAndVerify(DENSE_SCHUR);
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}
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#if defined(CERES_USE_EIGEN_SPARSE) || \
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  !defined(CERES_NO_SUITESPARSE) ||   \
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  !defined(CERES_NO_CXSPARSE)
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TEST_F(LinearSolverAndEvaluatorCreationTest, SparseNormalCholesky) {
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  PreprocessForGivenLinearSolverAndVerify(SPARSE_NORMAL_CHOLESKY);
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}
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#endif
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#if defined(CERES_USE_EIGEN_SPARSE) || \
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  !defined(CERES_NO_SUITESPARSE) ||   \
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  !defined(CERES_NO_CXSPARSE)
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TEST_F(LinearSolverAndEvaluatorCreationTest, SparseSchur) {
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  PreprocessForGivenLinearSolverAndVerify(SPARSE_SCHUR);
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}
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#endif
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TEST_F(LinearSolverAndEvaluatorCreationTest, CGNR) {
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  PreprocessForGivenLinearSolverAndVerify(CGNR);
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}
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TEST_F(LinearSolverAndEvaluatorCreationTest, IterativeSchur) {
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  PreprocessForGivenLinearSolverAndVerify(ITERATIVE_SCHUR);
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}
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TEST_F(LinearSolverAndEvaluatorCreationTest, MinimizerIsAwareOfBounds) {
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  problem_.SetParameterLowerBound(&x_, 0, 0.0);
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  Solver::Options options;
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
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  EXPECT_EQ(pp.options.linear_solver_type, options.linear_solver_type);
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  EXPECT_EQ(pp.linear_solver_options.type, options.linear_solver_type);
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  EXPECT_EQ(pp.evaluator_options.linear_solver_type,
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            options.linear_solver_type);
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  EXPECT_TRUE(pp.linear_solver.get() != NULL);
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  EXPECT_TRUE(pp.evaluator.get() != NULL);
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  EXPECT_TRUE(pp.minimizer_options.is_constrained);
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}
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TEST_F(LinearSolverAndEvaluatorCreationTest, SchurTypeSolverWithBadOrdering) {
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  Solver::Options options;
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  options.linear_solver_type = DENSE_SCHUR;
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  options.linear_solver_ordering.reset(new ParameterBlockOrdering);
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  options.linear_solver_ordering->AddElementToGroup(&x_, 0);
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  options.linear_solver_ordering->AddElementToGroup(&y_, 0);
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  options.linear_solver_ordering->AddElementToGroup(&z_, 1);
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_FALSE(preprocessor.Preprocess(options, &problem_, &pp));
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}
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TEST_F(LinearSolverAndEvaluatorCreationTest, SchurTypeSolverWithGoodOrdering) {
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  Solver::Options options;
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  options.linear_solver_type = DENSE_SCHUR;
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  options.linear_solver_ordering.reset(new ParameterBlockOrdering);
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  options.linear_solver_ordering->AddElementToGroup(&x_, 0);
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  options.linear_solver_ordering->AddElementToGroup(&z_, 0);
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  options.linear_solver_ordering->AddElementToGroup(&y_, 1);
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
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  EXPECT_EQ(pp.options.linear_solver_type, DENSE_SCHUR);
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  EXPECT_EQ(pp.linear_solver_options.type, DENSE_SCHUR);
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  EXPECT_EQ(pp.evaluator_options.linear_solver_type, DENSE_SCHUR);
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  EXPECT_TRUE(pp.linear_solver.get() != NULL);
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  EXPECT_TRUE(pp.evaluator.get() != NULL);
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}
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TEST_F(LinearSolverAndEvaluatorCreationTest,
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       SchurTypeSolverWithEmptyFirstEliminationGroup) {
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  problem_.SetParameterBlockConstant(&x_;;
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  problem_.SetParameterBlockConstant(&z_;;
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  Solver::Options options;
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  options.linear_solver_type = DENSE_SCHUR;
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  options.linear_solver_ordering.reset(new ParameterBlockOrdering);
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  options.linear_solver_ordering->AddElementToGroup(&x_, 0);
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  options.linear_solver_ordering->AddElementToGroup(&z_, 0);
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  options.linear_solver_ordering->AddElementToGroup(&y_, 1);
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
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  EXPECT_EQ(pp.options.linear_solver_type, DENSE_QR);
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  EXPECT_EQ(pp.linear_solver_options.type, DENSE_QR);
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  EXPECT_EQ(pp.evaluator_options.linear_solver_type, DENSE_QR);
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  EXPECT_TRUE(pp.linear_solver.get() != NULL);
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  EXPECT_TRUE(pp.evaluator.get() != NULL);
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}
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TEST_F(LinearSolverAndEvaluatorCreationTest,
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       SchurTypeSolverWithEmptySecondEliminationGroup) {
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  problem_.SetParameterBlockConstant(&y_;;
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  Solver::Options options;
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  options.linear_solver_type = DENSE_SCHUR;
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  options.linear_solver_ordering.reset(new ParameterBlockOrdering);
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  options.linear_solver_ordering->AddElementToGroup(&x_, 0);
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  options.linear_solver_ordering->AddElementToGroup(&z_, 0);
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  options.linear_solver_ordering->AddElementToGroup(&y_, 1);
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
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  EXPECT_EQ(pp.options.linear_solver_type, DENSE_SCHUR);
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  EXPECT_EQ(pp.linear_solver_options.type, DENSE_SCHUR);
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  EXPECT_EQ(pp.evaluator_options.linear_solver_type, DENSE_SCHUR);
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  EXPECT_TRUE(pp.linear_solver.get() != NULL);
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  EXPECT_TRUE(pp.evaluator.get() != NULL);
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}
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TEST(TrustRegionPreprocessorTest, InnerIterationsWithOneParameterBlock) {
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  ProblemImpl problem;
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  double x = 1.0;
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  problem.AddResidualBlock(new DummyCostFunction<1, 1>, NULL, &x);
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  Solver::Options options;
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  options.use_inner_iterations = true;
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
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  EXPECT_TRUE(pp.linear_solver.get() != NULL);
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  EXPECT_TRUE(pp.evaluator.get() != NULL);
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  EXPECT_TRUE(pp.inner_iteration_minimizer.get() == NULL);
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}
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TEST_F(LinearSolverAndEvaluatorCreationTest,
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       InnerIterationsWithTwoParameterBlocks) {
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  Solver::Options options;
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  options.use_inner_iterations = true;
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
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  EXPECT_TRUE(pp.linear_solver.get() != NULL);
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  EXPECT_TRUE(pp.evaluator.get() != NULL);
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  EXPECT_TRUE(pp.inner_iteration_minimizer.get() != NULL);
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}
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TEST_F(LinearSolverAndEvaluatorCreationTest,
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       InvalidInnerIterationsOrdering) {
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  Solver::Options options;
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  options.use_inner_iterations = true;
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  options.inner_iteration_ordering.reset(new ParameterBlockOrdering);
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  options.inner_iteration_ordering->AddElementToGroup(&x_, 0);
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  options.inner_iteration_ordering->AddElementToGroup(&z_, 0);
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  options.inner_iteration_ordering->AddElementToGroup(&y_, 0);
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_FALSE(preprocessor.Preprocess(options, &problem_, &pp));
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}
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TEST_F(LinearSolverAndEvaluatorCreationTest, ValidInnerIterationsOrdering) {
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  Solver::Options options;
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  options.use_inner_iterations = true;
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  options.inner_iteration_ordering.reset(new ParameterBlockOrdering);
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  options.inner_iteration_ordering->AddElementToGroup(&x_, 0);
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  options.inner_iteration_ordering->AddElementToGroup(&z_, 0);
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  options.inner_iteration_ordering->AddElementToGroup(&y_, 1);
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  TrustRegionPreprocessor preprocessor;
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  PreprocessedProblem pp;
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  EXPECT_TRUE(preprocessor.Preprocess(options, &problem_, &pp));
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  EXPECT_TRUE(pp.linear_solver.get() != NULL);
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  EXPECT_TRUE(pp.evaluator.get() != NULL);
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  EXPECT_TRUE(pp.inner_iteration_minimizer.get() != NULL);
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}
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}  // namespace internal
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}  // namespace ceres