// 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: keir@google.com (Keir Mierle) // // Tests shared across evaluators. The tests try all combinations of linear // solver and num_eliminate_blocks (for schur-based solvers). #include "ceres/evaluator.h" #include #include #include #include "ceres/casts.h" #include "ceres/cost_function.h" #include "ceres/crs_matrix.h" #include "ceres/evaluator_test_utils.h" #include "ceres/internal/eigen.h" #include "ceres/manifold.h" #include "ceres/problem_impl.h" #include "ceres/program.h" #include "ceres/sized_cost_function.h" #include "ceres/sparse_matrix.h" #include "ceres/stringprintf.h" #include "ceres/types.h" #include "gtest/gtest.h" namespace ceres { namespace internal { // TODO(keir): Consider pushing this into a common test utils file. template class ParameterIgnoringCostFunction : public SizedCostFunction { using Base = SizedCostFunction; public: explicit ParameterIgnoringCostFunction(bool succeeds = true) : succeeds_(succeeds) {} bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const final { for (int i = 0; i < Base::num_residuals(); ++i) { residuals[i] = i + 1; } if (jacobians) { for (int k = 0; k < Base::parameter_block_sizes().size(); ++k) { // The jacobians here are full sized, but they are transformed in the // evaluator into the "local" jacobian. In the tests, the "subset // constant" manifold is used, which should pick out columns from these // jacobians. Put values in the jacobian that make this obvious; in // particular, make the jacobians like this: // // 1 2 3 4 ... // 1 2 3 4 ... .* kFactor // 1 2 3 4 ... // // where the multiplication by kFactor makes it easier to distinguish // between Jacobians of different residuals for the same parameter. if (jacobians[k] != nullptr) { MatrixRef jacobian(jacobians[k], Base::num_residuals(), Base::parameter_block_sizes()[k]); for (int j = 0; j < Base::parameter_block_sizes()[k]; ++j) { jacobian.col(j).setConstant(kFactor * (j + 1)); } } } } return succeeds_; } private: bool succeeds_; }; struct EvaluatorTestOptions { EvaluatorTestOptions(LinearSolverType linear_solver_type, int num_eliminate_blocks, bool dynamic_sparsity = false) : linear_solver_type(linear_solver_type), num_eliminate_blocks(num_eliminate_blocks), dynamic_sparsity(dynamic_sparsity) {} LinearSolverType linear_solver_type; int num_eliminate_blocks; bool dynamic_sparsity; }; struct EvaluatorTest : public ::testing::TestWithParam { std::unique_ptr CreateEvaluator(Program* program) { // This program is straight from the ProblemImpl, and so has no index/offset // yet; compute it here as required by the evaluator implementations. program->SetParameterOffsetsAndIndex(); if (VLOG_IS_ON(1)) { std::string report; StringAppendF(&report, "Creating evaluator with type: %d", GetParam().linear_solver_type); if (GetParam().linear_solver_type == SPARSE_NORMAL_CHOLESKY) { StringAppendF( &report, ", dynamic_sparsity: %d", GetParam().dynamic_sparsity); } StringAppendF(&report, " and num_eliminate_blocks: %d", GetParam().num_eliminate_blocks); VLOG(1) << report; } Evaluator::Options options; options.linear_solver_type = GetParam().linear_solver_type; options.num_eliminate_blocks = GetParam().num_eliminate_blocks; options.dynamic_sparsity = GetParam().dynamic_sparsity; options.context = problem.context(); std::string error; return Evaluator::Create(options, program, &error); } void EvaluateAndCompare(ProblemImpl* problem, int expected_num_rows, int expected_num_cols, double expected_cost, const double* expected_residuals, const double* expected_gradient, const double* expected_jacobian) { std::unique_ptr evaluator = CreateEvaluator(problem->mutable_program()); int num_residuals = expected_num_rows; int num_parameters = expected_num_cols; double cost = -1; Vector residuals(num_residuals); residuals.setConstant(-2000); Vector gradient(num_parameters); gradient.setConstant(-3000); std::unique_ptr jacobian(evaluator->CreateJacobian()); ASSERT_EQ(expected_num_rows, evaluator->NumResiduals()); ASSERT_EQ(expected_num_cols, evaluator->NumEffectiveParameters()); ASSERT_EQ(expected_num_rows, jacobian->num_rows()); ASSERT_EQ(expected_num_cols, jacobian->num_cols()); std::vector state(evaluator->NumParameters()); // clang-format off ASSERT_TRUE(evaluator->Evaluate( &state[0], &cost, expected_residuals != nullptr ? &residuals[0] : nullptr, expected_gradient != nullptr ? &gradient[0] : nullptr, expected_jacobian != nullptr ? jacobian.get() : nullptr)); // clang-format on Matrix actual_jacobian; if (expected_jacobian != nullptr) { jacobian->ToDenseMatrix(&actual_jacobian); } CompareEvaluations(expected_num_rows, expected_num_cols, expected_cost, expected_residuals, expected_gradient, expected_jacobian, cost, &residuals[0], &gradient[0], actual_jacobian.data()); } // Try all combinations of parameters for the evaluator. void CheckAllEvaluationCombinations(const ExpectedEvaluation& expected) { for (int i = 0; i < 8; ++i) { EvaluateAndCompare(&problem, expected.num_rows, expected.num_cols, expected.cost, (i & 1) ? expected.residuals : nullptr, (i & 2) ? expected.gradient : nullptr, (i & 4) ? expected.jacobian : nullptr); } } // The values are ignored completely by the cost function. double x[2]; double y[3]; double z[4]; ProblemImpl problem; }; static void SetSparseMatrixConstant(SparseMatrix* sparse_matrix, double value) { VectorRef(sparse_matrix->mutable_values(), sparse_matrix->num_nonzeros()) .setConstant(value); } TEST_P(EvaluatorTest, SingleResidualProblem) { problem.AddResidualBlock( new ParameterIgnoringCostFunction<1, 3, 2, 3, 4>, nullptr, x, y, z); // clang-format off ExpectedEvaluation expected = { // Rows/columns 3, 9, // Cost 7.0, // Residuals { 1.0, 2.0, 3.0 }, // Gradient { 6.0, 12.0, // x 6.0, 12.0, 18.0, // y 6.0, 12.0, 18.0, 24.0, // z }, // Jacobian // x y z { 1, 2, 1, 2, 3, 1, 2, 3, 4, 1, 2, 1, 2, 3, 1, 2, 3, 4, 1, 2, 1, 2, 3, 1, 2, 3, 4 } }; // clang-format on CheckAllEvaluationCombinations(expected); } TEST_P(EvaluatorTest, SingleResidualProblemWithPermutedParameters) { // Add the parameters in explicit order to force the ordering in the program. problem.AddParameterBlock(x, 2); problem.AddParameterBlock(y, 3); problem.AddParameterBlock(z, 4); // Then use a cost function which is similar to the others, but swap around // the ordering of the parameters to the cost function. This shouldn't affect // the jacobian evaluation, but requires explicit handling in the evaluators. // At one point the compressed row evaluator had a bug that went undetected // for a long time, since by chance most users added parameters to the problem // in the same order that they occurred as parameters to a cost function. problem.AddResidualBlock( new ParameterIgnoringCostFunction<1, 3, 4, 3, 2>, nullptr, z, y, x); // clang-format off ExpectedEvaluation expected = { // Rows/columns 3, 9, // Cost 7.0, // Residuals { 1.0, 2.0, 3.0 }, // Gradient { 6.0, 12.0, // x 6.0, 12.0, 18.0, // y 6.0, 12.0, 18.0, 24.0, // z }, // Jacobian // x y z { 1, 2, 1, 2, 3, 1, 2, 3, 4, 1, 2, 1, 2, 3, 1, 2, 3, 4, 1, 2, 1, 2, 3, 1, 2, 3, 4 } }; // clang-format on CheckAllEvaluationCombinations(expected); } TEST_P(EvaluatorTest, SingleResidualProblemWithNuisanceParameters) { // These parameters are not used. double a[2]; double b[1]; double c[1]; double d[3]; // Add the parameters in a mixed order so the Jacobian is "checkered" with the // values from the other parameters. problem.AddParameterBlock(a, 2); problem.AddParameterBlock(x, 2); problem.AddParameterBlock(b, 1); problem.AddParameterBlock(y, 3); problem.AddParameterBlock(c, 1); problem.AddParameterBlock(z, 4); problem.AddParameterBlock(d, 3); problem.AddResidualBlock( new ParameterIgnoringCostFunction<1, 3, 2, 3, 4>, nullptr, x, y, z); // clang-format off ExpectedEvaluation expected = { // Rows/columns 3, 16, // Cost 7.0, // Residuals { 1.0, 2.0, 3.0 }, // Gradient { 0.0, 0.0, // a 6.0, 12.0, // x 0.0, // b 6.0, 12.0, 18.0, // y 0.0, // c 6.0, 12.0, 18.0, 24.0, // z 0.0, 0.0, 0.0, // d }, // Jacobian // a x b y c z d { 0, 0, 1, 2, 0, 1, 2, 3, 0, 1, 2, 3, 4, 0, 0, 0, 0, 0, 1, 2, 0, 1, 2, 3, 0, 1, 2, 3, 4, 0, 0, 0, 0, 0, 1, 2, 0, 1, 2, 3, 0, 1, 2, 3, 4, 0, 0, 0 } }; // clang-format on CheckAllEvaluationCombinations(expected); } TEST_P(EvaluatorTest, MultipleResidualProblem) { // Add the parameters in explicit order to force the ordering in the program. problem.AddParameterBlock(x, 2); problem.AddParameterBlock(y, 3); problem.AddParameterBlock(z, 4); // f(x, y) in R^2 problem.AddResidualBlock( new ParameterIgnoringCostFunction<1, 2, 2, 3>, nullptr, x, y); // g(x, z) in R^3 problem.AddResidualBlock( new ParameterIgnoringCostFunction<2, 3, 2, 4>, nullptr, x, z); // h(y, z) in R^4 problem.AddResidualBlock( new ParameterIgnoringCostFunction<3, 4, 3, 4>, nullptr, y, z); // clang-format off ExpectedEvaluation expected = { // Rows/columns 9, 9, // Cost // f g h ( 1 + 4 + 1 + 4 + 9 + 1 + 4 + 9 + 16) / 2.0, // Residuals { 1.0, 2.0, // f 1.0, 2.0, 3.0, // g 1.0, 2.0, 3.0, 4.0 // h }, // Gradient { 15.0, 30.0, // x 33.0, 66.0, 99.0, // y 42.0, 84.0, 126.0, 168.0 // z }, // Jacobian // x y z { /* f(x, y) */ 1, 2, 1, 2, 3, 0, 0, 0, 0, 1, 2, 1, 2, 3, 0, 0, 0, 0, /* g(x, z) */ 2, 4, 0, 0, 0, 2, 4, 6, 8, 2, 4, 0, 0, 0, 2, 4, 6, 8, 2, 4, 0, 0, 0, 2, 4, 6, 8, /* h(y, z) */ 0, 0, 3, 6, 9, 3, 6, 9, 12, 0, 0, 3, 6, 9, 3, 6, 9, 12, 0, 0, 3, 6, 9, 3, 6, 9, 12, 0, 0, 3, 6, 9, 3, 6, 9, 12 } }; // clang-format on CheckAllEvaluationCombinations(expected); } TEST_P(EvaluatorTest, MultipleResidualsWithManifolds) { // Add the parameters in explicit order to force the ordering in the program. problem.AddParameterBlock(x, 2); // Fix y's first dimension. std::vector y_fixed; y_fixed.push_back(0); problem.AddParameterBlock(y, 3, new SubsetManifold(3, y_fixed)); // Fix z's second dimension. std::vector z_fixed; z_fixed.push_back(1); problem.AddParameterBlock(z, 4, new SubsetManifold(4, z_fixed)); // f(x, y) in R^2 problem.AddResidualBlock( new ParameterIgnoringCostFunction<1, 2, 2, 3>, nullptr, x, y); // g(x, z) in R^3 problem.AddResidualBlock( new ParameterIgnoringCostFunction<2, 3, 2, 4>, nullptr, x, z); // h(y, z) in R^4 problem.AddResidualBlock( new ParameterIgnoringCostFunction<3, 4, 3, 4>, nullptr, y, z); // clang-format off ExpectedEvaluation expected = { // Rows/columns 9, 7, // Cost // f g h ( 1 + 4 + 1 + 4 + 9 + 1 + 4 + 9 + 16) / 2.0, // Residuals { 1.0, 2.0, // f 1.0, 2.0, 3.0, // g 1.0, 2.0, 3.0, 4.0 // h }, // Gradient { 15.0, 30.0, // x 66.0, 99.0, // y 42.0, 126.0, 168.0 // z }, // Jacobian // x y z { /* f(x, y) */ 1, 2, 2, 3, 0, 0, 0, 1, 2, 2, 3, 0, 0, 0, /* g(x, z) */ 2, 4, 0, 0, 2, 6, 8, 2, 4, 0, 0, 2, 6, 8, 2, 4, 0, 0, 2, 6, 8, /* h(y, z) */ 0, 0, 6, 9, 3, 9, 12, 0, 0, 6, 9, 3, 9, 12, 0, 0, 6, 9, 3, 9, 12, 0, 0, 6, 9, 3, 9, 12 } }; // clang-format on CheckAllEvaluationCombinations(expected); } TEST_P(EvaluatorTest, MultipleResidualProblemWithSomeConstantParameters) { // The values are ignored completely by the cost function. double x[2]; double y[3]; double z[4]; // Add the parameters in explicit order to force the ordering in the program. problem.AddParameterBlock(x, 2); problem.AddParameterBlock(y, 3); problem.AddParameterBlock(z, 4); // f(x, y) in R^2 problem.AddResidualBlock( new ParameterIgnoringCostFunction<1, 2, 2, 3>, nullptr, x, y); // g(x, z) in R^3 problem.AddResidualBlock( new ParameterIgnoringCostFunction<2, 3, 2, 4>, nullptr, x, z); // h(y, z) in R^4 problem.AddResidualBlock( new ParameterIgnoringCostFunction<3, 4, 3, 4>, nullptr, y, z); // For this test, "z" is constant. problem.SetParameterBlockConstant(z); // Create the reduced program which is missing the fixed "z" variable. // Normally, the preprocessing of the program that happens in solver_impl // takes care of this, but we don't want to invoke the solver here. Program reduced_program; std::vector* parameter_blocks = problem.mutable_program()->mutable_parameter_blocks(); // "z" is the last parameter; save it for later and pop it off temporarily. // Note that "z" will still get read during evaluation, so it cannot be // deleted at this point. ParameterBlock* parameter_block_z = parameter_blocks->back(); parameter_blocks->pop_back(); // clang-format off ExpectedEvaluation expected = { // Rows/columns 9, 5, // Cost // f g h ( 1 + 4 + 1 + 4 + 9 + 1 + 4 + 9 + 16) / 2.0, // Residuals { 1.0, 2.0, // f 1.0, 2.0, 3.0, // g 1.0, 2.0, 3.0, 4.0 // h }, // Gradient { 15.0, 30.0, // x 33.0, 66.0, 99.0, // y }, // Jacobian // x y { /* f(x, y) */ 1, 2, 1, 2, 3, 1, 2, 1, 2, 3, /* g(x, z) */ 2, 4, 0, 0, 0, 2, 4, 0, 0, 0, 2, 4, 0, 0, 0, /* h(y, z) */ 0, 0, 3, 6, 9, 0, 0, 3, 6, 9, 0, 0, 3, 6, 9, 0, 0, 3, 6, 9 } }; // clang-format on CheckAllEvaluationCombinations(expected); // Restore parameter block z, so it will get freed in a consistent way. parameter_blocks->push_back(parameter_block_z); } TEST_P(EvaluatorTest, EvaluatorAbortsForResidualsThatFailToEvaluate) { // Switch the return value to failure. problem.AddResidualBlock( new ParameterIgnoringCostFunction<20, 3, 2, 3, 4>(false), nullptr, x, y, z); // The values are ignored. double state[9]; std::unique_ptr evaluator = CreateEvaluator(problem.mutable_program()); std::unique_ptr jacobian(evaluator->CreateJacobian()); double cost; EXPECT_FALSE(evaluator->Evaluate(state, &cost, nullptr, nullptr, nullptr)); } // In the pairs, the first argument is the linear solver type, and the second // argument is num_eliminate_blocks. Changing the num_eliminate_blocks only // makes sense for the schur-based solvers. // // Try all values of num_eliminate_blocks that make sense given that in the // tests a maximum of 4 parameter blocks are present. INSTANTIATE_TEST_SUITE_P( LinearSolvers, EvaluatorTest, ::testing::Values(EvaluatorTestOptions(DENSE_QR, 0), EvaluatorTestOptions(DENSE_SCHUR, 0), EvaluatorTestOptions(DENSE_SCHUR, 1), EvaluatorTestOptions(DENSE_SCHUR, 2), EvaluatorTestOptions(DENSE_SCHUR, 3), EvaluatorTestOptions(DENSE_SCHUR, 4), EvaluatorTestOptions(SPARSE_SCHUR, 0), EvaluatorTestOptions(SPARSE_SCHUR, 1), EvaluatorTestOptions(SPARSE_SCHUR, 2), EvaluatorTestOptions(SPARSE_SCHUR, 3), EvaluatorTestOptions(SPARSE_SCHUR, 4), EvaluatorTestOptions(ITERATIVE_SCHUR, 0), EvaluatorTestOptions(ITERATIVE_SCHUR, 1), EvaluatorTestOptions(ITERATIVE_SCHUR, 2), EvaluatorTestOptions(ITERATIVE_SCHUR, 3), EvaluatorTestOptions(ITERATIVE_SCHUR, 4), EvaluatorTestOptions(SPARSE_NORMAL_CHOLESKY, 0, false), EvaluatorTestOptions(SPARSE_NORMAL_CHOLESKY, 0, true))); // Simple cost function used to check if the evaluator is sensitive to // state changes. class ParameterSensitiveCostFunction : public SizedCostFunction<2, 2> { public: bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const final { double x1 = parameters[0][0]; double x2 = parameters[0][1]; residuals[0] = x1 * x1; residuals[1] = x2 * x2; if (jacobians != nullptr) { double* jacobian = jacobians[0]; if (jacobian != nullptr) { jacobian[0] = 2.0 * x1; jacobian[1] = 0.0; jacobian[2] = 0.0; jacobian[3] = 2.0 * x2; } } return true; } }; TEST(Evaluator, EvaluatorRespectsParameterChanges) { ProblemImpl problem; double x[2]; x[0] = 1.0; x[1] = 1.0; problem.AddResidualBlock(new ParameterSensitiveCostFunction(), nullptr, x); Program* program = problem.mutable_program(); program->SetParameterOffsetsAndIndex(); Evaluator::Options options; options.linear_solver_type = DENSE_QR; options.num_eliminate_blocks = 0; options.context = problem.context(); std::string error; std::unique_ptr evaluator( Evaluator::Create(options, program, &error)); std::unique_ptr jacobian(evaluator->CreateJacobian()); ASSERT_EQ(2, jacobian->num_rows()); ASSERT_EQ(2, jacobian->num_cols()); double state[2]; state[0] = 2.0; state[1] = 3.0; // The original state of a residual block comes from the user's // state. So the original state is 1.0, 1.0, and the only way we get // the 2.0, 3.0 results in the following tests is if it respects the // values in the state vector. // Cost only; no residuals and no jacobian. { double cost = -1; ASSERT_TRUE(evaluator->Evaluate(state, &cost, nullptr, nullptr, nullptr)); EXPECT_EQ(48.5, cost); } // Cost and residuals, no jacobian. { double cost = -1; double residuals[2] = {-2, -2}; ASSERT_TRUE(evaluator->Evaluate(state, &cost, residuals, nullptr, nullptr)); EXPECT_EQ(48.5, cost); EXPECT_EQ(4, residuals[0]); EXPECT_EQ(9, residuals[1]); } // Cost, residuals, and jacobian. { double cost = -1; double residuals[2] = {-2, -2}; SetSparseMatrixConstant(jacobian.get(), -1); ASSERT_TRUE( evaluator->Evaluate(state, &cost, residuals, nullptr, jacobian.get())); EXPECT_EQ(48.5, cost); EXPECT_EQ(4, residuals[0]); EXPECT_EQ(9, residuals[1]); Matrix actual_jacobian; jacobian->ToDenseMatrix(&actual_jacobian); Matrix expected_jacobian(2, 2); expected_jacobian << 2 * state[0], 0, 0, 2 * state[1]; EXPECT_TRUE((actual_jacobian.array() == expected_jacobian.array()).all()) << "Actual:\n" << actual_jacobian << "\nExpected:\n" << expected_jacobian; } } class HugeCostFunction : public SizedCostFunction<46341, 46345> { bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const override { return true; } }; TEST(Evaluator, LargeProblemDoesNotCauseCrashBlockJacobianWriter) { ProblemImpl problem; std::vector x(46345); problem.AddResidualBlock(new HugeCostFunction, nullptr, x.data()); Evaluator::Options options; options.linear_solver_type = SPARSE_NORMAL_CHOLESKY; options.context = problem.context(); options.num_eliminate_blocks = 0; options.dynamic_sparsity = false; std::string error; auto program = problem.mutable_program(); program->SetParameterOffsetsAndIndex(); auto evaluator = Evaluator::Create(options, program, &error); auto jacobian = evaluator->CreateJacobian(); EXPECT_EQ(jacobian, nullptr); } TEST(Evaluator, LargeProblemDoesNotCauseCrashCompressedRowJacobianWriter) { ProblemImpl problem; std::vector x(46345); problem.AddResidualBlock(new HugeCostFunction, nullptr, x.data()); Evaluator::Options options; // CGNR on CUDA_SPARSE is the only combination that triggers a // CompressedRowJacobianWriter. options.linear_solver_type = CGNR; options.sparse_linear_algebra_library_type = CUDA_SPARSE; options.context = problem.context(); options.num_eliminate_blocks = 0; std::string error; auto program = problem.mutable_program(); program->SetParameterOffsetsAndIndex(); auto evaluator = Evaluator::Create(options, program, &error); auto jacobian = evaluator->CreateJacobian(); EXPECT_EQ(jacobian, nullptr); } } // namespace internal } // namespace ceres