Refactor Program related functions.
Move
ParameterBlocksAreFinite
IsBoundsConstrained
IsFeasible
RemoveFixedBlocks
IsParameterBlockSetIndependent
CreateJacobianBlockSparsity
from being static methods in SolverImpl to member functions
in the Program class.
Change-Id: I80fa4a429a716ea4371ad6c67864adad438e1553
diff --git a/internal/ceres/program_test.cc b/internal/ceres/program_test.cc
new file mode 100644
index 0000000..79adfa6
--- /dev/null
+++ b/internal/ceres/program_test.cc
@@ -0,0 +1,418 @@
+// 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);
+
+ Program* program = problem.mutable_program();
+ vector<double*> removed_parameter_blocks;
+ double fixed_cost = 0.0;
+ string message;
+ EXPECT_TRUE(program->RemoveFixedBlocks(&removed_parameter_blocks,
+ &fixed_cost,
+ &message));
+ EXPECT_EQ(program->NumParameterBlocks(), 3);
+ EXPECT_EQ(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);
+
+ Program* program = problem.mutable_program();
+ vector<double*> removed_parameter_blocks;
+ double fixed_cost = 0.0;
+ string message;
+ EXPECT_TRUE(program->RemoveFixedBlocks(&removed_parameter_blocks,
+ &fixed_cost,
+ &message));
+ EXPECT_EQ(program->NumParameterBlocks(), 0);
+ EXPECT_EQ(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);
+
+ Program* program = problem.mutable_program();
+ vector<double*> removed_parameter_blocks;
+ double fixed_cost = 0.0;
+ string message;
+ EXPECT_TRUE(program->RemoveFixedBlocks(&removed_parameter_blocks,
+ &fixed_cost,
+ &message));
+ EXPECT_EQ(program->NumParameterBlocks(), 0);
+ EXPECT_EQ(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);
+
+ Program* program = problem.mutable_program();
+ vector<double*> removed_parameter_blocks;
+ double fixed_cost = 0.0;
+ string message;
+ EXPECT_TRUE(program->RemoveFixedBlocks(&removed_parameter_blocks,
+ &fixed_cost,
+ &message));
+ EXPECT_EQ(program->NumParameterBlocks(), 1);
+ EXPECT_EQ(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);
+
+ Program* program = problem.mutable_program();
+ vector<double*> removed_parameter_blocks;
+ double fixed_cost = 0.0;
+ string message;
+ EXPECT_TRUE(program->RemoveFixedBlocks(&removed_parameter_blocks,
+ &fixed_cost,
+ &message));
+ EXPECT_EQ(program->NumParameterBlocks(), 2);
+ EXPECT_EQ(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);
+
+ Program* program = problem.mutable_program();
+
+ double expected_fixed_cost;
+ ResidualBlock *expected_removed_block = program->residual_blocks()[0];
+ scoped_array<double> scratch(
+ new double[expected_removed_block->NumScratchDoublesForEvaluate()]);
+ expected_removed_block->Evaluate(true,
+ &expected_fixed_cost,
+ NULL,
+ NULL,
+ scratch.get());
+
+ vector<double*> removed_parameter_blocks;
+ double fixed_cost = 0.0;
+ string message;
+ EXPECT_TRUE(program->RemoveFixedBlocks(&removed_parameter_blocks,
+ &fixed_cost,
+ &message));
+
+ EXPECT_EQ(program->NumParameterBlocks(), 2);
+ EXPECT_EQ(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
