Initial commit of Ceres Solver.
diff --git a/internal/ceres/solver_impl_test.cc b/internal/ceres/solver_impl_test.cc
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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2010, 2011, 2012 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 "gtest/gtest.h"
+#include "ceres/linear_solver.h"
+#include "ceres/parameter_block.h"
+#include "ceres/problem_impl.h"
+#include "ceres/program.h"
+#include "ceres/residual_block.h"
+#include "ceres/solver_impl.h"
+#include "ceres/sized_cost_function.h"
+
+
+namespace ceres {
+namespace internal {
+
+// 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 {
+ // Do nothing. This is never called.
+ 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(SolverImpl, 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);
+
+ string error;
+ {
+ int num_eliminate_blocks = 0;
+ Program program(*problem.mutable_program());
+ EXPECT_TRUE(SolverImpl::RemoveFixedBlocksFromProgram(&program,
+ &num_eliminate_blocks,
+ &error));
+ EXPECT_EQ(program.NumParameterBlocks(), 3);
+ EXPECT_EQ(program.NumResidualBlocks(), 3);
+ EXPECT_EQ(num_eliminate_blocks, 0);
+ }
+
+ // Check that num_eliminate_blocks is preserved, when it contains
+ // all blocks.
+ {
+ int num_eliminate_blocks = 3;
+ Program program(problem.program());
+ EXPECT_TRUE(SolverImpl::RemoveFixedBlocksFromProgram(&program,
+ &num_eliminate_blocks,
+ &error));
+ EXPECT_EQ(program.NumParameterBlocks(), 3);
+ EXPECT_EQ(program.NumResidualBlocks(), 3);
+ EXPECT_EQ(num_eliminate_blocks, 3);
+ }
+}
+
+TEST(SolverImpl, RemoveFixedBlocksAllParameterBlocksConstant) {
+ ProblemImpl problem;
+ double x;
+
+ problem.AddParameterBlock(&x, 1);
+ problem.AddResidualBlock(new UnaryCostFunction(), NULL, &x);
+ problem.SetParameterBlockConstant(&x);
+
+ int num_eliminate_blocks = 0;
+ Program program(problem.program());
+ string error;
+ EXPECT_TRUE(SolverImpl::RemoveFixedBlocksFromProgram(&program,
+ &num_eliminate_blocks,
+ &error));
+ EXPECT_EQ(program.NumParameterBlocks(), 0);
+ EXPECT_EQ(program.NumResidualBlocks(), 0);
+ EXPECT_EQ(num_eliminate_blocks, 0);
+}
+
+TEST(SolverImpl, RemoveFixedBlocksNoResidualBlocks) {
+ ProblemImpl problem;
+ double x;
+ double y;
+ double z;
+
+ problem.AddParameterBlock(&x, 1);
+ problem.AddParameterBlock(&y, 1);
+ problem.AddParameterBlock(&z, 1);
+
+ int num_eliminate_blocks = 0;
+ Program program(problem.program());
+ string error;
+ EXPECT_TRUE(SolverImpl::RemoveFixedBlocksFromProgram(&program,
+ &num_eliminate_blocks,
+ &error));
+ EXPECT_EQ(program.NumParameterBlocks(), 0);
+ EXPECT_EQ(program.NumResidualBlocks(), 0);
+ EXPECT_EQ(num_eliminate_blocks, 0);
+}
+
+TEST(SolverImpl, 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);
+
+ int num_eliminate_blocks = 0;
+ Program program(problem.program());
+ string error;
+ EXPECT_TRUE(SolverImpl::RemoveFixedBlocksFromProgram(&program,
+ &num_eliminate_blocks,
+ &error));
+ EXPECT_EQ(program.NumParameterBlocks(), 1);
+ EXPECT_EQ(program.NumResidualBlocks(), 1);
+ EXPECT_EQ(num_eliminate_blocks, 0);
+}
+
+TEST(SolverImpl, 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);
+
+ int num_eliminate_blocks = 2;
+ Program program(problem.program());
+ string error;
+ EXPECT_TRUE(SolverImpl::RemoveFixedBlocksFromProgram(&program,
+ &num_eliminate_blocks,
+ &error));
+ EXPECT_EQ(program.NumParameterBlocks(), 2);
+ EXPECT_EQ(program.NumResidualBlocks(), 2);
+ EXPECT_EQ(num_eliminate_blocks, 1);
+}
+
+TEST(SolverImpl, ReorderResidualBlockNonSchurSolver) {
+ 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);
+
+ const vector<ResidualBlock*>& residual_blocks =
+ problem.program().residual_blocks();
+ vector<ResidualBlock*> current_residual_blocks(residual_blocks);
+
+ Solver::Options options;
+ options.linear_solver_type = SPARSE_NORMAL_CHOLESKY;
+ string error;
+
+ EXPECT_TRUE(SolverImpl::MaybeReorderResidualBlocks(options,
+ problem.mutable_program(),
+ &error));
+ for (int i = 0; i < current_residual_blocks.size(); ++i) {
+ EXPECT_EQ(current_residual_blocks[i], residual_blocks[i]);
+ }
+}
+
+TEST(SolverImpl, ReorderResidualBlockNumEliminateBlockDeathTest) {
+ 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);
+
+ Solver::Options options;
+ options.linear_solver_type = DENSE_SCHUR;
+ options.num_eliminate_blocks = 0;
+ string error;
+ EXPECT_DEATH(
+ SolverImpl::MaybeReorderResidualBlocks(
+ options, problem.mutable_program(), &error),
+ "Congratulations");
+}
+
+TEST(SolverImpl, ReorderResidualBlockNormalFunction) {
+ 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, &z, &x);
+ problem.AddResidualBlock(new BinaryCostFunction(), NULL, &z, &y);
+ problem.AddResidualBlock(new UnaryCostFunction(), NULL, &z);
+ problem.AddResidualBlock(new BinaryCostFunction(), NULL, &x, &y);
+ problem.AddResidualBlock(new UnaryCostFunction(), NULL, &y);
+
+ Solver::Options options;
+ options.linear_solver_type = DENSE_SCHUR;
+ options.num_eliminate_blocks = 2;
+
+ const vector<ResidualBlock*>& residual_blocks =
+ problem.program().residual_blocks();
+
+ vector<ResidualBlock*> expected_residual_blocks;
+
+ // This is a bit fragile, but it serves the purpose. We know the
+ // bucketing algorithm that the reordering function uses, so we
+ // expect the order for residual blocks for each e_block to be
+ // filled in reverse.
+ expected_residual_blocks.push_back(residual_blocks[4]);
+ expected_residual_blocks.push_back(residual_blocks[1]);
+ expected_residual_blocks.push_back(residual_blocks[0]);
+ expected_residual_blocks.push_back(residual_blocks[5]);
+ expected_residual_blocks.push_back(residual_blocks[2]);
+ expected_residual_blocks.push_back(residual_blocks[3]);
+
+ Program* program = problem.mutable_program();
+ program->SetParameterOffsetsAndIndex();
+
+ string error;
+ EXPECT_TRUE(SolverImpl::MaybeReorderResidualBlocks(options,
+ problem.mutable_program(),
+ &error));
+ for (int i = 0; i < expected_residual_blocks.size(); ++i) {
+ EXPECT_EQ(residual_blocks[i], expected_residual_blocks[i]);
+ }
+}
+
+TEST(SolverImpl, ApplyUserOrderingOrderingTooSmall) {
+ ProblemImpl problem;
+ double x;
+ double y;
+ double z;
+
+ problem.AddParameterBlock(&x, 1);
+ problem.AddParameterBlock(&y, 1);
+ problem.AddParameterBlock(&z, 1);
+
+ vector<double*> ordering;
+ ordering.push_back(&x);
+ ordering.push_back(&z);
+
+ Program program(problem.program());
+ string error;
+ EXPECT_FALSE(SolverImpl::ApplyUserOrdering(problem,
+ ordering,
+ &program,
+ &error));
+}
+
+TEST(SolverImpl, ApplyUserOrderingHasDuplicates) {
+ ProblemImpl problem;
+ double x;
+ double y;
+ double z;
+
+ problem.AddParameterBlock(&x, 1);
+ problem.AddParameterBlock(&y, 1);
+ problem.AddParameterBlock(&z, 1);
+
+ vector<double*> ordering;
+ ordering.push_back(&x);
+ ordering.push_back(&z);
+ ordering.push_back(&z);
+
+ Program program(problem.program());
+ string error;
+ EXPECT_FALSE(SolverImpl::ApplyUserOrdering(problem,
+ ordering,
+ &program,
+ &error));
+}
+
+
+TEST(SolverImpl, ApplyUserOrderingNormal) {
+ ProblemImpl problem;
+ double x;
+ double y;
+ double z;
+
+ problem.AddParameterBlock(&x, 1);
+ problem.AddParameterBlock(&y, 1);
+ problem.AddParameterBlock(&z, 1);
+
+ vector<double*> ordering;
+ ordering.push_back(&x);
+ ordering.push_back(&z);
+ ordering.push_back(&y);
+
+ Program* program = problem.mutable_program();
+ string error;
+
+ EXPECT_TRUE(SolverImpl::ApplyUserOrdering(problem,
+ ordering,
+ program,
+ &error));
+ const vector<ParameterBlock*>& parameter_blocks = program->parameter_blocks();
+
+ EXPECT_EQ(parameter_blocks.size(), 3);
+ EXPECT_EQ(parameter_blocks[0]->user_state(), &x);
+ EXPECT_EQ(parameter_blocks[1]->user_state(), &z);
+ EXPECT_EQ(parameter_blocks[2]->user_state(), &y);
+}
+
+
+TEST(SolverImpl, CreateLinearSolverConjugateGradients) {
+ Solver::Options options;
+ options.linear_solver_type = CONJUGATE_GRADIENTS;
+ string error;
+ EXPECT_FALSE(SolverImpl::CreateLinearSolver(&options, &error));
+}
+
+#ifdef CERES_NO_SUITESPARSE
+TEST(SolverImpl, CreateLinearSolverNoSuiteSparse) {
+ Solver::Options options;
+ options.linear_solver_type = SPARSE_NORMAL_CHOLESKY;
+ string error;
+ EXPECT_FALSE(SolverImpl::CreateLinearSolver(&options, &error));
+}
+#endif // CERES_NO_SUITESPARSE
+
+TEST(SolverImpl, CreateLinearSolverNegativeMaxNumIterations) {
+ Solver::Options options;
+ options.linear_solver_type = DENSE_QR;
+ options.linear_solver_max_num_iterations = -1;
+ string error;
+ EXPECT_EQ(SolverImpl::CreateLinearSolver(&options, &error),
+ static_cast<LinearSolver*>(NULL));
+}
+
+TEST(SolverImpl, CreateLinearSolverNegativeMinNumIterations) {
+ Solver::Options options;
+ options.linear_solver_type = DENSE_QR;
+ options.linear_solver_min_num_iterations = -1;
+ string error;
+ EXPECT_EQ(SolverImpl::CreateLinearSolver(&options, &error),
+ static_cast<LinearSolver*>(NULL));
+}
+
+TEST(SolverImpl, CreateLinearSolverMaxLessThanMinIterations) {
+ Solver::Options options;
+ options.linear_solver_type = DENSE_QR;
+ options.linear_solver_min_num_iterations = 10;
+ options.linear_solver_max_num_iterations = 5;
+ string error;
+ EXPECT_EQ(SolverImpl::CreateLinearSolver(&options, &error),
+ static_cast<LinearSolver*>(NULL));
+}
+
+TEST(SolverImpl, CreateLinearSolverZeroNumEliminateBlocks) {
+ Solver::Options options;
+ options.num_eliminate_blocks = 0;
+ options.linear_solver_type = DENSE_SCHUR;
+ string error;
+ scoped_ptr<LinearSolver> solver(
+ SolverImpl::CreateLinearSolver(&options, &error));
+ EXPECT_TRUE(solver != NULL);
+#ifndef CERES_NO_SUITESPARSE
+ EXPECT_EQ(options.linear_solver_type, SPARSE_NORMAL_CHOLESKY);
+#else
+ EXPECT_EQ(options.linear_solver_type, DENSE_QR);
+#endif // CERES_NO_SUITESPARSE
+}
+
+TEST(SolverImpl, CreateLinearSolverDenseSchurMultipleThreads) {
+ Solver::Options options;
+ options.num_eliminate_blocks = 1;
+ options.linear_solver_type = DENSE_SCHUR;
+ options.num_linear_solver_threads = 2;
+ string error;
+ scoped_ptr<LinearSolver> solver(
+ SolverImpl::CreateLinearSolver(&options, &error));
+ EXPECT_TRUE(solver != NULL);
+ EXPECT_EQ(options.linear_solver_type, DENSE_SCHUR);
+ EXPECT_EQ(options.num_linear_solver_threads, 1);
+}
+
+TEST(SolverImpl, CreateLinearSolverNormalOperation) {
+ Solver::Options options;
+ scoped_ptr<LinearSolver> solver;
+ options.linear_solver_type = DENSE_QR;
+ string error;
+ solver.reset(SolverImpl::CreateLinearSolver(&options, &error));
+ EXPECT_EQ(options.linear_solver_type, DENSE_QR);
+ EXPECT_TRUE(solver.get() != NULL);
+
+#ifndef CERES_NO_SUITESPARSE
+ options.linear_solver_type = SPARSE_NORMAL_CHOLESKY;
+ solver.reset(SolverImpl::CreateLinearSolver(&options, &error));
+ EXPECT_EQ(options.linear_solver_type, SPARSE_NORMAL_CHOLESKY);
+ EXPECT_TRUE(solver.get() != NULL);
+#endif // CERES_NO_SUITESPARSE
+
+ options.linear_solver_type = DENSE_SCHUR;
+ options.num_eliminate_blocks = 2;
+ solver.reset(SolverImpl::CreateLinearSolver(&options, &error));
+ EXPECT_EQ(options.linear_solver_type, DENSE_SCHUR);
+ EXPECT_TRUE(solver.get() != NULL);
+
+ options.linear_solver_type = SPARSE_SCHUR;
+ options.num_eliminate_blocks = 2;
+#ifndef CERES_NO_SUITESPARSE
+ solver.reset(SolverImpl::CreateLinearSolver(&options, &error));
+ EXPECT_TRUE(solver.get() != NULL);
+ EXPECT_EQ(options.linear_solver_type, SPARSE_SCHUR);
+#else // CERES_NO_SUITESPARSE
+ EXPECT_TRUE(SolverImpl::CreateLinearSolver(&options, &error) == NULL);
+#endif // CERES_NO_SUITESPARSE
+
+ options.linear_solver_type = ITERATIVE_SCHUR;
+ options.num_eliminate_blocks = 2;
+ solver.reset(SolverImpl::CreateLinearSolver(&options, &error));
+ EXPECT_EQ(options.linear_solver_type, ITERATIVE_SCHUR);
+ EXPECT_TRUE(solver.get() != NULL);
+}
+
+} // namespace internal
+} // namespace ceres