| // 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 |
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| // POSSIBILITY OF SUCH DAMAGE. |
| // |
| // Author: keir@google.com (Keir Mierle) |
| // sameeragarwal@google.com (Sameer Agarwal) |
| // |
| // End-to-end tests for Ceres using Powell's function. |
| |
| #include <cmath> |
| #include <cstdlib> |
| |
| #include "ceres/autodiff_cost_function.h" |
| #include "ceres/problem.h" |
| #include "ceres/solver.h" |
| #include "ceres/test_util.h" |
| #include "ceres/types.h" |
| #include "glog/logging.h" |
| #include "gtest/gtest.h" |
| |
| namespace ceres { |
| namespace internal { |
| |
| // This class implements the SystemTestProblem interface and provides |
| // access to an implementation of Powell's singular function. |
| // |
| // F = 1/2 (f1^2 + f2^2 + f3^2 + f4^2) |
| // |
| // f1 = x1 + 10*x2; |
| // f2 = sqrt(5) * (x3 - x4) |
| // f3 = (x2 - 2*x3)^2 |
| // f4 = sqrt(10) * (x1 - x4)^2 |
| // |
| // The starting values are x1 = 3, x2 = -1, x3 = 0, x4 = 1. |
| // The minimum is 0 at (x1, x2, x3, x4) = 0. |
| // |
| // From: Testing Unconstrained Optimization Software by Jorge J. More, Burton S. |
| // Garbow and Kenneth E. Hillstrom in ACM Transactions on Mathematical Software, |
| // Vol 7(1), March 1981. |
| class PowellsFunction { |
| public: |
| PowellsFunction() { |
| x_[0] = 3.0; |
| x_[1] = -1.0; |
| x_[2] = 0.0; |
| x_[3] = 1.0; |
| |
| problem_.AddResidualBlock( |
| new AutoDiffCostFunction<F1, 1, 1, 1>(new F1), NULL, &x_[0], &x_[1]); |
| problem_.AddResidualBlock( |
| new AutoDiffCostFunction<F2, 1, 1, 1>(new F2), NULL, &x_[2], &x_[3]); |
| problem_.AddResidualBlock( |
| new AutoDiffCostFunction<F3, 1, 1, 1>(new F3), NULL, &x_[1], &x_[2]); |
| problem_.AddResidualBlock( |
| new AutoDiffCostFunction<F4, 1, 1, 1>(new F4), NULL, &x_[0], &x_[3]); |
| |
| // Settings for the reference solution. |
| options_.linear_solver_type = ceres::DENSE_QR; |
| options_.max_num_iterations = 10; |
| options_.num_threads = 1; |
| } |
| |
| Problem* mutable_problem() { return &problem_; } |
| Solver::Options* mutable_solver_options() { return &options_; } |
| |
| static double kResidualTolerance; |
| |
| private: |
| // Templated functions used for automatically differentiated cost |
| // functions. |
| class F1 { |
| public: |
| template <typename T> |
| bool operator()(const T* const x1, const T* const x2, T* residual) const { |
| // f1 = x1 + 10 * x2; |
| *residual = *x1 + 10.0 * *x2; |
| return true; |
| } |
| }; |
| |
| class F2 { |
| public: |
| template <typename T> |
| bool operator()(const T* const x3, const T* const x4, T* residual) const { |
| // f2 = sqrt(5) (x3 - x4) |
| *residual = sqrt(5.0) * (*x3 - *x4); |
| return true; |
| } |
| }; |
| |
| class F3 { |
| public: |
| template <typename T> |
| bool operator()(const T* const x2, const T* const x4, T* residual) const { |
| // f3 = (x2 - 2 x3)^2 |
| residual[0] = (x2[0] - 2.0 * x4[0]) * (x2[0] - 2.0 * x4[0]); |
| return true; |
| } |
| }; |
| |
| class F4 { |
| public: |
| template <typename T> |
| bool operator()(const T* const x1, const T* const x4, T* residual) const { |
| // f4 = sqrt(10) (x1 - x4)^2 |
| residual[0] = sqrt(10.0) * (x1[0] - x4[0]) * (x1[0] - x4[0]); |
| return true; |
| } |
| }; |
| |
| double x_[4]; |
| Problem problem_; |
| Solver::Options options_; |
| }; |
| |
| double PowellsFunction::kResidualTolerance = 1e-8; |
| |
| typedef SystemTest<PowellsFunction> PowellTest; |
| |
| TEST_F(PowellTest, DenseQR) { |
| PowellsFunction powells_function; |
| Solver::Options* options = powells_function.mutable_solver_options(); |
| options->linear_solver_type = DENSE_QR; |
| RunSolverForConfigAndExpectResidualsMatch(*options, |
| powells_function.mutable_problem()); |
| } |
| |
| TEST_F(PowellTest, DenseNormalCholesky) { |
| PowellsFunction powells_function; |
| Solver::Options* options = powells_function.mutable_solver_options(); |
| options->linear_solver_type = DENSE_NORMAL_CHOLESKY; |
| RunSolverForConfigAndExpectResidualsMatch(*options, |
| powells_function.mutable_problem()); |
| } |
| |
| TEST_F(PowellTest, DenseSchur) { |
| PowellsFunction powells_function; |
| Solver::Options* options = powells_function.mutable_solver_options(); |
| options->linear_solver_type = DENSE_SCHUR; |
| RunSolverForConfigAndExpectResidualsMatch(*options, |
| powells_function.mutable_problem()); |
| } |
| |
| TEST_F(PowellTest, IterativeSchurWithJacobi) { |
| PowellsFunction powells_function; |
| Solver::Options* options = powells_function.mutable_solver_options(); |
| options->linear_solver_type = ITERATIVE_SCHUR; |
| options->sparse_linear_algebra_library_type = NO_SPARSE; |
| options->preconditioner_type = JACOBI; |
| RunSolverForConfigAndExpectResidualsMatch(*options, |
| powells_function.mutable_problem()); |
| } |
| |
| #ifndef CERES_NO_SUITESPARSE |
| TEST_F(PowellTest, SparseNormalCholeskyUsingSuiteSparse) { |
| PowellsFunction powells_function; |
| Solver::Options* options = powells_function.mutable_solver_options(); |
| options->linear_solver_type = SPARSE_NORMAL_CHOLESKY; |
| options->sparse_linear_algebra_library_type = SUITE_SPARSE; |
| RunSolverForConfigAndExpectResidualsMatch(*options, |
| powells_function.mutable_problem()); |
| } |
| #endif // CERES_NO_SUITESPARSE |
| |
| #ifndef CERES_NO_CXSPARSE |
| TEST_F(PowellTest, SparseNormalCholeskyUsingCXSparse) { |
| PowellsFunction powells_function; |
| Solver::Options* options = powells_function.mutable_solver_options(); |
| options->linear_solver_type = SPARSE_NORMAL_CHOLESKY; |
| options->sparse_linear_algebra_library_type = CX_SPARSE; |
| RunSolverForConfigAndExpectResidualsMatch(*options, |
| powells_function.mutable_problem()); |
| } |
| #endif // CERES_NO_CXSPARSE |
| |
| #ifndef CERES_NO_ACCELERATE_SPARSE |
| TEST_F(PowellTest, SparseNormalCholeskyUsingAccelerateSparse) { |
| PowellsFunction powells_function; |
| Solver::Options* options = powells_function.mutable_solver_options(); |
| options->linear_solver_type = SPARSE_NORMAL_CHOLESKY; |
| options->sparse_linear_algebra_library_type = ACCELERATE_SPARSE; |
| RunSolverForConfigAndExpectResidualsMatch(*options, |
| powells_function.mutable_problem()); |
| } |
| #endif // CERES_NO_ACCELERATE_SPARSE |
| |
| #ifdef CERES_USE_EIGEN_SPARSE |
| TEST_F(PowellTest, SparseNormalCholeskyUsingEigenSparse) { |
| PowellsFunction powells_function; |
| Solver::Options* options = powells_function.mutable_solver_options(); |
| options->linear_solver_type = SPARSE_NORMAL_CHOLESKY; |
| options->sparse_linear_algebra_library_type = EIGEN_SPARSE; |
| RunSolverForConfigAndExpectResidualsMatch(*options, |
| powells_function.mutable_problem()); |
| } |
| #endif // CERES_USE_EIGEN_SPARSE |
| |
| } // namespace internal |
| } // namespace ceres |