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diff --git a/internal/ceres/system_test.cc b/internal/ceres/system_test.cc new file mode 100644 index 0000000..4548bd0 --- /dev/null +++ b/internal/ceres/system_test.cc @@ -0,0 +1,537 @@ +// 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: keir@google.com (Keir Mierle) +// sameeragarwal@google.com (Sameer Agarwal) +// +// System level tests for Ceres. The current suite of two tests. The +// first test is a small test based on Powell's Function. It is a +// scalar problem with 4 variables. The second problem is a bundle +// adjustment problem with 16 cameras and two thousand cameras. The +// first problem is to test the sanity test the factorization based +// solvers. The second problem is used to test the various +// combinations of solvers, orderings, preconditioners and +// multithreading. + +#include <cmath> +#include <cstdio> +#include <cstdlib> +#include <string> + +#include "ceres/autodiff_cost_function.h" +#include "ceres/ordered_groups.h" +#include "ceres/problem.h" +#include "ceres/rotation.h" +#include "ceres/solver.h" +#include "ceres/stringprintf.h" +#include "ceres/test_util.h" +#include "ceres/types.h" +#include "gflags/gflags.h" +#include "glog/logging.h" +#include "gtest/gtest.h" + +namespace ceres { +namespace internal { + +const bool kAutomaticOrdering = true; +const bool kUserOrdering = false; + +// Struct used for configuring the solver. +struct SolverConfig { + SolverConfig(LinearSolverType linear_solver_type, + SparseLinearAlgebraLibraryType sparse_linear_algebra_library, + bool use_automatic_ordering) + : linear_solver_type(linear_solver_type), + sparse_linear_algebra_library(sparse_linear_algebra_library), + use_automatic_ordering(use_automatic_ordering), + preconditioner_type(IDENTITY), + num_threads(1) { + } + + SolverConfig(LinearSolverType linear_solver_type, + SparseLinearAlgebraLibraryType sparse_linear_algebra_library, + bool use_automatic_ordering, + PreconditionerType preconditioner_type) + : linear_solver_type(linear_solver_type), + sparse_linear_algebra_library(sparse_linear_algebra_library), + use_automatic_ordering(use_automatic_ordering), + preconditioner_type(preconditioner_type), + num_threads(1) { + } + + string ToString() const { + return StringPrintf( + "(%s, %s, %s, %s, %d)", + LinearSolverTypeToString(linear_solver_type), + SparseLinearAlgebraLibraryTypeToString(sparse_linear_algebra_library), + use_automatic_ordering ? "AUTOMATIC" : "USER", + PreconditionerTypeToString(preconditioner_type), + num_threads); + } + + LinearSolverType linear_solver_type; + SparseLinearAlgebraLibraryType sparse_linear_algebra_library; + bool use_automatic_ordering; + PreconditionerType preconditioner_type; + int num_threads; +}; + +// Templated function that given a set of solver configurations, +// instantiates a new copy of SystemTestProblem for each configuration +// and solves it. The solutions are expected to have residuals with +// coordinate-wise maximum absolute difference less than or equal to +// max_abs_difference. +// +// The template parameter SystemTestProblem is expected to implement +// the following interface. +// +// class SystemTestProblem { +// public: +// SystemTestProblem(); +// Problem* mutable_problem(); +// Solver::Options* mutable_solver_options(); +// }; +template <typename SystemTestProblem> +void RunSolversAndCheckTheyMatch(const vector<SolverConfig>& configurations, + const double max_abs_difference) { + int num_configurations = configurations.size(); + vector<SystemTestProblem*> problems; + vector<Solver::Summary> summaries(num_configurations); + + for (int i = 0; i < num_configurations; ++i) { + SystemTestProblem* system_test_problem = new SystemTestProblem(); + + const SolverConfig& config = configurations[i]; + + Solver::Options& options = *(system_test_problem->mutable_solver_options()); + options.linear_solver_type = config.linear_solver_type; + options.sparse_linear_algebra_library = + config.sparse_linear_algebra_library; + options.preconditioner_type = config.preconditioner_type; + options.num_threads = config.num_threads; + options.num_linear_solver_threads = config.num_threads; + options.return_final_residuals = true; + + if (config.use_automatic_ordering) { + delete options.linear_solver_ordering; + options.linear_solver_ordering = NULL; + } + + LOG(INFO) << "Running solver configuration: " + << config.ToString(); + + Solve(options, + system_test_problem->mutable_problem(), + &summaries[i]); + + CHECK_NE(summaries[i].termination_type, ceres::NUMERICAL_FAILURE) + << "Solver configuration " << i << " failed."; + problems.push_back(system_test_problem); + + // Compare the resulting solutions to each other. Arbitrarily take + // SPARSE_NORMAL_CHOLESKY as the golden solve. We compare + // solutions by comparing their residual vectors. We do not + // compare parameter vectors because it is much more brittle and + // error prone to do so, since the same problem can have nearly + // the same residuals at two completely different positions in + // parameter space. + if (i > 0) { + const vector<double>& reference_residuals = summaries[0].final_residuals; + const vector<double>& current_residuals = summaries[i].final_residuals; + + for (int j = 0; j < reference_residuals.size(); ++j) { + EXPECT_NEAR(current_residuals[j], + reference_residuals[j], + max_abs_difference) + << "Not close enough residual:" << j + << " reference " << reference_residuals[j] + << " current " << current_residuals[j]; + } + } + } + + for (int i = 0; i < num_configurations; ++i) { + delete problems[i]; + } +} + +// 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]); + + options_.max_num_iterations = 10; + } + + Problem* mutable_problem() { return &problem_; } + Solver::Options* mutable_solver_options() { return &options_; } + + 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 + T(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 = T(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] - T(2.0) * x4[0]) * (x2[0] - T(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] = T(sqrt(10.0)) * (x1[0] - x4[0]) * (x1[0] - x4[0]); + return true; + } + }; + + double x_[4]; + Problem problem_; + Solver::Options options_; +}; + +TEST(SystemTest, PowellsFunction) { + vector<SolverConfig> configs; +#define CONFIGURE(linear_solver, sparse_linear_algebra_library, ordering) \ + configs.push_back(SolverConfig(linear_solver, \ + sparse_linear_algebra_library, \ + ordering)) + + CONFIGURE(DENSE_QR, SUITE_SPARSE, kAutomaticOrdering); + CONFIGURE(DENSE_NORMAL_CHOLESKY, SUITE_SPARSE, kAutomaticOrdering); + CONFIGURE(DENSE_SCHUR, SUITE_SPARSE, kAutomaticOrdering); + +#ifndef CERES_NO_SUITESPARSE + CONFIGURE(SPARSE_NORMAL_CHOLESKY, SUITE_SPARSE, kAutomaticOrdering); +#endif // CERES_NO_SUITESPARSE + +#ifndef CERES_NO_CXSPARSE + CONFIGURE(SPARSE_NORMAL_CHOLESKY, CX_SPARSE, kAutomaticOrdering); +#endif // CERES_NO_CXSPARSE + + CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kAutomaticOrdering); + +#undef CONFIGURE + + const double kMaxAbsoluteDifference = 1e-8; + RunSolversAndCheckTheyMatch<PowellsFunction>(configs, kMaxAbsoluteDifference); +} + +// This class implements the SystemTestProblem interface and provides +// access to a bundle adjustment problem. It is based on +// examples/bundle_adjustment_example.cc. Currently a small 16 camera +// problem is hard coded in the constructor. Going forward we may +// extend this to a larger number of problems. +class BundleAdjustmentProblem { + public: + BundleAdjustmentProblem() { + const string input_file = TestFileAbsolutePath("problem-16-22106-pre.txt"); + ReadData(input_file); + BuildProblem(); + } + + ~BundleAdjustmentProblem() { + delete []point_index_; + delete []camera_index_; + delete []observations_; + delete []parameters_; + } + + Problem* mutable_problem() { return &problem_; } + Solver::Options* mutable_solver_options() { return &options_; } + + int num_cameras() const { return num_cameras_; } + int num_points() const { return num_points_; } + int num_observations() const { return num_observations_; } + const int* point_index() const { return point_index_; } + const int* camera_index() const { return camera_index_; } + const double* observations() const { return observations_; } + double* mutable_cameras() { return parameters_; } + double* mutable_points() { return parameters_ + 9 * num_cameras_; } + + private: + void ReadData(const string& filename) { + FILE * fptr = fopen(filename.c_str(), "r"); + + if (!fptr) { + LOG(FATAL) << "File Error: unable to open file " << filename; + }; + + // This will die horribly on invalid files. Them's the breaks. + FscanfOrDie(fptr, "%d", &num_cameras_); + FscanfOrDie(fptr, "%d", &num_points_); + FscanfOrDie(fptr, "%d", &num_observations_); + + VLOG(1) << "Header: " << num_cameras_ + << " " << num_points_ + << " " << num_observations_; + + point_index_ = new int[num_observations_]; + camera_index_ = new int[num_observations_]; + observations_ = new double[2 * num_observations_]; + + num_parameters_ = 9 * num_cameras_ + 3 * num_points_; + parameters_ = new double[num_parameters_]; + + for (int i = 0; i < num_observations_; ++i) { + FscanfOrDie(fptr, "%d", camera_index_ + i); + FscanfOrDie(fptr, "%d", point_index_ + i); + for (int j = 0; j < 2; ++j) { + FscanfOrDie(fptr, "%lf", observations_ + 2*i + j); + } + } + + for (int i = 0; i < num_parameters_; ++i) { + FscanfOrDie(fptr, "%lf", parameters_ + i); + } + } + + void BuildProblem() { + double* points = mutable_points(); + double* cameras = mutable_cameras(); + + for (int i = 0; i < num_observations(); ++i) { + // Each Residual block takes a point and a camera as input and + // outputs a 2 dimensional residual. + CostFunction* cost_function = + new AutoDiffCostFunction<BundlerResidual, 2, 9, 3>( + new BundlerResidual(observations_[2*i + 0], + observations_[2*i + 1])); + + // Each observation correponds to a pair of a camera and a point + // which are identified by camera_index()[i] and + // point_index()[i] respectively. + double* camera = cameras + 9 * camera_index_[i]; + double* point = points + 3 * point_index()[i]; + problem_.AddResidualBlock(cost_function, NULL, camera, point); + } + + options_.linear_solver_ordering = new ParameterBlockOrdering; + + // The points come before the cameras. + for (int i = 0; i < num_points_; ++i) { + options_.linear_solver_ordering->AddElementToGroup(points + 3 * i, 0); + } + + for (int i = 0; i < num_cameras_; ++i) { + options_.linear_solver_ordering->AddElementToGroup(cameras + 9 * i, 1); + } + + options_.max_num_iterations = 25; + options_.function_tolerance = 1e-10; + options_.gradient_tolerance = 1e-10; + options_.parameter_tolerance = 1e-10; + } + + template<typename T> + void FscanfOrDie(FILE *fptr, const char *format, T *value) { + int num_scanned = fscanf(fptr, format, value); + if (num_scanned != 1) { + LOG(FATAL) << "Invalid UW data file."; + } + } + + // Templated pinhole camera model. The camera is parameterized + // using 9 parameters. 3 for rotation, 3 for translation, 1 for + // focal length and 2 for radial distortion. The principal point is + // not modeled (i.e. it is assumed be located at the image center). + struct BundlerResidual { + // (u, v): the position of the observation with respect to the image + // center point. + BundlerResidual(double u, double v): u(u), v(v) {} + + template <typename T> + bool operator()(const T* const camera, + const T* const point, + T* residuals) const { + T p[3]; + AngleAxisRotatePoint(camera, point, p); + + // Add the translation vector + p[0] += camera[3]; + p[1] += camera[4]; + p[2] += camera[5]; + + const T& focal = camera[6]; + const T& l1 = camera[7]; + const T& l2 = camera[8]; + + // Compute the center of distortion. The sign change comes from + // the camera model that Noah Snavely's Bundler assumes, whereby + // the camera coordinate system has a negative z axis. + T xp = - focal * p[0] / p[2]; + T yp = - focal * p[1] / p[2]; + + // Apply second and fourth order radial distortion. + T r2 = xp*xp + yp*yp; + T distortion = T(1.0) + r2 * (l1 + l2 * r2); + + residuals[0] = distortion * xp - T(u); + residuals[1] = distortion * yp - T(v); + + return true; + } + + double u; + double v; + }; + + + Problem problem_; + Solver::Options options_; + + int num_cameras_; + int num_points_; + int num_observations_; + int num_parameters_; + + int* point_index_; + int* camera_index_; + double* observations_; + // The parameter vector is laid out as follows + // [camera_1, ..., camera_n, point_1, ..., point_m] + double* parameters_; +}; + +TEST(SystemTest, BundleAdjustmentProblem) { + vector<SolverConfig> configs; + +#define CONFIGURE(linear_solver, sparse_linear_algebra_library, ordering, preconditioner) \ + configs.push_back(SolverConfig(linear_solver, \ + sparse_linear_algebra_library, \ + ordering, \ + preconditioner)) + +#ifndef CERES_NO_SUITESPARSE + CONFIGURE(SPARSE_NORMAL_CHOLESKY, SUITE_SPARSE, kAutomaticOrdering, IDENTITY); + CONFIGURE(SPARSE_NORMAL_CHOLESKY, SUITE_SPARSE, kUserOrdering, IDENTITY); + + CONFIGURE(SPARSE_SCHUR, SUITE_SPARSE, kAutomaticOrdering, IDENTITY); + CONFIGURE(SPARSE_SCHUR, SUITE_SPARSE, kUserOrdering, IDENTITY); +#endif // CERES_NO_SUITESPARSE + +#ifndef CERES_NO_CXSPARSE + CONFIGURE(SPARSE_SCHUR, CX_SPARSE, kAutomaticOrdering, IDENTITY); + CONFIGURE(SPARSE_SCHUR, CX_SPARSE, kUserOrdering, IDENTITY); +#endif // CERES_NO_CXSPARSE + + CONFIGURE(DENSE_SCHUR, SUITE_SPARSE, kAutomaticOrdering, IDENTITY); + CONFIGURE(DENSE_SCHUR, SUITE_SPARSE, kUserOrdering, IDENTITY); + + CONFIGURE(CGNR, SUITE_SPARSE, kAutomaticOrdering, JACOBI); + CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kUserOrdering, JACOBI); + +#ifndef CERES_NO_SUITESPARSE + CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kUserOrdering, SCHUR_JACOBI); + CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kUserOrdering, CLUSTER_JACOBI); + CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kUserOrdering, CLUSTER_TRIDIAGONAL); +#endif // CERES_NO_SUITESPARSE + + CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kAutomaticOrdering, JACOBI); + +#ifndef CERES_NO_SUITESPARSE + CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kAutomaticOrdering, SCHUR_JACOBI); + CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kAutomaticOrdering, CLUSTER_JACOBI); + CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kAutomaticOrdering, CLUSTER_TRIDIAGONAL); +#endif // CERES_NO_SUITESPARSE + +#undef CONFIGURE + + // Single threaded evaluators and linear solvers. + const double kMaxAbsoluteDifference = 1e-4; + RunSolversAndCheckTheyMatch<BundleAdjustmentProblem>(configs, + kMaxAbsoluteDifference); + +#ifdef CERES_USE_OPENMP + // Multithreaded evaluators and linear solvers. + for (int i = 0; i < configs.size(); ++i) { + configs[i].num_threads = 2; + } + RunSolversAndCheckTheyMatch<BundleAdjustmentProblem>(configs, + kMaxAbsoluteDifference); +#endif // CERES_USE_OPENMP +} + +} // namespace internal +} // namespace ceres |