10ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Ceres Solver - A fast non-linear least squares minimizer 20ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Copyright 2010, 2011, 2012 Google Inc. All rights reserved. 30ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// http://code.google.com/p/ceres-solver/ 40ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 50ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Redistribution and use in source and binary forms, with or without 60ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// modification, are permitted provided that the following conditions are met: 70ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 80ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions of source code must retain the above copyright notice, 90ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer. 100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions in binary form must reproduce the above copyright notice, 110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer in the documentation 120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// and/or other materials provided with the distribution. 130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Neither the name of Google Inc. nor the names of its contributors may be 140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// used to endorse or promote products derived from this software without 150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// specific prior written permission. 160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// POSSIBILITY OF SUCH DAMAGE. 280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Author: keir@google.com (Keir Mierle) 300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// sameeragarwal@google.com (Sameer Agarwal) 310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// System level tests for Ceres. The current suite of two tests. The 330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// first test is a small test based on Powell's Function. It is a 340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// scalar problem with 4 variables. The second problem is a bundle 350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// adjustment problem with 16 cameras and two thousand cameras. The 360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// first problem is to test the sanity test the factorization based 370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// solvers. The second problem is used to test the various 380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// combinations of solvers, orderings, preconditioners and 390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// multithreading. 400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include <cmath> 420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include <cstdio> 430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include <cstdlib> 440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include <string> 450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez#include "ceres/internal/port.h" 4779397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez 480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/autodiff_cost_function.h" 490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/ordered_groups.h" 500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/problem.h" 510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/rotation.h" 520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/solver.h" 530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/stringprintf.h" 540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/test_util.h" 550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/types.h" 560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "gflags/gflags.h" 570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "glog/logging.h" 580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "gtest/gtest.h" 590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres { 610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal { 620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongconst bool kAutomaticOrdering = true; 640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongconst bool kUserOrdering = false; 650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Struct used for configuring the solver. 670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongstruct SolverConfig { 6879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez SolverConfig( 6979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez LinearSolverType linear_solver_type, 7079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type, 7179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez bool use_automatic_ordering) 720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong : linear_solver_type(linear_solver_type), 73399f7d09e0c45af54b77b4ab9508d6f23759b927Scott Ettinger sparse_linear_algebra_library_type(sparse_linear_algebra_library_type), 740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong use_automatic_ordering(use_automatic_ordering), 750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong preconditioner_type(IDENTITY), 760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong num_threads(1) { 770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 7979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez SolverConfig( 8079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez LinearSolverType linear_solver_type, 8179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type, 8279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez bool use_automatic_ordering, 8379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez PreconditionerType preconditioner_type) 840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong : linear_solver_type(linear_solver_type), 85399f7d09e0c45af54b77b4ab9508d6f23759b927Scott Ettinger sparse_linear_algebra_library_type(sparse_linear_algebra_library_type), 860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong use_automatic_ordering(use_automatic_ordering), 870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong preconditioner_type(preconditioner_type), 880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong num_threads(1) { 890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong string ToString() const { 920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong return StringPrintf( 930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong "(%s, %s, %s, %s, %d)", 940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LinearSolverTypeToString(linear_solver_type), 9579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez SparseLinearAlgebraLibraryTypeToString( 9679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez sparse_linear_algebra_library_type), 970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong use_automatic_ordering ? "AUTOMATIC" : "USER", 980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong PreconditionerTypeToString(preconditioner_type), 990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong num_threads); 1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LinearSolverType linear_solver_type; 103399f7d09e0c45af54b77b4ab9508d6f23759b927Scott Ettinger SparseLinearAlgebraLibraryType sparse_linear_algebra_library_type; 1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong bool use_automatic_ordering; 1050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong PreconditionerType preconditioner_type; 1060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int num_threads; 1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}; 1080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Templated function that given a set of solver configurations, 1100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// instantiates a new copy of SystemTestProblem for each configuration 1110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// and solves it. The solutions are expected to have residuals with 1120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// coordinate-wise maximum absolute difference less than or equal to 1130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// max_abs_difference. 1140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 1150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// The template parameter SystemTestProblem is expected to implement 1160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// the following interface. 1170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 1180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// class SystemTestProblem { 1190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// public: 1200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// SystemTestProblem(); 1210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Problem* mutable_problem(); 1220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Solver::Options* mutable_solver_options(); 1230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// }; 1240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongtemplate <typename SystemTestProblem> 1250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongvoid RunSolversAndCheckTheyMatch(const vector<SolverConfig>& configurations, 1260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const double max_abs_difference) { 1270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int num_configurations = configurations.size(); 1280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong vector<SystemTestProblem*> problems; 1291d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling vector<vector<double> > final_residuals(num_configurations); 1300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int i = 0; i < num_configurations; ++i) { 1320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong SystemTestProblem* system_test_problem = new SystemTestProblem(); 1330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const SolverConfig& config = configurations[i]; 1350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Solver::Options& options = *(system_test_problem->mutable_solver_options()); 1370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong options.linear_solver_type = config.linear_solver_type; 138399f7d09e0c45af54b77b4ab9508d6f23759b927Scott Ettinger options.sparse_linear_algebra_library_type = 139399f7d09e0c45af54b77b4ab9508d6f23759b927Scott Ettinger config.sparse_linear_algebra_library_type; 1400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong options.preconditioner_type = config.preconditioner_type; 1410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong options.num_threads = config.num_threads; 1420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong options.num_linear_solver_threads = config.num_threads; 1430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong if (config.use_automatic_ordering) { 14579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez options.linear_solver_ordering.reset(); 1460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LOG(INFO) << "Running solver configuration: " 1490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong << config.ToString(); 1500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1511d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling Solver::Summary summary; 1520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Solve(options, 1530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong system_test_problem->mutable_problem(), 1541d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling &summary); 1550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1561d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling system_test_problem 1571d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ->mutable_problem() 1581d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling ->Evaluate(Problem::EvaluateOptions(), 1591d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling NULL, 1601d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling &final_residuals[i], 1611d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling NULL, 1621d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling NULL); 1631d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 16479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CHECK_NE(summary.termination_type, ceres::FAILURE) 1650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong << "Solver configuration " << i << " failed."; 1660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong problems.push_back(system_test_problem); 1670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Compare the resulting solutions to each other. Arbitrarily take 1690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // SPARSE_NORMAL_CHOLESKY as the golden solve. We compare 1700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // solutions by comparing their residual vectors. We do not 1710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // compare parameter vectors because it is much more brittle and 1720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // error prone to do so, since the same problem can have nearly 1730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // the same residuals at two completely different positions in 1740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // parameter space. 1750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong if (i > 0) { 1761d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const vector<double>& reference_residuals = final_residuals[0]; 1771d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const vector<double>& current_residuals = final_residuals[i]; 1780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int j = 0; j < reference_residuals.size(); ++j) { 1800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong EXPECT_NEAR(current_residuals[j], 1810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong reference_residuals[j], 1820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong max_abs_difference) 1830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong << "Not close enough residual:" << j 1840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong << " reference " << reference_residuals[j] 1850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong << " current " << current_residuals[j]; 1860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int i = 0; i < num_configurations; ++i) { 1910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong delete problems[i]; 1920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 1940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// This class implements the SystemTestProblem interface and provides 1960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// access to an implementation of Powell's singular function. 1970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 1980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// F = 1/2 (f1^2 + f2^2 + f3^2 + f4^2) 1990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 2000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// f1 = x1 + 10*x2; 2010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// f2 = sqrt(5) * (x3 - x4) 2020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// f3 = (x2 - 2*x3)^2 2030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// f4 = sqrt(10) * (x1 - x4)^2 2040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 2050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// The starting values are x1 = 3, x2 = -1, x3 = 0, x4 = 1. 2060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// The minimum is 0 at (x1, x2, x3, x4) = 0. 2070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 2080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// From: Testing Unconstrained Optimization Software by Jorge J. More, Burton S. 2090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Garbow and Kenneth E. Hillstrom in ACM Transactions on Mathematical Software, 2100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Vol 7(1), March 1981. 2110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass PowellsFunction { 2120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public: 2130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong PowellsFunction() { 2140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong x_[0] = 3.0; 2150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong x_[1] = -1.0; 2160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong x_[2] = 0.0; 2170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong x_[3] = 1.0; 2180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 2190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong problem_.AddResidualBlock( 2200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong new AutoDiffCostFunction<F1, 1, 1, 1>(new F1), NULL, &x_[0], &x_[1]); 2210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong problem_.AddResidualBlock( 2220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong new AutoDiffCostFunction<F2, 1, 1, 1>(new F2), NULL, &x_[2], &x_[3]); 2230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong problem_.AddResidualBlock( 2240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong new AutoDiffCostFunction<F3, 1, 1, 1>(new F3), NULL, &x_[1], &x_[2]); 2250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong problem_.AddResidualBlock( 2260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong new AutoDiffCostFunction<F4, 1, 1, 1>(new F4), NULL, &x_[0], &x_[3]); 2270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 2280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong options_.max_num_iterations = 10; 2290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 2300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 2310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Problem* mutable_problem() { return &problem_; } 2320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Solver::Options* mutable_solver_options() { return &options_; } 2330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 2340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong private: 2350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Templated functions used for automatically differentiated cost 2360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // functions. 2370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong class F1 { 2380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public: 2390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong template <typename T> bool operator()(const T* const x1, 2400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const T* const x2, 2410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong T* residual) const { 2420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // f1 = x1 + 10 * x2; 2430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong *residual = *x1 + T(10.0) * *x2; 2440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong return true; 2450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 2460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong }; 2470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 2480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong class F2 { 2490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public: 2500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong template <typename T> bool operator()(const T* const x3, 2510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const T* const x4, 2520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong T* residual) const { 2530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // f2 = sqrt(5) (x3 - x4) 2540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong *residual = T(sqrt(5.0)) * (*x3 - *x4); 2550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong return true; 2560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 2570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong }; 2580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 2590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong class F3 { 2600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public: 2610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong template <typename T> bool operator()(const T* const x2, 2620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const T* const x4, 2630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong T* residual) const { 2640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // f3 = (x2 - 2 x3)^2 2650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong residual[0] = (x2[0] - T(2.0) * x4[0]) * (x2[0] - T(2.0) * x4[0]); 2660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong return true; 2670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 2680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong }; 2690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 2700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong class F4 { 2710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public: 2720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong template <typename T> bool operator()(const T* const x1, 2730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const T* const x4, 2740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong T* residual) const { 2750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // f4 = sqrt(10) (x1 - x4)^2 2760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong residual[0] = T(sqrt(10.0)) * (x1[0] - x4[0]) * (x1[0] - x4[0]); 2770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong return true; 2780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 2790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong }; 2800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 2810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double x_[4]; 2820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Problem problem_; 2830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Solver::Options options_; 2840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}; 2850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 2860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST(SystemTest, PowellsFunction) { 2870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong vector<SolverConfig> configs; 288399f7d09e0c45af54b77b4ab9508d6f23759b927Scott Ettinger#define CONFIGURE(linear_solver, sparse_linear_algebra_library_type, ordering) \ 289399f7d09e0c45af54b77b4ab9508d6f23759b927Scott Ettinger configs.push_back(SolverConfig(linear_solver, \ 290399f7d09e0c45af54b77b4ab9508d6f23759b927Scott Ettinger sparse_linear_algebra_library_type, \ 2910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ordering)) 2920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 2930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CONFIGURE(DENSE_QR, SUITE_SPARSE, kAutomaticOrdering); 2940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CONFIGURE(DENSE_NORMAL_CHOLESKY, SUITE_SPARSE, kAutomaticOrdering); 2950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CONFIGURE(DENSE_SCHUR, SUITE_SPARSE, kAutomaticOrdering); 2960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 2970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#ifndef CERES_NO_SUITESPARSE 2980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CONFIGURE(SPARSE_NORMAL_CHOLESKY, SUITE_SPARSE, kAutomaticOrdering); 2990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#endif // CERES_NO_SUITESPARSE 3000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#ifndef CERES_NO_CXSPARSE 3020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CONFIGURE(SPARSE_NORMAL_CHOLESKY, CX_SPARSE, kAutomaticOrdering); 3030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#endif // CERES_NO_CXSPARSE 3040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kAutomaticOrdering); 3060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#undef CONFIGURE 3080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const double kMaxAbsoluteDifference = 1e-8; 3100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong RunSolversAndCheckTheyMatch<PowellsFunction>(configs, kMaxAbsoluteDifference); 3110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 3120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// This class implements the SystemTestProblem interface and provides 3140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// access to a bundle adjustment problem. It is based on 3150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// examples/bundle_adjustment_example.cc. Currently a small 16 camera 3160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// problem is hard coded in the constructor. Going forward we may 3170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// extend this to a larger number of problems. 3180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass BundleAdjustmentProblem { 3190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public: 3200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong BundleAdjustmentProblem() { 3210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const string input_file = TestFileAbsolutePath("problem-16-22106-pre.txt"); 3220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ReadData(input_file); 3230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong BuildProblem(); 3240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 3250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ~BundleAdjustmentProblem() { 3270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong delete []point_index_; 3280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong delete []camera_index_; 3290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong delete []observations_; 3300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong delete []parameters_; 3310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 3320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Problem* mutable_problem() { return &problem_; } 3340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Solver::Options* mutable_solver_options() { return &options_; } 3350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int num_cameras() const { return num_cameras_; } 3370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int num_points() const { return num_points_; } 3380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int num_observations() const { return num_observations_; } 3390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const int* point_index() const { return point_index_; } 3400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const int* camera_index() const { return camera_index_; } 3410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const double* observations() const { return observations_; } 3420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* mutable_cameras() { return parameters_; } 3430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* mutable_points() { return parameters_ + 9 * num_cameras_; } 3440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong private: 3460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong void ReadData(const string& filename) { 3470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong FILE * fptr = fopen(filename.c_str(), "r"); 3480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong if (!fptr) { 3500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LOG(FATAL) << "File Error: unable to open file " << filename; 3510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong }; 3520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // This will die horribly on invalid files. Them's the breaks. 3540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong FscanfOrDie(fptr, "%d", &num_cameras_); 3550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong FscanfOrDie(fptr, "%d", &num_points_); 3560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong FscanfOrDie(fptr, "%d", &num_observations_); 3570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong VLOG(1) << "Header: " << num_cameras_ 3590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong << " " << num_points_ 3600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong << " " << num_observations_; 3610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong point_index_ = new int[num_observations_]; 3630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong camera_index_ = new int[num_observations_]; 3640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong observations_ = new double[2 * num_observations_]; 3650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong num_parameters_ = 9 * num_cameras_ + 3 * num_points_; 3670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong parameters_ = new double[num_parameters_]; 3680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int i = 0; i < num_observations_; ++i) { 3700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong FscanfOrDie(fptr, "%d", camera_index_ + i); 3710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong FscanfOrDie(fptr, "%d", point_index_ + i); 3720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int j = 0; j < 2; ++j) { 3730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong FscanfOrDie(fptr, "%lf", observations_ + 2*i + j); 3740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 3750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 3760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int i = 0; i < num_parameters_; ++i) { 3780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong FscanfOrDie(fptr, "%lf", parameters_ + i); 3790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 3800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 3810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong void BuildProblem() { 3830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* points = mutable_points(); 3840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* cameras = mutable_cameras(); 3850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int i = 0; i < num_observations(); ++i) { 3870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Each Residual block takes a point and a camera as input and 3880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // outputs a 2 dimensional residual. 3890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CostFunction* cost_function = 3900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong new AutoDiffCostFunction<BundlerResidual, 2, 9, 3>( 3910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong new BundlerResidual(observations_[2*i + 0], 3920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong observations_[2*i + 1])); 3930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 3940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Each observation correponds to a pair of a camera and a point 3950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // which are identified by camera_index()[i] and 3960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // point_index()[i] respectively. 3970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* camera = cameras + 9 * camera_index_[i]; 3980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* point = points + 3 * point_index()[i]; 3990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong problem_.AddResidualBlock(cost_function, NULL, camera, point); 4000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 4010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 40279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez options_.linear_solver_ordering.reset(new ParameterBlockOrdering); 4030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // The points come before the cameras. 4050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int i = 0; i < num_points_; ++i) { 4060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong options_.linear_solver_ordering->AddElementToGroup(points + 3 * i, 0); 4070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 4080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int i = 0; i < num_cameras_; ++i) { 4100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong options_.linear_solver_ordering->AddElementToGroup(cameras + 9 * i, 1); 4110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 4120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong options_.max_num_iterations = 25; 4140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong options_.function_tolerance = 1e-10; 4150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong options_.gradient_tolerance = 1e-10; 4160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong options_.parameter_tolerance = 1e-10; 4170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 4180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong template<typename T> 4200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong void FscanfOrDie(FILE *fptr, const char *format, T *value) { 4210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int num_scanned = fscanf(fptr, format, value); 4220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong if (num_scanned != 1) { 4230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong LOG(FATAL) << "Invalid UW data file."; 4240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 4250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 4260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Templated pinhole camera model. The camera is parameterized 4280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // using 9 parameters. 3 for rotation, 3 for translation, 1 for 4290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // focal length and 2 for radial distortion. The principal point is 4300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // not modeled (i.e. it is assumed be located at the image center). 4310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong struct BundlerResidual { 4320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // (u, v): the position of the observation with respect to the image 4330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // center point. 4340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong BundlerResidual(double u, double v): u(u), v(v) {} 4350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong template <typename T> 4370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong bool operator()(const T* const camera, 4380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const T* const point, 4390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong T* residuals) const { 4400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong T p[3]; 4410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong AngleAxisRotatePoint(camera, point, p); 4420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Add the translation vector 4440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong p[0] += camera[3]; 4450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong p[1] += camera[4]; 4460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong p[2] += camera[5]; 4470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const T& focal = camera[6]; 4490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const T& l1 = camera[7]; 4500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const T& l2 = camera[8]; 4510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Compute the center of distortion. The sign change comes from 4530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // the camera model that Noah Snavely's Bundler assumes, whereby 4540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // the camera coordinate system has a negative z axis. 4550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong T xp = - focal * p[0] / p[2]; 4560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong T yp = - focal * p[1] / p[2]; 4570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Apply second and fourth order radial distortion. 4590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong T r2 = xp*xp + yp*yp; 4600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong T distortion = T(1.0) + r2 * (l1 + l2 * r2); 4610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong residuals[0] = distortion * xp - T(u); 4630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong residuals[1] = distortion * yp - T(v); 4640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong return true; 4660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 4670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double u; 4690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double v; 4700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong }; 4710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Problem problem_; 4740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Solver::Options options_; 4750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int num_cameras_; 4770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int num_points_; 4780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int num_observations_; 4790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int num_parameters_; 4800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int* point_index_; 4820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong int* camera_index_; 4830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* observations_; 4840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // The parameter vector is laid out as follows 4850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // [camera_1, ..., camera_n, point_1, ..., point_m] 4860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* parameters_; 4870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}; 4880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST(SystemTest, BundleAdjustmentProblem) { 4900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong vector<SolverConfig> configs; 4910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 492399f7d09e0c45af54b77b4ab9508d6f23759b927Scott Ettinger#define CONFIGURE(linear_solver, sparse_linear_algebra_library_type, ordering, preconditioner) \ 4930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong configs.push_back(SolverConfig(linear_solver, \ 494399f7d09e0c45af54b77b4ab9508d6f23759b927Scott Ettinger sparse_linear_algebra_library_type, \ 4950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong ordering, \ 4960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong preconditioner)) 4970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 4980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CONFIGURE(DENSE_SCHUR, SUITE_SPARSE, kAutomaticOrdering, IDENTITY); 4990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CONFIGURE(DENSE_SCHUR, SUITE_SPARSE, kUserOrdering, IDENTITY); 5000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 5010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CONFIGURE(CGNR, SUITE_SPARSE, kAutomaticOrdering, JACOBI); 50279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez 5030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kUserOrdering, JACOBI); 50479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kAutomaticOrdering, JACOBI); 50579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez 5061d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kUserOrdering, SCHUR_JACOBI); 50779397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kAutomaticOrdering, SCHUR_JACOBI); 5080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 5090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#ifndef CERES_NO_SUITESPARSE 51079397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(SPARSE_NORMAL_CHOLESKY, SUITE_SPARSE, kAutomaticOrdering, IDENTITY); 51179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(SPARSE_NORMAL_CHOLESKY, SUITE_SPARSE, kUserOrdering, IDENTITY); 51279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez 51379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(SPARSE_SCHUR, SUITE_SPARSE, kAutomaticOrdering, IDENTITY); 51479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(SPARSE_SCHUR, SUITE_SPARSE, kUserOrdering, IDENTITY); 5151d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 51679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kAutomaticOrdering, CLUSTER_JACOBI); 5170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kUserOrdering, CLUSTER_JACOBI); 51879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez 51979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kAutomaticOrdering, CLUSTER_TRIDIAGONAL); 5200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong CONFIGURE(ITERATIVE_SCHUR, SUITE_SPARSE, kUserOrdering, CLUSTER_TRIDIAGONAL); 5210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#endif // CERES_NO_SUITESPARSE 5220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 52379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez#ifndef CERES_NO_CXSPARSE 52479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(SPARSE_NORMAL_CHOLESKY, CX_SPARSE, kAutomaticOrdering, IDENTITY); 52579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(SPARSE_NORMAL_CHOLESKY, CX_SPARSE, kUserOrdering, IDENTITY); 5260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 52779397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(SPARSE_SCHUR, CX_SPARSE, kAutomaticOrdering, IDENTITY); 52879397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(SPARSE_SCHUR, CX_SPARSE, kUserOrdering, IDENTITY); 52979397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez#endif // CERES_NO_CXSPARSE 5301d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 53179397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez#ifdef CERES_USE_EIGEN_SPARSE 53279397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(SPARSE_SCHUR, EIGEN_SPARSE, kAutomaticOrdering, IDENTITY); 53379397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(SPARSE_SCHUR, EIGEN_SPARSE, kUserOrdering, IDENTITY); 53479397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(SPARSE_NORMAL_CHOLESKY, EIGEN_SPARSE, kAutomaticOrdering, IDENTITY); 53579397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez CONFIGURE(SPARSE_NORMAL_CHOLESKY, EIGEN_SPARSE, kUserOrdering, IDENTITY); 53679397c21138f54fcff6ec067b44b847f1f7e0e98Carlos Hernandez#endif // CERES_USE_EIGEN_SPARSE 5370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 5380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#undef CONFIGURE 5390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 5400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Single threaded evaluators and linear solvers. 5410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong const double kMaxAbsoluteDifference = 1e-4; 5420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong RunSolversAndCheckTheyMatch<BundleAdjustmentProblem>(configs, 5430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong kMaxAbsoluteDifference); 5440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 5450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#ifdef CERES_USE_OPENMP 5460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Multithreaded evaluators and linear solvers. 5470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int i = 0; i < configs.size(); ++i) { 5480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong configs[i].num_threads = 2; 5490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 5500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong RunSolversAndCheckTheyMatch<BundleAdjustmentProblem>(configs, 5510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong kMaxAbsoluteDifference); 5520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#endif // CERES_USE_OPENMP 5530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 5540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 5550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace internal 5560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace ceres 557