mujoco / data /test /engine /engine_util_solve_test.cc
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// Copyright 2021 DeepMind Technologies Limited
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
// Tests for engine/engine_util_solve.c.
#include "src/engine/engine_util_solve.h"
#include <cstddef>
#include <iostream>
#include <random>
#include <iomanip>
#include <string>
#include <gmock/gmock.h>
#include <gtest/gtest.h>
#include <mujoco/mujoco.h>
#include "src/engine/engine_util_blas.h"
#include "src/engine/engine_util_misc.h"
#include "test/fixture.h"
namespace mujoco {
namespace {
using ::testing::DoubleEq;
using ::testing::Pointwise;
using ::testing::DoubleNear;
using ::testing::ElementsAre;
using ::std::string;
using ::std::setw;
using QCQP2Test = MujocoTest;
TEST_F(QCQP2Test, DegenerateAMatrix) {
// A 2x2 matrix with determinant zero.
const mjtNum Ain[9] { 6, -15, 2, -5 };
// Any values will do for these three inputs.
const mjtNum bin[3] { -12, 49 };
const mjtNum d[3] { 11, 31 };
const mjtNum r = 0.01;
// Make output array explicitly nonzero to simulate uninitialized memory.
mjtNum res[2] { 999, 999 };
EXPECT_EQ(mju_QCQP2(res, Ain, bin, d, r), 0);
EXPECT_EQ(res[0], 0);
EXPECT_EQ(res[1], 0);
}
using QCQP3Test = MujocoTest;
TEST_F(QCQP3Test, DegenerateAMatrix) {
// A 3x3 matrix with determinant zero.
const mjtNum Ain[9] { 1, 4, -2, -3, -7, 5, 2, -9, 0 };
// Any values will do for these three inputs.
const mjtNum bin[3] { -12, 49, 8 };
const mjtNum d[3] { 11, 31, -23 };
const mjtNum r = 0.1;
// Make output array explicitly nonzero to simulate uninitialized memory.
mjtNum res[3] { 999, 999, 999 };
EXPECT_EQ(mju_QCQP3(res, Ain, bin, d, r), 0);
EXPECT_EQ(res[0], 0);
EXPECT_EQ(res[1], 0);
EXPECT_EQ(res[2], 0);
}
// --------------------------- mju_boxQP ---------------------------------------
using BoxQPTest = MujocoTest;
// utility: compute QP objective = 0.5*x'*H*x + x'*g
mjtNum objective(const mjtNum* x, const mjtNum* H, const mjtNum* g, int n) {
return 0.5 * mju_mulVecMatVec(x, H, x, n) + mju_dot(x, g, n);
}
// utility: test if res is the minimum of a given box-QP problem
bool isQPminimum(const mjtNum* res, const mjtNum* H, const mjtNum* g, int n,
const mjtNum* lower, const mjtNum* upper) {
static const mjtNum eps = 1e-4; // epsilon used for nudging
bool is_minimum = true;
mjtNum* res_nudge = (mjtNum*) mju_malloc(sizeof(mjtNum)*n);
// get solution value
mjtNum value = objective(res, H, g, n);
mjtNum value_nudge;
// compare to nudged solution
mju_copy(res_nudge, res, n);
for (int i=0; i < n; i++) {
// nudge down
res_nudge[i] = res[i] - eps;
if (lower) {
res_nudge[i] = mju_max(lower[i], res_nudge[i]);
}
value_nudge = objective(res_nudge, H, g, n);
if (value_nudge - value < 0) {
is_minimum = false;
break;
}
// nudge up
res_nudge[i] = res[i] + eps;
if (upper) {
res_nudge[i] = mju_min(upper[i], res_nudge[i]);
}
value_nudge = objective(res_nudge, H, g, n);
if (value_nudge - value < 0) {
is_minimum = false;
break;
}
// reset
res_nudge[i] = res[i];
}
mju_free(res_nudge);
return is_minimum;
}
// utility: define QP with pseudorandom values
void randomBoxQP(int n, mjtNum* H, mjtNum* g, mjtNum* lower, mjtNum* upper,
int seed) {
// make distribution using seed
std::mt19937_64 rng;
rng.seed(seed);
std::normal_distribution<double> dist(0, 1);
// square root of H
mjtNum* sqrtH = (mjtNum*) mju_malloc(sizeof(mjtNum)*n*n);
for (int i=0; i < n; i++) {
g[i] = dist(rng);
lower[i] = 5*dist(rng);
upper[i] = 5*dist(rng);
// fix invalid bounds
if (lower[i] > upper[i]) {
mjtNum tmp = upper[i];
upper[i] = lower[i];
lower[i] = tmp;
}
// sample temp
for (int j=0; j < n; j++) {
sqrtH[n*i+j] = dist(rng);
}
}
// make SPD matrix H
mju_mulMatTMat(H, sqrtH, sqrtH, n, n, n);
mju_free(sqrtH);
}
// test mju_boxQP on a small unbounded QP
TEST_F(BoxQPTest, UnboundedQP) {
// small arrays, allocate on stack
static const int n = 2;
mjtNum H[n*n] = {
2, 0,
0, 2
};
mjtNum g[n] = {1, 3};
mjtNum res[n] = {0, 0};
mjtNum R[n*(n+7)];
int nfree = mju_boxQP(res, R, /*index=*/nullptr, H, g, n,
/*lower=*/nullptr, /*upper=*/nullptr);
// no bounds, expect Newton point
EXPECT_EQ(nfree, 2);
EXPECT_THAT(res[0], DoubleEq(-g[0]/H[0]));
EXPECT_THAT(res[1], DoubleEq(-g[1]/H[3]));
// check that solution is actual minimum
EXPECT_TRUE(isQPminimum(res, H, g, n, /*lower=*/nullptr, /*upper=*/nullptr));
// perturb solution, expected it no longer be the minimum
res[0] += 0.001;
EXPECT_FALSE(isQPminimum(res, H, g, n, /*lower=*/nullptr, /*upper=*/nullptr));
// negative-definite Hessian, no solution
H[0] = -1;
nfree = mju_boxQP(res, R, /*index=*/nullptr, H, g, n,
/*lower=*/nullptr, /*upper=*/nullptr);
EXPECT_EQ(nfree, -1);
}
// small bounded QP with asymmetric Hessian (upper triangle ignored)
TEST_F(BoxQPTest, AsymmetricUpperIgnored) {
// small arrays, allocate on stack
static const int n = 2;
mjtNum H[n*n] = {
1, -400,
0, 1
};
mjtNum g[n] = {1, 3};
mjtNum res[n] = {0, 0};
mjtNum lower[n] = {-2, -2};
mjtNum upper[n] = {0, 0};
int index[n];
mjtNum R[n*(n+7)];
// solve box-QP
int nfree = mju_boxQP(res, R, index, H, g, n, lower, upper);
EXPECT_EQ(nfree, 1);
EXPECT_THAT(res[0], DoubleEq(-g[0]/H[0]));
EXPECT_THAT(res[1], DoubleEq(lower[1]));
}
// test mju_boxQP on a single random bounded QP
TEST_F(BoxQPTest, BoundedQP) {
int n = 50; // problem size
// allocate on heap
mjtNum *H, *g, *lower, *upper; // inputs
mjtNum *res, *R; // outputs
int* index; // outputs
mju_boxQPmalloc(&res, &R, &index, &H, &g, n, &lower, &upper);
randomBoxQP(n, H, g, lower, upper, /*seed=*/1);
// initialize res
mju_zero(res, n);
// use default options
int maxiter = 100; // maximum number of iterations
mjtNum mingrad = 1E-16; // minimum squared norm of (unclamped) gradient
mjtNum backtrack = 0.5; // backtrack factor for decreasing stepsize
mjtNum minstep = 1E-22; // minimum stepsize for linesearch
mjtNum armijo = 0.1; // Armijo parameter
// logging
static const int logsz = 10000;
char log[logsz];
int nfree = mju_boxQPoption(res, R, index, H, g, n, lower, upper,
maxiter, mingrad, backtrack,
minstep, armijo, log, logsz);
// EXPECT_TRUE(false) << log; // uncomment to print `log` to error log
// check solution
EXPECT_GT(nfree, -1);
EXPECT_TRUE(isQPminimum(res, H, g, n, lower, upper));
// verify clamping
int j = nfree > 0 ? 0 : -1;
for (int i=0; i < n; i++) {
if (j >= 0 && i == index[j]) { // free dimension
EXPECT_GT(res[i], lower[i]);
EXPECT_LT(res[i], upper[i]);
j++;
} else { // clamped dimension
EXPECT_TRUE(res[i] == lower[i] || res[i] == upper[i]);
}
}
mju_free(res);
mju_free(R);
mju_free(index);
mju_free(H);
mju_free(g);
mju_free(lower);
mju_free(upper);
}
// test mju_boxQP on a set of random bounded QPs
TEST_F(BoxQPTest, BoundedQPvariations) {
int nmax = 100;
// allocate maximum size on heap
mjtNum *H, *g, *lower, *upper; // inputs
mjtNum *res, *R; // outputs
int* index; // outputs
mju_boxQPmalloc(&res, &R, &index, &H, &g, nmax, &lower, &upper);
// logging
static const int logsz = 10000;
char log[logsz];
int seed = 1;
for (int n : {3, 30, 100}) {
int count = 0;
int factorizations = 0;
for (mjtNum scaleH : {.01, 1.0, 100.0}) {
for (mjtNum scaleg : {.01, 1.0, 100.0}) {
for (mjtNum scalebounds : {.01, 1.0, 100.0}) {
// make random box-QP
randomBoxQP(n, H, g, lower, upper, seed++);
mju_scl(H, H, scaleH, n*n);
mju_scl(g, g, scaleg, n);
mju_scl(lower, lower, scalebounds, n);
mju_scl(upper, upper, scalebounds, n);
// initialize with zeros
mju_zero(res, n);
// default algorithm options
int maxiter = 100;
mjtNum mingrad = 1E-16;
mjtNum backtrack = 0.5;
mjtNum minstep = 1E-22;
mjtNum armijo = 0.1;
// solve box-QP with logging
int nfree = mju_boxQPoption(res, R, index, H, g, n, lower, upper,
maxiter, mingrad, backtrack,
minstep, armijo, log, logsz);
// check solution
EXPECT_GT(nfree, -1) << log;
EXPECT_TRUE(isQPminimum(res, H, g, n, lower, upper))
<< "n " << n << '\n'
<< "scaleH " << scaleH << '\n'
<< "scaleg " << scaleg << '\n'
<< "scalebounds " << scalebounds << '\n';
// wrap log with string, count factorizations
string slog(log);
string factorstr = "factorizations=";
std::size_t index = slog.find(factorstr) + factorstr.length();
int num_factor = std::stoi(slog.substr(index, 3));
// never more than 6 factorizations
EXPECT_LE(num_factor, 6);
factorizations += num_factor;
count++;
}
}
}
double meanfactor = ((double)factorizations) / count;
// average of 4.5 factorizations is expected
EXPECT_LE(meanfactor, 5.0);
std::cerr << "n=" << setw(3) << n
<< ": average of " << meanfactor << " factorizations\n";
}
mju_free(res);
mju_free(R);
mju_free(index);
mju_free(H);
mju_free(g);
mju_free(lower);
mju_free(upper);
}
// ------------------------- band matrices -------------------------------------
using BandMatrixTest = MujocoTest;
// utility: random "arrowhead", banded-then-dense SPD matrix
// optional random vector and diagonal regularizer
void randomBanded(mjtNum* H, int nTotal, int nBand, int nDense, int seed,
mjtNum* vec = nullptr, mjtNum reg = 0) {
// make distribution using seed
std::mt19937_64 rng;
rng.seed(seed);
std::normal_distribution<double> dist(0, 1);
// allocate square root
mjtNum* sqrtH = (mjtNum*) mju_malloc(sizeof(mjtNum)*nTotal*nTotal);
// sample
for (int i=0; i < nTotal; i++) {
if (vec) vec[i] = dist(rng);
for (int j=0; j < nTotal; j++) {
sqrtH[nTotal*i+j] = dist(rng);
}
}
// make SPD matrix H
mju_mulMatTMat(H, sqrtH, sqrtH, nTotal, nTotal, nTotal);
// set zeros
int nSparse = nTotal-nDense;
for (int i=0; i < nSparse; i++) {
int nzeros = mjMAX(0, i + 1 - nBand);
for (int j=0; j < nzeros; j++) {
H[nTotal*i + j] = 0;
H[nTotal*j + i] = 0;
}
}
// add regularizer to diagonal
for (int i=0; i < nTotal; i++) {
H[nTotal*i + i] += reg;
}
mju_free(sqrtH);
}
// test banded-vector diagonal values
TEST_F(BandMatrixTest, Diagonal) {
int seed = 1;
int nTotal = 8;
for (int nBand : {1, 3}) {
for (int nDense : {0, 2}) {
// allocate
int nB = (nTotal-nDense)*nBand + nDense*nTotal;
mjtNum* B = (mjtNum*) mju_malloc(sizeof(mjtNum)*nB);
int nH = nTotal*nTotal;
mjtNum* H = (mjtNum*) mju_malloc(sizeof(mjtNum)*nH);
// make random banded SPD matrix, dense representation
randomBanded(H, nTotal, nBand, nDense, seed++);
// convert to banded representation
mju_dense2Band(B, H, nTotal, nBand, nDense);
// expect diagonals to be equal
for (int i=0; i < nTotal; i++) {
EXPECT_EQ(H[i*nTotal + i], B[mju_bandDiag(i, nTotal, nBand, nDense)]);
}
mju_free(H);
mju_free(B);
}
}
}
// test conversion of banded <-> dense
TEST_F(BandMatrixTest, Conversion) {
int seed = 1;
int nTotal = 8;
for (int nBand : {0, 1, 3}) {
for (int nDense : {0, 2}) {
// allocate
int nB = (nTotal-nDense)*nBand + nDense*nTotal;
mjtNum* B = (mjtNum*) mju_malloc(sizeof(mjtNum)*nB);
int nH = nTotal*nTotal;
mjtNum* H = (mjtNum*) mju_malloc(sizeof(mjtNum)*nH);
mjtNum* H1 = (mjtNum*) mju_malloc(sizeof(mjtNum)*nH);
// make random banded SPD matrix, dense
randomBanded(H, nTotal, nBand, nDense, seed++);
// convert to banded
mju_dense2Band(B, H, nTotal, nBand, nDense);
// convert back to dense
mju_band2Dense(H1, B, nTotal, nBand, nDense, /*flg_sym=*/1);
// expect exact equality
EXPECT_EQ(AsVector(H, nH), AsVector(H1, nH));
mju_free(H1);
mju_free(H);
mju_free(B);
}
}
}
// test banded-vector multiplication
TEST_F(BandMatrixTest, Multiplication) {
int seed = 1;
int nTotal = 8;
for (int nBand : {0, 1, 3}) {
for (int nDense : {0, 2}) {
// allocate
int nB = (nTotal-nDense)*nBand + nDense*nTotal;
mjtNum* B = (mjtNum*) mju_malloc(sizeof(mjtNum)*nB);
int nH = nTotal*nTotal;
mjtNum* H = (mjtNum*) mju_malloc(sizeof(mjtNum)*nH);
mjtNum* vec = (mjtNum*) mju_malloc(sizeof(mjtNum)*nTotal);
mjtNum* res = (mjtNum*) mju_malloc(sizeof(mjtNum)*nTotal);
mjtNum* res1 = (mjtNum*) mju_malloc(sizeof(mjtNum)*nTotal);
// make random banded SPD matrix, dense
randomBanded(H, nTotal, nBand, nDense, seed++, vec);
// multiply dense
mju_mulMatVec(res, H, vec, nTotal, nTotal);
// convert to banded, multiply
mju_dense2Band(B, H, nTotal, nBand, nDense);
mju_bandMulMatVec(res1, B, vec, nTotal, nBand, nDense,
/*nVec=*/1, /*flg_sym=*/1);
// expect numerical equality
mjtNum eps = 1e-12;
EXPECT_THAT(AsVector(res, nTotal),
Pointwise(DoubleNear(eps), AsVector(res1, nTotal)));
mju_free(res1);
mju_free(res);
mju_free(vec);
mju_free(H);
mju_free(B);
}
}
}
// test banded factorization and vector product with factor
TEST_F(BandMatrixTest, Factorization) {
int seed = 1;
int nTotal = 8;
for (int nBand : {1, 3}) {
for (int nDense : {0, 2}) {
for (mjtNum diagadd : {0.0, 1.0}) {
for (int diagmul : {0.0, 1.3}) {
// allocate
int nB = (nTotal-nDense)*nBand + nDense*nTotal;
mjtNum* B = (mjtNum*) mju_malloc(sizeof(mjtNum)*nB);
int nH = nTotal*nTotal;
mjtNum* H = (mjtNum*) mju_malloc(sizeof(mjtNum)*nH);
mjtNum* H1 = (mjtNum*) mju_malloc(sizeof(mjtNum)*nH);
mjtNum* vec = (mjtNum*) mju_malloc(sizeof(mjtNum)*nTotal);
mjtNum* res = (mjtNum*) mju_malloc(sizeof(mjtNum)*nTotal);
mjtNum* res1 = (mjtNum*) mju_malloc(sizeof(mjtNum)*nTotal);
// make random banded matrix, dense representation
// add regularizer to ensure PD
randomBanded(H, nTotal, nBand, nDense, seed++, vec, /*reg=*/nTotal);
// convert to banded
mju_dense2Band(B, H, nTotal, nBand, nDense);
// apply diagadd and diagmul
for (int i=0; i < nTotal; i++) {
H[nTotal*i + i] += diagadd + diagmul*H[nTotal*i + i];
}
// in-place dense factorization
int rank = mju_cholFactor(H, nTotal, /*mindiag=*/0);
// expect factorization to have succeeded
EXPECT_EQ(rank, nTotal);
// banded factorization
mjtNum minDiag = mju_cholFactorBand(B, nTotal, nBand, nDense,
diagadd, diagmul);
// expect factorization to have succeeded
EXPECT_GT(minDiag, 0);
// convert back to dense, lower triangle only
mju_band2Dense(H1, B, nTotal, nBand, nDense, /*flg_sym=*/0);
// zero upper triangle of H (unused)
for (int i=0; i < nTotal-1; i++) {
mju_zero(H + nTotal*i + i + 1, nTotal - i - 1);
}
// expect numerical equality
mjtNum eps = 1e-12;
EXPECT_THAT(AsVector(H, nH),
Pointwise(DoubleNear(eps), AsVector(H1, nH)));
// multiply dense
mju_mulMatVec(res, H, vec, nTotal, nTotal);
// multiply sparse, only lower triangle
mju_bandMulMatVec(res1, B, vec, nTotal, nBand, nDense,
/*nVec=*/1, /*flg_sym=*/0);
// expect numerical equality
EXPECT_THAT(AsVector(res, nTotal),
Pointwise(DoubleNear(eps), AsVector(res1, nTotal)));
mju_free(res1);
mju_free(res);
mju_free(vec);
mju_free(H1);
mju_free(H);
mju_free(B);
}
}
}
}
}
// test banded solve
TEST_F(BandMatrixTest, Solve) {
int seed = 1;
int nTotal = 8;
for (int nBand : {1, 3}) {
for (int nDense : {0, 2}) {
// allocate
int nB = (nTotal-nDense)*nBand + nDense*nTotal;
mjtNum* B = (mjtNum*) mju_malloc(sizeof(mjtNum)*nB);
int nH = nTotal*nTotal;
mjtNum* H = (mjtNum*) mju_malloc(sizeof(mjtNum)*nH);
mjtNum* H1 = (mjtNum*) mju_malloc(sizeof(mjtNum)*nH);
mjtNum* vec = (mjtNum*) mju_malloc(sizeof(mjtNum)*nTotal);
mjtNum* res = (mjtNum*) mju_malloc(sizeof(mjtNum)*nTotal);
mjtNum* res1 = (mjtNum*) mju_malloc(sizeof(mjtNum)*nTotal);
// make random banded matrix, dense representation
// add regularizer to ensure PD
randomBanded(H, nTotal, nBand, nDense, seed++, vec, /*reg=*/nTotal);
// convert to banded
mju_dense2Band(B, H, nTotal, nBand, nDense);
// in-place dense factorization
int rank = mju_cholFactor(H, nTotal, /*mindiag=*/0);
// expect factorization to have succeeded
EXPECT_EQ(rank, nTotal);
// banded factorization
mjtNum minDiag = mju_cholFactorBand(B, nTotal, nBand, nDense,
/*diagadd=*/0, /*diagmul=*/0);
// expect factorization to have succeeded
EXPECT_GT(minDiag, 0);
// convert back to dense, lower triangle only
mju_band2Dense(H1, B, nTotal, nBand, nDense, /*flg_sym=*/0);
// solve with dense
mju_cholSolve(res, H, vec, nTotal);
// solve with banded
mju_cholSolveBand(res1, B, vec, nTotal, nBand, nDense);
// expect numerical equality
mjtNum eps = 1e-12;
EXPECT_THAT(AsVector(res, nTotal),
Pointwise(DoubleNear(eps), AsVector(res1, nTotal)));
mju_free(res1);
mju_free(res);
mju_free(vec);
mju_free(H1);
mju_free(H);
mju_free(B);
}
}
}
using EngineUtilSolveTest = MujocoTest;
TEST_F(EngineUtilSolveTest, MjuCholFactorNNZ) {
mjModel* model = LoadModelFromString("<mujoco/>");
mjData* d = mj_makeData(model);
int nA = 2;
mjtNum matA[4] = {1, 0,
0, 1};
mjtNum sparseA[4];
int rownnzA[2];
int rowadrA[2];
int colindA[4];
int rownnzA_factor[2];
mju_dense2sparse(sparseA, matA, nA, nA, rownnzA, rowadrA, colindA, 4);
int nnzA = mju_cholFactorCount(rownnzA_factor,
rownnzA, rowadrA, colindA, nA, d);
EXPECT_EQ(nnzA, 2);
EXPECT_THAT(AsVector(rownnzA_factor, 2), ElementsAre(1, 1));
int nB = 3;
mjtNum matB[9] = {10, 1, 0,
0, 10, 1,
0, 0, 10};
mjtNum sparseB[9];
int rownnzB[3];
int rowadrB[3];
int colindB[9];
int rownnzB_factor[3];
mju_dense2sparse(sparseB, matB, nB, nB, rownnzB, rowadrB, colindB, 9);
int nnzB = mju_cholFactorCount(rownnzB_factor,
rownnzB, rowadrB, colindB, nB, d);
EXPECT_EQ(nnzB, 5);
EXPECT_THAT(AsVector(rownnzB_factor, 3), ElementsAre(1, 2, 2));
int nC = 3;
mjtNum matC[9] = {10, 1, 0,
0, 10, 0,
0, 0, 10};
mjtNum sparseC[9];
int rownnzC[3];
int rowadrC[3];
int colindC[9];
int rownnzC_factor[3];
mju_dense2sparse(sparseC, matC, nC, nC, rownnzC, rowadrC, colindC, 9);
int nnzC = mju_cholFactorCount(rownnzC_factor,
rownnzC, rowadrC, colindC, nC, d);
EXPECT_EQ(nnzC, 4);
EXPECT_THAT(AsVector(rownnzC_factor, 3), ElementsAre(1, 2, 1));
int nD = 4;
mjtNum matD[16] = {10, 1, 2, 3,
0, 10, 0, 0,
0, 0, 10, 1,
0, 0, 0, 10};
mjtNum sparseD[16];
int rownnzD[4];
int rowadrD[4];
int colindD[16];
int rownnzD_factor[4];
mju_dense2sparse(sparseD, matD, nD, nD, rownnzD, rowadrD, colindD, 16);
int nnzD = mju_cholFactorCount(rownnzD_factor,
rownnzD, rowadrD, colindD, nD, d);
EXPECT_EQ(nnzD, 8);
EXPECT_THAT(AsVector(rownnzD_factor, 4), ElementsAre(1, 2, 2, 3));
mj_deleteData(d);
mj_deleteModel(model);
}
} // namespace
} // namespace mujoco