// 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 #include #include #include #include #include #include #include #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 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 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(""); 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