Merge pull request #46 from julien-michot/fix/lm-skip-rebuilds

Fix linear system rebuild skips

Author: julien-michot

include/tinyopt/solvers/lm.h

@@ -80,6 +80,9 @@ class SolverLM : public tinyopt::solvers::SolverGN<Hessian_t> {
     rebuild_linear_system_ = true;
   }
 
+  /// Force the solver to rebuild or skip it
+  void Rebuild(bool b) override { rebuild_linear_system_ = b; }
+
   /// Build the gradient and hessian by accumulating residuals and their jacobians
   /// Returns true on success
   template <typename X_t, typename AccFunc>

tests/optimizers.cpp

@@ -36,7 +36,7 @@ using namespace tinyopt::diff;
 using namespace tinyopt::optimizers;
 using namespace tinyopt::solvers;
 
-void TestOptimizerSimple() {
+TEST_CASE("tinyopt_optimizer_converge") {
   // Use Optimizer class interface
   {
     auto loss = [&](const auto &x, auto &grad, auto &H) {
@@ -78,7 +78,7 @@ void TestOptimizerSimple() {
   }
 }
 
-void TestOptimizerAutoDiff() {
+TEST_CASE("tinyopt_optimizer_autodiff") {
   // Use Optimizer class interface
   {
     auto loss = [&](const auto &x) {
@@ -126,8 +126,3 @@ void TestOptimizerAutoDiff() {
     }
   }
 }
-
-TEST_CASE("tinyopt_optimizer") {
-  TestOptimizerSimple();
-  TestOptimizerAutoDiff();
-}

tests/solvers.cpp

@@ -77,4 +77,44 @@ TEMPLATE_TEST_CASE("tinyopt_solvers1_numdiff", "[solver]", SolverGD<Vec2>) {
     REQUIRE(dx[0] == Approx(y[0] * options.lr).margin(1e-2));
     REQUIRE(dx[1] == Approx(y[1] * options.lr).margin(1e-2));
   }
+}
+
+
+
+TEST_CASE("tinyopt_solvers_skip_rebuild") {
+  SolverLM<Mat2> solver;
+  using Vec = typename SolverLM<Mat2>::Grad_t;
+  SECTION("Resize") { solver.resize(2); }
+  SECTION("Solve") {
+    Vec x = Vec::Zero(2);
+    const Vec2 y = Vec2(4, 5);
+
+    int num_grad_updates = 0;
+    auto loss = [&](const auto &x, auto &grad, auto &H) {
+      auto res = (x - y).eval();
+      if constexpr (!traits::is_nullptr_v<decltype(grad)>) {
+        grad = res;
+        H = Mat2::Identity();
+        num_grad_updates++;
+      }
+      return res;
+    };
+
+    bool built = solver.Build(x, loss);
+    REQUIRE(built);
+    REQUIRE(num_grad_updates == 1);
+
+    solver.Rebuild(false);
+    built = solver.Build(x, loss);
+    REQUIRE(built);
+    REQUIRE(num_grad_updates == 1);
+
+    const auto &maybe_dx = solver.Solve();
+    REQUIRE(maybe_dx.has_value());
+    const auto &dx = maybe_dx.value();
+
+    REQUIRE(dx[0] == Approx(y[0]).margin(1e-2));
+    REQUIRE(dx[1] == Approx(y[1]).margin(1e-2));
+  }
+
 }