diff --git a/src/engine/engine_util_solve.c b/src/engine/engine_util_solve.c index a6e5541c..da50bfc7 100644 --- a/src/engine/engine_util_solve.c +++ b/src/engine/engine_util_solve.c @@ -1407,6 +1407,19 @@ static mjtNum mulVecMatVecSym(const mjtNum* vec, const mjtNum* mat, int n) { } +// multiply symmetric matrix with vector: res = mat*vec +// assumes symmetry of mat, ignores upper triangle, res must not alias vec +static void mulSymVec(mjtNum* restrict res, const mjtNum* mat, const mjtNum* vec, int n) { + for (int i=0; i < n; i++) { + // diagonal + strict lower triangle: res[i] = sum_{j<=i} mat[i,j] * vec[j] + res[i] = mat[n*i+i]*vec[i] + mju_dot(mat+n*i, vec, i); + + // strict upper mirror contribution: res[k] += mat[i,k] * vec[i] for k < i + mju_addToScl(res, mat+n*i, vec[i], i); + } +} + + // minimize 0.5*x'*H*x + x'*g s.t. lower <= x <=upper, explicit options // additional arguments to mju_boxQP (see mju_boxQP documentation): // maxiter maximum number of iterations @@ -1512,7 +1525,7 @@ int mju_boxQPoption(mjtNum* res, mjtNum* R, int* index, // outputs oldvalue = value; // compute gradient - mju_mulMatVec(grad, H, res, n, n); + mulSymVec(grad, H, res, n); mju_addTo(grad, g, n); // find clamped dimensions @@ -1555,7 +1568,7 @@ int mju_boxQPoption(mjtNum* res, mjtNum* R, int* index, // outputs for (int i=0; i < n; i++) { temp[i] = clamped[i] ? res[i] : 0; } - mju_mulMatVec(search, H, temp, n, n); + mulSymVec(search, H, temp, n); mju_addTo(search, g, n); // search = compress_free(search) diff --git a/test/engine/engine_util_solve_test.cc b/test/engine/engine_util_solve_test.cc index d80abde1..fa0f87d5 100644 --- a/test/engine/engine_util_solve_test.cc +++ b/test/engine/engine_util_solve_test.cc @@ -19,6 +19,7 @@ #include #include #include +#include #include #include #include @@ -228,6 +229,79 @@ TEST_F(BoxQPTest, AsymmetricUpperIgnored) { EXPECT_MJTNUM_EQ(res[1], lower[1]); } +// verify mju_boxQP reads only the lower triangle of H by poisoning the upper +// triangle with NaN and comparing to a clean symmetric solve +TEST_F(BoxQPTest, UpperTrianglePoisoned) { + int n = 30; + const mjtNum nan = std::numeric_limits::quiet_NaN(); + + // 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); + + struct Cleanup { + mjtNum *res, *R, *H, *g, *lower, *upper; + int* index; + ~Cleanup() { + mju_free(res); + mju_free(R); + mju_free(index); + mju_free(H); + mju_free(g); + mju_free(lower); + mju_free(upper); + } + } cleanup{res, R, H, g, lower, upper, index}; + + // generate a symmetric SPD Hessian and bounded QP problem + randomBoxQP(n, H, g, lower, upper, /*seed=*/1); + + int maxiter = 100; + mjtNum mingrad = MjTol(1E-16, 1E-5); + mjtNum backtrack = 0.5; + mjtNum minstep = MjTol(1E-22, 1E-10); + mjtNum armijo = 0.1; + + // solve with symmetric H to get the reference result + mju_zero(res, n); + int nfree_ref = mju_boxQPoption(res, R, index, H, g, n, lower, upper, + maxiter, mingrad, backtrack, minstep, + armijo, nullptr, 0); + ASSERT_GT(nfree_ref, -1); + + // save reference + std::vector res_ref(res, res + n); + std::vector index_ref(index, index + n); + std::vector R_ref(R, R + nfree_ref * nfree_ref); + + // poison the strict upper triangle of H with NaN + for (int i=0; i < n; i++) { + for (int j=i+1; j < n; j++) { + H[n*i+j] = nan; + } + } + + // solve again; result must match because only lower triangle should be read + mju_zero(res, n); + int nfree_poisoned = mju_boxQPoption(res, R, index, H, g, n, lower, upper, + maxiter, mingrad, backtrack, minstep, + armijo, nullptr, 0); + + EXPECT_EQ(nfree_poisoned, nfree_ref); + for (int i=0; i < n; i++) { + EXPECT_EQ(res[i], res_ref[i]) << "mismatch at index " << i; + } + for (int i=0; i < nfree_ref; i++) { + EXPECT_EQ(index[i], index_ref[i]) << "index mismatch at " << i; + for (int j=0; j <= i; j++) { + int k = i * nfree_ref + j; + EXPECT_EQ(R[k], R_ref[k]) << "R mismatch at row " << i << ", col " << j; + } + } +} + // test mju_boxQP on a single random bounded QP TEST_F(BoxQPTest, BoundedQP) { int n = 50; // problem size