Fix windows tests

[talregev]

Fix windows tests:
I open more tests. also did internal check with cmake --build build -j4 --config ${{ matrix.build_type }} --target check That compile all tests.
There a few errors remain.
One of the error is miss use of 3rd party metis on gtsam repo. The code is taken only for linux/osx but not for windows.
This is bad practice. You should create a download scrip for 3rd parties and compile it separately or use vcpkg that do the same.
I will past all the remain errors that you should deal with them in the following comments.

[talregev]

Miss use 3rd party metis lib.

D:\a\gtsam\gtsam\gtsam\3rdparty\metis\GKlib\GKlib.h(51): fatal error C1083: Cannot open include file: 'regex.h': No such file or directory
ninja: build stopped: subcommand failed.

[talregev]

gtsamDebug.lib(gtsamDebug.dll) : error LNK2005: "public: class Eigen::Matrix<double,-1,1,0,-1,1> __cdecl gtsam::NoiseModelFactorN::evaluateError(class gtsam::Pose3 const &,class Eigen::Matrix<double,-1,-1,0,-1,-1> &)const " (?evaluateError@?$NoiseModelFactorN@VPose3@gtsam@@@gtsam@@qeba?AV?$Matrix@N$0?0$00$0A@$0?0$00@Eigen@@AEBVPose3@2@AEAV?$Matrix@N$0?0$0?0$0A@$0?0$0?0@4@@z) already defined in testImuFactor.cpp.obj

[talregev]

[1/3] Building CXX object gtsam\slam\tests\CMakeFiles\check_slam_program.dir\testSmartProjectionRigFactor.cpp.obj
FAILED: gtsam/slam/tests/CMakeFiles/check_slam_program.dir/testSmartProjectionRigFactor.cpp.obj 
C:\PROGRA~2\MICROS~2\2019\ENTERP~1\VC\Tools\MSVC\1429~1.301\bin\Hostx64\x64\cl.exe  /nologo /TP -DEIGEN_INITIALIZE_MATRICES_BY_NAN -DEIGEN_NO_STATIC_ASSERT -DGTSAM_ENABLE_BOOST_SERIALIZATION -DGTSAM_USE_BOOST_FEATURES -DNOMINMAX -DWINDOWS_LEAN_AND_MEAN -D_CRT_SECURE_NO_WARNINGS -D_DEBUG -D_ENABLE_EXTENDED_ALIGNED_STORAGE -D_SCL_SECURE_NO_WARNINGS -DTOPSRCDIR=\"D:/a/gtsam/gtsam\" -Dmain="inline no_main" -ID:\a\gtsam\gtsam -ID:\a\gtsam\gtsam\build -ID:\a\gtsam\gtsam\CppUnitLite -ID:\a\gtsam\gtsam\gtsam\3rdparty\metis\include -ID:\a\gtsam\gtsam\gtsam\3rdparty\metis\libmetis -ID:\a\gtsam\gtsam\gtsam\3rdparty\metis\GKlib -ID:\a\gtsam\gtsam\gtsam\3rdparty\Eigen -external:ID:\a\gtsam\gtsam\gtsam\3rdparty\SuiteSparse_config -external:ID:\a\gtsam\gtsam\gtsam\3rdparty\Spectra -external:ID:\a\gtsam\gtsam\gtsam\3rdparty\CCOLAMD\Include -external:IC:\hostedtoolcache\windows\Boost\1.72.0\x86_64 -external:W0 /DWIN32 /D_WINDOWS /W3 /GR /EHsc /MDd /Zi /Ob0 /Od /RTC1 -std:c++17 /wd4005 /wd4101 /wd4834 /wd4267 /std:c++17 /W3 /GR /EHsc /MP /MDd /Zi /Ob0 /Od /RTC1 /wd4244 /wd4251 /wd4275 /wd4661 /wd4344 /wd4503 /bigobj /showIncludes /Fogtsam\slam\tests\CMakeFiles\check_slam_program.dir\testSmartProjectionRigFactor.cpp.obj /Fdgtsam\slam\tests\CMakeFiles\check_slam_program.dir\ /FS -c D:\a\gtsam\gtsam\gtsam\slam\tests\testSmartProjectionRigFactor.cpp
D:\a\gtsam\gtsam\gtsam/base/GenericValue.h(151): error C2664: 'int gtsam::internal::GetDimensionImpl<Class,6>::GetDimension(const Class &)': cannot convert argument 1 from 'const T' to 'const Class &'
        with
        [
            Class=gtsam::Pose3
        ]
        and
        [
            T=sphericalCamera::Camera
        ]
        and
        [
            Class=gtsam::Pose3
        ]
D:\a\gtsam\gtsam\gtsam/base/GenericValue.h(151): note: Reason: cannot convert from 'const T' to 'const Class'
        with
        [
            T=sphericalCamera::Camera
        ]
        and
        [
            Class=gtsam::Pose3
        ]
D:\a\gtsam\gtsam\gtsam/base/GenericValue.h(151): note: No user-defined-conversion operator available that can perform this conversion, or the operator cannot be called
D:\a\gtsam\gtsam\gtsam/base/Manifold.h(74): note: see declaration of 'gtsam::internal::GetDimensionImpl<Class,6>::GetDimension'
        with
        [
            Class=gtsam::Pose3
        ]
D:\a\gtsam\gtsam\gtsam/base/GenericValue.h(150): note: while compiling class template member function 'size_t gtsam::GenericValue<ValueType>::dim(void) const'
        with
        [
            ValueType=sphericalCamera::Camera
        ]
D:\a\gtsam\gtsam\gtsam/nonlinear/Values-inl.h(136): note: see reference to class template instantiation 'gtsam::GenericValue<ValueType>' being compiled
        with
        [
            ValueType=sphericalCamera::Camera
        ]
D:\a\gtsam\gtsam\gtsam/nonlinear/Values-inl.h(135): note: while compiling class template member function 'ValueType gtsam::internal::handle<ValueType>::operator ()(gtsam::Key,const gtsam::Value *const )'
        with
        [
            ValueType=sphericalCamera::Camera
        ]
D:\a\gtsam\gtsam\gtsam/nonlinear/Values-inl.h(214): note: see reference to function template instantiation 'ValueType gtsam::internal::handle<ValueType>::operator ()(gtsam::Key,const gtsam::Value *const )' being compiled
        with
        [
            ValueType=sphericalCamera::Camera
        ]
D:\a\gtsam\gtsam\gtsam/nonlinear/Values-inl.h(213): note: see reference to class template instantiation 'gtsam::internal::handle<ValueType>' being compiled
        with
        [
            ValueType=sphericalCamera::Camera
        ]
D:\a\gtsam\gtsam\gtsam/slam/SmartFactorBase.h(166): note: see reference to function template instantiation 'const ValueType gtsam::Values::at<CAMERA>(gtsam::Key) const' being compiled
        with
        [
            ValueType=sphericalCamera::Camera,
            CAMERA=sphericalCamera::Camera
        ]
D:\a\gtsam\gtsam\gtsam/slam/SmartFactorBase.h(163): note: while compiling class template member function 'gtsam::CameraSet<gtsam::SphericalCamera> gtsam::SmartFactorBase<CAMERA>::cameras(const gtsam::Values &) const'
        with
        [
            CAMERA=sphericalCamera::Camera
        ]
D:\a\gtsam\gtsam\gtsam/slam/SmartProjectionFactor.h(435): note: see reference to function template instantiation 'gtsam::CameraSet<gtsam::SphericalCamera> gtsam::SmartFactorBase<CAMERA>::cameras(const gtsam::Values &) const' being compiled
        with
        [
            CAMERA=sphericalCamera::Camera
        ]
D:\a\gtsam\gtsam\gtsam/slam/SmartProjectionFactor.h(44): note: see reference to class template instantiation 'gtsam::SmartFactorBase<CAMERA>' being compiled
        with
        [
            CAMERA=sphericalCamera::Camera
        ]
D:\a\gtsam\gtsam\gtsam\slam\tests\../SmartProjectionRigFactor.h(52): note: see reference to class template instantiation 'gtsam::SmartProjectionFactor<CAMERA>' being compiled
        with
        [
            CAMERA=sphericalCamera::Camera
        ]
D:\a\gtsam\gtsam\gtsam\slam\tests\testSmartProjectionRigFactor.cpp(1275): note: see reference to class template instantiation 'gtsam::SmartProjectionRigFactor<sphericalCamera::Camera>' being compiled
ninja: build stopped: subcommand failed.

[talregev]

[24/33] Building CXX object gtsam_unstable\slam\tests\CMakeFiles\check_slam_unstable_program.dir\testSmartProjectionPoseFactorRollingShutter.cpp.obj
FAILED: gtsam_unstable/slam/tests/CMakeFiles/check_slam_unstable_program.dir/testSmartProjectionPoseFactorRollingShutter.cpp.obj 
C:\PROGRA~2\MICROS~2\2019\ENTERP~1\VC\Tools\MSVC\1429~1.301\bin\Hostx64\x64\cl.exe  /nologo /TP -DEIGEN_INITIALIZE_MATRICES_BY_NAN -DEIGEN_NO_STATIC_ASSERT -DGTSAM_ENABLE_BOOST_SERIALIZATION -DGTSAM_USE_BOOST_FEATURES -DNOMINMAX -DWINDOWS_LEAN_AND_MEAN -D_CRT_SECURE_NO_WARNINGS -D_DEBUG -D_ENABLE_EXTENDED_ALIGNED_STORAGE -D_SCL_SECURE_NO_WARNINGS -DTOPSRCDIR=\"D:/a/gtsam/gtsam\" -Dmain="inline no_main" -ID:\a\gtsam\gtsam -ID:\a\gtsam\gtsam\build -ID:\a\gtsam\gtsam\CppUnitLite -ID:\a\gtsam\gtsam\gtsam\3rdparty\metis\include -ID:\a\gtsam\gtsam\gtsam\3rdparty\metis\libmetis -ID:\a\gtsam\gtsam\gtsam\3rdparty\metis\GKlib -ID:\a\gtsam\gtsam\gtsam\3rdparty\Eigen -external:ID:\a\gtsam\gtsam\gtsam\3rdparty\SuiteSparse_config -external:ID:\a\gtsam\gtsam\gtsam\3rdparty\Spectra -external:ID:\a\gtsam\gtsam\gtsam\3rdparty\CCOLAMD\Include -external:IC:\hostedtoolcache\windows\Boost\1.72.0\x86_64 -external:W0 /DWIN32 /D_WINDOWS /W3 /GR /EHsc /MDd /Zi /Ob0 /Od /RTC1 -std:c++17 /wd4005 /wd4101 /wd4834 /wd4267 /std:c++17 /W3 /GR /EHsc /MP /MDd /Zi /Ob0 /Od /RTC1 /wd4244 /wd4251 /wd4275 /wd4661 /wd4344 /wd4503 /bigobj /showIncludes /Fogtsam_unstable\slam\tests\CMakeFiles\check_slam_unstable_program.dir\testSmartProjectionPoseFactorRollingShutter.cpp.obj /Fdgtsam_unstable\slam\tests\CMakeFiles\check_slam_unstable_program.dir\ /FS -c D:\a\gtsam\gtsam\gtsam_unstable\slam\tests\testSmartProjectionPoseFactorRollingShutter.cpp
D:\a\gtsam\gtsam\gtsam/base/GenericValue.h(151): error C2664: 'int gtsam::internal::GetDimensionImpl<Class,6>::GetDimension(const Class &)': cannot convert argument 1 from 'const T' to 'const Class &'
        with
        [
            Class=gtsam::Pose3
        ]
        and
        [
            T=sphericalCameraRS::Camera
        ]
        and
        [
            Class=gtsam::Pose3
        ]
D:\a\gtsam\gtsam\gtsam/base/GenericValue.h(151): note: Reason: cannot convert from 'const T' to 'const Class'
        with
        [
            T=sphericalCameraRS::Camera
        ]
        and
        [
            Class=gtsam::Pose3
        ]
D:\a\gtsam\gtsam\gtsam/base/GenericValue.h(151): note: No user-defined-conversion operator available that can perform this conversion, or the operator cannot be called
D:\a\gtsam\gtsam\gtsam/base/Manifold.h(74): note: see declaration of 'gtsam::internal::GetDimensionImpl<Class,6>::GetDimension'
        with
        [
            Class=gtsam::Pose3
        ]
D:\a\gtsam\gtsam\gtsam/base/GenericValue.h(150): note: while compiling class template member function 'size_t gtsam::GenericValue<ValueType>::dim(void) const'
        with
        [
            ValueType=sphericalCameraRS::Camera
        ]
D:\a\gtsam\gtsam\gtsam/nonlinear/Values-inl.h(136): note: see reference to class template instantiation 'gtsam::GenericValue<ValueType>' being compiled
        with
        [
            ValueType=sphericalCameraRS::Camera
        ]
D:\a\gtsam\gtsam\gtsam/nonlinear/Values-inl.h(135): note: while compiling class template member function 'ValueType gtsam::internal::handle<ValueType>::operator ()(gtsam::Key,const gtsam::Value *const )'
        with
        [
            ValueType=sphericalCameraRS::Camera
        ]
D:\a\gtsam\gtsam\gtsam/nonlinear/Values-inl.h(214): note: see reference to function template instantiation 'ValueType gtsam::internal::handle<ValueType>::operator ()(gtsam::Key,const gtsam::Value *const )' being compiled
        with
        [
            ValueType=sphericalCameraRS::Camera
        ]
D:\a\gtsam\gtsam\gtsam/nonlinear/Values-inl.h(213): note: see reference to class template instantiation 'gtsam::internal::handle<ValueType>' being compiled
        with
        [
            ValueType=sphericalCameraRS::Camera
        ]
D:\a\gtsam\gtsam\gtsam/slam/SmartFactorBase.h(166): note: see reference to function template instantiation 'const ValueType gtsam::Values::at<CAMERA>(gtsam::Key) const' being compiled
        with
        [
            ValueType=sphericalCameraRS::Camera,
            CAMERA=sphericalCameraRS::Camera
        ]
D:\a\gtsam\gtsam\gtsam/slam/SmartFactorBase.h(163): note: while compiling class template member function 'gtsam::CameraSet<gtsam::SphericalCamera> gtsam::SmartFactorBase<CAMERA>::cameras(const gtsam::Values &) const'
        with
        [
            CAMERA=sphericalCameraRS::Camera
        ]
D:\a\gtsam\gtsam\gtsam/slam/SmartProjectionFactor.h(435): note: see reference to function template instantiation 'gtsam::CameraSet<gtsam::SphericalCamera> gtsam::SmartFactorBase<CAMERA>::cameras(const gtsam::Values &) const' being compiled
        with
        [
            CAMERA=sphericalCameraRS::Camera
        ]
D:\a\gtsam\gtsam\gtsam/slam/SmartProjectionFactor.h(44): note: see reference to class template instantiation 'gtsam::SmartFactorBase<CAMERA>' being compiled
        with
        [
            CAMERA=sphericalCameraRS::Camera
        ]
D:\a\gtsam\gtsam\gtsam_unstable/slam/SmartProjectionPoseFactorRollingShutter.h(46): note: see reference to class template instantiation 'gtsam::SmartProjectionFactor<CAMERA>' being compiled
        with
        [
            CAMERA=sphericalCameraRS::Camera
        ]
D:\a\gtsam\gtsam\gtsam_unstable\slam\tests\testSmartProjectionPoseFactorRollingShutter.cpp(1434): note: see reference to class template instantiation 'gtsam::SmartProjectionPoseFactorRollingShutter<sphericalCameraRS::Camera>' being compiled

[varunagrawal]

LGTM

[varunagrawal]

We have some specific design choices necessitated by our userbase, and we give the option to use system level 3rd party libraries, so it's not necessarily bad practice.