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Diffstat (limited to 'internal/ceres/numeric_diff_test_utils.cc')
| -rw-r--r-- | internal/ceres/numeric_diff_test_utils.cc | 160 |
1 files changed, 160 insertions, 0 deletions
diff --git a/internal/ceres/numeric_diff_test_utils.cc b/internal/ceres/numeric_diff_test_utils.cc new file mode 100644 index 0000000..3572afa --- /dev/null +++ b/internal/ceres/numeric_diff_test_utils.cc @@ -0,0 +1,160 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2013 Google Inc. All rights reserved. +// http://code.google.com/p/ceres-solver/ +// +// Redistribution and use in source and binary forms, with or without +// modification, are permitted provided that the following conditions are met: +// +// * Redistributions of source code must retain the above copyright notice, +// this list of conditions and the following disclaimer. +// * Redistributions in binary form must reproduce the above copyright notice, +// this list of conditions and the following disclaimer in the documentation +// and/or other materials provided with the distribution. +// * Neither the name of Google Inc. nor the names of its contributors may be +// used to endorse or promote products derived from this software without +// specific prior written permission. +// +// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" +// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE +// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE +// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE +// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR +// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF +// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS +// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN +// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) +// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE +// POSSIBILITY OF SUCH DAMAGE. +// +// Author: sameeragarwal@google.com (Sameer Agarwal) + +#include "ceres/numeric_diff_test_utils.h" + +#include <algorithm> +#include <cmath> +#include "ceres/cost_function.h" +#include "ceres/internal/macros.h" +#include "ceres/test_util.h" +#include "ceres/types.h" +#include "gtest/gtest.h" + + +namespace ceres { +namespace internal { + +bool EasyFunctor::operator()(const double* x1, + const double* x2, + double* residuals) const { + residuals[0] = residuals[1] = residuals[2] = 0; + for (int i = 0; i < 5; ++i) { + residuals[0] += x1[i] * x2[i]; + residuals[2] += x2[i] * x2[i]; + } + residuals[1] = residuals[0] * residuals[0]; + return true; +} + +void EasyFunctor::ExpectCostFunctionEvaluationIsNearlyCorrect( + const CostFunction& cost_function, + NumericDiffMethod method) const { + double x1[] = { 1.0, 2.0, 3.0, 4.0, 5.0 }; + double x2[] = { 9.0, 9.0, 5.0, 5.0, 1.0 }; + double *parameters[] = { &x1[0], &x2[0] }; + + double dydx1[15]; // 3 x 5, row major. + double dydx2[15]; // 3 x 5, row major. + double *jacobians[2] = { &dydx1[0], &dydx2[0] }; + + double residuals[3] = {-1e-100, -2e-100, -3e-100 }; + + ASSERT_TRUE(cost_function.Evaluate(¶meters[0], + &residuals[0], + &jacobians[0])); + + EXPECT_EQ(residuals[0], 67); + EXPECT_EQ(residuals[1], 4489); + EXPECT_EQ(residuals[2], 213); + + const double tolerance = (method == CENTRAL)? 3e-9 : 2e-5; + + for (int i = 0; i < 5; ++i) { + ExpectClose(x2[i], dydx1[5 * 0 + i], tolerance); // y1 + ExpectClose(x1[i], dydx2[5 * 0 + i], tolerance); + ExpectClose(2 * x2[i] * residuals[0], dydx1[5 * 1 + i], tolerance); // y2 + ExpectClose(2 * x1[i] * residuals[0], dydx2[5 * 1 + i], tolerance); + ExpectClose(0.0, dydx1[5 * 2 + i], tolerance); // y3 + ExpectClose(2 * x2[i], dydx2[5 * 2 + i], tolerance); + } +} + +bool TranscendentalFunctor::operator()(const double* x1, + const double* x2, + double* residuals) const { + double x1x2 = 0; + for (int i = 0; i < 5; ++i) { + x1x2 += x1[i] * x2[i]; + } + residuals[0] = sin(x1x2); + residuals[1] = exp(-x1x2 / 10); + return true; +} + +void TranscendentalFunctor::ExpectCostFunctionEvaluationIsNearlyCorrect( + const CostFunction& cost_function, + NumericDiffMethod method) const { + struct { + double x1[5]; + double x2[5]; + } kTests[] = { + { { 1.0, 2.0, 3.0, 4.0, 5.0 }, // No zeros. + { 9.0, 9.0, 5.0, 5.0, 1.0 }, + }, + { { 0.0, 2.0, 3.0, 0.0, 5.0 }, // Some zeros x1. + { 9.0, 9.0, 5.0, 5.0, 1.0 }, + }, + { { 1.0, 2.0, 3.0, 1.0, 5.0 }, // Some zeros x2. + { 0.0, 9.0, 0.0, 5.0, 0.0 }, + }, + { { 0.0, 0.0, 0.0, 0.0, 0.0 }, // All zeros x1. + { 9.0, 9.0, 5.0, 5.0, 1.0 }, + }, + { { 1.0, 2.0, 3.0, 4.0, 5.0 }, // All zeros x2. + { 0.0, 0.0, 0.0, 0.0, 0.0 }, + }, + { { 0.0, 0.0, 0.0, 0.0, 0.0 }, // All zeros. + { 0.0, 0.0, 0.0, 0.0, 0.0 }, + }, + }; + + for (int k = 0; k < CERES_ARRAYSIZE(kTests); ++k) { + double *x1 = &(kTests[k].x1[0]); + double *x2 = &(kTests[k].x2[0]); + double *parameters[] = { x1, x2 }; + + double dydx1[10]; + double dydx2[10]; + double *jacobians[2] = { &dydx1[0], &dydx2[0] }; + + double residuals[2]; + + ASSERT_TRUE(cost_function.Evaluate(¶meters[0], + &residuals[0], + &jacobians[0])); + double x1x2 = 0; + for (int i = 0; i < 5; ++i) { + x1x2 += x1[i] * x2[i]; + } + + const double tolerance = (method == CENTRAL)? 3e-9 : 2e-5; + + for (int i = 0; i < 5; ++i) { + ExpectClose( x2[i] * cos(x1x2), dydx1[5 * 0 + i], tolerance); + ExpectClose( x1[i] * cos(x1x2), dydx2[5 * 0 + i], tolerance); + ExpectClose(-x2[i] * exp(-x1x2 / 10.) / 10., dydx1[5 * 1 + i], tolerance); + ExpectClose(-x1[i] * exp(-x1x2 / 10.) / 10., dydx2[5 * 1 + i], tolerance); + } + } +} + +} // namespace internal +} // namespace ceres |