// 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) // mierle@gmail.com (Keir Mierle) #include #include "ceres/dynamic_numeric_diff_cost_function.h" #include "ceres/internal/scoped_ptr.h" #include "gtest/gtest.h" namespace ceres { namespace internal { const double kTolerance = 1e-6; // Takes 2 parameter blocks: // parameters[0] is size 10. // parameters[1] is size 5. // Emits 21 residuals: // A: i - parameters[0][i], for i in [0,10) -- this is 10 residuals // B: parameters[0][i] - i, for i in [0,10) -- this is another 10. // C: sum(parameters[0][i]^2 - 8*parameters[0][i]) + sum(parameters[1][i]) class MyCostFunctor { public: bool operator()(double const* const* parameters, double* residuals) const { const double* params0 = parameters[0]; int r = 0; for (int i = 0; i < 10; ++i) { residuals[r++] = i - params0[i]; residuals[r++] = params0[i] - i; } double c_residual = 0.0; for (int i = 0; i < 10; ++i) { c_residual += pow(params0[i], 2) - 8.0 * params0[i]; } const double* params1 = parameters[1]; for (int i = 0; i < 5; ++i) { c_residual += params1[i]; } residuals[r++] = c_residual; return true; } }; TEST(DynamicNumericdiffCostFunctionTest, TestResiduals) { vector param_block_0(10, 0.0); vector param_block_1(5, 0.0); DynamicNumericDiffCostFunction cost_function( new MyCostFunctor()); cost_function.AddParameterBlock(param_block_0.size()); cost_function.AddParameterBlock(param_block_1.size()); cost_function.SetNumResiduals(21); // Test residual computation. vector residuals(21, -100000); vector parameter_blocks(2); parameter_blocks[0] = ¶m_block_0[0]; parameter_blocks[1] = ¶m_block_1[0]; EXPECT_TRUE(cost_function.Evaluate(¶meter_blocks[0], residuals.data(), NULL)); for (int r = 0; r < 10; ++r) { EXPECT_EQ(1.0 * r, residuals.at(r * 2)); EXPECT_EQ(-1.0 * r, residuals.at(r * 2 + 1)); } EXPECT_EQ(0, residuals.at(20)); } TEST(DynamicNumericdiffCostFunctionTest, TestJacobian) { // Test the residual counting. vector param_block_0(10, 0.0); for (int i = 0; i < 10; ++i) { param_block_0[i] = 2 * i; } vector param_block_1(5, 0.0); DynamicNumericDiffCostFunction cost_function( new MyCostFunctor()); cost_function.AddParameterBlock(param_block_0.size()); cost_function.AddParameterBlock(param_block_1.size()); cost_function.SetNumResiduals(21); // Prepare the residuals. vector residuals(21, -100000); // Prepare the parameters. vector parameter_blocks(2); parameter_blocks[0] = ¶m_block_0[0]; parameter_blocks[1] = ¶m_block_1[0]; // Prepare the jacobian. vector > jacobian_vect(2); jacobian_vect[0].resize(21 * 10, -100000); jacobian_vect[1].resize(21 * 5, -100000); vector jacobian; jacobian.push_back(jacobian_vect[0].data()); jacobian.push_back(jacobian_vect[1].data()); // Test jacobian computation. EXPECT_TRUE(cost_function.Evaluate(parameter_blocks.data(), residuals.data(), jacobian.data())); for (int r = 0; r < 10; ++r) { EXPECT_EQ(-1.0 * r, residuals.at(r * 2)); EXPECT_EQ(+1.0 * r, residuals.at(r * 2 + 1)); } EXPECT_EQ(420, residuals.at(20)); for (int p = 0; p < 10; ++p) { // Check "A" Jacobian. EXPECT_NEAR(-1.0, jacobian_vect[0][2*p * 10 + p], kTolerance); // Check "B" Jacobian. EXPECT_NEAR(+1.0, jacobian_vect[0][(2*p+1) * 10 + p], kTolerance); jacobian_vect[0][2*p * 10 + p] = 0.0; jacobian_vect[0][(2*p+1) * 10 + p] = 0.0; } // Check "C" Jacobian for first parameter block. for (int p = 0; p < 10; ++p) { EXPECT_NEAR(4 * p - 8, jacobian_vect[0][20 * 10 + p], kTolerance); jacobian_vect[0][20 * 10 + p] = 0.0; } for (int i = 0; i < jacobian_vect[0].size(); ++i) { EXPECT_NEAR(0.0, jacobian_vect[0][i], kTolerance); } // Check "C" Jacobian for second parameter block. for (int p = 0; p < 5; ++p) { EXPECT_NEAR(1.0, jacobian_vect[1][20 * 5 + p], kTolerance); jacobian_vect[1][20 * 5 + p] = 0.0; } for (int i = 0; i < jacobian_vect[1].size(); ++i) { EXPECT_NEAR(0.0, jacobian_vect[1][i], kTolerance); } } TEST(DynamicNumericdiffCostFunctionTest, JacobianWithFirstParameterBlockConstant) { // NOLINT // Test the residual counting. vector param_block_0(10, 0.0); for (int i = 0; i < 10; ++i) { param_block_0[i] = 2 * i; } vector param_block_1(5, 0.0); DynamicNumericDiffCostFunction cost_function( new MyCostFunctor()); cost_function.AddParameterBlock(param_block_0.size()); cost_function.AddParameterBlock(param_block_1.size()); cost_function.SetNumResiduals(21); // Prepare the residuals. vector residuals(21, -100000); // Prepare the parameters. vector parameter_blocks(2); parameter_blocks[0] = ¶m_block_0[0]; parameter_blocks[1] = ¶m_block_1[0]; // Prepare the jacobian. vector > jacobian_vect(2); jacobian_vect[0].resize(21 * 10, -100000); jacobian_vect[1].resize(21 * 5, -100000); vector jacobian; jacobian.push_back(NULL); jacobian.push_back(jacobian_vect[1].data()); // Test jacobian computation. EXPECT_TRUE(cost_function.Evaluate(parameter_blocks.data(), residuals.data(), jacobian.data())); for (int r = 0; r < 10; ++r) { EXPECT_EQ(-1.0 * r, residuals.at(r * 2)); EXPECT_EQ(+1.0 * r, residuals.at(r * 2 + 1)); } EXPECT_EQ(420, residuals.at(20)); // Check "C" Jacobian for second parameter block. for (int p = 0; p < 5; ++p) { EXPECT_NEAR(1.0, jacobian_vect[1][20 * 5 + p], kTolerance); jacobian_vect[1][20 * 5 + p] = 0.0; } for (int i = 0; i < jacobian_vect[1].size(); ++i) { EXPECT_EQ(0.0, jacobian_vect[1][i]); } } TEST(DynamicNumericdiffCostFunctionTest, JacobianWithSecondParameterBlockConstant) { // NOLINT // Test the residual counting. vector param_block_0(10, 0.0); for (int i = 0; i < 10; ++i) { param_block_0[i] = 2 * i; } vector param_block_1(5, 0.0); DynamicNumericDiffCostFunction cost_function( new MyCostFunctor()); cost_function.AddParameterBlock(param_block_0.size()); cost_function.AddParameterBlock(param_block_1.size()); cost_function.SetNumResiduals(21); // Prepare the residuals. vector residuals(21, -100000); // Prepare the parameters. vector parameter_blocks(2); parameter_blocks[0] = ¶m_block_0[0]; parameter_blocks[1] = ¶m_block_1[0]; // Prepare the jacobian. vector > jacobian_vect(2); jacobian_vect[0].resize(21 * 10, -100000); jacobian_vect[1].resize(21 * 5, -100000); vector jacobian; jacobian.push_back(jacobian_vect[0].data()); jacobian.push_back(NULL); // Test jacobian computation. EXPECT_TRUE(cost_function.Evaluate(parameter_blocks.data(), residuals.data(), jacobian.data())); for (int r = 0; r < 10; ++r) { EXPECT_EQ(-1.0 * r, residuals.at(r * 2)); EXPECT_EQ(+1.0 * r, residuals.at(r * 2 + 1)); } EXPECT_EQ(420, residuals.at(20)); for (int p = 0; p < 10; ++p) { // Check "A" Jacobian. EXPECT_NEAR(-1.0, jacobian_vect[0][2*p * 10 + p], kTolerance); // Check "B" Jacobian. EXPECT_NEAR(+1.0, jacobian_vect[0][(2*p+1) * 10 + p], kTolerance); jacobian_vect[0][2*p * 10 + p] = 0.0; jacobian_vect[0][(2*p+1) * 10 + p] = 0.0; } // Check "C" Jacobian for first parameter block. for (int p = 0; p < 10; ++p) { EXPECT_NEAR(4 * p - 8, jacobian_vect[0][20 * 10 + p], kTolerance); jacobian_vect[0][20 * 10 + p] = 0.0; } for (int i = 0; i < jacobian_vect[0].size(); ++i) { EXPECT_EQ(0.0, jacobian_vect[0][i]); } } // Takes 3 parameter blocks: // parameters[0] (x) is size 1. // parameters[1] (y) is size 2. // parameters[2] (z) is size 3. // Emits 7 residuals: // A: x[0] (= sum_x) // B: y[0] + 2.0 * y[1] (= sum_y) // C: z[0] + 3.0 * z[1] + 6.0 * z[2] (= sum_z) // D: sum_x * sum_y // E: sum_y * sum_z // F: sum_x * sum_z // G: sum_x * sum_y * sum_z class MyThreeParameterCostFunctor { public: template bool operator()(T const* const* parameters, T* residuals) const { const T* x = parameters[0]; const T* y = parameters[1]; const T* z = parameters[2]; T sum_x = x[0]; T sum_y = y[0] + 2.0 * y[1]; T sum_z = z[0] + 3.0 * z[1] + 6.0 * z[2]; residuals[0] = sum_x; residuals[1] = sum_y; residuals[2] = sum_z; residuals[3] = sum_x * sum_y; residuals[4] = sum_y * sum_z; residuals[5] = sum_x * sum_z; residuals[6] = sum_x * sum_y * sum_z; return true; } }; class ThreeParameterCostFunctorTest : public ::testing::Test { protected: virtual void SetUp() { // Prepare the parameters. x_.resize(1); x_[0] = 0.0; y_.resize(2); y_[0] = 1.0; y_[1] = 3.0; z_.resize(3); z_[0] = 2.0; z_[1] = 4.0; z_[2] = 6.0; parameter_blocks_.resize(3); parameter_blocks_[0] = &x_[0]; parameter_blocks_[1] = &y_[0]; parameter_blocks_[2] = &z_[0]; // Prepare the cost function. typedef DynamicNumericDiffCostFunction DynamicMyThreeParameterCostFunction; DynamicMyThreeParameterCostFunction * cost_function = new DynamicMyThreeParameterCostFunction( new MyThreeParameterCostFunctor()); cost_function->AddParameterBlock(1); cost_function->AddParameterBlock(2); cost_function->AddParameterBlock(3); cost_function->SetNumResiduals(7); cost_function_.reset(cost_function); // Setup jacobian data. jacobian_vect_.resize(3); jacobian_vect_[0].resize(7 * x_.size(), -100000); jacobian_vect_[1].resize(7 * y_.size(), -100000); jacobian_vect_[2].resize(7 * z_.size(), -100000); // Prepare the expected residuals. const double sum_x = x_[0]; const double sum_y = y_[0] + 2.0 * y_[1]; const double sum_z = z_[0] + 3.0 * z_[1] + 6.0 * z_[2]; expected_residuals_.resize(7); expected_residuals_[0] = sum_x; expected_residuals_[1] = sum_y; expected_residuals_[2] = sum_z; expected_residuals_[3] = sum_x * sum_y; expected_residuals_[4] = sum_y * sum_z; expected_residuals_[5] = sum_x * sum_z; expected_residuals_[6] = sum_x * sum_y * sum_z; // Prepare the expected jacobian entries. expected_jacobian_x_.resize(7); expected_jacobian_x_[0] = 1.0; expected_jacobian_x_[1] = 0.0; expected_jacobian_x_[2] = 0.0; expected_jacobian_x_[3] = sum_y; expected_jacobian_x_[4] = 0.0; expected_jacobian_x_[5] = sum_z; expected_jacobian_x_[6] = sum_y * sum_z; expected_jacobian_y_.resize(14); expected_jacobian_y_[0] = 0.0; expected_jacobian_y_[1] = 0.0; expected_jacobian_y_[2] = 1.0; expected_jacobian_y_[3] = 2.0; expected_jacobian_y_[4] = 0.0; expected_jacobian_y_[5] = 0.0; expected_jacobian_y_[6] = sum_x; expected_jacobian_y_[7] = 2.0 * sum_x; expected_jacobian_y_[8] = sum_z; expected_jacobian_y_[9] = 2.0 * sum_z; expected_jacobian_y_[10] = 0.0; expected_jacobian_y_[11] = 0.0; expected_jacobian_y_[12] = sum_x * sum_z; expected_jacobian_y_[13] = 2.0 * sum_x * sum_z; expected_jacobian_z_.resize(21); expected_jacobian_z_[0] = 0.0; expected_jacobian_z_[1] = 0.0; expected_jacobian_z_[2] = 0.0; expected_jacobian_z_[3] = 0.0; expected_jacobian_z_[4] = 0.0; expected_jacobian_z_[5] = 0.0; expected_jacobian_z_[6] = 1.0; expected_jacobian_z_[7] = 3.0; expected_jacobian_z_[8] = 6.0; expected_jacobian_z_[9] = 0.0; expected_jacobian_z_[10] = 0.0; expected_jacobian_z_[11] = 0.0; expected_jacobian_z_[12] = sum_y; expected_jacobian_z_[13] = 3.0 * sum_y; expected_jacobian_z_[14] = 6.0 * sum_y; expected_jacobian_z_[15] = sum_x; expected_jacobian_z_[16] = 3.0 * sum_x; expected_jacobian_z_[17] = 6.0 * sum_x; expected_jacobian_z_[18] = sum_x * sum_y; expected_jacobian_z_[19] = 3.0 * sum_x * sum_y; expected_jacobian_z_[20] = 6.0 * sum_x * sum_y; } protected: vector x_; vector y_; vector z_; vector parameter_blocks_; scoped_ptr cost_function_; vector > jacobian_vect_; vector expected_residuals_; vector expected_jacobian_x_; vector expected_jacobian_y_; vector expected_jacobian_z_; }; TEST_F(ThreeParameterCostFunctorTest, TestThreeParameterResiduals) { vector residuals(7, -100000); EXPECT_TRUE(cost_function_->Evaluate(parameter_blocks_.data(), residuals.data(), NULL)); for (int i = 0; i < 7; ++i) { EXPECT_EQ(expected_residuals_[i], residuals[i]); } } TEST_F(ThreeParameterCostFunctorTest, TestThreeParameterJacobian) { vector residuals(7, -100000); vector jacobian; jacobian.push_back(jacobian_vect_[0].data()); jacobian.push_back(jacobian_vect_[1].data()); jacobian.push_back(jacobian_vect_[2].data()); EXPECT_TRUE(cost_function_->Evaluate(parameter_blocks_.data(), residuals.data(), jacobian.data())); for (int i = 0; i < 7; ++i) { EXPECT_EQ(expected_residuals_[i], residuals[i]); } for (int i = 0; i < 7; ++i) { EXPECT_NEAR(expected_jacobian_x_[i], jacobian[0][i], kTolerance); } for (int i = 0; i < 14; ++i) { EXPECT_NEAR(expected_jacobian_y_[i], jacobian[1][i], kTolerance); } for (int i = 0; i < 21; ++i) { EXPECT_NEAR(expected_jacobian_z_[i], jacobian[2][i], kTolerance); } } TEST_F(ThreeParameterCostFunctorTest, ThreeParameterJacobianWithFirstAndLastParameterBlockConstant) { vector residuals(7, -100000); vector jacobian; jacobian.push_back(NULL); jacobian.push_back(jacobian_vect_[1].data()); jacobian.push_back(NULL); EXPECT_TRUE(cost_function_->Evaluate(parameter_blocks_.data(), residuals.data(), jacobian.data())); for (int i = 0; i < 7; ++i) { EXPECT_EQ(expected_residuals_[i], residuals[i]); } for (int i = 0; i < 14; ++i) { EXPECT_NEAR(expected_jacobian_y_[i], jacobian[1][i], kTolerance); } } TEST_F(ThreeParameterCostFunctorTest, ThreeParameterJacobianWithSecondParameterBlockConstant) { vector residuals(7, -100000); vector jacobian; jacobian.push_back(jacobian_vect_[0].data()); jacobian.push_back(NULL); jacobian.push_back(jacobian_vect_[2].data()); EXPECT_TRUE(cost_function_->Evaluate(parameter_blocks_.data(), residuals.data(), jacobian.data())); for (int i = 0; i < 7; ++i) { EXPECT_EQ(expected_residuals_[i], residuals[i]); } for (int i = 0; i < 7; ++i) { EXPECT_NEAR(expected_jacobian_x_[i], jacobian[0][i], kTolerance); } for (int i = 0; i < 21; ++i) { EXPECT_NEAR(expected_jacobian_z_[i], jacobian[2][i], kTolerance); } } } // namespace internal } // namespace ceres