// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2010, 2011, 2012 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: wjr@google.com (William Rucklidge) // // This file contains tests for the GradientChecker class. #include "ceres/gradient_checker.h" #include <cmath> #include <cstdlib> #include <vector> #include "ceres/cost_function.h" #include "ceres/random.h" #include "glog/logging.h" #include "gtest/gtest.h" namespace ceres { namespace internal { // We pick a (non-quadratic) function whose derivative are easy: // // f = exp(- a' x). // df = - f a. // // where 'a' is a vector of the same size as 'x'. In the block // version, they are both block vectors, of course. class GoodTestTerm : public CostFunction { public: GoodTestTerm(int arity, int const *dim) : arity_(arity) { // Make 'arity' random vectors. a_.resize(arity_); for (int j = 0; j < arity_; ++j) { a_[j].resize(dim[j]); for (int u = 0; u < dim[j]; ++u) { a_[j][u] = 2.0 * RandDouble() - 1.0; } } for (int i = 0; i < arity_; i++) { mutable_parameter_block_sizes()->push_back(dim[i]); } set_num_residuals(1); } bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const { // Compute a . x. double ax = 0; for (int j = 0; j < arity_; ++j) { for (int u = 0; u < parameter_block_sizes()[j]; ++u) { ax += a_[j][u] * parameters[j][u]; } } // This is the cost, but also appears as a factor // in the derivatives. double f = *residuals = exp(-ax); // Accumulate 1st order derivatives. if (jacobians) { for (int j = 0; j < arity_; ++j) { if (jacobians[j]) { for (int u = 0; u < parameter_block_sizes()[j]; ++u) { // See comments before class. jacobians[j][u] = - f * a_[j][u]; } } } } return true; } private: int arity_; vector<vector<double> > a_; // our vectors. }; class BadTestTerm : public CostFunction { public: BadTestTerm(int arity, int const *dim) : arity_(arity) { // Make 'arity' random vectors. a_.resize(arity_); for (int j = 0; j < arity_; ++j) { a_[j].resize(dim[j]); for (int u = 0; u < dim[j]; ++u) { a_[j][u] = 2.0 * RandDouble() - 1.0; } } for (int i = 0; i < arity_; i++) { mutable_parameter_block_sizes()->push_back(dim[i]); } set_num_residuals(1); } bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const { // Compute a . x. double ax = 0; for (int j = 0; j < arity_; ++j) { for (int u = 0; u < parameter_block_sizes()[j]; ++u) { ax += a_[j][u] * parameters[j][u]; } } // This is the cost, but also appears as a factor // in the derivatives. double f = *residuals = exp(-ax); // Accumulate 1st order derivatives. if (jacobians) { for (int j = 0; j < arity_; ++j) { if (jacobians[j]) { for (int u = 0; u < parameter_block_sizes()[j]; ++u) { // See comments before class. jacobians[j][u] = - f * a_[j][u] + 0.001; } } } } return true; } private: int arity_; vector<vector<double> > a_; // our vectors. }; TEST(GradientChecker, SmokeTest) { srand(5); // Test with 3 blocks of size 2, 3 and 4. int const arity = 3; int const dim[arity] = { 2, 3, 4 }; // Make a random set of blocks. FixedArray<double*> parameters(arity); for (int j = 0; j < arity; ++j) { parameters[j] = new double[dim[j]]; for (int u = 0; u < dim[j]; ++u) { parameters[j][u] = 2.0 * RandDouble() - 1.0; } } // Make a term and probe it. GoodTestTerm good_term(arity, dim); typedef GradientChecker<GoodTestTerm, 1, 2, 3, 4> GoodTermGradientChecker; EXPECT_TRUE(GoodTermGradientChecker::Probe( parameters.get(), 1e-6, &good_term, NULL)); BadTestTerm bad_term(arity, dim); typedef GradientChecker<BadTestTerm, 1, 2, 3, 4> BadTermGradientChecker; EXPECT_FALSE(BadTermGradientChecker::Probe( parameters.get(), 1e-6, &bad_term, NULL)); for (int j = 0; j < arity; j++) { delete[] parameters[j]; } } } // namespace internal } // namespace ceres