// 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