// Ceres Solver - A fast non-linear least squares minimizer // Copyright 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: moll.markus@arcor.de (Markus Moll) // sameeragarwal@google.com (Sameer Agarwal) #include "ceres/polynomial.h" #include <limits> #include <cmath> #include <cstddef> #include <algorithm> #include "gtest/gtest.h" #include "ceres/test_util.h" namespace ceres { namespace internal { namespace { // For IEEE-754 doubles, machine precision is about 2e-16. const double kEpsilon = 1e-13; const double kEpsilonLoose = 1e-9; // Return the constant polynomial p(x) = 1.23. Vector ConstantPolynomial(double value) { Vector poly(1); poly(0) = value; return poly; } // Return the polynomial p(x) = poly(x) * (x - root). Vector AddRealRoot(const Vector& poly, double root) { Vector poly2(poly.size() + 1); poly2.setZero(); poly2.head(poly.size()) += poly; poly2.tail(poly.size()) -= root * poly; return poly2; } // Return the polynomial // p(x) = poly(x) * (x - real - imag*i) * (x - real + imag*i). Vector AddComplexRootPair(const Vector& poly, double real, double imag) { Vector poly2(poly.size() + 2); poly2.setZero(); // Multiply poly by x^2 - 2real + abs(real,imag)^2 poly2.head(poly.size()) += poly; poly2.segment(1, poly.size()) -= 2 * real * poly; poly2.tail(poly.size()) += (real*real + imag*imag) * poly; return poly2; } // Sort the entries in a vector. // Needed because the roots are not returned in sorted order. Vector SortVector(const Vector& in) { Vector out(in); std::sort(out.data(), out.data() + out.size()); return out; } // Run a test with the polynomial defined by the N real roots in roots_real. // If use_real is false, NULL is passed as the real argument to // FindPolynomialRoots. If use_imaginary is false, NULL is passed as the // imaginary argument to FindPolynomialRoots. template<int N> void RunPolynomialTestRealRoots(const double (&real_roots)[N], bool use_real, bool use_imaginary, double epsilon) { Vector real; Vector imaginary; Vector poly = ConstantPolynomial(1.23); for (int i = 0; i < N; ++i) { poly = AddRealRoot(poly, real_roots[i]); } Vector* const real_ptr = use_real ? &real : NULL; Vector* const imaginary_ptr = use_imaginary ? &imaginary : NULL; bool success = FindPolynomialRoots(poly, real_ptr, imaginary_ptr); EXPECT_EQ(success, true); if (use_real) { EXPECT_EQ(real.size(), N); real = SortVector(real); ExpectArraysClose(N, real.data(), real_roots, epsilon); } if (use_imaginary) { EXPECT_EQ(imaginary.size(), N); const Vector zeros = Vector::Zero(N); ExpectArraysClose(N, imaginary.data(), zeros.data(), epsilon); } } } // namespace TEST(Polynomial, InvalidPolynomialOfZeroLengthIsRejected) { // Vector poly(0) is an ambiguous constructor call, so // use the constructor with explicit column count. Vector poly(0, 1); Vector real; Vector imag; bool success = FindPolynomialRoots(poly, &real, &imag); EXPECT_EQ(success, false); } TEST(Polynomial, ConstantPolynomialReturnsNoRoots) { Vector poly = ConstantPolynomial(1.23); Vector real; Vector imag; bool success = FindPolynomialRoots(poly, &real, &imag); EXPECT_EQ(success, true); EXPECT_EQ(real.size(), 0); EXPECT_EQ(imag.size(), 0); } TEST(Polynomial, LinearPolynomialWithPositiveRootWorks) { const double roots[1] = { 42.42 }; RunPolynomialTestRealRoots(roots, true, true, kEpsilon); } TEST(Polynomial, LinearPolynomialWithNegativeRootWorks) { const double roots[1] = { -42.42 }; RunPolynomialTestRealRoots(roots, true, true, kEpsilon); } TEST(Polynomial, QuadraticPolynomialWithPositiveRootsWorks) { const double roots[2] = { 1.0, 42.42 }; RunPolynomialTestRealRoots(roots, true, true, kEpsilon); } TEST(Polynomial, QuadraticPolynomialWithOneNegativeRootWorks) { const double roots[2] = { -42.42, 1.0 }; RunPolynomialTestRealRoots(roots, true, true, kEpsilon); } TEST(Polynomial, QuadraticPolynomialWithTwoNegativeRootsWorks) { const double roots[2] = { -42.42, -1.0 }; RunPolynomialTestRealRoots(roots, true, true, kEpsilon); } TEST(Polynomial, QuadraticPolynomialWithCloseRootsWorks) { const double roots[2] = { 42.42, 42.43 }; RunPolynomialTestRealRoots(roots, true, false, kEpsilonLoose); } TEST(Polynomial, QuadraticPolynomialWithComplexRootsWorks) { Vector real; Vector imag; Vector poly = ConstantPolynomial(1.23); poly = AddComplexRootPair(poly, 42.42, 4.2); bool success = FindPolynomialRoots(poly, &real, &imag); EXPECT_EQ(success, true); EXPECT_EQ(real.size(), 2); EXPECT_EQ(imag.size(), 2); ExpectClose(real(0), 42.42, kEpsilon); ExpectClose(real(1), 42.42, kEpsilon); ExpectClose(std::abs(imag(0)), 4.2, kEpsilon); ExpectClose(std::abs(imag(1)), 4.2, kEpsilon); ExpectClose(std::abs(imag(0) + imag(1)), 0.0, kEpsilon); } TEST(Polynomial, QuarticPolynomialWorks) { const double roots[4] = { 1.23e-4, 1.23e-1, 1.23e+2, 1.23e+5 }; RunPolynomialTestRealRoots(roots, true, true, kEpsilon); } TEST(Polynomial, QuarticPolynomialWithTwoClustersOfCloseRootsWorks) { const double roots[4] = { 1.23e-1, 2.46e-1, 1.23e+5, 2.46e+5 }; RunPolynomialTestRealRoots(roots, true, true, kEpsilonLoose); } TEST(Polynomial, QuarticPolynomialWithTwoZeroRootsWorks) { const double roots[4] = { -42.42, 0.0, 0.0, 42.42 }; RunPolynomialTestRealRoots(roots, true, true, kEpsilonLoose); } TEST(Polynomial, QuarticMonomialWorks) { const double roots[4] = { 0.0, 0.0, 0.0, 0.0 }; RunPolynomialTestRealRoots(roots, true, true, kEpsilon); } TEST(Polynomial, NullPointerAsImaginaryPartWorks) { const double roots[4] = { 1.23e-4, 1.23e-1, 1.23e+2, 1.23e+5 }; RunPolynomialTestRealRoots(roots, true, false, kEpsilon); } TEST(Polynomial, NullPointerAsRealPartWorks) { const double roots[4] = { 1.23e-4, 1.23e-1, 1.23e+2, 1.23e+5 }; RunPolynomialTestRealRoots(roots, false, true, kEpsilon); } TEST(Polynomial, BothOutputArgumentsNullWorks) { const double roots[4] = { 1.23e-4, 1.23e-1, 1.23e+2, 1.23e+5 }; RunPolynomialTestRealRoots(roots, false, false, kEpsilon); } TEST(Polynomial, DifferentiateConstantPolynomial) { // p(x) = 1; Vector polynomial(1); polynomial(0) = 1.0; const Vector derivative = DifferentiatePolynomial(polynomial); EXPECT_EQ(derivative.rows(), 1); EXPECT_EQ(derivative(0), 0); } TEST(Polynomial, DifferentiateQuadraticPolynomial) { // p(x) = x^2 + 2x + 3; Vector polynomial(3); polynomial(0) = 1.0; polynomial(1) = 2.0; polynomial(2) = 3.0; const Vector derivative = DifferentiatePolynomial(polynomial); EXPECT_EQ(derivative.rows(), 2); EXPECT_EQ(derivative(0), 2.0); EXPECT_EQ(derivative(1), 2.0); } TEST(Polynomial, MinimizeConstantPolynomial) { // p(x) = 1; Vector polynomial(1); polynomial(0) = 1.0; double optimal_x = 0.0; double optimal_value = 0.0; double min_x = 0.0; double max_x = 1.0; MinimizePolynomial(polynomial, min_x, max_x, &optimal_x, &optimal_value); EXPECT_EQ(optimal_value, 1.0); EXPECT_LE(optimal_x, max_x); EXPECT_GE(optimal_x, min_x); } TEST(Polynomial, MinimizeLinearPolynomial) { // p(x) = x - 2 Vector polynomial(2); polynomial(0) = 1.0; polynomial(1) = 2.0; double optimal_x = 0.0; double optimal_value = 0.0; double min_x = 0.0; double max_x = 1.0; MinimizePolynomial(polynomial, min_x, max_x, &optimal_x, &optimal_value); EXPECT_EQ(optimal_x, 0.0); EXPECT_EQ(optimal_value, 2.0); } TEST(Polynomial, MinimizeQuadraticPolynomial) { // p(x) = x^2 - 3 x + 2 // min_x = 3/2 // min_value = -1/4; Vector polynomial(3); polynomial(0) = 1.0; polynomial(1) = -3.0; polynomial(2) = 2.0; double optimal_x = 0.0; double optimal_value = 0.0; double min_x = -2.0; double max_x = 2.0; MinimizePolynomial(polynomial, min_x, max_x, &optimal_x, &optimal_value); EXPECT_EQ(optimal_x, 3.0/2.0); EXPECT_EQ(optimal_value, -1.0/4.0); min_x = -2.0; max_x = 1.0; MinimizePolynomial(polynomial, min_x, max_x, &optimal_x, &optimal_value); EXPECT_EQ(optimal_x, 1.0); EXPECT_EQ(optimal_value, 0.0); min_x = 2.0; max_x = 3.0; MinimizePolynomial(polynomial, min_x, max_x, &optimal_x, &optimal_value); EXPECT_EQ(optimal_x, 2.0); EXPECT_EQ(optimal_value, 0.0); } TEST(Polymomial, ConstantInterpolatingPolynomial) { // p(x) = 1.0 Vector true_polynomial(1); true_polynomial << 1.0; vector<FunctionSample> samples; FunctionSample sample; sample.x = 1.0; sample.value = 1.0; sample.value_is_valid = true; samples.push_back(sample); const Vector polynomial = FindInterpolatingPolynomial(samples); EXPECT_NEAR((true_polynomial - polynomial).norm(), 0.0, 1e-15); } TEST(Polynomial, LinearInterpolatingPolynomial) { // p(x) = 2x - 1 Vector true_polynomial(2); true_polynomial << 2.0, -1.0; vector<FunctionSample> samples; FunctionSample sample; sample.x = 1.0; sample.value = 1.0; sample.value_is_valid = true; sample.gradient = 2.0; sample.gradient_is_valid = true; samples.push_back(sample); const Vector polynomial = FindInterpolatingPolynomial(samples); EXPECT_NEAR((true_polynomial - polynomial).norm(), 0.0, 1e-15); } TEST(Polynomial, QuadraticInterpolatingPolynomial) { // p(x) = 2x^2 + 3x + 2 Vector true_polynomial(3); true_polynomial << 2.0, 3.0, 2.0; vector<FunctionSample> samples; { FunctionSample sample; sample.x = 1.0; sample.value = 7.0; sample.value_is_valid = true; sample.gradient = 7.0; sample.gradient_is_valid = true; samples.push_back(sample); } { FunctionSample sample; sample.x = -3.0; sample.value = 11.0; sample.value_is_valid = true; samples.push_back(sample); } Vector polynomial = FindInterpolatingPolynomial(samples); EXPECT_NEAR((true_polynomial - polynomial).norm(), 0.0, 1e-15); } TEST(Polynomial, DeficientCubicInterpolatingPolynomial) { // p(x) = 2x^2 + 3x + 2 Vector true_polynomial(4); true_polynomial << 0.0, 2.0, 3.0, 2.0; vector<FunctionSample> samples; { FunctionSample sample; sample.x = 1.0; sample.value = 7.0; sample.value_is_valid = true; sample.gradient = 7.0; sample.gradient_is_valid = true; samples.push_back(sample); } { FunctionSample sample; sample.x = -3.0; sample.value = 11.0; sample.value_is_valid = true; sample.gradient = -9; sample.gradient_is_valid = true; samples.push_back(sample); } const Vector polynomial = FindInterpolatingPolynomial(samples); EXPECT_NEAR((true_polynomial - polynomial).norm(), 0.0, 1e-14); } TEST(Polynomial, CubicInterpolatingPolynomialFromValues) { // p(x) = x^3 + 2x^2 + 3x + 2 Vector true_polynomial(4); true_polynomial << 1.0, 2.0, 3.0, 2.0; vector<FunctionSample> samples; { FunctionSample sample; sample.x = 1.0; sample.value = EvaluatePolynomial(true_polynomial, sample.x); sample.value_is_valid = true; samples.push_back(sample); } { FunctionSample sample; sample.x = -3.0; sample.value = EvaluatePolynomial(true_polynomial, sample.x); sample.value_is_valid = true; samples.push_back(sample); } { FunctionSample sample; sample.x = 2.0; sample.value = EvaluatePolynomial(true_polynomial, sample.x); sample.value_is_valid = true; samples.push_back(sample); } { FunctionSample sample; sample.x = 0.0; sample.value = EvaluatePolynomial(true_polynomial, sample.x); sample.value_is_valid = true; samples.push_back(sample); } const Vector polynomial = FindInterpolatingPolynomial(samples); EXPECT_NEAR((true_polynomial - polynomial).norm(), 0.0, 1e-14); } TEST(Polynomial, CubicInterpolatingPolynomialFromValuesAndOneGradient) { // p(x) = x^3 + 2x^2 + 3x + 2 Vector true_polynomial(4); true_polynomial << 1.0, 2.0, 3.0, 2.0; Vector true_gradient_polynomial = DifferentiatePolynomial(true_polynomial); vector<FunctionSample> samples; { FunctionSample sample; sample.x = 1.0; sample.value = EvaluatePolynomial(true_polynomial, sample.x); sample.value_is_valid = true; samples.push_back(sample); } { FunctionSample sample; sample.x = -3.0; sample.value = EvaluatePolynomial(true_polynomial, sample.x); sample.value_is_valid = true; samples.push_back(sample); } { FunctionSample sample; sample.x = 2.0; sample.value = EvaluatePolynomial(true_polynomial, sample.x); sample.value_is_valid = true; sample.gradient = EvaluatePolynomial(true_gradient_polynomial, sample.x); sample.gradient_is_valid = true; samples.push_back(sample); } const Vector polynomial = FindInterpolatingPolynomial(samples); EXPECT_NEAR((true_polynomial - polynomial).norm(), 0.0, 1e-14); } TEST(Polynomial, CubicInterpolatingPolynomialFromValuesAndGradients) { // p(x) = x^3 + 2x^2 + 3x + 2 Vector true_polynomial(4); true_polynomial << 1.0, 2.0, 3.0, 2.0; Vector true_gradient_polynomial = DifferentiatePolynomial(true_polynomial); vector<FunctionSample> samples; { FunctionSample sample; sample.x = -3.0; sample.value = EvaluatePolynomial(true_polynomial, sample.x); sample.value_is_valid = true; sample.gradient = EvaluatePolynomial(true_gradient_polynomial, sample.x); sample.gradient_is_valid = true; samples.push_back(sample); } { FunctionSample sample; sample.x = 2.0; sample.value = EvaluatePolynomial(true_polynomial, sample.x); sample.value_is_valid = true; sample.gradient = EvaluatePolynomial(true_gradient_polynomial, sample.x); sample.gradient_is_valid = true; samples.push_back(sample); } const Vector polynomial = FindInterpolatingPolynomial(samples); EXPECT_NEAR((true_polynomial - polynomial).norm(), 0.0, 1e-14); } } // namespace internal } // namespace ceres