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// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2021 Google Inc. All rights reserved.
// http://ceres-solver.org/
//
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// modification, are permitted provided that the following conditions are met:
//
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// 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
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//
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// POSSIBILITY OF SUCH DAMAGE.
//
// Author: sameeragarwal@google.com (Sameer Agarwal)
#include "ceres/manifold.h"
#include <cmath>
#include <limits>
#include <memory>
#include "Eigen/Geometry"
#include "ceres/dynamic_numeric_diff_cost_function.h"
#include "ceres/internal/eigen.h"
#include "ceres/numeric_diff_options.h"
#include "ceres/random.h"
#include "ceres/types.h"
#include "gmock/gmock.h"
#include "gtest/gtest.h"
namespace ceres {
namespace internal {
// TODO(sameeragarwal): Once these helpers and matchers converge, it would be
// helpful to expose them as testing utilities which can be used by the user
// when implementing their own manifold objects.
constexpr int kNumTrials = 10;
constexpr double kEpsilon = 1e-10;
// Helper struct to curry Plus(x, .) so that it can be numerically
// differentiated.
struct PlusFunctor {
PlusFunctor(const Manifold& manifold, double* x) : manifold(manifold), x(x) {}
bool operator()(double const* const* parameters, double* x_plus_delta) const {
return manifold.Plus(x, parameters[0], x_plus_delta);
}
const Manifold& manifold;
const double* x;
};
// Checks that the output of PlusJacobian matches the one obtained by
// numerically evaluating D_2 Plus(x,0).
MATCHER(HasCorrectPlusJacobian, "") {
const int ambient_size = arg.AmbientSize();
const int tangent_size = arg.TangentSize();
for (int trial = 0; trial < kNumTrials; ++trial) {
Vector x = Vector::Random(ambient_size);
NumericDiffOptions options;
DynamicNumericDiffCostFunction<PlusFunctor, RIDDERS> cost_function(
new PlusFunctor(arg, x.data()));
cost_function.AddParameterBlock(tangent_size);
cost_function.SetNumResiduals(ambient_size);
Vector zero = Vector::Zero(tangent_size);
double* parameters[1] = {zero.data()};
Vector x_plus_zero = Vector::Zero(ambient_size);
Matrix expected = Matrix::Zero(ambient_size, tangent_size);
double* jacobians[1] = {expected.data()};
CHECK(cost_function.Evaluate(parameters, x_plus_zero.data(), jacobians));
Matrix actual = Matrix::Random(ambient_size, tangent_size);
arg.PlusJacobian(x.data(), actual.data());
const double n = (actual - expected).norm();
const double d = expected.norm();
const bool result = (d == 0.0) ? (n == 0.0) : (n <= kEpsilon * d);
if (!result) {
*result_listener << "\nx: " << x.transpose() << "\nexpected: \n"
<< expected << "\nactual:\n"
<< actual << "\ndiff:\n"
<< expected - actual;
return false;
}
}
return true;
}
// Checks that the invariant Minus(Plus(x, delta), x) == delta holds.
MATCHER_P(HasCorrectMinusAt, x, "") {
const int ambient_size = arg.AmbientSize();
const int tangent_size = arg.TangentSize();
for (int trial = 0; trial < kNumTrials; ++trial) {
Vector expected = Vector::Random(tangent_size);
Vector x_plus_expected = Vector::Zero(ambient_size);
arg.Plus(x.data(), expected.data(), x_plus_expected.data());
Vector actual = Vector::Zero(tangent_size);
arg.Minus(x_plus_expected.data(), x.data(), actual.data());
const double n = (actual - expected).norm();
const double d = expected.norm();
const bool result = (d == 0.0) ? (n == 0.0) : (n <= kEpsilon * d);
if (!result) {
*result_listener << "\nx: " << x.transpose()
<< "\nexpected: " << expected.transpose()
<< "\nactual:" << actual.transpose()
<< "\ndiff:" << (expected - actual).transpose();
return false;
}
}
return true;
}
// Helper struct to curry Minus(., x) so that it can be numerically
// differentiated.
struct MinusFunctor {
MinusFunctor(const Manifold& manifold, double* x)
: manifold(manifold), x(x) {}
bool operator()(double const* const* parameters, double* y_minus_x) const {
return manifold.Minus(parameters[0], x, y_minus_x);
}
const Manifold& manifold;
const double* x;
};
// Checks that the output of MinusJacobian matches the one obtained by
// numerically evaluating D_1 Minus(x,x).
MATCHER(HasCorrectMinusJacobian, "") {
const int ambient_size = arg.AmbientSize();
const int tangent_size = arg.TangentSize();
for (int trial = 0; trial < kNumTrials; ++trial) {
Vector y = Vector::Random(ambient_size);
Vector x = y;
Vector y_minus_x = Vector::Zero(tangent_size);
NumericDiffOptions options;
DynamicNumericDiffCostFunction<MinusFunctor, RIDDERS> cost_function(
new MinusFunctor(arg, x.data()));
cost_function.AddParameterBlock(ambient_size);
cost_function.SetNumResiduals(tangent_size);
double* parameters[1] = {y.data()};
Matrix expected = Matrix::Zero(tangent_size, ambient_size);
double* jacobians[1] = {expected.data()};
CHECK(cost_function.Evaluate(parameters, y_minus_x.data(), jacobians));
Matrix actual = Matrix::Random(tangent_size, ambient_size);
arg.MinusJacobian(x.data(), actual.data());
const double n = (actual - expected).norm();
const double d = expected.norm();
const bool result = (d == 0.0) ? (n == 0.0) : (n <= kEpsilon * d);
if (!result) {
*result_listener << "\nx: " << x.transpose() << "\nexpected: \n"
<< expected << "\nactual:\n"
<< actual << "\ndiff:\n"
<< expected - actual;
return false;
}
}
return true;
}
// Verify that the output of RightMultiplyByPlusJacobian is ambient_matrix *
// plus_jacobian.
MATCHER(HasCorrectRightMultiplyByPlusJacobian, "") {
const int ambient_size = arg.AmbientSize();
const int tangent_size = arg.TangentSize();
constexpr int kMinNumRows = 0;
constexpr int kMaxNumRows = 3;
for (int num_rows = kMinNumRows; num_rows <= kMaxNumRows; ++num_rows) {
Vector x = Vector::Random(ambient_size);
Matrix plus_jacobian = Matrix::Random(ambient_size, tangent_size);
arg.PlusJacobian(x.data(), plus_jacobian.data());
Matrix ambient_matrix = Matrix::Random(num_rows, ambient_size);
Matrix expected = ambient_matrix * plus_jacobian;
Matrix actual = Matrix::Random(num_rows, tangent_size);
arg.RightMultiplyByPlusJacobian(
x.data(), num_rows, ambient_matrix.data(), actual.data());
const double n = (actual - expected).norm();
const double d = expected.norm();
const bool result = (d == 0.0) ? (n == 0.0) : (n <= kEpsilon * d);
if (!result) {
*result_listener << "\nx: " << x.transpose() << "\nambient_matrix : \n"
<< ambient_matrix << "\nplus_jacobian : \n"
<< plus_jacobian << "\nexpected: \n"
<< expected << "\nactual:\n"
<< actual << "\ndiff:\n"
<< expected - actual;
return false;
}
}
return true;
}
TEST(EuclideanManifold, NormalFunctionTest) {
EuclideanManifold manifold(3);
EXPECT_EQ(manifold.AmbientSize(), 3);
EXPECT_EQ(manifold.TangentSize(), 3);
Vector x = Vector::Random(3);
Vector delta = Vector::Random(3);
Vector x_plus_delta = Vector::Zero(3);
manifold.Plus(x.data(), delta.data(), x_plus_delta.data());
EXPECT_NEAR(
(x_plus_delta - x - delta).norm() / (x + delta).norm(), 0.0, kEpsilon);
EXPECT_THAT(manifold, HasCorrectMinusAt(x));
EXPECT_THAT(manifold, HasCorrectPlusJacobian());
EXPECT_THAT(manifold, HasCorrectMinusJacobian());
EXPECT_THAT(manifold, HasCorrectRightMultiplyByPlusJacobian());
}
TEST(SubsetManifold, EmptyConstantParameters) {
SubsetManifold manifold(3, {});
Vector x = Vector::Random(3);
Vector delta = Vector::Random(3);
Vector x_plus_delta = Vector::Zero(3);
manifold.Plus(x.data(), delta.data(), x_plus_delta.data());
EXPECT_NEAR(
(x_plus_delta - x - delta).norm() / (x + delta).norm(), 0.0, kEpsilon);
EXPECT_THAT(manifold, HasCorrectMinusAt(x));
EXPECT_THAT(manifold, HasCorrectPlusJacobian());
EXPECT_THAT(manifold, HasCorrectMinusJacobian());
EXPECT_THAT(manifold, HasCorrectRightMultiplyByPlusJacobian());
}
TEST(SubsetManifold, NegativeParameterIndexDeathTest) {
EXPECT_DEATH_IF_SUPPORTED(SubsetManifold manifold(2, {-1}),
"greater than equal to zero");
}
TEST(SubsetManifold, GreaterThanSizeParameterIndexDeathTest) {
EXPECT_DEATH_IF_SUPPORTED(SubsetManifold manifold(2, {2}),
"less than the size");
}
TEST(SubsetManifold, DuplicateParametersDeathTest) {
EXPECT_DEATH_IF_SUPPORTED(SubsetManifold manifold(2, {1, 1}), "duplicates");
}
TEST(SubsetManifold, NormalFunctionTest) {
const int kAmbientSize = 4;
const int kTangentSize = 3;
Vector x = Vector::Random(kAmbientSize);
Vector delta = Vector::Random(kTangentSize);
Vector x_plus_delta = Vector::Zero(kAmbientSize);
for (int i = 0; i < kAmbientSize; ++i) {
SubsetManifold manifold(kAmbientSize, {i});
x_plus_delta.setZero();
manifold.Plus(x.data(), delta.data(), x_plus_delta.data());
int k = 0;
for (int j = 0; j < kAmbientSize; ++j) {
if (j == i) {
EXPECT_EQ(x_plus_delta[j], x[j]);
} else {
EXPECT_EQ(x_plus_delta[j], x[j] + delta[k++]);
}
}
EXPECT_THAT(manifold, HasCorrectMinusAt(x));
EXPECT_THAT(manifold, HasCorrectPlusJacobian());
EXPECT_THAT(manifold, HasCorrectMinusJacobian());
EXPECT_THAT(manifold, HasCorrectRightMultiplyByPlusJacobian());
}
}
TEST(ProductManifold, Size2) {
Manifold* manifold1 = new SubsetManifold(5, {2});
Manifold* manifold2 = new SubsetManifold(3, {0, 1});
ProductManifold manifold(manifold1, manifold2);
EXPECT_EQ(manifold.AmbientSize(),
manifold1->AmbientSize() + manifold2->AmbientSize());
EXPECT_EQ(manifold.TangentSize(),
manifold1->TangentSize() + manifold2->TangentSize());
}
TEST(ProductManifold, Size3) {
Manifold* manifold1 = new SubsetManifold(5, {2});
Manifold* manifold2 = new SubsetManifold(3, {0, 1});
Manifold* manifold3 = new SubsetManifold(4, {1});
ProductManifold manifold(manifold1, manifold2, manifold3);
EXPECT_EQ(manifold.AmbientSize(),
manifold1->AmbientSize() + manifold2->AmbientSize() +
manifold3->AmbientSize());
EXPECT_EQ(manifold.TangentSize(),
manifold1->TangentSize() + manifold2->TangentSize() +
manifold3->TangentSize());
}
TEST(ProductManifold, Size4) {
Manifold* manifold1 = new SubsetManifold(5, {2});
Manifold* manifold2 = new SubsetManifold(3, {0, 1});
Manifold* manifold3 = new SubsetManifold(4, {1});
Manifold* manifold4 = new SubsetManifold(2, {0});
ProductManifold manifold(manifold1, manifold2, manifold3, manifold4);
EXPECT_EQ(manifold.AmbientSize(),
manifold1->AmbientSize() + manifold2->AmbientSize() +
manifold3->AmbientSize() + manifold4->AmbientSize());
EXPECT_EQ(manifold.TangentSize(),
manifold1->TangentSize() + manifold2->TangentSize() +
manifold3->TangentSize() + manifold4->TangentSize());
}
TEST(ProductManifold, NormalFunctionTest) {
Manifold* manifold1 = new SubsetManifold(5, {2});
Manifold* manifold2 = new SubsetManifold(3, {0, 1});
Manifold* manifold3 = new SubsetManifold(4, {1});
Manifold* manifold4 = new SubsetManifold(2, {0});
ProductManifold manifold(manifold1, manifold2, manifold3, manifold4);
Vector x = Vector::Random(manifold.AmbientSize());
Vector delta = Vector::Random(manifold.TangentSize());
Vector x_plus_delta = Vector::Zero(manifold.AmbientSize());
Vector x_plus_delta_expected = Vector::Zero(manifold.AmbientSize());
EXPECT_TRUE(manifold.Plus(x.data(), delta.data(), x_plus_delta.data()));
int ambient_cursor = 0;
int tangent_cursor = 0;
EXPECT_TRUE(manifold1->Plus(&x[ambient_cursor],
&delta[tangent_cursor],
&x_plus_delta_expected[ambient_cursor]));
ambient_cursor += manifold1->AmbientSize();
tangent_cursor += manifold1->TangentSize();
EXPECT_TRUE(manifold2->Plus(&x[ambient_cursor],
&delta[tangent_cursor],
&x_plus_delta_expected[ambient_cursor]));
ambient_cursor += manifold2->AmbientSize();
tangent_cursor += manifold2->TangentSize();
EXPECT_TRUE(manifold3->Plus(&x[ambient_cursor],
&delta[tangent_cursor],
&x_plus_delta_expected[ambient_cursor]));
ambient_cursor += manifold3->AmbientSize();
tangent_cursor += manifold3->TangentSize();
EXPECT_TRUE(manifold4->Plus(&x[ambient_cursor],
&delta[tangent_cursor],
&x_plus_delta_expected[ambient_cursor]));
ambient_cursor += manifold4->AmbientSize();
tangent_cursor += manifold4->TangentSize();
for (int i = 0; i < x.size(); ++i) {
EXPECT_EQ(x_plus_delta[i], x_plus_delta_expected[i]);
}
EXPECT_THAT(manifold, HasCorrectMinusAt(x));
EXPECT_THAT(manifold, HasCorrectPlusJacobian());
EXPECT_THAT(manifold, HasCorrectMinusJacobian());
EXPECT_THAT(manifold, HasCorrectRightMultiplyByPlusJacobian());
}
TEST(ProductManifold, ZeroTangentSizeAndEuclidean) {
Manifold* subset_manifold = new SubsetManifold(1, {0});
Manifold* euclidean_manifold = new EuclideanManifold(2);
ProductManifold manifold(subset_manifold, euclidean_manifold);
EXPECT_EQ(manifold.AmbientSize(), 3);
EXPECT_EQ(manifold.TangentSize(), 2);
Vector x = Vector::Random(3);
Vector delta = Vector::Random(2);
Vector x_plus_delta = Vector::Zero(3);
EXPECT_TRUE(manifold.Plus(x.data(), delta.data(), x_plus_delta.data()));
EXPECT_EQ(x_plus_delta[0], x[0]);
EXPECT_EQ(x_plus_delta[1], x[1] + delta[0]);
EXPECT_EQ(x_plus_delta[2], x[2] + delta[1]);
EXPECT_THAT(manifold, HasCorrectMinusAt(x));
EXPECT_THAT(manifold, HasCorrectPlusJacobian());
EXPECT_THAT(manifold, HasCorrectMinusJacobian());
EXPECT_THAT(manifold, HasCorrectRightMultiplyByPlusJacobian());
}
TEST(ProductManifold, EuclideanAndZeroTangentSize) {
Manifold* subset_manifold = new SubsetManifold(1, {0});
Manifold* euclidean_manifold = new EuclideanManifold(2);
ProductManifold manifold(euclidean_manifold, subset_manifold);
EXPECT_EQ(manifold.AmbientSize(), 3);
EXPECT_EQ(manifold.TangentSize(), 2);
Vector x = Vector::Random(3);
Vector delta = Vector::Random(2);
Vector x_plus_delta = Vector::Zero(3);
EXPECT_TRUE(manifold.Plus(x.data(), delta.data(), x_plus_delta.data()));
EXPECT_EQ(x_plus_delta[0], x[0] + delta[0]);
EXPECT_EQ(x_plus_delta[1], x[1] + delta[1]);
EXPECT_EQ(x_plus_delta[2], x[2]);
EXPECT_THAT(manifold, HasCorrectMinusAt(x));
EXPECT_THAT(manifold, HasCorrectPlusJacobian());
EXPECT_THAT(manifold, HasCorrectMinusJacobian());
EXPECT_THAT(manifold, HasCorrectRightMultiplyByPlusJacobian());
}
} // namespace internal
} // namespace ceres