NumericDiffFunctor.
A wrapper class that takes a variadic functor evaluating a
function, numerically differentiates it and makes it available as a
templated functor so that it can be easily used as part of Ceres'
automatic differentiation framework.
The tests for NumericDiffCostFunction and NumericDiffFunctor have
a lot of stuff that is common, so refactor them to reduce code.
Change-Id: I83b01e58b05e575fb2530d15cbd611928298646a
diff --git a/internal/ceres/numeric_diff_cost_function_test.cc b/internal/ceres/numeric_diff_cost_function_test.cc
index 296cc22..3953ded 100644
--- a/internal/ceres/numeric_diff_cost_function_test.cc
+++ b/internal/ceres/numeric_diff_cost_function_test.cc
@@ -36,8 +36,7 @@
#include <vector>
#include "ceres/internal/macros.h"
#include "ceres/internal/scoped_ptr.h"
-#include "ceres/sized_cost_function.h"
-#include "ceres/stringprintf.h"
+#include "ceres/numeric_diff_test_utils.h"
#include "ceres/test_util.h"
#include "ceres/types.h"
#include "glog/logging.h"
@@ -46,223 +45,109 @@
namespace ceres {
namespace internal {
-// y1 = x1'x2 -> dy1/dx1 = x2, dy1/dx2 = x1
-// y2 = (x1'x2)^2 -> dy2/dx1 = 2 * x2 * (x1'x2), dy2/dx2 = 2 * x1 * (x1'x2)
-// y3 = x2'x2 -> dy3/dx1 = 0, dy3/dx2 = 2 * x2
-struct EasyFunctor {
- bool 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;
- }
-};
+TEST(NumericDiffCostFunction, EasyCaseFunctorCentralDifferences) {
+ internal::scoped_ptr<CostFunction> cost_function;
+ cost_function.reset(
+ new NumericDiffCostFunction<EasyFunctor,
+ CENTRAL,
+ 3, /* number of residuals */
+ 5, /* size of x1 */
+ 5 /* size of x2 */>(
+ new EasyFunctor));
+ EasyFunctor functor;
+ functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
+}
-class EasyCostFunction : public SizedCostFunction<3, 5, 5> {
- public:
- virtual bool Evaluate(double const* const* parameters,
- double* residuals,
- double** jacobians) const {
- (void) jacobians; // Ignored.
- return EasyFunctor()(parameters[0], parameters[1], residuals);
- }
-};
+TEST(NumericDiffCostFunction, EasyCaseFunctorForwardDifferences) {
+ internal::scoped_ptr<CostFunction> cost_function;
+ cost_function.reset(
+ new NumericDiffCostFunction<EasyFunctor,
+ FORWARD,
+ 3, /* number of residuals */
+ 5, /* size of x1 */
+ 5 /* size of x2 */>(
+ new EasyFunctor));
+ EasyFunctor functor;
+ functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD);
+}
-TEST(NumericDiffCostFunction, EasyCase) {
- // Try both central and forward difference.
- internal::scoped_ptr<CostFunction> cfs[4];
- cfs[0].reset(
+TEST(NumericDiffCostFunction, EasyCaseCostFunctionCentralDifferences) {
+ internal::scoped_ptr<CostFunction> cost_function;
+ cost_function.reset(
new NumericDiffCostFunction<EasyCostFunction,
CENTRAL,
3, /* number of residuals */
5, /* size of x1 */
5 /* size of x2 */>(
new EasyCostFunction, TAKE_OWNERSHIP));
+ EasyFunctor functor;
+ functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
+}
- cfs[1].reset(
+TEST(NumericDiffCostFunction, EasyCaseCostFunctionForwardDifferences) {
+ internal::scoped_ptr<CostFunction> cost_function;
+ cost_function.reset(
new NumericDiffCostFunction<EasyCostFunction,
FORWARD,
3, /* number of residuals */
5, /* size of x1 */
5 /* size of x2 */>(
new EasyCostFunction, TAKE_OWNERSHIP));
-
- cfs[2].reset(
- new NumericDiffCostFunction< EasyFunctor,
- CENTRAL,
- 3, /* number of residuals */
- 5, /* size of x1 */
- 5 /* size of x2 */>(
- new EasyFunctor));
-
- cfs[3].reset(
- new NumericDiffCostFunction< EasyFunctor,
- FORWARD,
- 3, /* number of residuals */
- 5, /* size of x1 */
- 5 /* size of x2 */>(
- new EasyFunctor));
-
-
- for (int c = 0; c < 4; ++c) {
- CostFunction *cost_function = cfs[c].get();
-
- 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);
-
- for (int i = 0; i < 5; ++i) {
- LOG(INFO) << "c = " << c << " i = " << i;
- const double kEps = c == 0 ? /* central */ 3e-9 : /* forward */ 2e-5;
-
- ExpectClose(x2[i], dydx1[5 * 0 + i], kEps); // y1
- ExpectClose(x1[i], dydx2[5 * 0 + i], kEps);
- ExpectClose(2 * x2[i] * residuals[0], dydx1[5 * 1 + i], kEps); // y2
- ExpectClose(2 * x1[i] * residuals[0], dydx2[5 * 1 + i], kEps);
- ExpectClose(0.0, dydx1[5 * 2 + i], kEps); // y3
- ExpectClose(2 * x2[i], dydx2[5 * 2 + i], kEps);
- }
- }
+ EasyFunctor functor;
+ functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD);
}
-// y1 = sin(x1'x2)
-// y2 = exp(-x1'x2 / 10)
-//
-// dy1/dx1 = x2 * cos(x1'x2), dy1/dx2 = x1 * cos(x1'x2)
-// dy2/dx1 = -x2 * exp(-x1'x2 / 10) / 10, dy2/dx2 = -x2 * exp(-x1'x2 / 10) / 10
-struct TranscendentalFunctor {
- bool 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;
- }
-};
-
-class TranscendentalTestCostFunction : public SizedCostFunction<2, 5, 5> {
- public:
- virtual bool Evaluate(double const* const* parameters,
- double* residuals,
- double** jacobians) const {
- (void) jacobians; // Ignored.
- return TranscendentalFunctor()(parameters[0], parameters[1], residuals);
- }
-};
-
-TEST(NumericDiffCostFunction, TransendentalOperationsInCostFunction) {
- // Try both central and forward difference.
- internal::scoped_ptr<CostFunction> cfs[4];
- cfs[0].reset(
- new NumericDiffCostFunction<TranscendentalTestCostFunction,
- CENTRAL,
- 2, /* number of residuals */
- 5, /* size of x1 */
- 5 /* size of x2 */>(
- new TranscendentalTestCostFunction, TAKE_OWNERSHIP));
-
- cfs[1].reset(
- new NumericDiffCostFunction<TranscendentalTestCostFunction,
- FORWARD,
- 2, /* number of residuals */
- 5, /* size of x1 */
- 5 /* size of x2 */>(
- new TranscendentalTestCostFunction, TAKE_OWNERSHIP));
-
- cfs[2].reset(
+TEST(NumericDiffCostFunction, TranscendentalCaseFunctorCentralDifferences) {
+ internal::scoped_ptr<CostFunction> cost_function;
+ cost_function.reset(
new NumericDiffCostFunction<TranscendentalFunctor,
CENTRAL,
2, /* number of residuals */
5, /* size of x1 */
5 /* size of x2 */>(
- new TranscendentalFunctor));
+ new TranscendentalFunctor));
+ TranscendentalFunctor functor;
+ functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
+}
- cfs[3].reset(
+TEST(NumericDiffCostFunction, TranscendentalCaseFunctorForwardDifferences) {
+ internal::scoped_ptr<CostFunction> cost_function;
+ cost_function.reset(
new NumericDiffCostFunction<TranscendentalFunctor,
FORWARD,
2, /* number of residuals */
5, /* size of x1 */
5 /* size of x2 */>(
- new TranscendentalFunctor));
-
- for (int c = 0; c < 4; ++c) {
- CostFunction *cost_function = cfs[c].get();
-
- 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]));
- LOG(INFO) << "Ran evaluate for test k=" << k << " c=" << c;
-
- double x1x2 = 0;
- for (int i = 0; i < 5; ++i) {
- x1x2 += x1[i] * x2[i];
- }
-
- for (int i = 0; i < 5; ++i) {
- const double kEps = c == 0 ? /* central */ 3e-9 : /* forward */ 2e-5;
-
- ExpectClose( x2[i] * cos(x1x2), dydx1[5 * 0 + i], kEps);
- ExpectClose( x1[i] * cos(x1x2), dydx2[5 * 0 + i], kEps);
- ExpectClose(-x2[i] * exp(-x1x2 / 10.) / 10., dydx1[5 * 1 + i], kEps);
- ExpectClose(-x1[i] * exp(-x1x2 / 10.) / 10., dydx2[5 * 1 + i], kEps);
- }
- }
- }
+ new TranscendentalFunctor));
+ TranscendentalFunctor functor;
+ functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD);
}
+TEST(NumericDiffCostFunction, TranscendentalCaseCostFunctionCentralDifferences) {
+ internal::scoped_ptr<CostFunction> cost_function;
+ cost_function.reset(
+ new NumericDiffCostFunction<TranscendentalCostFunction,
+ CENTRAL,
+ 2, /* number of residuals */
+ 5, /* size of x1 */
+ 5 /* size of x2 */>(
+ new TranscendentalCostFunction, TAKE_OWNERSHIP));
+ TranscendentalFunctor functor;
+ functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
+}
+
+TEST(NumericDiffCostFunction, TranscendentalCaseCostFunctionForwardDifferences) {
+ internal::scoped_ptr<CostFunction> cost_function;
+ cost_function.reset(
+ new NumericDiffCostFunction<TranscendentalCostFunction,
+ FORWARD,
+ 2, /* number of residuals */
+ 5, /* size of x1 */
+ 5 /* size of x2 */>(
+ new TranscendentalCostFunction, TAKE_OWNERSHIP));
+ TranscendentalFunctor functor;
+ functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD);
+}
template<int num_rows, int num_cols>
class SizeTestingCostFunction : public SizedCostFunction<num_rows, num_cols> {
