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_test_utils.h b/internal/ceres/numeric_diff_test_utils.h
new file mode 100644
index 0000000..1a43df2
--- /dev/null
+++ b/internal/ceres/numeric_diff_test_utils.h
@@ -0,0 +1,56 @@
+#include "ceres/cost_function.h"
+#include "ceres/sized_cost_function.h"
+#include "ceres/types.h"
+
+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
+class EasyFunctor {
+ public:
+ bool operator()(const double* x1, const double* x2, double* residuals) const;
+ void ExpectCostFunctionEvaluationIsNearlyCorrect(
+ const CostFunction& cost_function,
+ NumericDiffMethod method) const;
+};
+
+class EasyCostFunction : public SizedCostFunction<3, 5, 5> {
+ public:
+ virtual bool Evaluate(double const* const* parameters,
+ double* residuals,
+ double** /* not used */) const {
+ return functor_(parameters[0], parameters[1], residuals);
+ }
+
+ private:
+ EasyFunctor functor_;
+};
+
+// 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
+class TranscendentalFunctor {
+ public:
+ bool operator()(const double* x1, const double* x2, double* residuals) const;
+ void ExpectCostFunctionEvaluationIsNearlyCorrect(
+ const CostFunction& cost_function,
+ NumericDiffMethod method) const;
+};
+
+class TranscendentalCostFunction : public SizedCostFunction<2, 5, 5> {
+ public:
+ virtual bool Evaluate(double const* const* parameters,
+ double* residuals,
+ double** /* not used */) const {
+ return functor_(parameters[0], parameters[1], residuals);
+ }
+ private:
+ TranscendentalFunctor functor_;
+};
+
+} // namespace internal
+} // namespace ceres
