Extend the C API to support loss functions
This extends the C API to support loss functions. Both
user-supplied cost functions as well as the stock Ceres cost
functions (Cauchy, Huber, etc) are supported. In addition, this
adds a simple unit test for the C API.
Supporting loss functions required changing the signature of the
ceres_add_residual_block() function to also take a thunk for the
loss function.
Change-Id: Iefa58cf709adbb8f24588e5eb6aed9aef46b6d73
diff --git a/internal/ceres/c_api_test.cc b/internal/ceres/c_api_test.cc
new file mode 100644
index 0000000..c6bfb37
--- /dev/null
+++ b/internal/ceres/c_api_test.cc
@@ -0,0 +1,221 @@
+// 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: mierle@gmail.com (Keir Mierle)
+
+#include "ceres/c_api.h"
+
+#include <cmath>
+
+#include "glog/logging.h"
+#include "gtest/gtest.h"
+
+// Duplicated from curve_fitting.cc.
+int num_observations = 67;
+double data[] = {
+ 0.000000e+00, 1.133898e+00,
+ 7.500000e-02, 1.334902e+00,
+ 1.500000e-01, 1.213546e+00,
+ 2.250000e-01, 1.252016e+00,
+ 3.000000e-01, 1.392265e+00,
+ 3.750000e-01, 1.314458e+00,
+ 4.500000e-01, 1.472541e+00,
+ 5.250000e-01, 1.536218e+00,
+ 6.000000e-01, 1.355679e+00,
+ 6.750000e-01, 1.463566e+00,
+ 7.500000e-01, 1.490201e+00,
+ 8.250000e-01, 1.658699e+00,
+ 9.000000e-01, 1.067574e+00,
+ 9.750000e-01, 1.464629e+00,
+ 1.050000e+00, 1.402653e+00,
+ 1.125000e+00, 1.713141e+00,
+ 1.200000e+00, 1.527021e+00,
+ 1.275000e+00, 1.702632e+00,
+ 1.350000e+00, 1.423899e+00,
+ 1.425000e+00, 1.543078e+00,
+ 1.500000e+00, 1.664015e+00,
+ 1.575000e+00, 1.732484e+00,
+ 1.650000e+00, 1.543296e+00,
+ 1.725000e+00, 1.959523e+00,
+ 1.800000e+00, 1.685132e+00,
+ 1.875000e+00, 1.951791e+00,
+ 1.950000e+00, 2.095346e+00,
+ 2.025000e+00, 2.361460e+00,
+ 2.100000e+00, 2.169119e+00,
+ 2.175000e+00, 2.061745e+00,
+ 2.250000e+00, 2.178641e+00,
+ 2.325000e+00, 2.104346e+00,
+ 2.400000e+00, 2.584470e+00,
+ 2.475000e+00, 1.914158e+00,
+ 2.550000e+00, 2.368375e+00,
+ 2.625000e+00, 2.686125e+00,
+ 2.700000e+00, 2.712395e+00,
+ 2.775000e+00, 2.499511e+00,
+ 2.850000e+00, 2.558897e+00,
+ 2.925000e+00, 2.309154e+00,
+ 3.000000e+00, 2.869503e+00,
+ 3.075000e+00, 3.116645e+00,
+ 3.150000e+00, 3.094907e+00,
+ 3.225000e+00, 2.471759e+00,
+ 3.300000e+00, 3.017131e+00,
+ 3.375000e+00, 3.232381e+00,
+ 3.450000e+00, 2.944596e+00,
+ 3.525000e+00, 3.385343e+00,
+ 3.600000e+00, 3.199826e+00,
+ 3.675000e+00, 3.423039e+00,
+ 3.750000e+00, 3.621552e+00,
+ 3.825000e+00, 3.559255e+00,
+ 3.900000e+00, 3.530713e+00,
+ 3.975000e+00, 3.561766e+00,
+ 4.050000e+00, 3.544574e+00,
+ 4.125000e+00, 3.867945e+00,
+ 4.200000e+00, 4.049776e+00,
+ 4.275000e+00, 3.885601e+00,
+ 4.350000e+00, 4.110505e+00,
+ 4.425000e+00, 4.345320e+00,
+ 4.500000e+00, 4.161241e+00,
+ 4.575000e+00, 4.363407e+00,
+ 4.650000e+00, 4.161576e+00,
+ 4.725000e+00, 4.619728e+00,
+ 4.800000e+00, 4.737410e+00,
+ 4.875000e+00, 4.727863e+00,
+ 4.950000e+00, 4.669206e+00,
+};
+
+// A test cost function, similar to the one in curve_fitting.c.
+int exponential_residual(void* user_data,
+ double** parameters,
+ double* residuals,
+ double** jacobians) {
+ double* measurement = (double*) user_data;
+ double x = measurement[0];
+ double y = measurement[1];
+ double m = parameters[0][0];
+ double c = parameters[1][0];
+
+ residuals[0] = y - exp(m * x + c);
+ if (jacobians == NULL) {
+ return 1;
+ }
+ if (jacobians[0] != NULL) {
+ jacobians[0][0] = - x * exp(m * x + c); // dr/dm
+ }
+ if (jacobians[1] != NULL) {
+ jacobians[1][0] = - exp(m * x + c); // dr/dc
+ }
+ return 1;
+}
+
+namespace ceres {
+namespace internal {
+
+TEST(C_API, SimpleEndToEndTest) {
+ double m = 0.0;
+ double c = 0.0;
+ double *parameter_pointers[] = { &m, &c };
+ int parameter_sizes[] = { 1, 1 };
+
+ ceres_problem_t* problem = ceres_create_problem();
+ for (int i = 0; i < num_observations; ++i) {
+ ceres_problem_add_residual_block(
+ problem,
+ exponential_residual, // Cost function
+ &data[2 * i], // Points to the (x,y) measurement
+ NULL, // Loss function
+ NULL, // Loss function user data
+ 1, // Number of residuals
+ 2, // Number of parameter blocks
+ parameter_sizes,
+ parameter_pointers);
+ }
+
+ ceres_solve(problem);
+
+ EXPECT_NEAR(0.3, m, 0.02);
+ EXPECT_NEAR(0.1, c, 0.04);
+
+ ceres_free_problem(problem);
+}
+
+template<typename T>
+class ScopedSetValue {
+ public:
+ ScopedSetValue(T* variable, T new_value)
+ : variable_(variable), old_value_(*variable) {
+ *variable = new_value;
+ }
+ ~ScopedSetValue() {
+ *variable_ = old_value_;
+ }
+
+ private:
+ T* variable_;
+ T old_value_;
+};
+
+TEST(C_API, LossFunctions) {
+ double m = 0.2;
+ double c = 0.03;
+ double *parameter_pointers[] = { &m, &c };
+ int parameter_sizes[] = { 1, 1 };
+
+ // Create two outliers, but be careful to leave the data intact.
+ ScopedSetValue<double> outlier1x(&data[12], 2.5);
+ ScopedSetValue<double> outlier1y(&data[13], 1.0e3);
+ ScopedSetValue<double> outlier2x(&data[14], 3.2);
+ ScopedSetValue<double> outlier2y(&data[15], 30e3);
+
+ // Create a cauchy cost function, and reuse it many times.
+ void* cauchy_loss_data =
+ ceres_create_cauchy_loss_function_data(5.0);
+
+ ceres_problem_t* problem = ceres_create_problem();
+ for (int i = 0; i < num_observations; ++i) {
+ ceres_problem_add_residual_block(
+ problem,
+ exponential_residual, // Cost function
+ &data[2 * i], // Points to the (x,y) measurement
+ ceres_stock_loss_function,
+ cauchy_loss_data, // Loss function user data
+ 1, // Number of residuals
+ 2, // Number of parameter blocks
+ parameter_sizes,
+ parameter_pointers);
+ }
+
+ ceres_solve(problem);
+
+ EXPECT_NEAR(0.3, m, 0.02);
+ EXPECT_NEAR(0.1, c, 0.04);
+
+ ceres_free_stock_loss_function_data(cauchy_loss_data);
+ ceres_free_problem(problem);
+}
+
+} // namespace internal
+} // namespace ceres
