| // Ceres Solver - A fast non-linear least squares minimizer | |
| // Copyright 2015 Google Inc. All rights reserved. | |
| // http://ceres-solver.org/ | |
| // | |
| // Redistribution and use in source and binary forms, with or without | |
| // modification, are permitted provided that the following conditions are met: | |
| // | |
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| // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" | |
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| // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE | |
| // POSSIBILITY OF SUCH DAMAGE. | |
| // | |
| // Author: sameeragarwal@google.com (Sameer Agarwal) | |
| // mierle@gmail.com (Keir Mierle) | |
| #include <cstddef> | |
| #include <memory> | |
| #include "ceres/dynamic_numeric_diff_cost_function.h" | |
| #include "gtest/gtest.h" | |
| namespace ceres { | |
| namespace internal { | |
| using std::vector; | |
| const double kTolerance = 1e-6; | |
| // Takes 2 parameter blocks: | |
| // parameters[0] is size 10. | |
| // parameters[1] is size 5. | |
| // Emits 21 residuals: | |
| // A: i - parameters[0][i], for i in [0,10) -- this is 10 residuals | |
| // B: parameters[0][i] - i, for i in [0,10) -- this is another 10. | |
| // C: sum(parameters[0][i]^2 - 8*parameters[0][i]) + sum(parameters[1][i]) | |
| class MyCostFunctor { | |
| public: | |
| bool operator()(double const* const* parameters, double* residuals) const { | |
| const double* params0 = parameters[0]; | |
| int r = 0; | |
| for (int i = 0; i < 10; ++i) { | |
| residuals[r++] = i - params0[i]; | |
| residuals[r++] = params0[i] - i; | |
| } | |
| double c_residual = 0.0; | |
| for (int i = 0; i < 10; ++i) { | |
| c_residual += pow(params0[i], 2) - 8.0 * params0[i]; | |
| } | |
| const double* params1 = parameters[1]; | |
| for (int i = 0; i < 5; ++i) { | |
| c_residual += params1[i]; | |
| } | |
| residuals[r++] = c_residual; | |
| return true; | |
| } | |
| }; | |
| TEST(DynamicNumericdiffCostFunctionTest, TestResiduals) { | |
| vector<double> param_block_0(10, 0.0); | |
| vector<double> param_block_1(5, 0.0); | |
| DynamicNumericDiffCostFunction<MyCostFunctor> cost_function( | |
| new MyCostFunctor()); | |
| cost_function.AddParameterBlock(param_block_0.size()); | |
| cost_function.AddParameterBlock(param_block_1.size()); | |
| cost_function.SetNumResiduals(21); | |
| // Test residual computation. | |
| vector<double> residuals(21, -100000); | |
| vector<double*> parameter_blocks(2); | |
| parameter_blocks[0] = ¶m_block_0[0]; | |
| parameter_blocks[1] = ¶m_block_1[0]; | |
| EXPECT_TRUE(cost_function.Evaluate(¶meter_blocks[0], | |
| residuals.data(), | |
| NULL)); | |
| for (int r = 0; r < 10; ++r) { | |
| EXPECT_EQ(1.0 * r, residuals.at(r * 2)); | |
| EXPECT_EQ(-1.0 * r, residuals.at(r * 2 + 1)); | |
| } | |
| EXPECT_EQ(0, residuals.at(20)); | |
| } | |
| TEST(DynamicNumericdiffCostFunctionTest, TestJacobian) { | |
| // Test the residual counting. | |
| vector<double> param_block_0(10, 0.0); | |
| for (int i = 0; i < 10; ++i) { | |
| param_block_0[i] = 2 * i; | |
| } | |
| vector<double> param_block_1(5, 0.0); | |
| DynamicNumericDiffCostFunction<MyCostFunctor> cost_function( | |
| new MyCostFunctor()); | |
| cost_function.AddParameterBlock(param_block_0.size()); | |
| cost_function.AddParameterBlock(param_block_1.size()); | |
| cost_function.SetNumResiduals(21); | |
| // Prepare the residuals. | |
| vector<double> residuals(21, -100000); | |
| // Prepare the parameters. | |
| vector<double*> parameter_blocks(2); | |
| parameter_blocks[0] = ¶m_block_0[0]; | |
| parameter_blocks[1] = ¶m_block_1[0]; | |
| // Prepare the jacobian. | |
| vector<vector<double>> jacobian_vect(2); | |
| jacobian_vect[0].resize(21 * 10, -100000); | |
| jacobian_vect[1].resize(21 * 5, -100000); | |
| vector<double*> jacobian; | |
| jacobian.push_back(jacobian_vect[0].data()); | |
| jacobian.push_back(jacobian_vect[1].data()); | |
| // Test jacobian computation. | |
| EXPECT_TRUE(cost_function.Evaluate(parameter_blocks.data(), | |
| residuals.data(), | |
| jacobian.data())); | |
| for (int r = 0; r < 10; ++r) { | |
| EXPECT_EQ(-1.0 * r, residuals.at(r * 2)); | |
| EXPECT_EQ(+1.0 * r, residuals.at(r * 2 + 1)); | |
| } | |
| EXPECT_EQ(420, residuals.at(20)); | |
| for (int p = 0; p < 10; ++p) { | |
| // Check "A" Jacobian. | |
| EXPECT_NEAR(-1.0, jacobian_vect[0][2*p * 10 + p], kTolerance); | |
| // Check "B" Jacobian. | |
| EXPECT_NEAR(+1.0, jacobian_vect[0][(2*p+1) * 10 + p], kTolerance); | |
| jacobian_vect[0][2*p * 10 + p] = 0.0; | |
| jacobian_vect[0][(2*p+1) * 10 + p] = 0.0; | |
| } | |
| // Check "C" Jacobian for first parameter block. | |
| for (int p = 0; p < 10; ++p) { | |
| EXPECT_NEAR(4 * p - 8, jacobian_vect[0][20 * 10 + p], kTolerance); | |
| jacobian_vect[0][20 * 10 + p] = 0.0; | |
| } | |
| for (int i = 0; i < jacobian_vect[0].size(); ++i) { | |
| EXPECT_NEAR(0.0, jacobian_vect[0][i], kTolerance); | |
| } | |
| // Check "C" Jacobian for second parameter block. | |
| for (int p = 0; p < 5; ++p) { | |
| EXPECT_NEAR(1.0, jacobian_vect[1][20 * 5 + p], kTolerance); | |
| jacobian_vect[1][20 * 5 + p] = 0.0; | |
| } | |
| for (int i = 0; i < jacobian_vect[1].size(); ++i) { | |
| EXPECT_NEAR(0.0, jacobian_vect[1][i], kTolerance); | |
| } | |
| } | |
| TEST(DynamicNumericdiffCostFunctionTest, JacobianWithFirstParameterBlockConstant) { // NOLINT | |
| // Test the residual counting. | |
| vector<double> param_block_0(10, 0.0); | |
| for (int i = 0; i < 10; ++i) { | |
| param_block_0[i] = 2 * i; | |
| } | |
| vector<double> param_block_1(5, 0.0); | |
| DynamicNumericDiffCostFunction<MyCostFunctor> cost_function( | |
| new MyCostFunctor()); | |
| cost_function.AddParameterBlock(param_block_0.size()); | |
| cost_function.AddParameterBlock(param_block_1.size()); | |
| cost_function.SetNumResiduals(21); | |
| // Prepare the residuals. | |
| vector<double> residuals(21, -100000); | |
| // Prepare the parameters. | |
| vector<double*> parameter_blocks(2); | |
| parameter_blocks[0] = ¶m_block_0[0]; | |
| parameter_blocks[1] = ¶m_block_1[0]; | |
| // Prepare the jacobian. | |
| vector<vector<double>> jacobian_vect(2); | |
| jacobian_vect[0].resize(21 * 10, -100000); | |
| jacobian_vect[1].resize(21 * 5, -100000); | |
| vector<double*> jacobian; | |
| jacobian.push_back(NULL); | |
| jacobian.push_back(jacobian_vect[1].data()); | |
| // Test jacobian computation. | |
| EXPECT_TRUE(cost_function.Evaluate(parameter_blocks.data(), | |
| residuals.data(), | |
| jacobian.data())); | |
| for (int r = 0; r < 10; ++r) { | |
| EXPECT_EQ(-1.0 * r, residuals.at(r * 2)); | |
| EXPECT_EQ(+1.0 * r, residuals.at(r * 2 + 1)); | |
| } | |
| EXPECT_EQ(420, residuals.at(20)); | |
| // Check "C" Jacobian for second parameter block. | |
| for (int p = 0; p < 5; ++p) { | |
| EXPECT_NEAR(1.0, jacobian_vect[1][20 * 5 + p], kTolerance); | |
| jacobian_vect[1][20 * 5 + p] = 0.0; | |
| } | |
| for (int i = 0; i < jacobian_vect[1].size(); ++i) { | |
| EXPECT_EQ(0.0, jacobian_vect[1][i]); | |
| } | |
| } | |
| TEST(DynamicNumericdiffCostFunctionTest, JacobianWithSecondParameterBlockConstant) { // NOLINT | |
| // Test the residual counting. | |
| vector<double> param_block_0(10, 0.0); | |
| for (int i = 0; i < 10; ++i) { | |
| param_block_0[i] = 2 * i; | |
| } | |
| vector<double> param_block_1(5, 0.0); | |
| DynamicNumericDiffCostFunction<MyCostFunctor> cost_function( | |
| new MyCostFunctor()); | |
| cost_function.AddParameterBlock(param_block_0.size()); | |
| cost_function.AddParameterBlock(param_block_1.size()); | |
| cost_function.SetNumResiduals(21); | |
| // Prepare the residuals. | |
| vector<double> residuals(21, -100000); | |
| // Prepare the parameters. | |
| vector<double*> parameter_blocks(2); | |
| parameter_blocks[0] = ¶m_block_0[0]; | |
| parameter_blocks[1] = ¶m_block_1[0]; | |
| // Prepare the jacobian. | |
| vector<vector<double>> jacobian_vect(2); | |
| jacobian_vect[0].resize(21 * 10, -100000); | |
| jacobian_vect[1].resize(21 * 5, -100000); | |
| vector<double*> jacobian; | |
| jacobian.push_back(jacobian_vect[0].data()); | |
| jacobian.push_back(NULL); | |
| // Test jacobian computation. | |
| EXPECT_TRUE(cost_function.Evaluate(parameter_blocks.data(), | |
| residuals.data(), | |
| jacobian.data())); | |
| for (int r = 0; r < 10; ++r) { | |
| EXPECT_EQ(-1.0 * r, residuals.at(r * 2)); | |
| EXPECT_EQ(+1.0 * r, residuals.at(r * 2 + 1)); | |
| } | |
| EXPECT_EQ(420, residuals.at(20)); | |
| for (int p = 0; p < 10; ++p) { | |
| // Check "A" Jacobian. | |
| EXPECT_NEAR(-1.0, jacobian_vect[0][2*p * 10 + p], kTolerance); | |
| // Check "B" Jacobian. | |
| EXPECT_NEAR(+1.0, jacobian_vect[0][(2*p+1) * 10 + p], kTolerance); | |
| jacobian_vect[0][2*p * 10 + p] = 0.0; | |
| jacobian_vect[0][(2*p+1) * 10 + p] = 0.0; | |
| } | |
| // Check "C" Jacobian for first parameter block. | |
| for (int p = 0; p < 10; ++p) { | |
| EXPECT_NEAR(4 * p - 8, jacobian_vect[0][20 * 10 + p], kTolerance); | |
| jacobian_vect[0][20 * 10 + p] = 0.0; | |
| } | |
| for (int i = 0; i < jacobian_vect[0].size(); ++i) { | |
| EXPECT_EQ(0.0, jacobian_vect[0][i]); | |
| } | |
| } | |
| // Takes 3 parameter blocks: | |
| // parameters[0] (x) is size 1. | |
| // parameters[1] (y) is size 2. | |
| // parameters[2] (z) is size 3. | |
| // Emits 7 residuals: | |
| // A: x[0] (= sum_x) | |
| // B: y[0] + 2.0 * y[1] (= sum_y) | |
| // C: z[0] + 3.0 * z[1] + 6.0 * z[2] (= sum_z) | |
| // D: sum_x * sum_y | |
| // E: sum_y * sum_z | |
| // F: sum_x * sum_z | |
| // G: sum_x * sum_y * sum_z | |
| class MyThreeParameterCostFunctor { | |
| public: | |
| template <typename T> | |
| bool operator()(T const* const* parameters, T* residuals) const { | |
| const T* x = parameters[0]; | |
| const T* y = parameters[1]; | |
| const T* z = parameters[2]; | |
| T sum_x = x[0]; | |
| T sum_y = y[0] + 2.0 * y[1]; | |
| T sum_z = z[0] + 3.0 * z[1] + 6.0 * z[2]; | |
| residuals[0] = sum_x; | |
| residuals[1] = sum_y; | |
| residuals[2] = sum_z; | |
| residuals[3] = sum_x * sum_y; | |
| residuals[4] = sum_y * sum_z; | |
| residuals[5] = sum_x * sum_z; | |
| residuals[6] = sum_x * sum_y * sum_z; | |
| return true; | |
| } | |
| }; | |
| class ThreeParameterCostFunctorTest : public ::testing::Test { | |
| protected: | |
| void SetUp() final { | |
| // Prepare the parameters. | |
| x_.resize(1); | |
| x_[0] = 0.0; | |
| y_.resize(2); | |
| y_[0] = 1.0; | |
| y_[1] = 3.0; | |
| z_.resize(3); | |
| z_[0] = 2.0; | |
| z_[1] = 4.0; | |
| z_[2] = 6.0; | |
| parameter_blocks_.resize(3); | |
| parameter_blocks_[0] = &x_[0]; | |
| parameter_blocks_[1] = &y_[0]; | |
| parameter_blocks_[2] = &z_[0]; | |
| // Prepare the cost function. | |
| typedef DynamicNumericDiffCostFunction<MyThreeParameterCostFunctor> | |
| DynamicMyThreeParameterCostFunction; | |
| DynamicMyThreeParameterCostFunction * cost_function = | |
| new DynamicMyThreeParameterCostFunction( | |
| new MyThreeParameterCostFunctor()); | |
| cost_function->AddParameterBlock(1); | |
| cost_function->AddParameterBlock(2); | |
| cost_function->AddParameterBlock(3); | |
| cost_function->SetNumResiduals(7); | |
| cost_function_.reset(cost_function); | |
| // Setup jacobian data. | |
| jacobian_vect_.resize(3); | |
| jacobian_vect_[0].resize(7 * x_.size(), -100000); | |
| jacobian_vect_[1].resize(7 * y_.size(), -100000); | |
| jacobian_vect_[2].resize(7 * z_.size(), -100000); | |
| // Prepare the expected residuals. | |
| const double sum_x = x_[0]; | |
| const double sum_y = y_[0] + 2.0 * y_[1]; | |
| const double sum_z = z_[0] + 3.0 * z_[1] + 6.0 * z_[2]; | |
| expected_residuals_.resize(7); | |
| expected_residuals_[0] = sum_x; | |
| expected_residuals_[1] = sum_y; | |
| expected_residuals_[2] = sum_z; | |
| expected_residuals_[3] = sum_x * sum_y; | |
| expected_residuals_[4] = sum_y * sum_z; | |
| expected_residuals_[5] = sum_x * sum_z; | |
| expected_residuals_[6] = sum_x * sum_y * sum_z; | |
| // Prepare the expected jacobian entries. | |
| expected_jacobian_x_.resize(7); | |
| expected_jacobian_x_[0] = 1.0; | |
| expected_jacobian_x_[1] = 0.0; | |
| expected_jacobian_x_[2] = 0.0; | |
| expected_jacobian_x_[3] = sum_y; | |
| expected_jacobian_x_[4] = 0.0; | |
| expected_jacobian_x_[5] = sum_z; | |
| expected_jacobian_x_[6] = sum_y * sum_z; | |
| expected_jacobian_y_.resize(14); | |
| expected_jacobian_y_[0] = 0.0; | |
| expected_jacobian_y_[1] = 0.0; | |
| expected_jacobian_y_[2] = 1.0; | |
| expected_jacobian_y_[3] = 2.0; | |
| expected_jacobian_y_[4] = 0.0; | |
| expected_jacobian_y_[5] = 0.0; | |
| expected_jacobian_y_[6] = sum_x; | |
| expected_jacobian_y_[7] = 2.0 * sum_x; | |
| expected_jacobian_y_[8] = sum_z; | |
| expected_jacobian_y_[9] = 2.0 * sum_z; | |
| expected_jacobian_y_[10] = 0.0; | |
| expected_jacobian_y_[11] = 0.0; | |
| expected_jacobian_y_[12] = sum_x * sum_z; | |
| expected_jacobian_y_[13] = 2.0 * sum_x * sum_z; | |
| expected_jacobian_z_.resize(21); | |
| expected_jacobian_z_[0] = 0.0; | |
| expected_jacobian_z_[1] = 0.0; | |
| expected_jacobian_z_[2] = 0.0; | |
| expected_jacobian_z_[3] = 0.0; | |
| expected_jacobian_z_[4] = 0.0; | |
| expected_jacobian_z_[5] = 0.0; | |
| expected_jacobian_z_[6] = 1.0; | |
| expected_jacobian_z_[7] = 3.0; | |
| expected_jacobian_z_[8] = 6.0; | |
| expected_jacobian_z_[9] = 0.0; | |
| expected_jacobian_z_[10] = 0.0; | |
| expected_jacobian_z_[11] = 0.0; | |
| expected_jacobian_z_[12] = sum_y; | |
| expected_jacobian_z_[13] = 3.0 * sum_y; | |
| expected_jacobian_z_[14] = 6.0 * sum_y; | |
| expected_jacobian_z_[15] = sum_x; | |
| expected_jacobian_z_[16] = 3.0 * sum_x; | |
| expected_jacobian_z_[17] = 6.0 * sum_x; | |
| expected_jacobian_z_[18] = sum_x * sum_y; | |
| expected_jacobian_z_[19] = 3.0 * sum_x * sum_y; | |
| expected_jacobian_z_[20] = 6.0 * sum_x * sum_y; | |
| } | |
| protected: | |
| vector<double> x_; | |
| vector<double> y_; | |
| vector<double> z_; | |
| vector<double*> parameter_blocks_; | |
| std::unique_ptr<CostFunction> cost_function_; | |
| vector<vector<double>> jacobian_vect_; | |
| vector<double> expected_residuals_; | |
| vector<double> expected_jacobian_x_; | |
| vector<double> expected_jacobian_y_; | |
| vector<double> expected_jacobian_z_; | |
| }; | |
| TEST_F(ThreeParameterCostFunctorTest, TestThreeParameterResiduals) { | |
| vector<double> residuals(7, -100000); | |
| EXPECT_TRUE(cost_function_->Evaluate(parameter_blocks_.data(), | |
| residuals.data(), | |
| NULL)); | |
| for (int i = 0; i < 7; ++i) { | |
| EXPECT_EQ(expected_residuals_[i], residuals[i]); | |
| } | |
| } | |
| TEST_F(ThreeParameterCostFunctorTest, TestThreeParameterJacobian) { | |
| vector<double> residuals(7, -100000); | |
| vector<double*> jacobian; | |
| jacobian.push_back(jacobian_vect_[0].data()); | |
| jacobian.push_back(jacobian_vect_[1].data()); | |
| jacobian.push_back(jacobian_vect_[2].data()); | |
| EXPECT_TRUE(cost_function_->Evaluate(parameter_blocks_.data(), | |
| residuals.data(), | |
| jacobian.data())); | |
| for (int i = 0; i < 7; ++i) { | |
| EXPECT_EQ(expected_residuals_[i], residuals[i]); | |
| } | |
| for (int i = 0; i < 7; ++i) { | |
| EXPECT_NEAR(expected_jacobian_x_[i], jacobian[0][i], kTolerance); | |
| } | |
| for (int i = 0; i < 14; ++i) { | |
| EXPECT_NEAR(expected_jacobian_y_[i], jacobian[1][i], kTolerance); | |
| } | |
| for (int i = 0; i < 21; ++i) { | |
| EXPECT_NEAR(expected_jacobian_z_[i], jacobian[2][i], kTolerance); | |
| } | |
| } | |
| TEST_F(ThreeParameterCostFunctorTest, | |
| ThreeParameterJacobianWithFirstAndLastParameterBlockConstant) { | |
| vector<double> residuals(7, -100000); | |
| vector<double*> jacobian; | |
| jacobian.push_back(NULL); | |
| jacobian.push_back(jacobian_vect_[1].data()); | |
| jacobian.push_back(NULL); | |
| EXPECT_TRUE(cost_function_->Evaluate(parameter_blocks_.data(), | |
| residuals.data(), | |
| jacobian.data())); | |
| for (int i = 0; i < 7; ++i) { | |
| EXPECT_EQ(expected_residuals_[i], residuals[i]); | |
| } | |
| for (int i = 0; i < 14; ++i) { | |
| EXPECT_NEAR(expected_jacobian_y_[i], jacobian[1][i], kTolerance); | |
| } | |
| } | |
| TEST_F(ThreeParameterCostFunctorTest, | |
| ThreeParameterJacobianWithSecondParameterBlockConstant) { | |
| vector<double> residuals(7, -100000); | |
| vector<double*> jacobian; | |
| jacobian.push_back(jacobian_vect_[0].data()); | |
| jacobian.push_back(NULL); | |
| jacobian.push_back(jacobian_vect_[2].data()); | |
| EXPECT_TRUE(cost_function_->Evaluate(parameter_blocks_.data(), | |
| residuals.data(), | |
| jacobian.data())); | |
| for (int i = 0; i < 7; ++i) { | |
| EXPECT_EQ(expected_residuals_[i], residuals[i]); | |
| } | |
| for (int i = 0; i < 7; ++i) { | |
| EXPECT_NEAR(expected_jacobian_x_[i], jacobian[0][i], kTolerance); | |
| } | |
| for (int i = 0; i < 21; ++i) { | |
| EXPECT_NEAR(expected_jacobian_z_[i], jacobian[2][i], kTolerance); | |
| } | |
| } | |
| } // namespace internal | |
| } // namespace ceres |