| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2022 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: |
| // |
| // * 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: sameeragarwal@google.com (Sameer Agarwal) |
| |
| #include <cmath> |
| #include <limits> |
| #include <memory> |
| |
| #include "ceres/dynamic_numeric_diff_cost_function.h" |
| #include "ceres/internal/eigen.h" |
| #include "ceres/manifold.h" |
| #include "ceres/numeric_diff_options.h" |
| #include "ceres/types.h" |
| #include "gmock/gmock.h" |
| #include "gtest/gtest.h" |
| |
| namespace ceres { |
| |
| // Matchers and macros to simplify testing of custom Manifold objects using the |
| // gtest testing framework. |
| // |
| // Testing a Manifold has two parts. |
| // |
| // 1. Checking that Manifold::Plus() and Manifold::Minus() are correctly |
| // defined. This requires per manifold tests. |
| // |
| // 2. The other methods of the manifold have mathematical properties that make |
| // them compatible with Plus() and Minus(), as described in [1]. |
| // |
| // To verify these general requirements for a custom Manifold, use the |
| // EXPECT_THAT_MANIFOLD_INVARIANTS_HOLD() macro from within a gtest test. Note |
| // that additional domain-specific tests may also be prudent, e.g to verify the |
| // behaviour of a Quaternion Manifold about pi. |
| // |
| // [1] "Integrating Generic Sensor Fusion Algorithms with Sound State |
| // Representations through Encapsulation of Manifolds", C. Hertzberg, |
| // R. Wagner, U. Frese and L. Schroder, https://arxiv.org/pdf/1107.1119.pdf |
| |
| // Verifies the general requirements for a custom Manifold are satisfied to |
| // within the specified (numerical) tolerance. |
| // |
| // Example usage for a custom Manifold: ExampleManifold: |
| // |
| // TEST(ExampleManifold, ManifoldInvariantsHold) { |
| // constexpr double kTolerance = 1.0e-9; |
| // ExampleManifold manifold; |
| // ceres::Vector x = ceres::Vector::Zero(manifold.AmbientSize()); |
| // ceres::Vector y = ceres::Vector::Zero(manifold.AmbientSize()); |
| // ceres::Vector delta = ceres::Vector::Zero(manifold.TangentSize()); |
| // EXPECT_THAT_MANIFOLD_INVARIANTS_HOLD(manifold, x, delta, y, kTolerance); |
| // } |
| #define EXPECT_THAT_MANIFOLD_INVARIANTS_HOLD(manifold, x, delta, y, tolerance) \ |
| ::ceres::Vector zero_tangent = ::ceres::Vector::Zero(manifold.TangentSize()); \ |
| EXPECT_THAT(manifold, ::ceres::XPlusZeroIsXAt(x, tolerance)); \ |
| EXPECT_THAT(manifold, ::ceres::XMinusXIsZeroAt(x, tolerance)); \ |
| EXPECT_THAT(manifold, ::ceres::MinusPlusIsIdentityAt(x, delta, tolerance)); \ |
| EXPECT_THAT(manifold, ::ceres::MinusPlusIsIdentityAt(x, zero_tangent, tolerance)); \ |
| EXPECT_THAT(manifold, ::ceres::PlusMinusIsIdentityAt(x, x, tolerance)); \ |
| EXPECT_THAT(manifold, ::ceres::PlusMinusIsIdentityAt(x, y, tolerance)); \ |
| EXPECT_THAT(manifold, ::ceres::HasCorrectPlusJacobianAt(x, tolerance)); \ |
| EXPECT_THAT(manifold, ::ceres::HasCorrectMinusJacobianAt(x, tolerance)); \ |
| EXPECT_THAT(manifold, ::ceres::MinusPlusJacobianIsIdentityAt(x, tolerance)); \ |
| EXPECT_THAT(manifold, ::ceres::HasCorrectRightMultiplyByPlusJacobianAt(x, tolerance)); |
| |
| // Checks that the invariant Plus(x, 0) == x holds. |
| MATCHER_P2(XPlusZeroIsXAt, x, tolerance, "") { |
| const int ambient_size = arg.AmbientSize(); |
| const int tangent_size = arg.TangentSize(); |
| |
| Vector actual = Vector::Zero(ambient_size); |
| Vector zero = Vector::Zero(tangent_size); |
| EXPECT_TRUE(arg.Plus(x.data(), zero.data(), actual.data())); |
| const double n = (actual - x).norm(); |
| const double d = x.norm(); |
| const double diffnorm = (d == 0.0) ? n : (n / d); |
| if (diffnorm > tolerance) { |
| *result_listener << "\nexpected (x): " << x.transpose() |
| << "\nactual: " << actual.transpose() |
| << "\ndiffnorm: " << diffnorm; |
| return false; |
| } |
| return true; |
| } |
| |
| // Checks that the invariant Minus(x, x) == 0 holds. |
| MATCHER_P2(XMinusXIsZeroAt, x, tolerance, "") { |
| const int tangent_size = arg.TangentSize(); |
| Vector actual = Vector::Zero(tangent_size); |
| EXPECT_TRUE(arg.Minus(x.data(), x.data(), actual.data())); |
| const double diffnorm = actual.norm(); |
| if (diffnorm > tolerance) { |
| *result_listener << "\nx: " << x.transpose() // |
| << "\nexpected: 0 0 0" |
| << "\nactual: " << actual.transpose() |
| << "\ndiffnorm: " << diffnorm; |
| return false; |
| } |
| return true; |
| } |
| |
| // Helper struct to curry Plus(x, .) so that it can be numerically |
| // differentiated. |
| struct PlusFunctor { |
| PlusFunctor(const Manifold& manifold, const 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_P2(HasCorrectPlusJacobianAt, x, tolerance, "") { |
| const int ambient_size = arg.AmbientSize(); |
| const int tangent_size = arg.TangentSize(); |
| |
| NumericDiffOptions options; |
| options.ridders_relative_initial_step_size = 1e-4; |
| |
| DynamicNumericDiffCostFunction<PlusFunctor, RIDDERS> cost_function( |
| new PlusFunctor(arg, x.data()), TAKE_OWNERSHIP, options); |
| 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()}; |
| |
| EXPECT_TRUE( |
| cost_function.Evaluate(parameters, x_plus_zero.data(), jacobians)); |
| |
| Matrix actual = Matrix::Random(ambient_size, tangent_size); |
| EXPECT_TRUE(arg.PlusJacobian(x.data(), actual.data())); |
| |
| const double n = (actual - expected).norm(); |
| const double d = expected.norm(); |
| const double diffnorm = (d == 0.0) ? n : n / d; |
| if (diffnorm > tolerance) { |
| *result_listener << "\nx: " << x.transpose() << "\nexpected: \n" |
| << expected << "\nactual:\n" |
| << actual << "\ndiff:\n" |
| << expected - actual << "\ndiffnorm : " << diffnorm; |
| return false; |
| } |
| return true; |
| } |
| |
| // Checks that the invariant Minus(Plus(x, delta), x) == delta holds. |
| MATCHER_P3(MinusPlusIsIdentityAt, x, delta, tolerance, "") { |
| const int ambient_size = arg.AmbientSize(); |
| const int tangent_size = arg.TangentSize(); |
| Vector x_plus_delta = Vector::Zero(ambient_size); |
| EXPECT_TRUE(arg.Plus(x.data(), delta.data(), x_plus_delta.data())); |
| Vector actual = Vector::Zero(tangent_size); |
| EXPECT_TRUE(arg.Minus(x_plus_delta.data(), x.data(), actual.data())); |
| |
| const double n = (actual - delta).norm(); |
| const double d = delta.norm(); |
| const double diffnorm = (d == 0.0) ? n : (n / d); |
| if (diffnorm > tolerance) { |
| *result_listener << "\nx: " << x.transpose() |
| << "\nexpected: " << delta.transpose() |
| << "\nactual:" << actual.transpose() |
| << "\ndiff:" << (delta - actual).transpose() |
| << "\ndiffnorm: " << diffnorm; |
| return false; |
| } |
| return true; |
| } |
| |
| // Checks that the invariant Plus(Minus(y, x), x) == y holds. |
| MATCHER_P3(PlusMinusIsIdentityAt, x, y, tolerance, "") { |
| const int ambient_size = arg.AmbientSize(); |
| const int tangent_size = arg.TangentSize(); |
| |
| Vector y_minus_x = Vector::Zero(tangent_size); |
| EXPECT_TRUE(arg.Minus(y.data(), x.data(), y_minus_x.data())); |
| |
| Vector actual = Vector::Zero(ambient_size); |
| EXPECT_TRUE(arg.Plus(x.data(), y_minus_x.data(), actual.data())); |
| |
| const double n = (actual - y).norm(); |
| const double d = y.norm(); |
| const double diffnorm = (d == 0.0) ? n : (n / d); |
| if (diffnorm > tolerance) { |
| *result_listener << "\nx: " << x.transpose() |
| << "\nexpected: " << y.transpose() |
| << "\nactual:" << actual.transpose() |
| << "\ndiff:" << (y - actual).transpose() |
| << "\ndiffnorm: " << diffnorm; |
| return false; |
| } |
| return true; |
| } |
| |
| // Helper struct to curry Minus(., x) so that it can be numerically |
| // differentiated. |
| struct MinusFunctor { |
| MinusFunctor(const Manifold& manifold, const 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_P2(HasCorrectMinusJacobianAt, x, tolerance, "") { |
| const int ambient_size = arg.AmbientSize(); |
| const int tangent_size = arg.TangentSize(); |
| |
| Vector y = x; |
| Vector y_minus_x = Vector::Zero(tangent_size); |
| |
| NumericDiffOptions options; |
| options.ridders_relative_initial_step_size = 1e-4; |
| DynamicNumericDiffCostFunction<MinusFunctor, RIDDERS> cost_function( |
| new MinusFunctor(arg, x.data()), TAKE_OWNERSHIP, options); |
| 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()}; |
| |
| EXPECT_TRUE(cost_function.Evaluate(parameters, y_minus_x.data(), jacobians)); |
| |
| Matrix actual = Matrix::Random(tangent_size, ambient_size); |
| EXPECT_TRUE(arg.MinusJacobian(x.data(), actual.data())); |
| |
| const double n = (actual - expected).norm(); |
| const double d = expected.norm(); |
| const double diffnorm = (d == 0.0) ? n : (n / d); |
| if (diffnorm > tolerance) { |
| *result_listener << "\nx: " << x.transpose() << "\nexpected: \n" |
| << expected << "\nactual:\n" |
| << actual << "\ndiff:\n" |
| << expected - actual << "\ndiffnorm: " << diffnorm; |
| return false; |
| } |
| return true; |
| } |
| |
| // Checks that D_delta Minus(Plus(x, delta), x) at delta = 0 is an identity |
| // matrix. |
| MATCHER_P2(MinusPlusJacobianIsIdentityAt, x, tolerance, "") { |
| const int ambient_size = arg.AmbientSize(); |
| const int tangent_size = arg.TangentSize(); |
| |
| Matrix plus_jacobian(ambient_size, tangent_size); |
| EXPECT_TRUE(arg.PlusJacobian(x.data(), plus_jacobian.data())); |
| Matrix minus_jacobian(tangent_size, ambient_size); |
| EXPECT_TRUE(arg.MinusJacobian(x.data(), minus_jacobian.data())); |
| |
| const Matrix actual = minus_jacobian * plus_jacobian; |
| const Matrix expected = Matrix::Identity(tangent_size, tangent_size); |
| |
| const double n = (actual - expected).norm(); |
| const double d = expected.norm(); |
| const double diffnorm = n / d; |
| if (diffnorm > tolerance) { |
| *result_listener << "\nx: " << x.transpose() << "\nexpected: \n" |
| << expected << "\nactual:\n" |
| << actual << "\ndiff:\n" |
| << expected - actual << "\ndiffnorm: " << diffnorm; |
| |
| return false; |
| } |
| return true; |
| } |
| |
| // Verify that the output of RightMultiplyByPlusJacobian is ambient_matrix * |
| // plus_jacobian. |
| MATCHER_P2(HasCorrectRightMultiplyByPlusJacobianAt, x, tolerance, "") { |
| 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) { |
| Matrix plus_jacobian = Matrix::Random(ambient_size, tangent_size); |
| EXPECT_TRUE(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); |
| EXPECT_TRUE(arg.RightMultiplyByPlusJacobian( |
| x.data(), num_rows, ambient_matrix.data(), actual.data())); |
| const double n = (actual - expected).norm(); |
| const double d = expected.norm(); |
| const double diffnorm = (d == 0.0) ? n : (n / d); |
| if (diffnorm > tolerance) { |
| *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 << "\ndiffnorm : " << diffnorm; |
| return false; |
| } |
| } |
| return true; |
| } |
| |
| } // namespace ceres |