1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2015 Google Inc. All rights reserved.
3 // http://ceres-solver.org/
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29 // Author: sameeragarwal@google.com (Sameer Agarwal)
30 // tbennun@gmail.com (Tal Ben-Nun)
32 #include "ceres/numeric_diff_test_utils.h"
36 #include "ceres/cost_function.h"
37 #include "ceres/internal/macros.h"
38 #include "ceres/test_util.h"
39 #include "ceres/types.h"
40 #include "gtest/gtest.h"
46 bool EasyFunctor::operator()(const double* x1,
48 double* residuals) const {
49 residuals[0] = residuals[1] = residuals[2] = 0;
50 for (int i = 0; i < 5; ++i) {
51 residuals[0] += x1[i] * x2[i];
52 residuals[2] += x2[i] * x2[i];
54 residuals[1] = residuals[0] * residuals[0];
58 void EasyFunctor::ExpectCostFunctionEvaluationIsNearlyCorrect(
59 const CostFunction& cost_function,
60 NumericDiffMethodType method) const {
61 // The x1[0] is made deliberately small to test the performance near
63 double x1[] = { 1e-64, 2.0, 3.0, 4.0, 5.0 };
64 double x2[] = { 9.0, 9.0, 5.0, 5.0, 1.0 };
65 double *parameters[] = { &x1[0], &x2[0] };
67 double dydx1[15]; // 3 x 5, row major.
68 double dydx2[15]; // 3 x 5, row major.
69 double *jacobians[2] = { &dydx1[0], &dydx2[0] };
71 double residuals[3] = {-1e-100, -2e-100, -3e-100 };
73 ASSERT_TRUE(cost_function.Evaluate(¶meters[0],
77 double expected_residuals[3];
79 functor(x1, x2, expected_residuals);
80 EXPECT_EQ(expected_residuals[0], residuals[0]);
81 EXPECT_EQ(expected_residuals[1], residuals[1]);
82 EXPECT_EQ(expected_residuals[2], residuals[2]);
84 double tolerance = 0.0;
100 for (int i = 0; i < 5; ++i) {
101 ExpectClose(x2[i], dydx1[5 * 0 + i], tolerance); // y1
102 ExpectClose(x1[i], dydx2[5 * 0 + i], tolerance);
103 ExpectClose(2 * x2[i] * residuals[0], dydx1[5 * 1 + i], tolerance); // y2
104 ExpectClose(2 * x1[i] * residuals[0], dydx2[5 * 1 + i], tolerance);
105 ExpectClose(0.0, dydx1[5 * 2 + i], tolerance); // y3
106 ExpectClose(2 * x2[i], dydx2[5 * 2 + i], tolerance);
110 bool TranscendentalFunctor::operator()(const double* x1,
112 double* residuals) const {
114 for (int i = 0; i < 5; ++i) {
115 x1x2 += x1[i] * x2[i];
117 residuals[0] = sin(x1x2);
118 residuals[1] = exp(-x1x2 / 10);
122 void TranscendentalFunctor::ExpectCostFunctionEvaluationIsNearlyCorrect(
123 const CostFunction& cost_function,
124 NumericDiffMethodType method) const {
129 { { 1.0, 2.0, 3.0, 4.0, 5.0 }, // No zeros.
130 { 9.0, 9.0, 5.0, 5.0, 1.0 },
132 { { 0.0, 2.0, 3.0, 0.0, 5.0 }, // Some zeros x1.
133 { 9.0, 9.0, 5.0, 5.0, 1.0 },
135 { { 1.0, 2.0, 3.0, 1.0, 5.0 }, // Some zeros x2.
136 { 0.0, 9.0, 0.0, 5.0, 0.0 },
138 { { 0.0, 0.0, 0.0, 0.0, 0.0 }, // All zeros x1.
139 { 9.0, 9.0, 5.0, 5.0, 1.0 },
141 { { 1.0, 2.0, 3.0, 4.0, 5.0 }, // All zeros x2.
142 { 0.0, 0.0, 0.0, 0.0, 0.0 },
144 { { 0.0, 0.0, 0.0, 0.0, 0.0 }, // All zeros.
145 { 0.0, 0.0, 0.0, 0.0, 0.0 },
149 for (int k = 0; k < CERES_ARRAYSIZE(kTests); ++k) {
150 double *x1 = &(kTests[k].x1[0]);
151 double *x2 = &(kTests[k].x2[0]);
152 double *parameters[] = { x1, x2 };
156 double *jacobians[2] = { &dydx1[0], &dydx2[0] };
160 ASSERT_TRUE(cost_function.Evaluate(¶meters[0],
164 for (int i = 0; i < 5; ++i) {
165 x1x2 += x1[i] * x2[i];
168 double tolerance = 0.0;
184 for (int i = 0; i < 5; ++i) {
185 ExpectClose( x2[i] * cos(x1x2), dydx1[5 * 0 + i], tolerance);
186 ExpectClose( x1[i] * cos(x1x2), dydx2[5 * 0 + i], tolerance);
187 ExpectClose(-x2[i] * exp(-x1x2 / 10.) / 10., dydx1[5 * 1 + i], tolerance);
188 ExpectClose(-x1[i] * exp(-x1x2 / 10.) / 10., dydx2[5 * 1 + i], tolerance);
193 bool ExponentialFunctor::operator()(const double* x1,
194 double* residuals) const {
195 residuals[0] = exp(x1[0]);
199 void ExponentialFunctor::ExpectCostFunctionEvaluationIsNearlyCorrect(
200 const CostFunction& cost_function) const {
201 // Evaluating the functor at specific points for testing.
202 double kTests[] = { 1.0, 2.0, 3.0, 4.0, 5.0 };
204 // Minimal tolerance w.r.t. the cost function and the tests.
205 const double kTolerance = 2e-14;
207 for (int k = 0; k < CERES_ARRAYSIZE(kTests); ++k) {
208 double *parameters[] = { &kTests[k] };
210 double *jacobians[1] = { &dydx };
213 ASSERT_TRUE(cost_function.Evaluate(¶meters[0],
218 double expected_result = exp(kTests[k]);
220 // Expect residual to be close to exp(x).
221 ExpectClose(residual, expected_result, kTolerance);
223 // Check evaluated differences. dydx should also be close to exp(x).
224 ExpectClose(dydx, expected_result, kTolerance);
228 bool RandomizedFunctor::operator()(const double* x1,
229 double* residuals) const {
230 double random_value = static_cast<double>(rand()) /
231 static_cast<double>(RAND_MAX);
233 // Normalize noise to [-factor, factor].
236 random_value *= noise_factor_;
238 residuals[0] = x1[0] * x1[0] + random_value;
242 void RandomizedFunctor::ExpectCostFunctionEvaluationIsNearlyCorrect(
243 const CostFunction& cost_function) const {
244 double kTests[] = { 0.0, 1.0, 3.0, 4.0, 50.0 };
246 const double kTolerance = 2e-4;
248 // Initialize random number generator with given seed.
251 for (int k = 0; k < CERES_ARRAYSIZE(kTests); ++k) {
252 double *parameters[] = { &kTests[k] };
254 double *jacobians[1] = { &dydx };
257 ASSERT_TRUE(cost_function.Evaluate(¶meters[0],
261 // Expect residual to be close to x^2 w.r.t. noise factor.
262 ExpectClose(residual, kTests[k] * kTests[k], noise_factor_);
264 // Check evaluated differences. (dy/dx = ~2x)
265 ExpectClose(dydx, 2 * kTests[k], kTolerance);
269 } // namespace internal