// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2023 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: keir@google.com (Keir Mierle) #include "ceres/jet.h" #include #include #include #include #include "ceres/stringprintf.h" #include "ceres/test_util.h" #include "glog/logging.h" #include "gmock/gmock.h" #include "gtest/gtest.h" // The floating-point environment access and modification is only meaningful // with the following pragma. #ifdef _MSC_VER #pragma float_control(precise, on, push) #pragma fenv_access(on) #elif !(defined(__ARM_ARCH) && __ARM_ARCH >= 8) && !defined(__MINGW32__) // NOTE: FENV_ACCESS cannot be set to ON when targeting arm(v8) and MinGW #pragma STDC FENV_ACCESS ON #else #define CERES_NO_FENV_ACCESS #endif namespace ceres::internal { namespace { constexpr double kE = 2.71828182845904523536; using J = Jet; // Don't care about the dual part for scalar part categorization and comparison // tests template using J0 = Jet; using J0d = J0; // Convenient shorthand for making a jet. J MakeJet(double a, double v0, double v1) { J z; z.a = a; z.v[0] = v0; z.v[1] = v1; return z; } double const kTolerance = 1e-13; // Stores the floating-point environment containing active floating-point // exceptions, rounding mode, etc., and restores it upon destruction. // // Useful for avoiding side-effects. class Fenv { public: Fenv() { std::fegetenv(&e); } ~Fenv() { std::fesetenv(&e); } Fenv(const Fenv&) = delete; Fenv& operator=(const Fenv&) = delete; private: std::fenv_t e; }; bool AreAlmostEqual(double x, double y, double max_abs_relative_difference) { if (std::isnan(x) && std::isnan(y)) { return true; } if (std::isinf(x) && std::isinf(y)) { return (std::signbit(x) == std::signbit(y)); } Fenv env; // Do not leak floating-point exceptions to the caller double absolute_difference = std::abs(x - y); double relative_difference = absolute_difference / std::max(std::abs(x), std::abs(y)); if (std::fpclassify(x) == FP_ZERO || std::fpclassify(y) == FP_ZERO) { // If x or y is exactly zero, then relative difference doesn't have any // meaning. Take the absolute difference instead. relative_difference = absolute_difference; } return std::islessequal(relative_difference, max_abs_relative_difference); } MATCHER_P(IsAlmostEqualTo, y, "") { const bool result = (AreAlmostEqual(arg.a, y.a, kTolerance) && AreAlmostEqual(arg.v[0], y.v[0], kTolerance) && AreAlmostEqual(arg.v[1], y.v[1], kTolerance)); if (!result) { *result_listener << "\nexpected - actual : " << y - arg; } return result; } const double kStep = 1e-8; const double kNumericalTolerance = 1e-6; // Numeric derivation is quite inexact // Differentiate using Jet and confirm results with numerical derivation. template void NumericalTest(const char* name, const Function& f, const double x) { const double exact_dx = f(MakeJet(x, 1.0, 0.0)).v[0]; const double estimated_dx = (f(J(x + kStep)).a - f(J(x - kStep)).a) / (2.0 * kStep); VLOG(1) << name << "(" << x << "), exact dx: " << exact_dx << ", estimated dx: " << estimated_dx; ExpectClose(exact_dx, estimated_dx, kNumericalTolerance); } // Same as NumericalTest, but given a function taking two arguments. template void NumericalTest2(const char* name, const Function& f, const double x, const double y) { const J exact_delta = f(MakeJet(x, 1.0, 0.0), MakeJet(y, 0.0, 1.0)); const double exact_dx = exact_delta.v[0]; const double exact_dy = exact_delta.v[1]; // Sanity check - these should be equivalent: EXPECT_EQ(exact_dx, f(MakeJet(x, 1.0, 0.0), MakeJet(y, 0.0, 0.0)).v[0]); EXPECT_EQ(exact_dx, f(MakeJet(x, 0.0, 1.0), MakeJet(y, 0.0, 0.0)).v[1]); EXPECT_EQ(exact_dy, f(MakeJet(x, 0.0, 0.0), MakeJet(y, 1.0, 0.0)).v[0]); EXPECT_EQ(exact_dy, f(MakeJet(x, 0.0, 0.0), MakeJet(y, 0.0, 1.0)).v[1]); const double estimated_dx = (f(J(x + kStep), J(y)).a - f(J(x - kStep), J(y)).a) / (2.0 * kStep); const double estimated_dy = (f(J(x), J(y + kStep)).a - f(J(x), J(y - kStep)).a) / (2.0 * kStep); VLOG(1) << name << "(" << x << ", " << y << "), exact dx: " << exact_dx << ", estimated dx: " << estimated_dx; ExpectClose(exact_dx, estimated_dx, kNumericalTolerance); VLOG(1) << name << "(" << x << ", " << y << "), exact dy: " << exact_dy << ", estimated dy: " << estimated_dy; ExpectClose(exact_dy, estimated_dy, kNumericalTolerance); } } // namespace // Pick arbitrary values for x and y. const J x = MakeJet(2.3, -2.7, 1e-3); const J y = MakeJet(1.7, 0.5, 1e+2); const J z = MakeJet(1e-6, 1e-4, 1e-2); TEST(Jet, Elementary) { EXPECT_THAT((x * y) / x, IsAlmostEqualTo(y)); EXPECT_THAT(sqrt(x * x), IsAlmostEqualTo(x)); EXPECT_THAT(sqrt(y) * sqrt(y), IsAlmostEqualTo(y)); NumericalTest("sqrt", sqrt, 0.00001); NumericalTest("sqrt", sqrt, 1.0); EXPECT_THAT(x + 1.0, IsAlmostEqualTo(1.0 + x)); { J c = x; c += 1.0; EXPECT_THAT(c, IsAlmostEqualTo(1.0 + x)); } EXPECT_THAT(-(x - 1.0), IsAlmostEqualTo(1.0 - x)); { J c = x; c -= 1.0; EXPECT_THAT(c, IsAlmostEqualTo(x - 1.0)); } EXPECT_THAT((x * 5.0) / 5.0, IsAlmostEqualTo((x / 5.0) * 5.0)); EXPECT_THAT((x * 5.0) / 5.0, IsAlmostEqualTo(x)); EXPECT_THAT((x / 5.0) * 5.0, IsAlmostEqualTo(x)); { J c = x; c /= 5.0; J d = x; d *= 5.0; EXPECT_THAT(c, IsAlmostEqualTo(x / 5.0)); EXPECT_THAT(d, IsAlmostEqualTo(5.0 * x)); } EXPECT_THAT(1.0 / (y / x), IsAlmostEqualTo(x / y)); } TEST(Jet, Trigonometric) { EXPECT_THAT(cos(2.0 * x), IsAlmostEqualTo(cos(x) * cos(x) - sin(x) * sin(x))); EXPECT_THAT(sin(2.0 * x), IsAlmostEqualTo(2.0 * sin(x) * cos(x))); EXPECT_THAT(sin(x) * sin(x) + cos(x) * cos(x), IsAlmostEqualTo(J(1.0))); { J t = MakeJet(0.7, -0.3, +1.5); J r = MakeJet(2.3, 0.13, -2.4); EXPECT_THAT(atan2(r * sin(t), r * cos(t)), IsAlmostEqualTo(t)); } EXPECT_THAT(sin(x) / cos(x), IsAlmostEqualTo(tan(x))); EXPECT_THAT(tan(atan(x)), IsAlmostEqualTo(x)); { J a = MakeJet(0.1, -2.7, 1e-3); EXPECT_THAT(cos(acos(a)), IsAlmostEqualTo(a)); EXPECT_THAT(acos(cos(a)), IsAlmostEqualTo(a)); J b = MakeJet(0.6, 0.5, 1e+2); EXPECT_THAT(cos(acos(b)), IsAlmostEqualTo(b)); EXPECT_THAT(acos(cos(b)), IsAlmostEqualTo(b)); } { J a = MakeJet(0.1, -2.7, 1e-3); EXPECT_THAT(sin(asin(a)), IsAlmostEqualTo(a)); EXPECT_THAT(asin(sin(a)), IsAlmostEqualTo(a)); J b = MakeJet(0.4, 0.5, 1e+2); EXPECT_THAT(sin(asin(b)), IsAlmostEqualTo(b)); EXPECT_THAT(asin(sin(b)), IsAlmostEqualTo(b)); } } TEST(Jet, Hyperbolic) { // cosh(x)*cosh(x) - sinh(x)*sinh(x) = 1 EXPECT_THAT(cosh(x) * cosh(x) - sinh(x) * sinh(x), IsAlmostEqualTo(J(1.0))); // tanh(x + y) = (tanh(x) + tanh(y)) / (1 + tanh(x) tanh(y)) EXPECT_THAT( tanh(x + y), IsAlmostEqualTo((tanh(x) + tanh(y)) / (J(1.0) + tanh(x) * tanh(y)))); } TEST(Jet, Abs) { EXPECT_THAT(abs(-x * x), IsAlmostEqualTo(x * x)); EXPECT_THAT(abs(-x), IsAlmostEqualTo(sqrt(x * x))); { J a = MakeJet(-std::numeric_limits::quiet_NaN(), 2.0, 4.0); J b = abs(a); EXPECT_TRUE(std::signbit(b.v[0])); EXPECT_TRUE(std::signbit(b.v[1])); } } TEST(Jet, Bessel) { J zero = J(0.0); EXPECT_THAT(BesselJ0(zero), IsAlmostEqualTo(J(1.0))); EXPECT_THAT(BesselJ1(zero), IsAlmostEqualTo(zero)); EXPECT_THAT(BesselJn(2, zero), IsAlmostEqualTo(zero)); EXPECT_THAT(BesselJn(3, zero), IsAlmostEqualTo(zero)); J z = MakeJet(0.1, -2.7, 1e-3); EXPECT_THAT(BesselJ0(z), IsAlmostEqualTo(BesselJn(0, z))); EXPECT_THAT(BesselJ1(z), IsAlmostEqualTo(BesselJn(1, z))); // See formula http://dlmf.nist.gov/10.6.E1 EXPECT_THAT(BesselJ0(z) + BesselJn(2, z), IsAlmostEqualTo((2.0 / z) * BesselJ1(z))); } TEST(Jet, Floor) { { // floor of a positive number works. J a = MakeJet(0.1, -2.7, 1e-3); J b = floor(a); J expected = MakeJet(floor(a.a), 0.0, 0.0); EXPECT_EQ(expected, b); } { // floor of a negative number works. J a = MakeJet(-1.1, -2.7, 1e-3); J b = floor(a); J expected = MakeJet(floor(a.a), 0.0, 0.0); EXPECT_EQ(expected, b); } { // floor of a positive number works. J a = MakeJet(10.123, -2.7, 1e-3); J b = floor(a); J expected = MakeJet(floor(a.a), 0.0, 0.0); EXPECT_EQ(expected, b); } } TEST(Jet, Ceil) { { // ceil of a positive number works. J a = MakeJet(0.1, -2.7, 1e-3); J b = ceil(a); J expected = MakeJet(ceil(a.a), 0.0, 0.0); EXPECT_EQ(expected, b); } { // ceil of a negative number works. J a = MakeJet(-1.1, -2.7, 1e-3); J b = ceil(a); J expected = MakeJet(ceil(a.a), 0.0, 0.0); EXPECT_EQ(expected, b); } { // ceil of a positive number works. J a = MakeJet(10.123, -2.7, 1e-3); J b = ceil(a); J expected = MakeJet(ceil(a.a), 0.0, 0.0); EXPECT_EQ(expected, b); } } TEST(Jet, Erf) { { // erf works. J a = MakeJet(10.123, -2.7, 1e-3); J b = erf(a); J expected = MakeJet(erf(a.a), 0.0, 0.0); EXPECT_EQ(expected, b); } NumericalTest("erf", erf, -1.0); NumericalTest("erf", erf, 1e-5); NumericalTest("erf", erf, 0.5); NumericalTest("erf", erf, 100.0); } TEST(Jet, Erfc) { { // erfc works. J a = MakeJet(10.123, -2.7, 1e-3); J b = erfc(a); J expected = MakeJet(erfc(a.a), 0.0, 0.0); EXPECT_EQ(expected, b); } NumericalTest("erfc", erfc, -1.0); NumericalTest("erfc", erfc, 1e-5); NumericalTest("erfc", erfc, 0.5); NumericalTest("erfc", erfc, 100.0); } TEST(Jet, Cbrt) { EXPECT_THAT(cbrt(x * x * x), IsAlmostEqualTo(x)); EXPECT_THAT(cbrt(y) * cbrt(y) * cbrt(y), IsAlmostEqualTo(y)); EXPECT_THAT(cbrt(x), IsAlmostEqualTo(pow(x, 1.0 / 3.0))); NumericalTest("cbrt", cbrt, -1.0); NumericalTest("cbrt", cbrt, -1e-5); NumericalTest("cbrt", cbrt, 1e-5); NumericalTest("cbrt", cbrt, 1.0); } TEST(Jet, Log1p) { EXPECT_THAT(log1p(expm1(x)), IsAlmostEqualTo(x)); EXPECT_THAT(log1p(x), IsAlmostEqualTo(log(J{1} + x))); { // log1p(x) does not loose precision for small x J x = MakeJet(1e-16, 1e-8, 1e-4); EXPECT_THAT(log1p(x), IsAlmostEqualTo(MakeJet(9.9999999999999998e-17, 1e-8, 1e-4))); // log(1 + x) collapses to 0 J v = log(J{1} + x); EXPECT_TRUE(v.a == 0); } } TEST(Jet, Expm1) { EXPECT_THAT(expm1(log1p(x)), IsAlmostEqualTo(x)); EXPECT_THAT(expm1(x), IsAlmostEqualTo(exp(x) - 1.0)); { // expm1(x) does not loose precision for small x J x = MakeJet(9.9999999999999998e-17, 1e-8, 1e-4); EXPECT_THAT(expm1(x), IsAlmostEqualTo(MakeJet(1e-16, 1e-8, 1e-4))); // exp(x) - 1 collapses to 0 J v = exp(x) - J{1}; EXPECT_TRUE(v.a == 0); } } TEST(Jet, Exp2) { EXPECT_THAT(exp2(x), IsAlmostEqualTo(exp(x * log(2.0)))); NumericalTest("exp2", exp2, -1.0); NumericalTest("exp2", exp2, -1e-5); NumericalTest("exp2", exp2, -1e-200); NumericalTest("exp2", exp2, 0.0); NumericalTest("exp2", exp2, 1e-200); NumericalTest("exp2", exp2, 1e-5); NumericalTest("exp2", exp2, 1.0); } TEST(Jet, Log) { EXPECT_THAT(log(exp(x)), IsAlmostEqualTo(x)); } TEST(Jet, Log10) { EXPECT_THAT(log10(x), IsAlmostEqualTo(log(x) / log(10))); NumericalTest("log10", log10, 1e-5); NumericalTest("log10", log10, 1.0); NumericalTest("log10", log10, 98.76); } TEST(Jet, Log2) { EXPECT_THAT(log2(x), IsAlmostEqualTo(log(x) / log(2))); NumericalTest("log2", log2, 1e-5); NumericalTest("log2", log2, 1.0); NumericalTest("log2", log2, 100.0); } TEST(Jet, Norm) { EXPECT_THAT(norm(x), IsAlmostEqualTo(x * x)); EXPECT_THAT(norm(-x), IsAlmostEqualTo(x * x)); } TEST(Jet, Pow) { EXPECT_THAT(pow(x, 1.0), IsAlmostEqualTo(x)); EXPECT_THAT(pow(x, MakeJet(1.0, 0.0, 0.0)), IsAlmostEqualTo(x)); EXPECT_THAT(pow(kE, log(x)), IsAlmostEqualTo(x)); EXPECT_THAT(pow(MakeJet(kE, 0., 0.), log(x)), IsAlmostEqualTo(x)); EXPECT_THAT(pow(x, y), IsAlmostEqualTo(pow(MakeJet(kE, 0.0, 0.0), y * log(x)))); // Specially cases // pow(0, y) == 0 for y > 1, with both arguments Jets. EXPECT_THAT(pow(MakeJet(0, 1, 2), MakeJet(2, 3, 4)), IsAlmostEqualTo(MakeJet(0, 0, 0))); // pow(0, y) == 0 for y == 1, with both arguments Jets. EXPECT_THAT(pow(MakeJet(0, 1, 2), MakeJet(1, 3, 4)), IsAlmostEqualTo(MakeJet(0, 1, 2))); // pow(0, <1) is not finite, with both arguments Jets. { for (int i = 1; i < 10; i++) { J a = MakeJet(0, 1, 2); J b = MakeJet(i * 0.1, 3, 4); // b = 0.1 ... 0.9 J c = pow(a, b); EXPECT_EQ(c.a, 0.0) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_FALSE(isfinite(c.v[0])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_FALSE(isfinite(c.v[1])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; } for (int i = -10; i < 0; i++) { J a = MakeJet(0, 1, 2); J b = MakeJet(i * 0.1, 3, 4); // b = -1,-0.9 ... -0.1 J c = pow(a, b); EXPECT_FALSE(isfinite(c.a)) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_FALSE(isfinite(c.v[0])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_FALSE(isfinite(c.v[1])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; } // The special case of 0^0 = 1 defined by the C standard. { J a = MakeJet(0, 1, 2); J b = MakeJet(0, 3, 4); J c = pow(a, b); EXPECT_EQ(c.a, 1.0) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_FALSE(isfinite(c.v[0])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_FALSE(isfinite(c.v[1])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; } } // pow(<0, b) is correct for integer b. { J a = MakeJet(-1.5, 3, 4); // b integer: for (int i = -10; i <= 10; i++) { J b = MakeJet(i, 0, 5); J c = pow(a, b); EXPECT_TRUE(AreAlmostEqual(c.a, pow(-1.5, i), kTolerance)) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_TRUE(isfinite(c.v[0])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_FALSE(isfinite(c.v[1])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_TRUE( AreAlmostEqual(c.v[0], i * pow(-1.5, i - 1) * 3.0, kTolerance)) << "\na: " << a << "\nb: " << b << "\na^b: " << c; } } // pow(<0, b) is correct for noninteger b. { J a = MakeJet(-1.5, 3, 4); J b = MakeJet(-2.5, 0, 5); J c = pow(a, b); EXPECT_FALSE(isfinite(c.a)) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_FALSE(isfinite(c.v[0])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_FALSE(isfinite(c.v[1])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; } // pow(0,y) == 0 for y == 2, with the second argument a Jet. EXPECT_THAT(pow(0.0, MakeJet(2, 3, 4)), IsAlmostEqualTo(MakeJet(0, 0, 0))); // pow(<0,y) is correct for integer y. { double a = -1.5; for (int i = -10; i <= 10; i++) { J b = MakeJet(i, 3, 0); J c = pow(a, b); ExpectClose(c.a, pow(-1.5, i), kTolerance); EXPECT_FALSE(isfinite(c.v[0])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_TRUE(isfinite(c.v[1])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; ExpectClose(c.v[1], 0, kTolerance); } } // pow(<0,y) is correct for noninteger y. { double a = -1.5; J b = MakeJet(-3.14, 3, 0); J c = pow(a, b); EXPECT_FALSE(isfinite(c.a)) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_FALSE(isfinite(c.v[0])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; EXPECT_FALSE(isfinite(c.v[1])) << "\na: " << a << "\nb: " << b << "\na^b: " << c; } } TEST(Jet, Hypot2) { // Resolve the ambiguity between two and three argument hypot overloads using Hypot2 = J(const J&, const J&); auto* const hypot2 = static_cast(&hypot); // clang-format off NumericalTest2("hypot2", hypot2, 0.0, 1e-5); NumericalTest2("hypot2", hypot2, -1e-5, 0.0); NumericalTest2("hypot2", hypot2, 1e-5, 1e-5); NumericalTest2("hypot2", hypot2, 0.0, 1.0); NumericalTest2("hypot2", hypot2, 1e-3, 1.0); NumericalTest2("hypot2", hypot2, 1e-3, -1.0); NumericalTest2("hypot2", hypot2, -1e-3, 1.0); NumericalTest2("hypot2", hypot2, -1e-3, -1.0); NumericalTest2("hypot2", hypot2, 1.0, 2.0); // clang-format on J zero = MakeJet(0.0, 2.0, 3.14); EXPECT_THAT(hypot(x, y), IsAlmostEqualTo(sqrt(x * x + y * y))); EXPECT_THAT(hypot(x, x), IsAlmostEqualTo(sqrt(2.0) * abs(x))); // The derivative is zero tangentially to the circle: EXPECT_THAT(hypot(MakeJet(2.0, 1.0, 1.0), MakeJet(2.0, 1.0, -1.0)), IsAlmostEqualTo(MakeJet(sqrt(8.0), std::sqrt(2.0), 0.0))); EXPECT_THAT(hypot(zero, x), IsAlmostEqualTo(x)); EXPECT_THAT(hypot(y, zero), IsAlmostEqualTo(y)); // hypot(x, 0, 0) == x, even when x * x underflows: EXPECT_EQ( std::numeric_limits::min() * std::numeric_limits::min(), 0.0); // Make sure it underflows J tiny = MakeJet(std::numeric_limits::min(), 2.0, 3.14); EXPECT_THAT(hypot(tiny, J{0}), IsAlmostEqualTo(tiny)); // hypot(x, 0, 0) == x, even when x * x overflows: EXPECT_EQ( std::numeric_limits::max() * std::numeric_limits::max(), std::numeric_limits::infinity()); J huge = MakeJet(std::numeric_limits::max(), 2.0, 3.14); EXPECT_THAT(hypot(huge, J{0}), IsAlmostEqualTo(huge)); } TEST(Jet, Hypot3) { J zero = MakeJet(0.0, 2.0, 3.14); // hypot(x, y, z) == sqrt(x^2 + y^2 + z^2) EXPECT_THAT(hypot(x, y, z), IsAlmostEqualTo(sqrt(x * x + y * y + z * z))); // hypot(x, x) == sqrt(3) * abs(x) EXPECT_THAT(hypot(x, x, x), IsAlmostEqualTo(sqrt(3.0) * abs(x))); // The derivative is zero tangentially to the circle: EXPECT_THAT(hypot(MakeJet(2.0, 1.0, 1.0), MakeJet(2.0, 1.0, -1.0), MakeJet(2.0, -1.0, 0.0)), IsAlmostEqualTo(MakeJet(sqrt(12.0), 1.0 / std::sqrt(3.0), 0.0))); EXPECT_THAT(hypot(x, zero, zero), IsAlmostEqualTo(x)); EXPECT_THAT(hypot(zero, y, zero), IsAlmostEqualTo(y)); EXPECT_THAT(hypot(zero, zero, z), IsAlmostEqualTo(z)); EXPECT_THAT(hypot(x, y, z), IsAlmostEqualTo(hypot(hypot(x, y), z))); EXPECT_THAT(hypot(x, y, z), IsAlmostEqualTo(hypot(x, hypot(y, z)))); // The following two tests are disabled because the three argument hypot is // broken in the libc++ shipped with CLANG as of January 2022. #if !defined(_LIBCPP_VERSION) // hypot(x, 0, 0) == x, even when x * x underflows: EXPECT_EQ( std::numeric_limits::min() * std::numeric_limits::min(), 0.0); // Make sure it underflows J tiny = MakeJet(std::numeric_limits::min(), 2.0, 3.14); EXPECT_THAT(hypot(tiny, J{0}, J{0}), IsAlmostEqualTo(tiny)); // hypot(x, 0, 0) == x, even when x * x overflows: EXPECT_EQ( std::numeric_limits::max() * std::numeric_limits::max(), std::numeric_limits::infinity()); J huge = MakeJet(std::numeric_limits::max(), 2.0, 3.14); EXPECT_THAT(hypot(huge, J{0}, J{0}), IsAlmostEqualTo(huge)); #endif } #ifdef CERES_HAS_CPP20 TEST(Jet, Lerp) { EXPECT_THAT(lerp(x, y, J{0}), IsAlmostEqualTo(x)); EXPECT_THAT(lerp(x, y, J{1}), IsAlmostEqualTo(y)); EXPECT_THAT(lerp(x, x, J{1}), IsAlmostEqualTo(x)); EXPECT_THAT(lerp(y, y, J{0}), IsAlmostEqualTo(y)); EXPECT_THAT(lerp(x, y, J{0.5}), IsAlmostEqualTo((x + y) / J{2.0})); EXPECT_THAT(lerp(x, y, J{2}), IsAlmostEqualTo(J{2.0} * y - x)); EXPECT_THAT(lerp(x, y, J{-2}), IsAlmostEqualTo(J{3.0} * x - J{2} * y)); } TEST(Jet, Midpoint) { EXPECT_THAT(midpoint(x, y), IsAlmostEqualTo((x + y) / J{2})); EXPECT_THAT(midpoint(x, x), IsAlmostEqualTo(x)); { // midpoint(x, y) = (x + y) / 2 while avoiding overflow J x = MakeJet(std::numeric_limits::min(), 1, 2); J y = MakeJet(std::numeric_limits::max(), 3, 4); EXPECT_THAT(midpoint(x, y), IsAlmostEqualTo(x + (y - x) / J{2})); } { // midpoint(x, x) = x while avoiding overflow J x = MakeJet(std::numeric_limits::max(), std::numeric_limits::max(), std::numeric_limits::max()); EXPECT_THAT(midpoint(x, x), IsAlmostEqualTo(x)); } { // midpoint does not overflow for very large values constexpr double a = 0.75 * std::numeric_limits::max(); J x = MakeJet(a, a, -a); J y = MakeJet(a, a, a); EXPECT_THAT(midpoint(x, y), IsAlmostEqualTo(MakeJet(a, a, 0))); } } #endif // defined(CERES_HAS_CPP20) TEST(Jet, Fma) { J v = fma(x, y, z); J w = x * y + z; EXPECT_THAT(v, IsAlmostEqualTo(w)); } TEST(Jet, FmaxJetWithJet) { Fenv env; // Clear all exceptions to ensure none are set by the following function // calls. std::feclearexcept(FE_ALL_EXCEPT); EXPECT_THAT(fmax(x, y), IsAlmostEqualTo(x)); EXPECT_THAT(fmax(y, x), IsAlmostEqualTo(x)); // Average the Jets on equality (of scalar parts). const J scalar_part_only_equal_to_x = J(x.a, 2 * x.v); const J average = (x + scalar_part_only_equal_to_x) * 0.5; EXPECT_THAT(fmax(x, scalar_part_only_equal_to_x), IsAlmostEqualTo(average)); EXPECT_THAT(fmax(scalar_part_only_equal_to_x, x), IsAlmostEqualTo(average)); // Follow convention of fmax(): treat NANs as missing values. const J nan_scalar_part(std::numeric_limits::quiet_NaN(), 2 * x.v); EXPECT_THAT(fmax(x, nan_scalar_part), IsAlmostEqualTo(x)); EXPECT_THAT(fmax(nan_scalar_part, x), IsAlmostEqualTo(x)); #ifndef CERES_NO_FENV_ACCESS EXPECT_EQ(std::fetestexcept(FE_ALL_EXCEPT & ~FE_INEXACT), 0); #endif } TEST(Jet, FmaxJetWithScalar) { Fenv env; // Clear all exceptions to ensure none are set by the following function // calls. std::feclearexcept(FE_ALL_EXCEPT); EXPECT_THAT(fmax(x, y.a), IsAlmostEqualTo(x)); EXPECT_THAT(fmax(y.a, x), IsAlmostEqualTo(x)); EXPECT_THAT(fmax(y, x.a), IsAlmostEqualTo(J{x.a})); EXPECT_THAT(fmax(x.a, y), IsAlmostEqualTo(J{x.a})); // Average the Jet and scalar cast to a Jet on equality (of scalar parts). const J average = (x + J{x.a}) * 0.5; EXPECT_THAT(fmax(x, x.a), IsAlmostEqualTo(average)); EXPECT_THAT(fmax(x.a, x), IsAlmostEqualTo(average)); // Follow convention of fmax(): treat NANs as missing values. EXPECT_THAT(fmax(x, std::numeric_limits::quiet_NaN()), IsAlmostEqualTo(x)); EXPECT_THAT(fmax(std::numeric_limits::quiet_NaN(), x), IsAlmostEqualTo(x)); const J nan_scalar_part(std::numeric_limits::quiet_NaN(), 2 * x.v); EXPECT_THAT(fmax(nan_scalar_part, x.a), IsAlmostEqualTo(J{x.a})); EXPECT_THAT(fmax(x.a, nan_scalar_part), IsAlmostEqualTo(J{x.a})); #ifndef CERES_NO_FENV_ACCESS EXPECT_EQ(std::fetestexcept(FE_ALL_EXCEPT & ~FE_INEXACT), 0); #endif } TEST(Jet, FminJetWithJet) { Fenv env; // Clear all exceptions to ensure none are set by the following function // calls. std::feclearexcept(FE_ALL_EXCEPT); EXPECT_THAT(fmin(x, y), IsAlmostEqualTo(y)); EXPECT_THAT(fmin(y, x), IsAlmostEqualTo(y)); // Average the Jets on equality (of scalar parts). const J scalar_part_only_equal_to_x = J(x.a, 2 * x.v); const J average = (x + scalar_part_only_equal_to_x) * 0.5; EXPECT_THAT(fmin(x, scalar_part_only_equal_to_x), IsAlmostEqualTo(average)); EXPECT_THAT(fmin(scalar_part_only_equal_to_x, x), IsAlmostEqualTo(average)); // Follow convention of fmin(): treat NANs as missing values. const J nan_scalar_part(std::numeric_limits::quiet_NaN(), 2 * x.v); EXPECT_THAT(fmin(x, nan_scalar_part), IsAlmostEqualTo(x)); EXPECT_THAT(fmin(nan_scalar_part, x), IsAlmostEqualTo(x)); #ifndef CERES_NO_FENV_ACCESS EXPECT_EQ(std::fetestexcept(FE_ALL_EXCEPT & ~FE_INEXACT), 0); #endif } TEST(Jet, FminJetWithScalar) { Fenv env; // Clear all exceptions to ensure none are set by the following function // calls. std::feclearexcept(FE_ALL_EXCEPT); EXPECT_THAT(fmin(x, y.a), IsAlmostEqualTo(J{y.a})); EXPECT_THAT(fmin(y.a, x), IsAlmostEqualTo(J{y.a})); EXPECT_THAT(fmin(y, x.a), IsAlmostEqualTo(y)); EXPECT_THAT(fmin(x.a, y), IsAlmostEqualTo(y)); // Average the Jet and scalar cast to a Jet on equality (of scalar parts). const J average = (x + J{x.a}) * 0.5; EXPECT_THAT(fmin(x, x.a), IsAlmostEqualTo(average)); EXPECT_THAT(fmin(x.a, x), IsAlmostEqualTo(average)); // Follow convention of fmin(): treat NANs as missing values. EXPECT_THAT(fmin(x, std::numeric_limits::quiet_NaN()), IsAlmostEqualTo(x)); EXPECT_THAT(fmin(std::numeric_limits::quiet_NaN(), x), IsAlmostEqualTo(x)); const J nan_scalar_part(std::numeric_limits::quiet_NaN(), 2 * x.v); EXPECT_THAT(fmin(nan_scalar_part, x.a), IsAlmostEqualTo(J{x.a})); EXPECT_THAT(fmin(x.a, nan_scalar_part), IsAlmostEqualTo(J{x.a})); #ifndef CERES_NO_FENV_ACCESS EXPECT_EQ(std::fetestexcept(FE_ALL_EXCEPT & ~FE_INEXACT), 0); #endif } TEST(Jet, Fdim) { Fenv env; // Clear all exceptions to ensure none are set by the following function // calls. std::feclearexcept(FE_ALL_EXCEPT); const J zero{}; const J diff = x - y; const J diffx = x - J{y.a}; const J diffy = J{x.a} - y; EXPECT_THAT(fdim(x, y), IsAlmostEqualTo(diff)); EXPECT_THAT(fdim(y, x), IsAlmostEqualTo(zero)); EXPECT_THAT(fdim(x, y.a), IsAlmostEqualTo(diffx)); EXPECT_THAT(fdim(y.a, x), IsAlmostEqualTo(J{zero.a})); EXPECT_THAT(fdim(x.a, y), IsAlmostEqualTo(diffy)); EXPECT_THAT(fdim(y, x.a), IsAlmostEqualTo(zero)); EXPECT_TRUE(isnan(fdim(x, std::numeric_limits::quiet_NaN()))); EXPECT_TRUE(isnan(fdim(std::numeric_limits::quiet_NaN(), x))); EXPECT_TRUE(isnan(fdim(x, std::numeric_limits::quiet_NaN()))); EXPECT_TRUE(isnan(fdim(std::numeric_limits::quiet_NaN(), x))); #ifndef CERES_NO_FENV_ACCESS EXPECT_EQ(std::fetestexcept(FE_ALL_EXCEPT & ~FE_INEXACT), 0); #endif } TEST(Jet, CopySign) { { // copysign(x, +1) J z = copysign(x, J{+1}); EXPECT_THAT(z, IsAlmostEqualTo(x)); EXPECT_TRUE(isfinite(z.v[0])) << z; EXPECT_TRUE(isfinite(z.v[1])) << z; } { // copysign(x, -1) J z = copysign(x, J{-1}); EXPECT_THAT(z, IsAlmostEqualTo(-x)); EXPECT_TRUE(isfinite(z.v[0])) << z; EXPECT_TRUE(isfinite(z.v[1])) << z; } { // copysign(-x, +1) J z = copysign(-x, J{+1}); EXPECT_THAT(z, IsAlmostEqualTo(x)); EXPECT_TRUE(isfinite(z.v[0])) << z; EXPECT_TRUE(isfinite(z.v[1])) << z; } { // copysign(-x, -1) J z = copysign(-x, J{-1}); EXPECT_THAT(z, IsAlmostEqualTo(-x)); EXPECT_TRUE(isfinite(z.v[0])) << z; EXPECT_TRUE(isfinite(z.v[1])) << z; } { // copysign(-0, +1) J z = copysign(MakeJet(-0, 1, 2), J{+1}); EXPECT_THAT(z, IsAlmostEqualTo(MakeJet(+0, 1, 2))); EXPECT_FALSE(std::signbit(z.a)) << z; EXPECT_TRUE(isfinite(z.v[0])) << z; EXPECT_TRUE(isfinite(z.v[1])) << z; } { // copysign(-0, -1) J z = copysign(MakeJet(-0, 1, 2), J{-1}); EXPECT_THAT(z, IsAlmostEqualTo(MakeJet(-0, -1, -2))); EXPECT_TRUE(std::signbit(z.a)) << z; EXPECT_TRUE(isfinite(z.v[0])) << z; EXPECT_TRUE(isfinite(z.v[1])) << z; } { // copysign(+0, -1) J z = copysign(MakeJet(+0, 1, 2), J{-1}); EXPECT_THAT(z, IsAlmostEqualTo(MakeJet(-0, -1, -2))); EXPECT_TRUE(std::signbit(z.a)) << z; EXPECT_TRUE(isfinite(z.v[0])) << z; EXPECT_TRUE(isfinite(z.v[1])) << z; } { // copysign(+0, +1) J z = copysign(MakeJet(+0, 1, 2), J{+1}); EXPECT_THAT(z, IsAlmostEqualTo(MakeJet(+0, 1, 2))); EXPECT_FALSE(std::signbit(z.a)) << z; EXPECT_TRUE(isfinite(z.v[0])) << z; EXPECT_TRUE(isfinite(z.v[1])) << z; } { // copysign(+0, +0) J z = copysign(MakeJet(+0, 1, 2), J{+0}); EXPECT_FALSE(std::signbit(z.a)) << z; EXPECT_TRUE(isnan(z.v[0])) << z; EXPECT_TRUE(isnan(z.v[1])) << z; } { // copysign(+0, -0) J z = copysign(MakeJet(+0, 1, 2), J{-0}); EXPECT_FALSE(std::signbit(z.a)) << z; EXPECT_TRUE(isnan(z.v[0])) << z; EXPECT_TRUE(isnan(z.v[1])) << z; } { // copysign(-0, +0) J z = copysign(MakeJet(-0, 1, 2), J{+0}); EXPECT_FALSE(std::signbit(z.a)) << z; EXPECT_TRUE(isnan(z.v[0])) << z; EXPECT_TRUE(isnan(z.v[1])) << z; } { // copysign(-0, -0) J z = copysign(MakeJet(-0, 1, 2), J{-0}); EXPECT_FALSE(std::signbit(z.a)) << z; EXPECT_TRUE(isnan(z.v[0])) << z; EXPECT_TRUE(isnan(z.v[1])) << z; } { // copysign(1, -nan) J z = copysign(MakeJet(1, 2, 3), -J{std::numeric_limits::quiet_NaN()}); EXPECT_TRUE(std::signbit(z.a)) << z; EXPECT_TRUE(std::signbit(z.v[0])) << z; EXPECT_TRUE(std::signbit(z.v[1])) << z; EXPECT_FALSE(isnan(z.v[0])) << z; EXPECT_FALSE(isnan(z.v[1])) << z; } { // copysign(1, +nan) J z = copysign(MakeJet(1, 2, 3), +J{std::numeric_limits::quiet_NaN()}); EXPECT_FALSE(std::signbit(z.a)) << z; EXPECT_FALSE(std::signbit(z.v[0])) << z; EXPECT_FALSE(std::signbit(z.v[1])) << z; EXPECT_FALSE(isnan(z.v[0])) << z; EXPECT_FALSE(isnan(z.v[1])) << z; } } TEST(Jet, JetsInEigenMatrices) { J x = MakeJet(2.3, -2.7, 1e-3); J y = MakeJet(1.7, 0.5, 1e+2); J z = MakeJet(5.3, -4.7, 1e-3); J w = MakeJet(9.7, 1.5, 10.1); Eigen::Matrix M; Eigen::Matrix v, r1, r2; M << x, y, z, w; v << x, z; // M * v == (v^T * M^T)^T r1 = M * v; r2 = (v.transpose() * M.transpose()).transpose(); EXPECT_THAT(r1(0), IsAlmostEqualTo(r2(0))); EXPECT_THAT(r1(1), IsAlmostEqualTo(r2(1))); } TEST(Jet, ScalarComparison) { Jet zero{0.0}; zero.v << std::numeric_limits::infinity(); Jet one{1.0}; one.v << std::numeric_limits::quiet_NaN(); Jet two{2.0}; two.v << std::numeric_limits::min() / 2; Jet three{3.0}; auto inf = std::numeric_limits>::infinity(); auto nan = std::numeric_limits>::quiet_NaN(); inf.v << 1.2; nan.v << 3.4; std::feclearexcept(FE_ALL_EXCEPT); EXPECT_FALSE(islessgreater(zero, zero)); EXPECT_FALSE(islessgreater(zero, zero.a)); EXPECT_FALSE(islessgreater(zero.a, zero)); EXPECT_TRUE(isgreaterequal(three, three)); EXPECT_TRUE(isgreaterequal(three, three.a)); EXPECT_TRUE(isgreaterequal(three.a, three)); EXPECT_TRUE(isgreater(three, two)); EXPECT_TRUE(isgreater(three, two.a)); EXPECT_TRUE(isgreater(three.a, two)); EXPECT_TRUE(islessequal(one, one)); EXPECT_TRUE(islessequal(one, one.a)); EXPECT_TRUE(islessequal(one.a, one)); EXPECT_TRUE(isless(one, two)); EXPECT_TRUE(isless(one, two.a)); EXPECT_TRUE(isless(one.a, two)); EXPECT_FALSE(isunordered(inf, one)); EXPECT_FALSE(isunordered(inf, one.a)); EXPECT_FALSE(isunordered(inf.a, one)); EXPECT_TRUE(isunordered(nan, two)); EXPECT_TRUE(isunordered(nan, two.a)); EXPECT_TRUE(isunordered(nan.a, two)); EXPECT_TRUE(isunordered(inf, nan)); EXPECT_TRUE(isunordered(inf, nan.a)); EXPECT_TRUE(isunordered(inf.a, nan.a)); EXPECT_EQ(std::fetestexcept(FE_ALL_EXCEPT & ~FE_INEXACT), 0); } TEST(Jet, Nested2XScalarComparison) { Jet zero{J0d{0.0}}; zero.v << std::numeric_limits::infinity(); Jet one{J0d{1.0}}; one.v << std::numeric_limits::quiet_NaN(); Jet two{J0d{2.0}}; two.v << std::numeric_limits::min() / J0d{2}; Jet three{J0d{3.0}}; auto inf = std::numeric_limits>::infinity(); auto nan = std::numeric_limits>::quiet_NaN(); inf.v << J0d{1.2}; nan.v << J0d{3.4}; std::feclearexcept(FE_ALL_EXCEPT); EXPECT_FALSE(islessgreater(zero, zero)); EXPECT_FALSE(islessgreater(zero, zero.a)); EXPECT_FALSE(islessgreater(zero.a, zero)); EXPECT_FALSE(islessgreater(zero, zero.a.a)); EXPECT_FALSE(islessgreater(zero.a.a, zero)); EXPECT_TRUE(isgreaterequal(three, three)); EXPECT_TRUE(isgreaterequal(three, three.a)); EXPECT_TRUE(isgreaterequal(three.a, three)); EXPECT_TRUE(isgreaterequal(three, three.a.a)); EXPECT_TRUE(isgreaterequal(three.a.a, three)); EXPECT_TRUE(isgreater(three, two)); EXPECT_TRUE(isgreater(three, two.a)); EXPECT_TRUE(isgreater(three.a, two)); EXPECT_TRUE(isgreater(three, two.a.a)); EXPECT_TRUE(isgreater(three.a.a, two)); EXPECT_TRUE(islessequal(one, one)); EXPECT_TRUE(islessequal(one, one.a)); EXPECT_TRUE(islessequal(one.a, one)); EXPECT_TRUE(islessequal(one, one.a.a)); EXPECT_TRUE(islessequal(one.a.a, one)); EXPECT_TRUE(isless(one, two)); EXPECT_TRUE(isless(one, two.a)); EXPECT_TRUE(isless(one.a, two)); EXPECT_TRUE(isless(one, two.a.a)); EXPECT_TRUE(isless(one.a.a, two)); EXPECT_FALSE(isunordered(inf, one)); EXPECT_FALSE(isunordered(inf, one.a)); EXPECT_FALSE(isunordered(inf.a, one)); EXPECT_FALSE(isunordered(inf, one.a.a)); EXPECT_FALSE(isunordered(inf.a.a, one)); EXPECT_TRUE(isunordered(nan, two)); EXPECT_TRUE(isunordered(nan, two.a)); EXPECT_TRUE(isunordered(nan.a, two)); EXPECT_TRUE(isunordered(nan, two.a.a)); EXPECT_TRUE(isunordered(nan.a.a, two)); EXPECT_TRUE(isunordered(inf, nan)); EXPECT_TRUE(isunordered(inf, nan.a)); EXPECT_TRUE(isunordered(inf.a, nan)); EXPECT_TRUE(isunordered(inf, nan.a.a)); EXPECT_TRUE(isunordered(inf.a.a, nan)); EXPECT_EQ(std::fetestexcept(FE_ALL_EXCEPT & ~FE_INEXACT), 0); } TEST(JetTraitsTest, ClassificationNaN) { Jet a(std::numeric_limits::quiet_NaN()); a.v << std::numeric_limits::infinity(); EXPECT_EQ(fpclassify(a), FP_NAN); EXPECT_FALSE(isfinite(a)); EXPECT_FALSE(isinf(a)); EXPECT_FALSE(isnormal(a)); EXPECT_FALSE(signbit(a)); EXPECT_TRUE(isnan(a)); } TEST(JetTraitsTest, ClassificationInf) { Jet a(-std::numeric_limits::infinity()); a.v << std::numeric_limits::quiet_NaN(); EXPECT_EQ(fpclassify(a), FP_INFINITE); EXPECT_FALSE(isfinite(a)); EXPECT_FALSE(isnan(a)); EXPECT_FALSE(isnormal(a)); EXPECT_TRUE(signbit(a)); EXPECT_TRUE(isinf(a)); } TEST(JetTraitsTest, ClassificationFinite) { Jet a(-5.5); a.v << std::numeric_limits::quiet_NaN(); EXPECT_EQ(fpclassify(a), FP_NORMAL); EXPECT_FALSE(isinf(a)); EXPECT_FALSE(isnan(a)); EXPECT_TRUE(signbit(a)); EXPECT_TRUE(isfinite(a)); EXPECT_TRUE(isnormal(a)); } TEST(JetTraitsTest, ClassificationScalar) { EXPECT_EQ(fpclassify(J0d{+0.0}), FP_ZERO); EXPECT_EQ(fpclassify(J0d{-0.0}), FP_ZERO); EXPECT_EQ(fpclassify(J0d{1.234}), FP_NORMAL); EXPECT_EQ(fpclassify(J0d{std::numeric_limits::min() / 2}), FP_SUBNORMAL); EXPECT_EQ(fpclassify(J0d{std::numeric_limits::quiet_NaN()}), FP_NAN); } TEST(JetTraitsTest, Nested2XClassificationScalar) { EXPECT_EQ(fpclassify(J0{J0d{+0.0}}), FP_ZERO); EXPECT_EQ(fpclassify(J0{J0d{-0.0}}), FP_ZERO); EXPECT_EQ(fpclassify(J0{J0d{1.234}}), FP_NORMAL); EXPECT_EQ(fpclassify(J0{J0d{std::numeric_limits::min() / 2}}), FP_SUBNORMAL); EXPECT_EQ(fpclassify(J0{J0d{std::numeric_limits::quiet_NaN()}}), FP_NAN); } // The following test ensures that Jets have all the appropriate Eigen // related traits so that they can be used as part of matrix // decompositions. TEST(Jet, FullRankEigenLLTSolve) { Eigen::Matrix A; Eigen::Matrix b, x; for (int i = 0; i < 3; ++i) { for (int j = 0; j < 3; ++j) { A(i, j) = MakeJet(0.0, i, j * j); } b(i) = MakeJet(i, i, i); x(i) = MakeJet(0.0, 0.0, 0.0); A(i, i) = MakeJet(1.0, i, i * i); } x = A.llt().solve(b); for (int i = 0; i < 3; ++i) { EXPECT_EQ(x(i).a, b(i).a); } } TEST(Jet, FullRankEigenLDLTSolve) { Eigen::Matrix A; Eigen::Matrix b, x; for (int i = 0; i < 3; ++i) { for (int j = 0; j < 3; ++j) { A(i, j) = MakeJet(0.0, i, j * j); } b(i) = MakeJet(i, i, i); x(i) = MakeJet(0.0, 0.0, 0.0); A(i, i) = MakeJet(1.0, i, i * i); } x = A.ldlt().solve(b); for (int i = 0; i < 3; ++i) { EXPECT_EQ(x(i).a, b(i).a); } } TEST(Jet, FullRankEigenLUSolve) { Eigen::Matrix A; Eigen::Matrix b, x; for (int i = 0; i < 3; ++i) { for (int j = 0; j < 3; ++j) { A(i, j) = MakeJet(0.0, i, j * j); } b(i) = MakeJet(i, i, i); x(i) = MakeJet(0.0, 0.0, 0.0); A(i, i) = MakeJet(1.0, i, i * i); } x = A.lu().solve(b); for (int i = 0; i < 3; ++i) { EXPECT_EQ(x(i).a, b(i).a); } } // ScalarBinaryOpTraits is only supported on Eigen versions >= 3.3 TEST(JetTraitsTest, MatrixScalarUnaryOps) { const J x = MakeJet(2.3, -2.7, 1e-3); const J y = MakeJet(1.7, 0.5, 1e+2); Eigen::Matrix a; a << x, y; const J sum = a.sum(); const J sum2 = a(0) + a(1); EXPECT_THAT(sum, IsAlmostEqualTo(sum2)); } TEST(JetTraitsTest, MatrixScalarBinaryOps) { const J x = MakeJet(2.3, -2.7, 1e-3); const J y = MakeJet(1.7, 0.5, 1e+2); const J z = MakeJet(5.3, -4.7, 1e-3); const J w = MakeJet(9.7, 1.5, 10.1); Eigen::Matrix M; Eigen::Vector2d v; M << x, y, z, w; v << 0.6, -2.1; // M * v == M * v.cast(). const Eigen::Matrix r1 = M * v; const Eigen::Matrix r2 = M * v.cast(); EXPECT_THAT(r1(0), IsAlmostEqualTo(r2(0))); EXPECT_THAT(r1(1), IsAlmostEqualTo(r2(1))); // M * a == M * T(a). const double a = 3.1; const Eigen::Matrix r3 = M * a; const Eigen::Matrix r4 = M * J(a); EXPECT_THAT(r3(0, 0), IsAlmostEqualTo(r4(0, 0))); EXPECT_THAT(r3(0, 1), IsAlmostEqualTo(r4(0, 1))); EXPECT_THAT(r3(1, 0), IsAlmostEqualTo(r4(1, 0))); EXPECT_THAT(r3(1, 1), IsAlmostEqualTo(r4(1, 1))); } TEST(JetTraitsTest, ArrayScalarUnaryOps) { const J x = MakeJet(2.3, -2.7, 1e-3); const J y = MakeJet(1.7, 0.5, 1e+2); Eigen::Array a; a << x, y; const J sum = a.sum(); const J sum2 = a(0) + a(1); EXPECT_THAT(sum, sum2); } TEST(JetTraitsTest, ArrayScalarBinaryOps) { const J x = MakeJet(2.3, -2.7, 1e-3); const J y = MakeJet(1.7, 0.5, 1e+2); Eigen::Array a; Eigen::Array2d b; a << x, y; b << 0.6, -2.1; // a * b == a * b.cast() const Eigen::Array r1 = a * b; const Eigen::Array r2 = a * b.cast(); EXPECT_THAT(r1(0), r2(0)); EXPECT_THAT(r1(1), r2(1)); // a * c == a * T(c). const double c = 3.1; const Eigen::Array r3 = a * c; const Eigen::Array r4 = a * J(c); EXPECT_THAT(r3(0), r3(0)); EXPECT_THAT(r4(1), r4(1)); } TEST(Jet, Nested3X) { using JJ = Jet; using JJJ = Jet; JJJ x; x.a = JJ(J(1, 0), 0); x.v[0] = JJ(J(1)); JJJ y = x * x * x; ExpectClose(y.a.a.a, 1, kTolerance); ExpectClose(y.v[0].a.a, 3., kTolerance); ExpectClose(y.v[0].v[0].a, 6., kTolerance); ExpectClose(y.v[0].v[0].v[0], 6., kTolerance); JJJ e = exp(x); ExpectClose(e.a.a.a, kE, kTolerance); ExpectClose(e.v[0].a.a, kE, kTolerance); ExpectClose(e.v[0].v[0].a, kE, kTolerance); ExpectClose(e.v[0].v[0].v[0], kE, kTolerance); } #if GTEST_HAS_TYPED_TEST using Types = testing::Types; template class JetTest : public testing::Test {}; TYPED_TEST_SUITE(JetTest, Types); TYPED_TEST(JetTest, Comparison) { using Scalar = TypeParam; EXPECT_EQ(J0{0}, J0{0}); EXPECT_GE(J0{3}, J0{3}); EXPECT_GT(J0{3}, J0{2}); EXPECT_LE(J0{1}, J0{1}); EXPECT_LT(J0{1}, J0{2}); EXPECT_NE(J0{1}, J0{2}); } TYPED_TEST(JetTest, ScalarComparison) { using Scalar = TypeParam; EXPECT_EQ(J0d{0.0}, Scalar{0}); EXPECT_GE(J0d{3.0}, Scalar{3}); EXPECT_GT(J0d{3.0}, Scalar{2}); EXPECT_LE(J0d{1.0}, Scalar{1}); EXPECT_LT(J0d{1.0}, Scalar{2}); EXPECT_NE(J0d{1.0}, Scalar{2}); EXPECT_EQ(Scalar{0}, J0d{0.0}); EXPECT_GE(Scalar{1}, J0d{1.0}); EXPECT_GT(Scalar{2}, J0d{1.0}); EXPECT_LE(Scalar{3}, J0d{3.0}); EXPECT_LT(Scalar{2}, J0d{3.0}); EXPECT_NE(Scalar{2}, J0d{1.0}); } TYPED_TEST(JetTest, Nested2XComparison) { using Scalar = TypeParam; EXPECT_EQ(J0{J0d{0.0}}, Scalar{0}); EXPECT_GE(J0{J0d{3.0}}, Scalar{3}); EXPECT_GT(J0{J0d{3.0}}, Scalar{2}); EXPECT_LE(J0{J0d{1.0}}, Scalar{1}); EXPECT_LT(J0{J0d{1.0}}, Scalar{2}); EXPECT_NE(J0{J0d{1.0}}, Scalar{2}); EXPECT_EQ(Scalar{0}, J0{J0d{0.0}}); EXPECT_GE(Scalar{1}, J0{J0d{1.0}}); EXPECT_GT(Scalar{2}, J0{J0d{1.0}}); EXPECT_LE(Scalar{3}, J0{J0d{3.0}}); EXPECT_LT(Scalar{2}, J0{J0d{3.0}}); EXPECT_NE(Scalar{2}, J0{J0d{1.0}}); } TYPED_TEST(JetTest, Nested3XComparison) { using Scalar = TypeParam; EXPECT_EQ(J0>{J0{J0d{0.0}}}, Scalar{0}); EXPECT_GE(J0>{J0{J0d{3.0}}}, Scalar{3}); EXPECT_GT(J0>{J0{J0d{3.0}}}, Scalar{2}); EXPECT_LE(J0>{J0{J0d{1.0}}}, Scalar{1}); EXPECT_LT(J0>{J0{J0d{1.0}}}, Scalar{2}); EXPECT_NE(J0>{J0{J0d{1.0}}}, Scalar{2}); EXPECT_EQ(Scalar{0}, J0>{J0{J0d{0.0}}}); EXPECT_GE(Scalar{1}, J0>{J0{J0d{1.0}}}); EXPECT_GT(Scalar{2}, J0>{J0{J0d{1.0}}}); EXPECT_LE(Scalar{3}, J0>{J0{J0d{3.0}}}); EXPECT_LT(Scalar{2}, J0>{J0{J0d{3.0}}}); EXPECT_NE(Scalar{2}, J0>{J0{J0d{1.0}}}); } #endif // GTEST_HAS_TYPED_TEST } // namespace ceres::internal #ifdef _MSC_VER #pragma float_control(pop) #endif