// 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) // tbennun@gmail.com (Tal Ben-Nun) #include "ceres/numeric_diff_cost_function.h" #include #include #include #include #include #include #include #include "ceres/array_utils.h" #include "ceres/numeric_diff_test_utils.h" #include "ceres/test_util.h" #include "ceres/types.h" #include "glog/logging.h" #include "gtest/gtest.h" namespace ceres { namespace internal { TEST(NumericDiffCostFunction, EasyCaseFunctorCentralDifferences) { auto cost_function = std::make_unique>(new EasyFunctor); EasyFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL); } TEST(NumericDiffCostFunction, EasyCaseFunctorForwardDifferences) { auto cost_function = std::make_unique>(new EasyFunctor); EasyFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD); } TEST(NumericDiffCostFunction, EasyCaseFunctorRidders) { auto cost_function = std::make_unique>(new EasyFunctor); EasyFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, RIDDERS); } TEST(NumericDiffCostFunction, EasyCaseCostFunctionCentralDifferences) { auto cost_function = std::make_unique>(new EasyCostFunction, TAKE_OWNERSHIP); EasyFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL); } TEST(NumericDiffCostFunction, EasyCaseCostFunctionForwardDifferences) { auto cost_function = std::make_unique>(new EasyCostFunction, TAKE_OWNERSHIP); EasyFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD); } TEST(NumericDiffCostFunction, EasyCaseCostFunctionRidders) { auto cost_function = std::make_unique>(new EasyCostFunction, TAKE_OWNERSHIP); EasyFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, RIDDERS); } TEST(NumericDiffCostFunction, TranscendentalCaseFunctorCentralDifferences) { auto cost_function = std::make_unique>(new TranscendentalFunctor); TranscendentalFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL); } TEST(NumericDiffCostFunction, TranscendentalCaseFunctorForwardDifferences) { auto cost_function = std::make_unique>(new TranscendentalFunctor); TranscendentalFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD); } TEST(NumericDiffCostFunction, TranscendentalCaseFunctorRidders) { NumericDiffOptions options; // Using a smaller initial step size to overcome oscillatory function // behavior. options.ridders_relative_initial_step_size = 1e-3; auto cost_function = std::make_unique>( new TranscendentalFunctor, TAKE_OWNERSHIP, 2, options); TranscendentalFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, RIDDERS); } TEST(NumericDiffCostFunction, TranscendentalCaseCostFunctionCentralDifferences) { auto cost_function = std::make_unique>( new TranscendentalCostFunction, TAKE_OWNERSHIP); TranscendentalFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL); } TEST(NumericDiffCostFunction, TranscendentalCaseCostFunctionForwardDifferences) { auto cost_function = std::make_unique>( new TranscendentalCostFunction, TAKE_OWNERSHIP); TranscendentalFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD); } TEST(NumericDiffCostFunction, TranscendentalCaseCostFunctionRidders) { NumericDiffOptions options; // Using a smaller initial step size to overcome oscillatory function // behavior. options.ridders_relative_initial_step_size = 1e-3; auto cost_function = std::make_unique>( new TranscendentalCostFunction, TAKE_OWNERSHIP, 2, options); TranscendentalFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, RIDDERS); } template class SizeTestingCostFunction : public SizedCostFunction { public: bool Evaluate(double const* const* parameters, double* residuals, double** jacobians) const final { return true; } }; // As described in // http://forum.kde.org/viewtopic.php?f=74&t=98536#p210774 // Eigen3 has restrictions on the Row/Column major storage of vectors, // depending on their dimensions. This test ensures that the correct // templates are instantiated for various shapes of the Jacobian // matrix. TEST(NumericDiffCostFunction, EigenRowMajorColMajorTest) { std::unique_ptr cost_function = std::make_unique< NumericDiffCostFunction, CENTRAL, 1, 1>>( new SizeTestingCostFunction<1, 1>, ceres::TAKE_OWNERSHIP); cost_function = std::make_unique< NumericDiffCostFunction, CENTRAL, 2, 1>>( new SizeTestingCostFunction<2, 1>, ceres::TAKE_OWNERSHIP); cost_function = std::make_unique< NumericDiffCostFunction, CENTRAL, 1, 2>>( new SizeTestingCostFunction<1, 2>, ceres::TAKE_OWNERSHIP); cost_function = std::make_unique< NumericDiffCostFunction, CENTRAL, 2, 2>>( new SizeTestingCostFunction<2, 2>, ceres::TAKE_OWNERSHIP); cost_function = std::make_unique< NumericDiffCostFunction>( new EasyFunctor, TAKE_OWNERSHIP, 1); cost_function = std::make_unique< NumericDiffCostFunction>( new EasyFunctor, TAKE_OWNERSHIP, 2); cost_function = std::make_unique< NumericDiffCostFunction>( new EasyFunctor, TAKE_OWNERSHIP, 1); cost_function = std::make_unique< NumericDiffCostFunction>( new EasyFunctor, TAKE_OWNERSHIP, 2); cost_function = std::make_unique< NumericDiffCostFunction>( new EasyFunctor, TAKE_OWNERSHIP, 1); cost_function = std::make_unique< NumericDiffCostFunction>( new EasyFunctor, TAKE_OWNERSHIP, 2); } TEST(NumericDiffCostFunction, EasyCaseFunctorCentralDifferencesAndDynamicNumResiduals) { auto cost_function = std::make_unique>( new EasyFunctor, TAKE_OWNERSHIP, 3); EasyFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL); } TEST(NumericDiffCostFunction, ExponentialFunctorRidders) { auto cost_function = std::make_unique>(new ExponentialFunctor); ExponentialFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function); } TEST(NumericDiffCostFunction, ExponentialCostFunctionRidders) { auto cost_function = std::make_unique>(new ExponentialCostFunction); ExponentialFunctor functor; functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function); } TEST(NumericDiffCostFunction, RandomizedFunctorRidders) { std::mt19937 prng; NumericDiffOptions options; // Larger initial step size is chosen to produce robust results in the // presence of random noise. options.ridders_relative_initial_step_size = 10.0; auto cost_function = std::make_unique>( new RandomizedFunctor(kNoiseFactor, prng), TAKE_OWNERSHIP, 1, options); RandomizedFunctor functor(kNoiseFactor, prng); functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function); } TEST(NumericDiffCostFunction, RandomizedCostFunctionRidders) { std::mt19937 prng; NumericDiffOptions options; // Larger initial step size is chosen to produce robust results in the // presence of random noise. options.ridders_relative_initial_step_size = 10.0; auto cost_function = std::make_unique>( new RandomizedCostFunction(kNoiseFactor, prng), TAKE_OWNERSHIP, 1, options); RandomizedFunctor functor(kNoiseFactor, prng); functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function); } struct OnlyFillsOneOutputFunctor { bool operator()(const double* x, double* output) const { output[0] = x[0]; return true; } }; TEST(NumericDiffCostFunction, PartiallyFilledResidualShouldFailEvaluation) { double parameter = 1.0; double jacobian[2]; double residuals[2]; double* parameters[] = {¶meter}; double* jacobians[] = {jacobian}; auto cost_function = std::make_unique< NumericDiffCostFunction>( new OnlyFillsOneOutputFunctor); InvalidateArray(2, jacobian); InvalidateArray(2, residuals); EXPECT_TRUE(cost_function->Evaluate(parameters, residuals, jacobians)); EXPECT_FALSE(IsArrayValid(2, residuals)); InvalidateArray(2, residuals); EXPECT_TRUE(cost_function->Evaluate(parameters, residuals, nullptr)); // We are only testing residuals here, because the Jacobians are // computed using finite differencing from the residuals, so unless // we introduce a validation step after every evaluation of // residuals inside NumericDiffCostFunction, there is no way of // ensuring that the Jacobian array is invalid. EXPECT_FALSE(IsArrayValid(2, residuals)); } TEST(NumericDiffCostFunction, ParameterBlockConstant) { constexpr int kNumResiduals = 3; constexpr int kX1 = 5; constexpr int kX2 = 5; auto cost_function = std::make_unique< NumericDiffCostFunction>( new EasyFunctor); // Prepare the parameters and residuals. std::array x1{1e-64, 2.0, 3.0, 4.0, 5.0}; std::array x2{9.0, 9.0, 5.0, 5.0, 1.0}; std::array parameter_blocks{x1.data(), x2.data()}; std::vector residuals(kNumResiduals, -100000); // Evaluate the full jacobian. std::vector> jacobian_full_vect(2); jacobian_full_vect[0].resize(kNumResiduals * kX1, -100000); jacobian_full_vect[1].resize(kNumResiduals * kX2, -100000); { std::array jacobian{jacobian_full_vect[0].data(), jacobian_full_vect[1].data()}; ASSERT_TRUE(cost_function->Evaluate( parameter_blocks.data(), residuals.data(), jacobian.data())); } // Evaluate and check jacobian when first parameter block is constant. { std::vector jacobian_vect(kNumResiduals * kX2, -100000); std::array jacobian{nullptr, jacobian_vect.data()}; ASSERT_TRUE(cost_function->Evaluate( parameter_blocks.data(), residuals.data(), jacobian.data())); for (int i = 0; i < kNumResiduals * kX2; ++i) { EXPECT_DOUBLE_EQ(jacobian_full_vect[1][i], jacobian_vect[i]); } } // Evaluate and check jacobian when second parameter block is constant. { std::vector jacobian_vect(kNumResiduals * kX1, -100000); std::array jacobian{jacobian_vect.data(), nullptr}; ASSERT_TRUE(cost_function->Evaluate( parameter_blocks.data(), residuals.data(), jacobian.data())); for (int i = 0; i < kNumResiduals * kX1; ++i) { EXPECT_DOUBLE_EQ(jacobian_full_vect[0][i], jacobian_vect[i]); } } } } // namespace internal } // namespace ceres