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- // 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: sameeragarwal@google.com (Sameer Agarwal)
- #ifndef CERES_INTERNAL_NUMERIC_DIFF_TEST_UTILS_H_
- #define CERES_INTERNAL_NUMERIC_DIFF_TEST_UTILS_H_
- #include <random>
- #include "ceres/cost_function.h"
- #include "ceres/internal/export.h"
- #include "ceres/sized_cost_function.h"
- #include "ceres/types.h"
- namespace ceres::internal {
- // Noise factor for randomized cost function.
- static constexpr double kNoiseFactor = 0.01;
- // Default random seed for randomized cost function.
- static constexpr unsigned int kRandomSeed = 1234;
- // y1 = x1'x2 -> dy1/dx1 = x2, dy1/dx2 = x1
- // y2 = (x1'x2)^2 -> dy2/dx1 = 2 * x2 * (x1'x2), dy2/dx2 = 2 * x1 * (x1'x2)
- // y3 = x2'x2 -> dy3/dx1 = 0, dy3/dx2 = 2 * x2
- class CERES_NO_EXPORT EasyFunctor {
- public:
- bool operator()(const double* x1, const double* x2, double* residuals) const;
- void ExpectCostFunctionEvaluationIsNearlyCorrect(
- const CostFunction& cost_function, NumericDiffMethodType method) const;
- };
- class EasyCostFunction : public SizedCostFunction<3, 5, 5> {
- public:
- bool Evaluate(double const* const* parameters,
- double* residuals,
- double** /* not used */) const final {
- return functor_(parameters[0], parameters[1], residuals);
- }
- private:
- EasyFunctor functor_;
- };
- // y1 = sin(x1'x2)
- // y2 = exp(-x1'x2 / 10)
- //
- // dy1/dx1 = x2 * cos(x1'x2), dy1/dx2 = x1 * cos(x1'x2)
- // dy2/dx1 = -x2 * exp(-x1'x2 / 10) / 10, dy2/dx2 = -x2 * exp(-x1'x2 / 10) / 10
- class CERES_NO_EXPORT TranscendentalFunctor {
- public:
- bool operator()(const double* x1, const double* x2, double* residuals) const;
- void ExpectCostFunctionEvaluationIsNearlyCorrect(
- const CostFunction& cost_function, NumericDiffMethodType method) const;
- };
- class CERES_NO_EXPORT TranscendentalCostFunction
- : public SizedCostFunction<2, 5, 5> {
- public:
- bool Evaluate(double const* const* parameters,
- double* residuals,
- double** /* not used */) const final {
- return functor_(parameters[0], parameters[1], residuals);
- }
- private:
- TranscendentalFunctor functor_;
- };
- // y = exp(x), dy/dx = exp(x)
- class CERES_NO_EXPORT ExponentialFunctor {
- public:
- bool operator()(const double* x1, double* residuals) const;
- void ExpectCostFunctionEvaluationIsNearlyCorrect(
- const CostFunction& cost_function) const;
- };
- class ExponentialCostFunction : public SizedCostFunction<1, 1> {
- public:
- bool Evaluate(double const* const* parameters,
- double* residuals,
- double** /* not used */) const final {
- return functor_(parameters[0], residuals);
- }
- private:
- ExponentialFunctor functor_;
- };
- // Test adaptive numeric differentiation by synthetically adding random noise
- // to a functor.
- // y = x^2 + [random noise], dy/dx ~ 2x
- class CERES_NO_EXPORT RandomizedFunctor {
- public:
- RandomizedFunctor(double noise_factor, std::mt19937& prng)
- : noise_factor_(noise_factor),
- prng_(&prng),
- uniform_distribution_{-noise_factor, noise_factor} {}
- bool operator()(const double* x1, double* residuals) const;
- void ExpectCostFunctionEvaluationIsNearlyCorrect(
- const CostFunction& cost_function) const;
- private:
- double noise_factor_;
- // Store the generator as a pointer to be able to modify the instance the
- // pointer is pointing to.
- std::mt19937* prng_;
- mutable std::uniform_real_distribution<> uniform_distribution_;
- };
- class CERES_NO_EXPORT RandomizedCostFunction : public SizedCostFunction<1, 1> {
- public:
- RandomizedCostFunction(double noise_factor, std::mt19937& prng)
- : functor_(noise_factor, prng) {}
- bool Evaluate(double const* const* parameters,
- double* residuals,
- double** /* not used */) const final {
- return functor_(parameters[0], residuals);
- }
- private:
- RandomizedFunctor functor_;
- };
- } // namespace ceres::internal
- #endif // CERES_INTERNAL_NUMERIC_DIFF_TEST_UTILS_H_
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