153 lines
5.2 KiB
C
153 lines
5.2 KiB
C
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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#ifndef CERES_INTERNAL_NUMERIC_DIFF_TEST_UTILS_H_
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#define CERES_INTERNAL_NUMERIC_DIFF_TEST_UTILS_H_
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#include "ceres/cost_function.h"
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#include "ceres/sized_cost_function.h"
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#include "ceres/types.h"
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namespace ceres {
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namespace internal {
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// Noise factor for randomized cost function.
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static const double kNoiseFactor = 0.01;
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// Default random seed for randomized cost function.
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static const unsigned int kRandomSeed = 1234;
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// y1 = x1'x2 -> dy1/dx1 = x2, dy1/dx2 = x1
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// y2 = (x1'x2)^2 -> dy2/dx1 = 2 * x2 * (x1'x2), dy2/dx2 = 2 * x1 * (x1'x2)
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// y3 = x2'x2 -> dy3/dx1 = 0, dy3/dx2 = 2 * x2
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class EasyFunctor {
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public:
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bool operator()(const double* x1, const double* x2, double* residuals) const;
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void ExpectCostFunctionEvaluationIsNearlyCorrect(
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const CostFunction& cost_function,
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NumericDiffMethodType method) const;
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};
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class EasyCostFunction : public SizedCostFunction<3, 5, 5> {
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public:
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virtual bool Evaluate(double const* const* parameters,
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double* residuals,
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double** /* not used */) const {
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return functor_(parameters[0], parameters[1], residuals);
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}
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private:
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EasyFunctor functor_;
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};
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// y1 = sin(x1'x2)
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// y2 = exp(-x1'x2 / 10)
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//
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// dy1/dx1 = x2 * cos(x1'x2), dy1/dx2 = x1 * cos(x1'x2)
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// dy2/dx1 = -x2 * exp(-x1'x2 / 10) / 10, dy2/dx2 = -x2 * exp(-x1'x2 / 10) / 10
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class TranscendentalFunctor {
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public:
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bool operator()(const double* x1, const double* x2, double* residuals) const;
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void ExpectCostFunctionEvaluationIsNearlyCorrect(
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const CostFunction& cost_function,
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NumericDiffMethodType method) const;
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};
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class TranscendentalCostFunction : public SizedCostFunction<2, 5, 5> {
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public:
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virtual bool Evaluate(double const* const* parameters,
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double* residuals,
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double** /* not used */) const {
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return functor_(parameters[0], parameters[1], residuals);
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}
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private:
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TranscendentalFunctor functor_;
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};
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// y = exp(x), dy/dx = exp(x)
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class ExponentialFunctor {
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public:
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bool operator()(const double* x1, double* residuals) const;
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void ExpectCostFunctionEvaluationIsNearlyCorrect(
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const CostFunction& cost_function) const;
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};
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class ExponentialCostFunction : public SizedCostFunction<1, 1> {
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public:
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virtual bool Evaluate(double const* const* parameters,
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double* residuals,
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double** /* not used */) const {
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return functor_(parameters[0], residuals);
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}
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private:
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ExponentialFunctor functor_;
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};
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// Test adaptive numeric differentiation by synthetically adding random noise
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// to a functor.
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// y = x^2 + [random noise], dy/dx ~ 2x
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class RandomizedFunctor {
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public:
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RandomizedFunctor(double noise_factor, unsigned int random_seed)
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: noise_factor_(noise_factor), random_seed_(random_seed) {
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}
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bool operator()(const double* x1, double* residuals) const;
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void ExpectCostFunctionEvaluationIsNearlyCorrect(
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const CostFunction& cost_function) const;
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private:
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double noise_factor_;
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unsigned int random_seed_;
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};
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class RandomizedCostFunction : public SizedCostFunction<1, 1> {
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public:
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RandomizedCostFunction(double noise_factor, unsigned int random_seed)
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: functor_(noise_factor, random_seed) {
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}
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virtual bool Evaluate(double const* const* parameters,
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double* residuals,
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double** /* not used */) const {
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return functor_(parameters[0], residuals);
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}
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private:
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RandomizedFunctor functor_;
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};
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_NUMERIC_DIFF_TEST_UTILS_H_
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