359 lines
15 KiB
C++
359 lines
15 KiB
C++
|
// Ceres Solver - A fast non-linear least squares minimizer
|
||
|
|
// Copyright 2015 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 <algorithm>
|
||
|
|
#include <cmath>
|
||
|
|
#include <string>
|
||
|
|
#include <vector>
|
||
|
|
#include "ceres/internal/macros.h"
|
||
|
|
#include "ceres/internal/scoped_ptr.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) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<EasyFunctor,
|
||
|
|
CENTRAL,
|
||
|
|
3, /* number of residuals */
|
||
|
|
5, /* size of x1 */
|
||
|
|
5 /* size of x2 */>(
|
||
|
|
new EasyFunctor));
|
||
|
|
EasyFunctor functor;
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction, EasyCaseFunctorForwardDifferences) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<EasyFunctor,
|
||
|
|
FORWARD,
|
||
|
|
3, /* number of residuals */
|
||
|
|
5, /* size of x1 */
|
||
|
|
5 /* size of x2 */>(
|
||
|
|
new EasyFunctor));
|
||
|
|
EasyFunctor functor;
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD);
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction, EasyCaseFunctorRidders) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<EasyFunctor,
|
||
|
|
RIDDERS,
|
||
|
|
3, /* number of residuals */
|
||
|
|
5, /* size of x1 */
|
||
|
|
5 /* size of x2 */>(
|
||
|
|
new EasyFunctor));
|
||
|
|
EasyFunctor functor;
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, RIDDERS);
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction, EasyCaseCostFunctionCentralDifferences) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<EasyCostFunction,
|
||
|
|
CENTRAL,
|
||
|
|
3, /* number of residuals */
|
||
|
|
5, /* size of x1 */
|
||
|
|
5 /* size of x2 */>(
|
||
|
|
new EasyCostFunction, TAKE_OWNERSHIP));
|
||
|
|
EasyFunctor functor;
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction, EasyCaseCostFunctionForwardDifferences) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<EasyCostFunction,
|
||
|
|
FORWARD,
|
||
|
|
3, /* number of residuals */
|
||
|
|
5, /* size of x1 */
|
||
|
|
5 /* size of x2 */>(
|
||
|
|
new EasyCostFunction, TAKE_OWNERSHIP));
|
||
|
|
EasyFunctor functor;
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD);
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction, EasyCaseCostFunctionRidders) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<EasyCostFunction,
|
||
|
|
RIDDERS,
|
||
|
|
3, /* number of residuals */
|
||
|
|
5, /* size of x1 */
|
||
|
|
5 /* size of x2 */>(
|
||
|
|
new EasyCostFunction, TAKE_OWNERSHIP));
|
||
|
|
EasyFunctor functor;
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, RIDDERS);
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction,
|
||
|
|
TranscendentalCaseFunctorCentralDifferences) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<TranscendentalFunctor,
|
||
|
|
CENTRAL,
|
||
|
|
2, /* number of residuals */
|
||
|
|
5, /* size of x1 */
|
||
|
|
5 /* size of x2 */>(
|
||
|
|
new TranscendentalFunctor));
|
||
|
|
TranscendentalFunctor functor;
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction,
|
||
|
|
TranscendentalCaseFunctorForwardDifferences) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<TranscendentalFunctor,
|
||
|
|
FORWARD,
|
||
|
|
2, /* number of residuals */
|
||
|
|
5, /* size of x1 */
|
||
|
|
5 /* size of x2 */>(
|
||
|
|
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;
|
||
|
|
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<TranscendentalFunctor,
|
||
|
|
RIDDERS,
|
||
|
|
2, /* number of residuals */
|
||
|
|
5, /* size of x1 */
|
||
|
|
5 /* size of x2 */>(
|
||
|
|
new TranscendentalFunctor, TAKE_OWNERSHIP, 2, options));
|
||
|
|
TranscendentalFunctor functor;
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, RIDDERS);
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction,
|
||
|
|
TranscendentalCaseCostFunctionCentralDifferences) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<TranscendentalCostFunction,
|
||
|
|
CENTRAL,
|
||
|
|
2, /* number of residuals */
|
||
|
|
5, /* size of x1 */
|
||
|
|
5 /* size of x2 */>(
|
||
|
|
new TranscendentalCostFunction, TAKE_OWNERSHIP));
|
||
|
|
TranscendentalFunctor functor;
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction,
|
||
|
|
TranscendentalCaseCostFunctionForwardDifferences) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<TranscendentalCostFunction,
|
||
|
|
FORWARD,
|
||
|
|
2, /* number of residuals */
|
||
|
|
5, /* size of x1 */
|
||
|
|
5 /* size of x2 */>(
|
||
|
|
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;
|
||
|
|
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<TranscendentalCostFunction,
|
||
|
|
RIDDERS,
|
||
|
|
2, /* number of residuals */
|
||
|
|
5, /* size of x1 */
|
||
|
|
5 /* size of x2 */>(
|
||
|
|
new TranscendentalCostFunction, TAKE_OWNERSHIP, 2, options));
|
||
|
|
TranscendentalFunctor functor;
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, RIDDERS);
|
||
|
|
}
|
||
|
|
|
||
|
|
template<int num_rows, int num_cols>
|
||
|
|
class SizeTestingCostFunction : public SizedCostFunction<num_rows, num_cols> {
|
||
|
|
public:
|
||
|
|
virtual bool Evaluate(double const* const* parameters,
|
||
|
|
double* residuals,
|
||
|
|
double** jacobians) const {
|
||
|
|
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) {
|
||
|
|
scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<SizeTestingCostFunction<1,1>, CENTRAL, 1, 1>(
|
||
|
|
new SizeTestingCostFunction<1,1>, ceres::TAKE_OWNERSHIP));
|
||
|
|
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<SizeTestingCostFunction<2,1>, CENTRAL, 2, 1>(
|
||
|
|
new SizeTestingCostFunction<2,1>, ceres::TAKE_OWNERSHIP));
|
||
|
|
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<SizeTestingCostFunction<1,2>, CENTRAL, 1, 2>(
|
||
|
|
new SizeTestingCostFunction<1,2>, ceres::TAKE_OWNERSHIP));
|
||
|
|
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<SizeTestingCostFunction<2,2>, CENTRAL, 2, 2>(
|
||
|
|
new SizeTestingCostFunction<2,2>, ceres::TAKE_OWNERSHIP));
|
||
|
|
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<EasyFunctor, CENTRAL, ceres::DYNAMIC, 1, 1>(
|
||
|
|
new EasyFunctor, TAKE_OWNERSHIP, 1));
|
||
|
|
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<EasyFunctor, CENTRAL, ceres::DYNAMIC, 1, 1>(
|
||
|
|
new EasyFunctor, TAKE_OWNERSHIP, 2));
|
||
|
|
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<EasyFunctor, CENTRAL, ceres::DYNAMIC, 1, 2>(
|
||
|
|
new EasyFunctor, TAKE_OWNERSHIP, 1));
|
||
|
|
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<EasyFunctor, CENTRAL, ceres::DYNAMIC, 1, 2>(
|
||
|
|
new EasyFunctor, TAKE_OWNERSHIP, 2));
|
||
|
|
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<EasyFunctor, CENTRAL, ceres::DYNAMIC, 2, 1>(
|
||
|
|
new EasyFunctor, TAKE_OWNERSHIP, 1));
|
||
|
|
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<EasyFunctor, CENTRAL, ceres::DYNAMIC, 2, 1>(
|
||
|
|
new EasyFunctor, TAKE_OWNERSHIP, 2));
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction,
|
||
|
|
EasyCaseFunctorCentralDifferencesAndDynamicNumResiduals) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<EasyFunctor,
|
||
|
|
CENTRAL,
|
||
|
|
ceres::DYNAMIC,
|
||
|
|
5, /* size of x1 */
|
||
|
|
5 /* size of x2 */>(
|
||
|
|
new EasyFunctor, TAKE_OWNERSHIP, 3));
|
||
|
|
EasyFunctor functor;
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction, ExponentialFunctorRidders) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<ExponentialFunctor,
|
||
|
|
RIDDERS,
|
||
|
|
1, /* number of residuals */
|
||
|
|
1 /* size of x1 */>(
|
||
|
|
new ExponentialFunctor));
|
||
|
|
ExponentialFunctor functor;
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function);
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction, ExponentialCostFunctionRidders) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<ExponentialCostFunction,
|
||
|
|
RIDDERS,
|
||
|
|
1, /* number of residuals */
|
||
|
|
1 /* size of x1 */>(
|
||
|
|
new ExponentialCostFunction));
|
||
|
|
ExponentialFunctor functor;
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function);
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction, RandomizedFunctorRidders) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
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;
|
||
|
|
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<RandomizedFunctor,
|
||
|
|
RIDDERS,
|
||
|
|
1, /* number of residuals */
|
||
|
|
1 /* size of x1 */>(
|
||
|
|
new RandomizedFunctor(kNoiseFactor, kRandomSeed), TAKE_OWNERSHIP,
|
||
|
|
1, options));
|
||
|
|
RandomizedFunctor functor (kNoiseFactor, kRandomSeed);
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function);
|
||
|
|
}
|
||
|
|
|
||
|
|
TEST(NumericDiffCostFunction, RandomizedCostFunctionRidders) {
|
||
|
|
internal::scoped_ptr<CostFunction> cost_function;
|
||
|
|
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;
|
||
|
|
|
||
|
|
cost_function.reset(
|
||
|
|
new NumericDiffCostFunction<RandomizedCostFunction,
|
||
|
|
RIDDERS,
|
||
|
|
1, /* number of residuals */
|
||
|
|
1 /* size of x1 */>(
|
||
|
|
new RandomizedCostFunction(kNoiseFactor, kRandomSeed),
|
||
|
|
TAKE_OWNERSHIP, 1, options));
|
||
|
|
RandomizedFunctor functor (kNoiseFactor, kRandomSeed);
|
||
|
|
functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function);
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
} // namespace internal
|
||
|
|
} // namespace ceres
|