196 lines
5.8 KiB
C++
196 lines
5.8 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: wjr@google.com (William Rucklidge)
|
|
//
|
|
// This file contains tests for the GradientChecker class.
|
|
|
|
#include "ceres/gradient_checker.h"
|
|
|
|
#include <cmath>
|
|
#include <cstdlib>
|
|
#include <vector>
|
|
|
|
#include "ceres/cost_function.h"
|
|
#include "ceres/random.h"
|
|
#include "glog/logging.h"
|
|
#include "gtest/gtest.h"
|
|
|
|
namespace ceres {
|
|
namespace internal {
|
|
|
|
using std::vector;
|
|
|
|
// We pick a (non-quadratic) function whose derivative are easy:
|
|
//
|
|
// f = exp(- a' x).
|
|
// df = - f a.
|
|
//
|
|
// where 'a' is a vector of the same size as 'x'. In the block
|
|
// version, they are both block vectors, of course.
|
|
class GoodTestTerm : public CostFunction {
|
|
public:
|
|
GoodTestTerm(int arity, int const *dim) : arity_(arity) {
|
|
// Make 'arity' random vectors.
|
|
a_.resize(arity_);
|
|
for (int j = 0; j < arity_; ++j) {
|
|
a_[j].resize(dim[j]);
|
|
for (int u = 0; u < dim[j]; ++u) {
|
|
a_[j][u] = 2.0 * RandDouble() - 1.0;
|
|
}
|
|
}
|
|
|
|
for (int i = 0; i < arity_; i++) {
|
|
mutable_parameter_block_sizes()->push_back(dim[i]);
|
|
}
|
|
set_num_residuals(1);
|
|
}
|
|
|
|
bool Evaluate(double const* const* parameters,
|
|
double* residuals,
|
|
double** jacobians) const {
|
|
// Compute a . x.
|
|
double ax = 0;
|
|
for (int j = 0; j < arity_; ++j) {
|
|
for (int u = 0; u < parameter_block_sizes()[j]; ++u) {
|
|
ax += a_[j][u] * parameters[j][u];
|
|
}
|
|
}
|
|
|
|
// This is the cost, but also appears as a factor
|
|
// in the derivatives.
|
|
double f = *residuals = exp(-ax);
|
|
|
|
// Accumulate 1st order derivatives.
|
|
if (jacobians) {
|
|
for (int j = 0; j < arity_; ++j) {
|
|
if (jacobians[j]) {
|
|
for (int u = 0; u < parameter_block_sizes()[j]; ++u) {
|
|
// See comments before class.
|
|
jacobians[j][u] = - f * a_[j][u];
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
return true;
|
|
}
|
|
|
|
private:
|
|
int arity_;
|
|
vector<vector<double> > a_; // our vectors.
|
|
};
|
|
|
|
class BadTestTerm : public CostFunction {
|
|
public:
|
|
BadTestTerm(int arity, int const *dim) : arity_(arity) {
|
|
// Make 'arity' random vectors.
|
|
a_.resize(arity_);
|
|
for (int j = 0; j < arity_; ++j) {
|
|
a_[j].resize(dim[j]);
|
|
for (int u = 0; u < dim[j]; ++u) {
|
|
a_[j][u] = 2.0 * RandDouble() - 1.0;
|
|
}
|
|
}
|
|
|
|
for (int i = 0; i < arity_; i++) {
|
|
mutable_parameter_block_sizes()->push_back(dim[i]);
|
|
}
|
|
set_num_residuals(1);
|
|
}
|
|
|
|
bool Evaluate(double const* const* parameters,
|
|
double* residuals,
|
|
double** jacobians) const {
|
|
// Compute a . x.
|
|
double ax = 0;
|
|
for (int j = 0; j < arity_; ++j) {
|
|
for (int u = 0; u < parameter_block_sizes()[j]; ++u) {
|
|
ax += a_[j][u] * parameters[j][u];
|
|
}
|
|
}
|
|
|
|
// This is the cost, but also appears as a factor
|
|
// in the derivatives.
|
|
double f = *residuals = exp(-ax);
|
|
|
|
// Accumulate 1st order derivatives.
|
|
if (jacobians) {
|
|
for (int j = 0; j < arity_; ++j) {
|
|
if (jacobians[j]) {
|
|
for (int u = 0; u < parameter_block_sizes()[j]; ++u) {
|
|
// See comments before class.
|
|
jacobians[j][u] = - f * a_[j][u] + 0.001;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
return true;
|
|
}
|
|
|
|
private:
|
|
int arity_;
|
|
vector<vector<double> > a_; // our vectors.
|
|
};
|
|
|
|
TEST(GradientChecker, SmokeTest) {
|
|
srand(5);
|
|
|
|
// Test with 3 blocks of size 2, 3 and 4.
|
|
int const arity = 3;
|
|
int const dim[arity] = { 2, 3, 4 };
|
|
|
|
// Make a random set of blocks.
|
|
FixedArray<double*> parameters(arity);
|
|
for (int j = 0; j < arity; ++j) {
|
|
parameters[j] = new double[dim[j]];
|
|
for (int u = 0; u < dim[j]; ++u) {
|
|
parameters[j][u] = 2.0 * RandDouble() - 1.0;
|
|
}
|
|
}
|
|
|
|
// Make a term and probe it.
|
|
GoodTestTerm good_term(arity, dim);
|
|
typedef GradientChecker<GoodTestTerm, 1, 2, 3, 4> GoodTermGradientChecker;
|
|
EXPECT_TRUE(GoodTermGradientChecker::Probe(
|
|
parameters.get(), 1e-6, &good_term, NULL));
|
|
|
|
BadTestTerm bad_term(arity, dim);
|
|
typedef GradientChecker<BadTestTerm, 1, 2, 3, 4> BadTermGradientChecker;
|
|
EXPECT_FALSE(BadTermGradientChecker::Probe(
|
|
parameters.get(), 1e-6, &bad_term, NULL));
|
|
|
|
for (int j = 0; j < arity; j++) {
|
|
delete[] parameters[j];
|
|
}
|
|
}
|
|
|
|
} // namespace internal
|
|
} // namespace ceres
|