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      1 // Ceres Solver - A fast non-linear least squares minimizer
      2 // Copyright 2013 Google Inc. All rights reserved.
      3 // http://code.google.com/p/ceres-solver/
      4 //
      5 // Redistribution and use in source and binary forms, with or without
      6 // modification, are permitted provided that the following conditions are met:
      7 //
      8 // * Redistributions of source code must retain the above copyright notice,
      9 //   this list of conditions and the following disclaimer.
     10 // * Redistributions in binary form must reproduce the above copyright notice,
     11 //   this list of conditions and the following disclaimer in the documentation
     12 //   and/or other materials provided with the distribution.
     13 // * Neither the name of Google Inc. nor the names of its contributors may be
     14 //   used to endorse or promote products derived from this software without
     15 //   specific prior written permission.
     16 //
     17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
     18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
     19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
     20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
     21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
     22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
     23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
     24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
     25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
     26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
     27 // POSSIBILITY OF SUCH DAMAGE.
     28 //
     29 // Author: sameeragarwal (at) google.com (Sameer Agarwal)
     30 
     31 #include "ceres/numeric_diff_test_utils.h"
     32 
     33 #include <algorithm>
     34 #include <cmath>
     35 #include "ceres/cost_function.h"
     36 #include "ceres/internal/macros.h"
     37 #include "ceres/test_util.h"
     38 #include "ceres/types.h"
     39 #include "gtest/gtest.h"
     40 
     41 
     42 namespace ceres {
     43 namespace internal {
     44 
     45 bool EasyFunctor::operator()(const double* x1,
     46                              const double* x2,
     47                              double* residuals) const {
     48   residuals[0] = residuals[1] = residuals[2] = 0;
     49   for (int i = 0; i < 5; ++i) {
     50     residuals[0] += x1[i] * x2[i];
     51     residuals[2] += x2[i] * x2[i];
     52   }
     53   residuals[1] = residuals[0] * residuals[0];
     54   return true;
     55 }
     56 
     57 void EasyFunctor::ExpectCostFunctionEvaluationIsNearlyCorrect(
     58     const CostFunction& cost_function,
     59     NumericDiffMethod method) const {
     60   double x1[] = { 1.0, 2.0, 3.0, 4.0, 5.0 };
     61   double x2[] = { 9.0, 9.0, 5.0, 5.0, 1.0 };
     62   double *parameters[] = { &x1[0], &x2[0] };
     63 
     64   double dydx1[15];  // 3 x 5, row major.
     65   double dydx2[15];  // 3 x 5, row major.
     66   double *jacobians[2] = { &dydx1[0], &dydx2[0] };
     67 
     68   double residuals[3] = {-1e-100, -2e-100, -3e-100 };
     69 
     70   ASSERT_TRUE(cost_function.Evaluate(&parameters[0],
     71                                      &residuals[0],
     72                                      &jacobians[0]));
     73 
     74   EXPECT_EQ(residuals[0], 67);
     75   EXPECT_EQ(residuals[1], 4489);
     76   EXPECT_EQ(residuals[2], 213);
     77 
     78   const double tolerance = (method == CENTRAL)? 3e-9 : 2e-5;
     79 
     80   for (int i = 0; i < 5; ++i) {
     81     ExpectClose(x2[i],                    dydx1[5 * 0 + i], tolerance);  // y1
     82     ExpectClose(x1[i],                    dydx2[5 * 0 + i], tolerance);
     83     ExpectClose(2 * x2[i] * residuals[0], dydx1[5 * 1 + i], tolerance);  // y2
     84     ExpectClose(2 * x1[i] * residuals[0], dydx2[5 * 1 + i], tolerance);
     85     ExpectClose(0.0,                      dydx1[5 * 2 + i], tolerance);  // y3
     86     ExpectClose(2 * x2[i],                dydx2[5 * 2 + i], tolerance);
     87   }
     88 }
     89 
     90 bool TranscendentalFunctor::operator()(const double* x1,
     91                                        const double* x2,
     92                                        double* residuals) const {
     93   double x1x2 = 0;
     94   for (int i = 0; i < 5; ++i) {
     95     x1x2 += x1[i] * x2[i];
     96   }
     97   residuals[0] = sin(x1x2);
     98   residuals[1] = exp(-x1x2 / 10);
     99   return true;
    100 }
    101 
    102 void TranscendentalFunctor::ExpectCostFunctionEvaluationIsNearlyCorrect(
    103     const CostFunction& cost_function,
    104     NumericDiffMethod method) const {
    105   struct {
    106     double x1[5];
    107     double x2[5];
    108   } kTests[] = {
    109     { { 1.0, 2.0, 3.0, 4.0, 5.0 },  // No zeros.
    110       { 9.0, 9.0, 5.0, 5.0, 1.0 },
    111     },
    112     { { 0.0, 2.0, 3.0, 0.0, 5.0 },  // Some zeros x1.
    113       { 9.0, 9.0, 5.0, 5.0, 1.0 },
    114     },
    115     { { 1.0, 2.0, 3.0, 1.0, 5.0 },  // Some zeros x2.
    116       { 0.0, 9.0, 0.0, 5.0, 0.0 },
    117     },
    118     { { 0.0, 0.0, 0.0, 0.0, 0.0 },  // All zeros x1.
    119       { 9.0, 9.0, 5.0, 5.0, 1.0 },
    120     },
    121     { { 1.0, 2.0, 3.0, 4.0, 5.0 },  // All zeros x2.
    122       { 0.0, 0.0, 0.0, 0.0, 0.0 },
    123     },
    124     { { 0.0, 0.0, 0.0, 0.0, 0.0 },  // All zeros.
    125       { 0.0, 0.0, 0.0, 0.0, 0.0 },
    126     },
    127   };
    128 
    129   for (int k = 0; k < CERES_ARRAYSIZE(kTests); ++k) {
    130     double *x1 = &(kTests[k].x1[0]);
    131     double *x2 = &(kTests[k].x2[0]);
    132     double *parameters[] = { x1, x2 };
    133 
    134     double dydx1[10];
    135     double dydx2[10];
    136     double *jacobians[2] = { &dydx1[0], &dydx2[0] };
    137 
    138     double residuals[2];
    139 
    140     ASSERT_TRUE(cost_function.Evaluate(&parameters[0],
    141                                        &residuals[0],
    142                                        &jacobians[0]));
    143     double x1x2 = 0;
    144     for (int i = 0; i < 5; ++i) {
    145       x1x2 += x1[i] * x2[i];
    146     }
    147 
    148     const double tolerance = (method == CENTRAL)? 3e-9 : 2e-5;
    149 
    150     for (int i = 0; i < 5; ++i) {
    151       ExpectClose( x2[i] * cos(x1x2),              dydx1[5 * 0 + i], tolerance);
    152       ExpectClose( x1[i] * cos(x1x2),              dydx2[5 * 0 + i], tolerance);
    153       ExpectClose(-x2[i] * exp(-x1x2 / 10.) / 10., dydx1[5 * 1 + i], tolerance);
    154       ExpectClose(-x1[i] * exp(-x1x2 / 10.) / 10., dydx2[5 * 1 + i], tolerance);
    155     }
    156   }
    157 }
    158 
    159 }  // namespace internal
    160 }  // namespace ceres
    161