Blame internal/ceres/numeric_diff_cost_function_test.cc

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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: keir@google.com (Keir Mierle)
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//         tbennun@gmail.com (Tal Ben-Nun)
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#include "ceres/numeric_diff_cost_function.h"
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#include <algorithm>
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#include <cmath>
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#include <string>
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#include <vector>
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#include "ceres/internal/macros.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/array_utils.h"
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#include "ceres/numeric_diff_test_utils.h"
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#include "ceres/test_util.h"
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#include "ceres/types.h"
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#include "glog/logging.h"
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#include "gtest/gtest.h"
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namespace ceres {
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namespace internal {
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TEST(NumericDiffCostFunction, EasyCaseFunctorCentralDifferences) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  CENTRAL,
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                                  3,  /* number of residuals */
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                                  5,  /* size of x1 */
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                                  5   /* size of x2 */>(
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          new EasyFunctor));
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  EasyFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
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}
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TEST(NumericDiffCostFunction, EasyCaseFunctorForwardDifferences) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  FORWARD,
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                                  3,  /* number of residuals */
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                                  5,  /* size of x1 */
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                                  5   /* size of x2 */>(
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          new EasyFunctor));
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  EasyFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD);
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}
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TEST(NumericDiffCostFunction, EasyCaseFunctorRidders) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  RIDDERS,
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                                  3,  /* number of residuals */
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                                  5,  /* size of x1 */
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                                  5   /* size of x2 */>(
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          new EasyFunctor));
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  EasyFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, RIDDERS);
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}
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TEST(NumericDiffCostFunction, EasyCaseCostFunctionCentralDifferences) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  CENTRAL,
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                                  3,  /* number of residuals */
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                                  5,  /* size of x1 */
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                                  5   /* size of x2 */>(
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          new EasyCostFunction, TAKE_OWNERSHIP));
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  EasyFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
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}
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TEST(NumericDiffCostFunction, EasyCaseCostFunctionForwardDifferences) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  FORWARD,
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                                  3,  /* number of residuals */
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                                  5,  /* size of x1 */
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                                  5   /* size of x2 */>(
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          new EasyCostFunction, TAKE_OWNERSHIP));
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  EasyFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD);
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}
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TEST(NumericDiffCostFunction, EasyCaseCostFunctionRidders) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  RIDDERS,
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                                  3,  /* number of residuals */
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                                  5,  /* size of x1 */
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                                  5   /* size of x2 */>(
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          new EasyCostFunction, TAKE_OWNERSHIP));
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  EasyFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, RIDDERS);
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}
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TEST(NumericDiffCostFunction,
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     TranscendentalCaseFunctorCentralDifferences) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  CENTRAL,
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                                  2,  /* number of residuals */
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                                  5,  /* size of x1 */
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                                  5   /* size of x2 */>(
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          new TranscendentalFunctor));
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  TranscendentalFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
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}
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TEST(NumericDiffCostFunction,
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     TranscendentalCaseFunctorForwardDifferences) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  FORWARD,
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                                  2,  /* number of residuals */
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                                  5,  /* size of x1 */
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                                  5   /* size of x2 */>(
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          new TranscendentalFunctor));
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  TranscendentalFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD);
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}
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TEST(NumericDiffCostFunction,
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     TranscendentalCaseFunctorRidders) {
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  NumericDiffOptions options;
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  // Using a smaller initial step size to overcome oscillatory function
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  // behavior.
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  options.ridders_relative_initial_step_size = 1e-3;
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  RIDDERS,
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                                  2,  /* number of residuals */
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                                  5,  /* size of x1 */
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                                  5   /* size of x2 */>(
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          new TranscendentalFunctor, TAKE_OWNERSHIP, 2, options));
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  TranscendentalFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, RIDDERS);
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}
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TEST(NumericDiffCostFunction,
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     TranscendentalCaseCostFunctionCentralDifferences) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  CENTRAL,
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                                  2,  /* number of residuals */
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                                  5,  /* size of x1 */
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                                  5   /* size of x2 */>(
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          new TranscendentalCostFunction, TAKE_OWNERSHIP));
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  TranscendentalFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
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}
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TEST(NumericDiffCostFunction,
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     TranscendentalCaseCostFunctionForwardDifferences) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  FORWARD,
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                                  2,  /* number of residuals */
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                                  5,  /* size of x1 */
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                                  5   /* size of x2 */>(
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          new TranscendentalCostFunction, TAKE_OWNERSHIP));
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  TranscendentalFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, FORWARD);
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}
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TEST(NumericDiffCostFunction,
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     TranscendentalCaseCostFunctionRidders) {
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  NumericDiffOptions options;
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  // Using a smaller initial step size to overcome oscillatory function
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  // behavior.
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  options.ridders_relative_initial_step_size = 1e-3;
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  RIDDERS,
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                                  2,  /* number of residuals */
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                                  5,  /* size of x1 */
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                                  5   /* size of x2 */>(
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          new TranscendentalCostFunction, TAKE_OWNERSHIP, 2, options));
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  TranscendentalFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, RIDDERS);
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}
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template<int num_rows, int num_cols>
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class SizeTestingCostFunction : public SizedCostFunction<num_rows, num_cols> {
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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** jacobians) const {
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    return true;
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  }
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};
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// As described in
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// http://forum.kde.org/viewtopic.php?f=74&t=98536#p210774
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// Eigen3 has restrictions on the Row/Column major storage of vectors,
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// depending on their dimensions. This test ensures that the correct
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// templates are instantiated for various shapes of the Jacobian
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// matrix.
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TEST(NumericDiffCostFunction, EigenRowMajorColMajorTest) {
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  scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction<SizeTestingCostFunction<1,1>,  CENTRAL, 1, 1>(
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          new SizeTestingCostFunction<1,1>, ceres::TAKE_OWNERSHIP));
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  cost_function.reset(
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      new NumericDiffCostFunction<SizeTestingCostFunction<2,1>,  CENTRAL, 2, 1>(
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          new SizeTestingCostFunction<2,1>, ceres::TAKE_OWNERSHIP));
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  cost_function.reset(
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      new NumericDiffCostFunction<SizeTestingCostFunction<1,2>,  CENTRAL, 1, 2>(
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          new SizeTestingCostFunction<1,2>, ceres::TAKE_OWNERSHIP));
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  cost_function.reset(
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      new NumericDiffCostFunction<SizeTestingCostFunction<2,2>,  CENTRAL, 2, 2>(
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          new SizeTestingCostFunction<2,2>, ceres::TAKE_OWNERSHIP));
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  cost_function.reset(
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      new NumericDiffCostFunction<EasyFunctor, CENTRAL, ceres::DYNAMIC, 1, 1>(
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          new EasyFunctor, TAKE_OWNERSHIP, 1));
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  cost_function.reset(
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      new NumericDiffCostFunction<EasyFunctor, CENTRAL, ceres::DYNAMIC, 1, 1>(
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          new EasyFunctor, TAKE_OWNERSHIP, 2));
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  cost_function.reset(
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      new NumericDiffCostFunction<EasyFunctor, CENTRAL, ceres::DYNAMIC, 1, 2>(
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          new EasyFunctor, TAKE_OWNERSHIP, 1));
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  cost_function.reset(
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      new NumericDiffCostFunction<EasyFunctor, CENTRAL, ceres::DYNAMIC, 1, 2>(
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          new EasyFunctor, TAKE_OWNERSHIP, 2));
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  cost_function.reset(
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      new NumericDiffCostFunction<EasyFunctor, CENTRAL, ceres::DYNAMIC, 2, 1>(
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          new EasyFunctor, TAKE_OWNERSHIP, 1));
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  cost_function.reset(
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      new NumericDiffCostFunction<EasyFunctor, CENTRAL, ceres::DYNAMIC, 2, 1>(
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          new EasyFunctor, TAKE_OWNERSHIP, 2));
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}
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TEST(NumericDiffCostFunction,
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     EasyCaseFunctorCentralDifferencesAndDynamicNumResiduals) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  CENTRAL,
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                                  ceres::DYNAMIC,
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                                  5,  /* size of x1 */
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                                  5   /* size of x2 */>(
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                                      new EasyFunctor, TAKE_OWNERSHIP, 3));
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  EasyFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function, CENTRAL);
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}
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TEST(NumericDiffCostFunction, ExponentialFunctorRidders) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  RIDDERS,
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                                  1,  /* number of residuals */
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                                  1   /* size of x1 */>(
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             new ExponentialFunctor));
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  ExponentialFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function);
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}
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TEST(NumericDiffCostFunction, ExponentialCostFunctionRidders) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  RIDDERS,
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                                  1,  /* number of residuals */
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                                  1   /* size of x1 */>(
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             new ExponentialCostFunction));
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  ExponentialFunctor functor;
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function);
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}
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TEST(NumericDiffCostFunction, RandomizedFunctorRidders) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  NumericDiffOptions options;
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  // Larger initial step size is chosen to produce robust results in the
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  // presence of random noise.
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  options.ridders_relative_initial_step_size = 10.0;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  RIDDERS,
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                                  1,  /* number of residuals */
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                                  1   /* size of x1 */>(
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             new RandomizedFunctor(kNoiseFactor, kRandomSeed), TAKE_OWNERSHIP,
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             1, options));
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  RandomizedFunctor functor (kNoiseFactor, kRandomSeed);
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function);
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}
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TEST(NumericDiffCostFunction, RandomizedCostFunctionRidders) {
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  internal::scoped_ptr<CostFunction> cost_function;
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  NumericDiffOptions options;
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  // Larger initial step size is chosen to produce robust results in the
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  // presence of random noise.
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  options.ridders_relative_initial_step_size = 10.0;
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  cost_function.reset(
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      new NumericDiffCostFunction
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                                  RIDDERS,
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                                  1,  /* number of residuals */
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                                  1   /* size of x1 */>(
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             new RandomizedCostFunction(kNoiseFactor, kRandomSeed),
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             TAKE_OWNERSHIP, 1, options));
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  RandomizedFunctor functor (kNoiseFactor, kRandomSeed);
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  functor.ExpectCostFunctionEvaluationIsNearlyCorrect(*cost_function);
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}
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struct OnlyFillsOneOutputFunctor {
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  bool operator()(const double* x, double* output) const {
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    output[0] = x[0];
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    return true;
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  }
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};
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TEST(NumericDiffCostFunction, PartiallyFilledResidualShouldFailEvaluation) {
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  double parameter = 1.0;
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  double jacobian[2];
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  double residuals[2];
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  double* parameters[] = {&parameter};
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  double* jacobians[] = {jacobian};
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  scoped_ptr<CostFunction> cost_function(
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      new NumericDiffCostFunction<OnlyFillsOneOutputFunctor, CENTRAL, 2, 1>(
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          new OnlyFillsOneOutputFunctor));
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  InvalidateArray(2, jacobian);
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  InvalidateArray(2, residuals);
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  EXPECT_TRUE(cost_function->Evaluate(parameters, residuals, jacobians));
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  EXPECT_FALSE(IsArrayValid(2, residuals));
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  InvalidateArray(2, residuals);
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  EXPECT_TRUE(cost_function->Evaluate(parameters, residuals, NULL));
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  // We are only testing residuals here, because the Jacobians are
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  // computed using finite differencing from the residuals, so unless
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  // we introduce a validation step after every evaluation of
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  // residuals inside NumericDiffCostFunction, there is no way of
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  // ensuring that the Jacobian array is invalid.
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  EXPECT_FALSE(IsArrayValid(2, residuals));
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}
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}  // namespace internal
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}  // namespace ceres