10ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Ceres Solver - A fast non-linear least squares minimizer
20ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
30ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// http://code.google.com/p/ceres-solver/
40ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
50ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Redistribution and use in source and binary forms, with or without
60ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// modification, are permitted provided that the following conditions are met:
70ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
80ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions of source code must retain the above copyright notice,
90ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   this list of conditions and the following disclaimer.
100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions in binary form must reproduce the above copyright notice,
110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   this list of conditions and the following disclaimer in the documentation
120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   and/or other materials provided with the distribution.
130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Neither the name of Google Inc. nor the names of its contributors may be
140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   used to endorse or promote products derived from this software without
150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//   specific prior written permission.
160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// POSSIBILITY OF SUCH DAMAGE.
280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Author: wjr@google.com (William Rucklidge)
300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong//
310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Tests for the conditioned cost function.
320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/conditioned_cost_function.h"
340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/eigen.h"
360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/normal_prior.h"
370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/types.h"
380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "gtest/gtest.h"
390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres {
410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal {
420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// The size of the cost functions we build.
440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongstatic const int kTestCostFunctionSize = 3;
450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// A simple cost function: return ax + b.
470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongclass LinearCostFunction : public CostFunction {
480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong public:
490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  LinearCostFunction(double a, double b) : a_(a), b_(b) {
500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    set_num_residuals(1);
510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    mutable_parameter_block_sizes()->push_back(1);
520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  virtual bool Evaluate(double const* const* parameters,
550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                        double* residuals,
560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                        double** jacobians) const {
570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    *residuals = **parameters * a_ + b_;
580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    if (jacobians && *jacobians) {
590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      **jacobians = a_;
600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    }
610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    return true;
630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong private:
660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  const double a_, b_;
670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong};
680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Tests that ConditionedCostFunction does what it's supposed to.
700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST(CostFunctionTest, ConditionedCostFunction) {
710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  double v1[kTestCostFunctionSize], v2[kTestCostFunctionSize],
720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      jac[kTestCostFunctionSize * kTestCostFunctionSize],
730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      result[kTestCostFunctionSize];
740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  for (int i = 0; i < kTestCostFunctionSize; i++) {
760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    v1[i] = i;
770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    v2[i] = i * 10;
780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    // Seed a few garbage values in the Jacobian matrix, to make sure that
790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    // they're overwritten.
800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    jac[i * 2] = i * i;
810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    result[i] = i * i * i;
820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  // Make a cost function that computes x - v2
850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  VectorRef v2_vector(v2, kTestCostFunctionSize, 1);
860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  Matrix identity(kTestCostFunctionSize, kTestCostFunctionSize);
870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  identity.setIdentity();
880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  NormalPrior* difference_cost_function = new NormalPrior(identity, v2_vector);
890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  vector<CostFunction*> conditioners;
910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  for (int i = 0; i < kTestCostFunctionSize; i++) {
920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    conditioners.push_back(new LinearCostFunction(i + 2, i * 7));
930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  ConditionedCostFunction conditioned_cost_function(difference_cost_function,
960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                                                    conditioners,
970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong                                                    TAKE_OWNERSHIP);
980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ(difference_cost_function->num_residuals(),
990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong            conditioned_cost_function.num_residuals());
1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  EXPECT_EQ(difference_cost_function->parameter_block_sizes(),
1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong            conditioned_cost_function.parameter_block_sizes());
1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  double *parameters[1];
1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  parameters[0] = v1;
1050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  double *jacs[1];
1060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  jacs[0] = jac;
1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  conditioned_cost_function.Evaluate(parameters, result, jacs);
1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  for (int i = 0; i < kTestCostFunctionSize; i++) {
1100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    EXPECT_DOUBLE_EQ((i + 2) * (v1[i] - v2[i]) + i * 7, result[i]);
1110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
1120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  for (int i = 0; i < kTestCostFunctionSize; i++) {
1140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    for (int j = 0; j < kTestCostFunctionSize; j++) {
1150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      double actual = jac[i * kTestCostFunctionSize + j];
1160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      if (i != j) {
1170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong        EXPECT_DOUBLE_EQ(0, actual);
1180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      } else {
1190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong        EXPECT_DOUBLE_EQ(i + 2, actual);
1200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong      }
1210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong    }
1220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong  }
1230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}
1240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong
1250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace internal
1260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong}  // namespace ceres
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