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 200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 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: sameeragarwal@google.com (Sameer Agarwal) 300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/normal_prior.h" 320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include <cstddef> 340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 350ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "gtest/gtest.h" 360ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/eigen.h" 370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/random.h" 380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres { 400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal { 410ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 420ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongvoid RandomVector(Vector* v) { 430ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int r = 0; r < v->rows(); ++r) 440ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong (*v)[r] = 2 * RandDouble() - 1; 450ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 460ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 470ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongvoid RandomMatrix(Matrix* m) { 480ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int r = 0; r < m->rows(); ++r) { 490ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int c = 0; c < m->cols(); ++c) { 500ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong (*m)(r, c) = 2 * RandDouble() - 1; 510ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 520ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 530ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 540ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 550ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST(NormalPriorTest, ResidualAtRandomPosition) { 560ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong srand(5); 570ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 580ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int num_rows = 1; num_rows < 5; ++num_rows) { 590ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int num_cols = 1; num_cols < 5; ++num_cols) { 600ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Vector b(num_cols); 610ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong RandomVector(&b); 620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 630ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Matrix A(num_rows, num_cols); 640ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong RandomMatrix(&A); 650ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 660ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double * x = new double[num_cols]; 670ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int i = 0; i < num_cols; ++i) 680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong x[i] = 2 * RandDouble() - 1; 690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double * jacobian = new double[num_rows * num_cols]; 710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Vector residuals(num_rows); 720ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 730ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong NormalPrior prior(A, b); 740ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong prior.Evaluate(&x, residuals.data(), &jacobian); 750ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 760ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Compare the norm of the residual 770ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double residual_diff_norm = 780ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong (residuals - A * (VectorRef(x, num_cols) - b)).squaredNorm(); 790ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong EXPECT_NEAR(residual_diff_norm, 0, 1e-10); 800ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 810ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Compare the jacobians 820ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong MatrixRef J(jacobian, num_rows, num_cols); 830ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double jacobian_diff_norm = (J - A).norm(); 840ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong EXPECT_NEAR(jacobian_diff_norm, 0.0, 1e-10); 850ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 860ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong delete []x; 870ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong delete []jacobian; 880ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 890ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 900ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 910ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 920ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus KongTEST(NormalPriorTest, ResidualAtRandomPositionNullJacobians) { 930ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong srand(5); 940ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 950ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int num_rows = 1; num_rows < 5; ++num_rows) { 960ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int num_cols = 1; num_cols < 5; ++num_cols) { 970ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Vector b(num_cols); 980ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong RandomVector(&b); 990ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1000ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Matrix A(num_rows, num_cols); 1010ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong RandomMatrix(&A); 1020ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1030ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double * x = new double[num_cols]; 1040ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong for (int i = 0; i < num_cols; ++i) 1050ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong x[i] = 2 * RandDouble() - 1; 1060ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1070ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double* jacobians[1]; 1080ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong jacobians[0] = NULL; 1090ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong Vector residuals(num_rows); 1110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong NormalPrior prior(A, b); 1130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong prior.Evaluate(&x, residuals.data(), jacobians); 1140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Compare the norm of the residual 1160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong double residual_diff_norm = 1170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong (residuals - A * (VectorRef(x, num_cols) - b)).squaredNorm(); 1180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong EXPECT_NEAR(residual_diff_norm, 0, 1e-10); 1190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong prior.Evaluate(&x, residuals.data(), NULL); 1210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong // Compare the norm of the residual 1220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong residual_diff_norm = 1230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong (residuals - A * (VectorRef(x, num_cols) - b)).squaredNorm(); 1240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong EXPECT_NEAR(residual_diff_norm, 0, 1e-10); 1250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong delete []x; 1280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1290ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong } 1300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} 1310ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 1320ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace internal 1330ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace ceres 134