// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2010, 2011, 2012 Google Inc. All rights reserved. // http://code.google.com/p/ceres-solver/ // // 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: keir@google.com (Keir Mierle) #include "ceres/internal/autodiff.h" #include "gtest/gtest.h" #include "ceres/random.h" namespace ceres { namespace internal { template inline T &RowMajorAccess(T *base, int rows, int cols, int i, int j) { return base[cols * i + j]; } // Do (symmetric) finite differencing using the given function object 'b' of // type 'B' and scalar type 'T' with step size 'del'. // // The type B should have a signature // // bool operator()(T const *, T *) const; // // which maps a vector of parameters to a vector of outputs. template inline bool SymmetricDiff(const B& b, const T par[N], T del, // step size. T fun[M], T jac[M * N]) { // row-major. if (!b(par, fun)) { return false; } // Temporary parameter vector. T tmp_par[N]; for (int j = 0; j < N; ++j) { tmp_par[j] = par[j]; } // For each dimension, we do one forward step and one backward step in // parameter space, and store the output vector vectors in these vectors. T fwd_fun[M]; T bwd_fun[M]; for (int j = 0; j < N; ++j) { // Forward step. tmp_par[j] = par[j] + del; if (!b(tmp_par, fwd_fun)) { return false; } // Backward step. tmp_par[j] = par[j] - del; if (!b(tmp_par, bwd_fun)) { return false; } // Symmetric differencing: // f'(a) = (f(a + h) - f(a - h)) / (2 h) for (int i = 0; i < M; ++i) { RowMajorAccess(jac, M, N, i, j) = (fwd_fun[i] - bwd_fun[i]) / (T(2) * del); } // Restore our temporary vector. tmp_par[j] = par[j]; } return true; } template inline void QuaternionToScaledRotation(A const q[4], A R[3 * 3]) { // Make convenient names for elements of q. A a = q[0]; A b = q[1]; A c = q[2]; A d = q[3]; // This is not to eliminate common sub-expression, but to // make the lines shorter so that they fit in 80 columns! A aa = a*a; A ab = a*b; A ac = a*c; A ad = a*d; A bb = b*b; A bc = b*c; A bd = b*d; A cc = c*c; A cd = c*d; A dd = d*d; #define R(i, j) RowMajorAccess(R, 3, 3, (i), (j)) R(0, 0) = aa+bb-cc-dd; R(0, 1) = A(2)*(bc-ad); R(0, 2) = A(2)*(ac+bd); // NOLINT R(1, 0) = A(2)*(ad+bc); R(1, 1) = aa-bb+cc-dd; R(1, 2) = A(2)*(cd-ab); // NOLINT R(2, 0) = A(2)*(bd-ac); R(2, 1) = A(2)*(ab+cd); R(2, 2) = aa-bb-cc+dd; // NOLINT #undef R } // A structure for projecting a 3x4 camera matrix and a // homogeneous 3D point, to a 2D inhomogeneous point. struct Projective { // Function that takes P and X as separate vectors: // P, X -> x template bool operator()(A const P[12], A const X[4], A x[2]) const { A PX[3]; for (int i = 0; i < 3; ++i) { PX[i] = RowMajorAccess(P, 3, 4, i, 0) * X[0] + RowMajorAccess(P, 3, 4, i, 1) * X[1] + RowMajorAccess(P, 3, 4, i, 2) * X[2] + RowMajorAccess(P, 3, 4, i, 3) * X[3]; } if (PX[2] != 0.0) { x[0] = PX[0] / PX[2]; x[1] = PX[1] / PX[2]; return true; } return false; } // Version that takes P and X packed in one vector: // // (P, X) -> x // template bool operator()(A const P_X[12 + 4], A x[2]) const { return operator()(P_X + 0, P_X + 12, x); } }; // Test projective camera model projector. TEST(AutoDiff, ProjectiveCameraModel) { srand(5); double const tol = 1e-10; // floating-point tolerance. double const del = 1e-4; // finite-difference step. double const err = 1e-6; // finite-difference tolerance. Projective b; // Make random P and X, in a single vector. double PX[12 + 4]; for (int i = 0; i < 12 + 4; ++i) { PX[i] = RandDouble(); } // Handy names for the P and X parts. double *P = PX + 0; double *X = PX + 12; // Apply the mapping, to get image point b_x. double b_x[2]; b(P, X, b_x); // Use finite differencing to estimate the Jacobian. double fd_x[2]; double fd_J[2 * (12 + 4)]; ASSERT_TRUE((SymmetricDiff(b, PX, del, fd_x, fd_J))); for (int i = 0; i < 2; ++i) { ASSERT_EQ(fd_x[i], b_x[i]); } // Use automatic differentiation to compute the Jacobian. double ad_x1[2]; double J_PX[2 * (12 + 4)]; { double *parameters[] = { PX }; double *jacobians[] = { J_PX }; ASSERT_TRUE((AutoDiff::Differentiate( b, parameters, 2, ad_x1, jacobians))); for (int i = 0; i < 2; ++i) { ASSERT_NEAR(ad_x1[i], b_x[i], tol); } } // Use automatic differentiation (again), with two arguments. { double ad_x2[2]; double J_P[2 * 12]; double J_X[2 * 4]; double *parameters[] = { P, X }; double *jacobians[] = { J_P, J_X }; ASSERT_TRUE((AutoDiff::Differentiate( b, parameters, 2, ad_x2, jacobians))); for (int i = 0; i < 2; ++i) { ASSERT_NEAR(ad_x2[i], b_x[i], tol); } // Now compare the jacobians we got. for (int i = 0; i < 2; ++i) { for (int j = 0; j < 12 + 4; ++j) { ASSERT_NEAR(J_PX[(12 + 4) * i + j], fd_J[(12 + 4) * i + j], err); } for (int j = 0; j < 12; ++j) { ASSERT_NEAR(J_PX[(12 + 4) * i + j], J_P[12 * i + j], tol); } for (int j = 0; j < 4; ++j) { ASSERT_NEAR(J_PX[(12 + 4) * i + 12 + j], J_X[4 * i + j], tol); } } } } // Object to implement the projection by a calibrated camera. struct Metric { // The mapping is // // q, c, X -> x = dehomg(R(q) (X - c)) // // where q is a quaternion and c is the center of projection. // // This function takes three input vectors. template bool operator()(A const q[4], A const c[3], A const X[3], A x[2]) const { A R[3 * 3]; QuaternionToScaledRotation(q, R); // Convert the quaternion mapping all the way to projective matrix. A P[3 * 4]; // Set P(:, 1:3) = R for (int i = 0; i < 3; ++i) { for (int j = 0; j < 3; ++j) { RowMajorAccess(P, 3, 4, i, j) = RowMajorAccess(R, 3, 3, i, j); } } // Set P(:, 4) = - R c for (int i = 0; i < 3; ++i) { RowMajorAccess(P, 3, 4, i, 3) = - (RowMajorAccess(R, 3, 3, i, 0) * c[0] + RowMajorAccess(R, 3, 3, i, 1) * c[1] + RowMajorAccess(R, 3, 3, i, 2) * c[2]); } A X1[4] = { X[0], X[1], X[2], A(1) }; Projective p; return p(P, X1, x); } // A version that takes a single vector. template bool operator()(A const q_c_X[4 + 3 + 3], A x[2]) const { return operator()(q_c_X, q_c_X + 4, q_c_X + 4 + 3, x); } }; // This test is similar in structure to the previous one. TEST(AutoDiff, Metric) { srand(5); double const tol = 1e-10; // floating-point tolerance. double const del = 1e-4; // finite-difference step. double const err = 1e-5; // finite-difference tolerance. Metric b; // Make random parameter vector. double qcX[4 + 3 + 3]; for (int i = 0; i < 4 + 3 + 3; ++i) qcX[i] = RandDouble(); // Handy names. double *q = qcX; double *c = qcX + 4; double *X = qcX + 4 + 3; // Compute projection, b_x. double b_x[2]; ASSERT_TRUE(b(q, c, X, b_x)); // Finite differencing estimate of Jacobian. double fd_x[2]; double fd_J[2 * (4 + 3 + 3)]; ASSERT_TRUE((SymmetricDiff(b, qcX, del, fd_x, fd_J))); for (int i = 0; i < 2; ++i) { ASSERT_NEAR(fd_x[i], b_x[i], tol); } // Automatic differentiation. double ad_x[2]; double J_q[2 * 4]; double J_c[2 * 3]; double J_X[2 * 3]; double *parameters[] = { q, c, X }; double *jacobians[] = { J_q, J_c, J_X }; ASSERT_TRUE((AutoDiff::Differentiate( b, parameters, 2, ad_x, jacobians))); for (int i = 0; i < 2; ++i) { ASSERT_NEAR(ad_x[i], b_x[i], tol); } // Compare the pieces. for (int i = 0; i < 2; ++i) { for (int j = 0; j < 4; ++j) { ASSERT_NEAR(J_q[4 * i + j], fd_J[(4 + 3 + 3) * i + j], err); } for (int j = 0; j < 3; ++j) { ASSERT_NEAR(J_c[3 * i + j], fd_J[(4 + 3 + 3) * i + j + 4], err); } for (int j = 0; j < 3; ++j) { ASSERT_NEAR(J_X[3 * i + j], fd_J[(4 + 3 + 3) * i + j + 4 + 3], err); } } } struct VaryingResidualFunctor { template bool operator()(const T x[2], T* y) const { for (int i = 0; i < num_residuals; ++i) { y[i] = T(i) * x[0] * x[1] * x[1]; } return true; } int num_residuals; }; TEST(AutoDiff, VaryingNumberOfResidualsForOneCostFunctorType) { double x[2] = { 1.0, 5.5 }; double *parameters[] = { x }; const int kMaxResiduals = 10; double J_x[2 * kMaxResiduals]; double residuals[kMaxResiduals]; double *jacobians[] = { J_x }; // Use a single functor, but tweak it to produce different numbers of // residuals. VaryingResidualFunctor functor; for (int num_residuals = 1; num_residuals < kMaxResiduals; ++num_residuals) { // Tweak the number of residuals to produce. functor.num_residuals = num_residuals; // Run autodiff with the new number of residuals. ASSERT_TRUE((AutoDiff::Differentiate( functor, parameters, num_residuals, residuals, jacobians))); const double kTolerance = 1e-14; for (int i = 0; i < num_residuals; ++i) { EXPECT_NEAR(J_x[2 * i + 0], i * x[1] * x[1], kTolerance) << "i: " << i; EXPECT_NEAR(J_x[2 * i + 1], 2 * i * x[0] * x[1], kTolerance) << "i: " << i; } } } struct Residual1Param { template bool operator()(const T* x0, T* y) const { y[0] = *x0; return true; } }; struct Residual2Param { template bool operator()(const T* x0, const T* x1, T* y) const { y[0] = *x0 + pow(*x1, 2); return true; } }; struct Residual3Param { template bool operator()(const T* x0, const T* x1, const T* x2, T* y) const { y[0] = *x0 + pow(*x1, 2) + pow(*x2, 3); return true; } }; struct Residual4Param { template bool operator()(const T* x0, const T* x1, const T* x2, const T* x3, T* y) const { y[0] = *x0 + pow(*x1, 2) + pow(*x2, 3) + pow(*x3, 4); return true; } }; struct Residual5Param { template bool operator()(const T* x0, const T* x1, const T* x2, const T* x3, const T* x4, T* y) const { y[0] = *x0 + pow(*x1, 2) + pow(*x2, 3) + pow(*x3, 4) + pow(*x4, 5); return true; } }; struct Residual6Param { template bool operator()(const T* x0, const T* x1, const T* x2, const T* x3, const T* x4, const T* x5, T* y) const { y[0] = *x0 + pow(*x1, 2) + pow(*x2, 3) + pow(*x3, 4) + pow(*x4, 5) + pow(*x5, 6); return true; } }; struct Residual7Param { template bool operator()(const T* x0, const T* x1, const T* x2, const T* x3, const T* x4, const T* x5, const T* x6, T* y) const { y[0] = *x0 + pow(*x1, 2) + pow(*x2, 3) + pow(*x3, 4) + pow(*x4, 5) + pow(*x5, 6) + pow(*x6, 7); return true; } }; struct Residual8Param { template bool operator()(const T* x0, const T* x1, const T* x2, const T* x3, const T* x4, const T* x5, const T* x6, const T* x7, T* y) const { y[0] = *x0 + pow(*x1, 2) + pow(*x2, 3) + pow(*x3, 4) + pow(*x4, 5) + pow(*x5, 6) + pow(*x6, 7) + pow(*x7, 8); return true; } }; struct Residual9Param { template bool operator()(const T* x0, const T* x1, const T* x2, const T* x3, const T* x4, const T* x5, const T* x6, const T* x7, const T* x8, T* y) const { y[0] = *x0 + pow(*x1, 2) + pow(*x2, 3) + pow(*x3, 4) + pow(*x4, 5) + pow(*x5, 6) + pow(*x6, 7) + pow(*x7, 8) + pow(*x8, 9); return true; } }; struct Residual10Param { template bool operator()(const T* x0, const T* x1, const T* x2, const T* x3, const T* x4, const T* x5, const T* x6, const T* x7, const T* x8, const T* x9, T* y) const { y[0] = *x0 + pow(*x1, 2) + pow(*x2, 3) + pow(*x3, 4) + pow(*x4, 5) + pow(*x5, 6) + pow(*x6, 7) + pow(*x7, 8) + pow(*x8, 9) + pow(*x9, 10); return true; } }; TEST(AutoDiff, VariadicAutoDiff) { double x[10]; double residual = 0; double* parameters[10]; double jacobian_values[10]; double* jacobians[10]; for (int i = 0; i < 10; ++i) { x[i] = 2.0; parameters[i] = x + i; jacobians[i] = jacobian_values + i; } { Residual1Param functor; int num_variables = 1; EXPECT_TRUE((AutoDiff::Differentiate( functor, parameters, 1, &residual, jacobians))); EXPECT_EQ(residual, pow(2, num_variables + 1) - 2); for (int i = 0; i < num_variables; ++i) { EXPECT_EQ(jacobian_values[i], (i + 1) * pow(2, i)); } } { Residual2Param functor; int num_variables = 2; EXPECT_TRUE((AutoDiff::Differentiate( functor, parameters, 1, &residual, jacobians))); EXPECT_EQ(residual, pow(2, num_variables + 1) - 2); for (int i = 0; i < num_variables; ++i) { EXPECT_EQ(jacobian_values[i], (i + 1) * pow(2, i)); } } { Residual3Param functor; int num_variables = 3; EXPECT_TRUE((AutoDiff::Differentiate( functor, parameters, 1, &residual, jacobians))); EXPECT_EQ(residual, pow(2, num_variables + 1) - 2); for (int i = 0; i < num_variables; ++i) { EXPECT_EQ(jacobian_values[i], (i + 1) * pow(2, i)); } } { Residual4Param functor; int num_variables = 4; EXPECT_TRUE((AutoDiff::Differentiate( functor, parameters, 1, &residual, jacobians))); EXPECT_EQ(residual, pow(2, num_variables + 1) - 2); for (int i = 0; i < num_variables; ++i) { EXPECT_EQ(jacobian_values[i], (i + 1) * pow(2, i)); } } { Residual5Param functor; int num_variables = 5; EXPECT_TRUE((AutoDiff::Differentiate( functor, parameters, 1, &residual, jacobians))); EXPECT_EQ(residual, pow(2, num_variables + 1) - 2); for (int i = 0; i < num_variables; ++i) { EXPECT_EQ(jacobian_values[i], (i + 1) * pow(2, i)); } } { Residual6Param functor; int num_variables = 6; EXPECT_TRUE((AutoDiff::Differentiate( functor, parameters, 1, &residual, jacobians))); EXPECT_EQ(residual, pow(2, num_variables + 1) - 2); for (int i = 0; i < num_variables; ++i) { EXPECT_EQ(jacobian_values[i], (i + 1) * pow(2, i)); } } { Residual7Param functor; int num_variables = 7; EXPECT_TRUE((AutoDiff::Differentiate( functor, parameters, 1, &residual, jacobians))); EXPECT_EQ(residual, pow(2, num_variables + 1) - 2); for (int i = 0; i < num_variables; ++i) { EXPECT_EQ(jacobian_values[i], (i + 1) * pow(2, i)); } } { Residual8Param functor; int num_variables = 8; EXPECT_TRUE((AutoDiff< Residual8Param, double, 1, 1, 1, 1, 1, 1, 1, 1>::Differentiate( functor, parameters, 1, &residual, jacobians))); EXPECT_EQ(residual, pow(2, num_variables + 1) - 2); for (int i = 0; i < num_variables; ++i) { EXPECT_EQ(jacobian_values[i], (i + 1) * pow(2, i)); } } { Residual9Param functor; int num_variables = 9; EXPECT_TRUE((AutoDiff< Residual9Param, double, 1, 1, 1, 1, 1, 1, 1, 1, 1>::Differentiate( functor, parameters, 1, &residual, jacobians))); EXPECT_EQ(residual, pow(2, num_variables + 1) - 2); for (int i = 0; i < num_variables; ++i) { EXPECT_EQ(jacobian_values[i], (i + 1) * pow(2, i)); } } { Residual10Param functor; int num_variables = 10; EXPECT_TRUE((AutoDiff< Residual10Param, double, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1>::Differentiate( functor, parameters, 1, &residual, jacobians))); EXPECT_EQ(residual, pow(2, num_variables + 1) - 2); for (int i = 0; i < num_variables; ++i) { EXPECT_EQ(jacobian_values[i], (i + 1) * pow(2, i)); } } } // This is fragile test that triggers the alignment bug on // i686-apple-darwin10-llvm-g++-4.2 (GCC) 4.2.1. It is quite possible, // that other combinations of operating system + compiler will // re-arrange the operations in this test. // // But this is the best (and only) way we know of to trigger this // problem for now. A more robust solution that guarantees the // alignment of Eigen types used for automatic differentiation would // be nice. TEST(AutoDiff, AlignedAllocationTest) { // This int is needed to allocate 16 bits on the stack, so that the // next allocation is not aligned by default. char y = 0; // This is needed to prevent the compiler from optimizing y out of // this function. y += 1; typedef Jet JetT; FixedArray x(3); // Need this to makes sure that x does not get optimized out. x[0] = x[0] + JetT(1.0); } } // namespace internal } // namespace ceres