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Diffstat (limited to 'extern/ceres/include/ceres/gradient_checker.h')
| -rw-r--r-- | extern/ceres/include/ceres/gradient_checker.h | 239 |
1 files changed, 83 insertions, 156 deletions
diff --git a/extern/ceres/include/ceres/gradient_checker.h b/extern/ceres/include/ceres/gradient_checker.h index 28304159b44..6d285daf1d9 100644 --- a/extern/ceres/include/ceres/gradient_checker.h +++ b/extern/ceres/include/ceres/gradient_checker.h @@ -27,194 +27,121 @@ // POSSIBILITY OF SUCH DAMAGE. // Copyright 2007 Google Inc. All Rights Reserved. // -// Author: wjr@google.com (William Rucklidge) -// -// This file contains a class that exercises a cost function, to make sure -// that it is computing reasonable derivatives. It compares the Jacobians -// computed by the cost function with those obtained by finite -// differences. +// Authors: wjr@google.com (William Rucklidge), +// keir@google.com (Keir Mierle), +// dgossow@google.com (David Gossow) #ifndef CERES_PUBLIC_GRADIENT_CHECKER_H_ #define CERES_PUBLIC_GRADIENT_CHECKER_H_ -#include <cstddef> -#include <algorithm> #include <vector> +#include <string> +#include "ceres/cost_function.h" +#include "ceres/dynamic_numeric_diff_cost_function.h" #include "ceres/internal/eigen.h" #include "ceres/internal/fixed_array.h" #include "ceres/internal/macros.h" #include "ceres/internal/scoped_ptr.h" -#include "ceres/numeric_diff_cost_function.h" +#include "ceres/local_parameterization.h" #include "glog/logging.h" namespace ceres { -// An object that exercises a cost function, to compare the answers that it -// gives with derivatives estimated using finite differencing. +// GradientChecker compares the Jacobians returned by a cost function against +// derivatives estimated using finite differencing. // -// The only likely usage of this is for testing. +// The condition enforced is that // -// How to use: Fill in an array of pointers to parameter blocks for your -// CostFunction, and then call Probe(). Check that the return value is -// 'true'. See prober_test.cc for an example. +// (J_actual(i, j) - J_numeric(i, j)) +// ------------------------------------ < relative_precision +// max(J_actual(i, j), J_numeric(i, j)) +// +// where J_actual(i, j) is the jacobian as computed by the supplied cost +// function (by the user) multiplied by the local parameterization Jacobian +// and J_numeric is the jacobian as computed by finite differences, multiplied +// by the local parameterization Jacobian as well. // -// This is templated similarly to NumericDiffCostFunction, as it internally -// uses that. -template <typename CostFunctionToProbe, - int M = 0, int N0 = 0, int N1 = 0, int N2 = 0, int N3 = 0, int N4 = 0> +// How to use: Fill in an array of pointers to parameter blocks for your +// CostFunction, and then call Probe(). Check that the return value is 'true'. class GradientChecker { public: - // Here we stash some results from the probe, for later - // inspection. - struct GradientCheckResults { - // Computed cost. - Vector cost; - - // The sizes of these matrices are dictated by the cost function's - // parameter and residual block sizes. Each vector's length will - // term->parameter_block_sizes().size(), and each matrix is the - // Jacobian of the residual with respect to the corresponding parameter - // block. + // This will not take ownership of the cost function or local + // parameterizations. + // + // function: The cost function to probe. + // local_parameterization: A vector of local parameterizations for each + // parameter. May be NULL or contain NULL pointers to indicate that the + // respective parameter does not have a local parameterization. + // options: Options to use for numerical differentiation. + GradientChecker( + const CostFunction* function, + const std::vector<const LocalParameterization*>* local_parameterizations, + const NumericDiffOptions& options); + + // Contains results from a call to Probe for later inspection. + struct ProbeResults { + // The return value of the cost function. + bool return_value; + + // Computed residual vector. + Vector residuals; + + // The sizes of the Jacobians below are dictated by the cost function's + // parameter block size and residual block sizes. If a parameter block + // has a local parameterization associated with it, the size of the "local" + // Jacobian will be determined by the local parameterization dimension and + // residual block size, otherwise it will be identical to the regular + // Jacobian. // Derivatives as computed by the cost function. - std::vector<Matrix> term_jacobians; + std::vector<Matrix> jacobians; + + // Derivatives as computed by the cost function in local space. + std::vector<Matrix> local_jacobians; - // Derivatives as computed by finite differencing. - std::vector<Matrix> finite_difference_jacobians; + // Derivatives as computed by nuerical differentiation in local space. + std::vector<Matrix> numeric_jacobians; - // Infinity-norm of term_jacobians - finite_difference_jacobians. - double error_jacobians; + // Derivatives as computed by nuerical differentiation in local space. + std::vector<Matrix> local_numeric_jacobians; + + // Contains the maximum relative error found in the local Jacobians. + double maximum_relative_error; + + // If an error was detected, this will contain a detailed description of + // that error. + std::string error_log; }; - // Checks the Jacobian computed by a cost function. - // - // probe_point: The parameter values at which to probe. - // error_tolerance: A threshold for the infinity-norm difference - // between the Jacobians. If the Jacobians differ by more than - // this amount, then the probe fails. + // Call the cost function, compute alternative Jacobians using finite + // differencing and compare results. If local parameterizations are given, + // the Jacobians will be multiplied by the local parameterization Jacobians + // before performing the check, which effectively means that all errors along + // the null space of the local parameterization will be ignored. + // Returns false if the Jacobians don't match, the cost function return false, + // or if the cost function returns different residual when called with a + // Jacobian output argument vs. calling it without. Otherwise returns true. // - // term: The cost function to test. Not retained after this call returns. - // - // results: On return, the two Jacobians (and other information) - // will be stored here. May be NULL. + // parameters: The parameter values at which to probe. + // relative_precision: A threshold for the relative difference between the + // Jacobians. If the Jacobians differ by more than this amount, then the + // probe fails. + // results: On return, the Jacobians (and other information) will be stored + // here. May be NULL. // // Returns true if no problems are detected and the difference between the // Jacobians is less than error_tolerance. - static bool Probe(double const* const* probe_point, - double error_tolerance, - CostFunctionToProbe *term, - GradientCheckResults* results) { - CHECK_NOTNULL(probe_point); - CHECK_NOTNULL(term); - LOG(INFO) << "-------------------- Starting Probe() --------------------"; - - // We need a GradientCheckeresults, whether or not they supplied one. - internal::scoped_ptr<GradientCheckResults> owned_results; - if (results == NULL) { - owned_results.reset(new GradientCheckResults); - results = owned_results.get(); - } - - // Do a consistency check between the term and the template parameters. - CHECK_EQ(M, term->num_residuals()); - const int num_residuals = M; - const std::vector<int32>& block_sizes = term->parameter_block_sizes(); - const int num_blocks = block_sizes.size(); - - CHECK_LE(num_blocks, 5) << "Unable to test functions that take more " - << "than 5 parameter blocks"; - if (N0) { - CHECK_EQ(N0, block_sizes[0]); - CHECK_GE(num_blocks, 1); - } else { - CHECK_LT(num_blocks, 1); - } - if (N1) { - CHECK_EQ(N1, block_sizes[1]); - CHECK_GE(num_blocks, 2); - } else { - CHECK_LT(num_blocks, 2); - } - if (N2) { - CHECK_EQ(N2, block_sizes[2]); - CHECK_GE(num_blocks, 3); - } else { - CHECK_LT(num_blocks, 3); - } - if (N3) { - CHECK_EQ(N3, block_sizes[3]); - CHECK_GE(num_blocks, 4); - } else { - CHECK_LT(num_blocks, 4); - } - if (N4) { - CHECK_EQ(N4, block_sizes[4]); - CHECK_GE(num_blocks, 5); - } else { - CHECK_LT(num_blocks, 5); - } - - results->term_jacobians.clear(); - results->term_jacobians.resize(num_blocks); - results->finite_difference_jacobians.clear(); - results->finite_difference_jacobians.resize(num_blocks); - - internal::FixedArray<double*> term_jacobian_pointers(num_blocks); - internal::FixedArray<double*> - finite_difference_jacobian_pointers(num_blocks); - for (int i = 0; i < num_blocks; i++) { - results->term_jacobians[i].resize(num_residuals, block_sizes[i]); - term_jacobian_pointers[i] = results->term_jacobians[i].data(); - results->finite_difference_jacobians[i].resize( - num_residuals, block_sizes[i]); - finite_difference_jacobian_pointers[i] = - results->finite_difference_jacobians[i].data(); - } - results->cost.resize(num_residuals, 1); - - CHECK(term->Evaluate(probe_point, results->cost.data(), - term_jacobian_pointers.get())); - NumericDiffCostFunction<CostFunctionToProbe, CENTRAL, M, N0, N1, N2, N3, N4> - numeric_term(term, DO_NOT_TAKE_OWNERSHIP); - CHECK(numeric_term.Evaluate(probe_point, results->cost.data(), - finite_difference_jacobian_pointers.get())); - - results->error_jacobians = 0; - for (int i = 0; i < num_blocks; i++) { - Matrix jacobian_difference = results->term_jacobians[i] - - results->finite_difference_jacobians[i]; - results->error_jacobians = - std::max(results->error_jacobians, - jacobian_difference.lpNorm<Eigen::Infinity>()); - } - - LOG(INFO) << "========== term-computed derivatives =========="; - for (int i = 0; i < num_blocks; i++) { - LOG(INFO) << "term_computed block " << i; - LOG(INFO) << "\n" << results->term_jacobians[i]; - } - - LOG(INFO) << "========== finite-difference derivatives =========="; - for (int i = 0; i < num_blocks; i++) { - LOG(INFO) << "finite_difference block " << i; - LOG(INFO) << "\n" << results->finite_difference_jacobians[i]; - } - - LOG(INFO) << "========== difference =========="; - for (int i = 0; i < num_blocks; i++) { - LOG(INFO) << "difference block " << i; - LOG(INFO) << (results->term_jacobians[i] - - results->finite_difference_jacobians[i]); - } - - LOG(INFO) << "||difference|| = " << results->error_jacobians; - - return results->error_jacobians < error_tolerance; - } + bool Probe(double const* const* parameters, + double relative_precision, + ProbeResults* results) const; private: CERES_DISALLOW_IMPLICIT_CONSTRUCTORS(GradientChecker); + + std::vector<const LocalParameterization*> local_parameterizations_; + const CostFunction* function_; + internal::scoped_ptr<CostFunction> finite_diff_cost_function_; }; } // namespace ceres |