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Diffstat (limited to 'extern/ceres/include/ceres/manifold_test_utils.h')
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diff --git a/extern/ceres/include/ceres/manifold_test_utils.h b/extern/ceres/include/ceres/manifold_test_utils.h new file mode 100644 index 00000000000..3f9fb21e8f3 --- /dev/null +++ b/extern/ceres/include/ceres/manifold_test_utils.h @@ -0,0 +1,328 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2022 Google Inc. All rights reserved. +// http://ceres-solver.org/ +// +// 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: sameeragarwal@google.com (Sameer Agarwal) + +#include <cmath> +#include <limits> +#include <memory> + +#include "ceres/dynamic_numeric_diff_cost_function.h" +#include "ceres/internal/eigen.h" +#include "ceres/manifold.h" +#include "ceres/numeric_diff_options.h" +#include "ceres/types.h" +#include "gmock/gmock.h" +#include "gtest/gtest.h" + +namespace ceres { + +// Matchers and macros for help with testing Manifold objects. +// +// Testing a Manifold has two parts. +// +// 1. Checking that Manifold::Plus is correctly defined. This requires per +// manifold tests. +// +// 2. The other methods of the manifold have mathematical properties that make +// it compatible with Plus, as described in: +// +// "Integrating Generic Sensor Fusion Algorithms with Sound State +// Representations through Encapsulation of Manifolds" +// By C. Hertzberg, R. Wagner, U. Frese and L. Schroder +// https://arxiv.org/pdf/1107.1119.pdf +// +// These tests are implemented using generic matchers defined below which can +// all be called by the macro EXPECT_THAT_MANIFOLD_INVARIANTS_HOLD(manifold, x, +// delta, y, tolerance). See manifold_test.cc for example usage. + +// Checks that the invariant Plus(x, 0) == x holds. +MATCHER_P2(XPlusZeroIsXAt, x, tolerance, "") { + const int ambient_size = arg.AmbientSize(); + const int tangent_size = arg.TangentSize(); + + Vector actual = Vector::Zero(ambient_size); + Vector zero = Vector::Zero(tangent_size); + EXPECT_TRUE(arg.Plus(x.data(), zero.data(), actual.data())); + const double n = (actual - x).norm(); + const double d = x.norm(); + const double diffnorm = (d == 0.0) ? n : (n / d); + if (diffnorm > tolerance) { + *result_listener << "\nexpected (x): " << x.transpose() + << "\nactual: " << actual.transpose() + << "\ndiffnorm: " << diffnorm; + return false; + } + return true; +} + +// Checks that the invariant Minus(x, x) == 0 holds. +MATCHER_P2(XMinusXIsZeroAt, x, tolerance, "") { + const int tangent_size = arg.TangentSize(); + Vector actual = Vector::Zero(tangent_size); + EXPECT_TRUE(arg.Minus(x.data(), x.data(), actual.data())); + const double diffnorm = actual.norm(); + if (diffnorm > tolerance) { + *result_listener << "\nx: " << x.transpose() // + << "\nexpected: 0 0 0" + << "\nactual: " << actual.transpose() + << "\ndiffnorm: " << diffnorm; + return false; + } + return true; +} + +// Helper struct to curry Plus(x, .) so that it can be numerically +// differentiated. +struct PlusFunctor { + PlusFunctor(const Manifold& manifold, const double* x) + : manifold(manifold), x(x) {} + bool operator()(double const* const* parameters, double* x_plus_delta) const { + return manifold.Plus(x, parameters[0], x_plus_delta); + } + + const Manifold& manifold; + const double* x; +}; + +// Checks that the output of PlusJacobian matches the one obtained by +// numerically evaluating D_2 Plus(x,0). +MATCHER_P2(HasCorrectPlusJacobianAt, x, tolerance, "") { + const int ambient_size = arg.AmbientSize(); + const int tangent_size = arg.TangentSize(); + + NumericDiffOptions options; + options.ridders_relative_initial_step_size = 1e-4; + + DynamicNumericDiffCostFunction<PlusFunctor, RIDDERS> cost_function( + new PlusFunctor(arg, x.data()), TAKE_OWNERSHIP, options); + cost_function.AddParameterBlock(tangent_size); + cost_function.SetNumResiduals(ambient_size); + + Vector zero = Vector::Zero(tangent_size); + double* parameters[1] = {zero.data()}; + + Vector x_plus_zero = Vector::Zero(ambient_size); + Matrix expected = Matrix::Zero(ambient_size, tangent_size); + double* jacobians[1] = {expected.data()}; + + EXPECT_TRUE( + cost_function.Evaluate(parameters, x_plus_zero.data(), jacobians)); + + Matrix actual = Matrix::Random(ambient_size, tangent_size); + EXPECT_TRUE(arg.PlusJacobian(x.data(), actual.data())); + + const double n = (actual - expected).norm(); + const double d = expected.norm(); + const double diffnorm = (d == 0.0) ? n : n / d; + if (diffnorm > tolerance) { + *result_listener << "\nx: " << x.transpose() << "\nexpected: \n" + << expected << "\nactual:\n" + << actual << "\ndiff:\n" + << expected - actual << "\ndiffnorm : " << diffnorm; + return false; + } + return true; +} + +// Checks that the invariant Minus(Plus(x, delta), x) == delta holds. +MATCHER_P3(MinusPlusIsIdentityAt, x, delta, tolerance, "") { + const int ambient_size = arg.AmbientSize(); + const int tangent_size = arg.TangentSize(); + Vector x_plus_delta = Vector::Zero(ambient_size); + EXPECT_TRUE(arg.Plus(x.data(), delta.data(), x_plus_delta.data())); + Vector actual = Vector::Zero(tangent_size); + EXPECT_TRUE(arg.Minus(x_plus_delta.data(), x.data(), actual.data())); + + const double n = (actual - delta).norm(); + const double d = delta.norm(); + const double diffnorm = (d == 0.0) ? n : (n / d); + if (diffnorm > tolerance) { + *result_listener << "\nx: " << x.transpose() + << "\nexpected: " << delta.transpose() + << "\nactual:" << actual.transpose() + << "\ndiff:" << (delta - actual).transpose() + << "\ndiffnorm: " << diffnorm; + return false; + } + return true; +} + +// Checks that the invariant Plus(Minus(y, x), x) == y holds. +MATCHER_P3(PlusMinusIsIdentityAt, x, y, tolerance, "") { + const int ambient_size = arg.AmbientSize(); + const int tangent_size = arg.TangentSize(); + + Vector y_minus_x = Vector::Zero(tangent_size); + EXPECT_TRUE(arg.Minus(y.data(), x.data(), y_minus_x.data())); + + Vector actual = Vector::Zero(ambient_size); + EXPECT_TRUE(arg.Plus(x.data(), y_minus_x.data(), actual.data())); + + const double n = (actual - y).norm(); + const double d = y.norm(); + const double diffnorm = (d == 0.0) ? n : (n / d); + if (diffnorm > tolerance) { + *result_listener << "\nx: " << x.transpose() + << "\nexpected: " << y.transpose() + << "\nactual:" << actual.transpose() + << "\ndiff:" << (y - actual).transpose() + << "\ndiffnorm: " << diffnorm; + return false; + } + return true; +} + +// Helper struct to curry Minus(., x) so that it can be numerically +// differentiated. +struct MinusFunctor { + MinusFunctor(const Manifold& manifold, const double* x) + : manifold(manifold), x(x) {} + bool operator()(double const* const* parameters, double* y_minus_x) const { + return manifold.Minus(parameters[0], x, y_minus_x); + } + + const Manifold& manifold; + const double* x; +}; + +// Checks that the output of MinusJacobian matches the one obtained by +// numerically evaluating D_1 Minus(x,x). +MATCHER_P2(HasCorrectMinusJacobianAt, x, tolerance, "") { + const int ambient_size = arg.AmbientSize(); + const int tangent_size = arg.TangentSize(); + + Vector y = x; + Vector y_minus_x = Vector::Zero(tangent_size); + + NumericDiffOptions options; + options.ridders_relative_initial_step_size = 1e-4; + DynamicNumericDiffCostFunction<MinusFunctor, RIDDERS> cost_function( + new MinusFunctor(arg, x.data()), TAKE_OWNERSHIP, options); + cost_function.AddParameterBlock(ambient_size); + cost_function.SetNumResiduals(tangent_size); + + double* parameters[1] = {y.data()}; + + Matrix expected = Matrix::Zero(tangent_size, ambient_size); + double* jacobians[1] = {expected.data()}; + + EXPECT_TRUE(cost_function.Evaluate(parameters, y_minus_x.data(), jacobians)); + + Matrix actual = Matrix::Random(tangent_size, ambient_size); + EXPECT_TRUE(arg.MinusJacobian(x.data(), actual.data())); + + const double n = (actual - expected).norm(); + const double d = expected.norm(); + const double diffnorm = (d == 0.0) ? n : (n / d); + if (diffnorm > tolerance) { + *result_listener << "\nx: " << x.transpose() << "\nexpected: \n" + << expected << "\nactual:\n" + << actual << "\ndiff:\n" + << expected - actual << "\ndiffnorm: " << diffnorm; + return false; + } + return true; +} + +// Checks that D_delta Minus(Plus(x, delta), x) at delta = 0 is an identity +// matrix. +MATCHER_P2(MinusPlusJacobianIsIdentityAt, x, tolerance, "") { + const int ambient_size = arg.AmbientSize(); + const int tangent_size = arg.TangentSize(); + + Matrix plus_jacobian(ambient_size, tangent_size); + EXPECT_TRUE(arg.PlusJacobian(x.data(), plus_jacobian.data())); + Matrix minus_jacobian(tangent_size, ambient_size); + EXPECT_TRUE(arg.MinusJacobian(x.data(), minus_jacobian.data())); + + const Matrix actual = minus_jacobian * plus_jacobian; + const Matrix expected = Matrix::Identity(tangent_size, tangent_size); + + const double n = (actual - expected).norm(); + const double d = expected.norm(); + const double diffnorm = n / d; + if (diffnorm > tolerance) { + *result_listener << "\nx: " << x.transpose() << "\nexpected: \n" + << expected << "\nactual:\n" + << actual << "\ndiff:\n" + << expected - actual << "\ndiffnorm: " << diffnorm; + + return false; + } + return true; +} + +// Verify that the output of RightMultiplyByPlusJacobian is ambient_matrix * +// plus_jacobian. +MATCHER_P2(HasCorrectRightMultiplyByPlusJacobianAt, x, tolerance, "") { + const int ambient_size = arg.AmbientSize(); + const int tangent_size = arg.TangentSize(); + + constexpr int kMinNumRows = 0; + constexpr int kMaxNumRows = 3; + for (int num_rows = kMinNumRows; num_rows <= kMaxNumRows; ++num_rows) { + Matrix plus_jacobian = Matrix::Random(ambient_size, tangent_size); + EXPECT_TRUE(arg.PlusJacobian(x.data(), plus_jacobian.data())); + + Matrix ambient_matrix = Matrix::Random(num_rows, ambient_size); + Matrix expected = ambient_matrix * plus_jacobian; + + Matrix actual = Matrix::Random(num_rows, tangent_size); + EXPECT_TRUE(arg.RightMultiplyByPlusJacobian( + x.data(), num_rows, ambient_matrix.data(), actual.data())); + const double n = (actual - expected).norm(); + const double d = expected.norm(); + const double diffnorm = (d == 0.0) ? n : (n / d); + if (diffnorm > tolerance) { + *result_listener << "\nx: " << x.transpose() << "\nambient_matrix : \n" + << ambient_matrix << "\nplus_jacobian : \n" + << plus_jacobian << "\nexpected: \n" + << expected << "\nactual:\n" + << actual << "\ndiff:\n" + << expected - actual << "\ndiffnorm : " << diffnorm; + return false; + } + } + return true; +} + +#define EXPECT_THAT_MANIFOLD_INVARIANTS_HOLD(manifold, x, delta, y, tolerance) \ + Vector zero_tangent = Vector::Zero(manifold.TangentSize()); \ + EXPECT_THAT(manifold, XPlusZeroIsXAt(x, tolerance)); \ + EXPECT_THAT(manifold, XMinusXIsZeroAt(x, tolerance)); \ + EXPECT_THAT(manifold, MinusPlusIsIdentityAt(x, delta, tolerance)); \ + EXPECT_THAT(manifold, MinusPlusIsIdentityAt(x, zero_tangent, tolerance)); \ + EXPECT_THAT(manifold, PlusMinusIsIdentityAt(x, x, tolerance)); \ + EXPECT_THAT(manifold, PlusMinusIsIdentityAt(x, y, tolerance)); \ + EXPECT_THAT(manifold, HasCorrectPlusJacobianAt(x, tolerance)); \ + EXPECT_THAT(manifold, HasCorrectMinusJacobianAt(x, tolerance)); \ + EXPECT_THAT(manifold, MinusPlusJacobianIsIdentityAt(x, tolerance)); \ + EXPECT_THAT(manifold, HasCorrectRightMultiplyByPlusJacobianAt(x, tolerance)); + +} // namespace ceres |