// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2023 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 #include #include #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 to simplify testing of custom Manifold objects using the // gtest testing framework. // // Testing a Manifold has two parts. // // 1. Checking that Manifold::Plus() and Manifold::Minus() are correctly // defined. This requires per manifold tests. // // 2. The other methods of the manifold have mathematical properties that make // them compatible with Plus() and Minus(), as described in [1]. // // To verify these general requirements for a custom Manifold, use the // EXPECT_THAT_MANIFOLD_INVARIANTS_HOLD() macro from within a gtest test. Note // that additional domain-specific tests may also be prudent, e.g to verify the // behaviour of a Quaternion Manifold about pi. // // [1] "Integrating Generic Sensor Fusion Algorithms with Sound State // Representations through Encapsulation of Manifolds", C. Hertzberg, // R. Wagner, U. Frese and L. Schroder, https://arxiv.org/pdf/1107.1119.pdf // Verifies the general requirements for a custom Manifold are satisfied to // within the specified (numerical) tolerance. // // Example usage for a custom Manifold: ExampleManifold: // // TEST(ExampleManifold, ManifoldInvariantsHold) { // constexpr double kTolerance = 1.0e-9; // ExampleManifold manifold; // ceres::Vector x = ceres::Vector::Zero(manifold.AmbientSize()); // ceres::Vector y = ceres::Vector::Zero(manifold.AmbientSize()); // ceres::Vector delta = ceres::Vector::Zero(manifold.TangentSize()); // EXPECT_THAT_MANIFOLD_INVARIANTS_HOLD(manifold, x, delta, y, kTolerance); // } #define EXPECT_THAT_MANIFOLD_INVARIANTS_HOLD(manifold, x, delta, y, tolerance) \ ::ceres::Vector zero_tangent = \ ::ceres::Vector::Zero(manifold.TangentSize()); \ EXPECT_THAT(manifold, ::ceres::XPlusZeroIsXAt(x, tolerance)); \ EXPECT_THAT(manifold, ::ceres::XMinusXIsZeroAt(x, tolerance)); \ EXPECT_THAT(manifold, ::ceres::MinusPlusIsIdentityAt(x, delta, tolerance)); \ EXPECT_THAT(manifold, \ ::ceres::MinusPlusIsIdentityAt(x, zero_tangent, tolerance)); \ EXPECT_THAT(manifold, ::ceres::PlusMinusIsIdentityAt(x, x, tolerance)); \ EXPECT_THAT(manifold, ::ceres::PlusMinusIsIdentityAt(x, y, tolerance)); \ EXPECT_THAT(manifold, ::ceres::HasCorrectPlusJacobianAt(x, tolerance)); \ EXPECT_THAT(manifold, ::ceres::HasCorrectMinusJacobianAt(x, tolerance)); \ EXPECT_THAT(manifold, ::ceres::MinusPlusJacobianIsIdentityAt(x, tolerance)); \ EXPECT_THAT(manifold, \ ::ceres::HasCorrectRightMultiplyByPlusJacobianAt(x, tolerance)); // 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 - Vector{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 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 - Vector{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 - Vector{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 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; } } // namespace ceres