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Change NumericDiffCostFunction to accept variadic functors.

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The interface for NumericDiffCostFunction and AutoDiffCostFunction
are not comparable. They both accept variadic functors.

The change is backward compatible, as it still supports numeric
differentiation of CostFunction objects.

Some refactoring of documentation and code in auto_diff_cost_function
and its relatives was also done to make things consistent.

Change-Id: Ib5f230a1d4a85738eb187803b9c1cd7166bb3b92
This commit is contained in:
Sameer Agarwal
2013-01-15 11:34:10 -08:00
parent 9c5acce674
commit 2fc0ed6143
7 changed files with 668 additions and 379 deletions
Download Patch File Download Diff File Expand all files Collapse all files
internal/ceres/numeric_diff_cost_function_test.cc
+68 -36
View File
@@ -34,7 +34,6 @@
#include <cmath>
#include <string>
#include <vector>
#include "ceres/cost_function.h"
#include "ceres/internal/macros.h"
#include "ceres/internal/scoped_ptr.h"
#include "ceres/sized_cost_function.h"
@@ -50,48 +49,65 @@ namespace internal {
// y1 = x1'x2 -> dy1/dx1 = x2, dy1/dx2 = x1
// y2 = (x1'x2)^2 -> dy2/dx1 = 2 * x2 * (x1'x2), dy2/dx2 = 2 * x1 * (x1'x2)
// y3 = x2'x2 -> dy3/dx1 = 0, dy3/dx2 = 2 * x2
class TestCostFunction : public CostFunction {
public:
TestCostFunction() {
set_num_residuals(3);
mutable_parameter_block_sizes()->push_back(5); // x1.
mutable_parameter_block_sizes()->push_back(5); // x2.
}
virtual bool Evaluate(double const* const* parameters,
double* residuals,
double** jacobians) const {
(void) jacobians; // Ignored.
struct EasyFunctor {
bool operator()(const double* x1, const double* x2, double* residuals) const {
residuals[0] = residuals[1] = residuals[2] = 0;
for (int i = 0; i < 5; ++i) {
residuals[0] += parameters[0][i] * parameters[1][i];
residuals[2] += parameters[1][i] * parameters[1][i];
residuals[0] += x1[i] * x2[i];
residuals[2] += x2[i] * x2[i];
}
residuals[1] = residuals[0] * residuals[0];
return true;
}
};
class EasyCostFunction : public SizedCostFunction<3, 5, 5> {
public:
virtual bool Evaluate(double const* const* parameters,
double* residuals,
double** jacobians) const {
(void) jacobians; // Ignored.
return EasyFunctor()(parameters[0], parameters[1], residuals);
}
};
TEST(NumericDiffCostFunction, EasyCase) {
// Try both central and forward difference.
internal::scoped_ptr<CostFunction> cfs[2];
internal::scoped_ptr<CostFunction> cfs[4];
cfs[0].reset(
new NumericDiffCostFunction<TestCostFunction,
new NumericDiffCostFunction<EasyCostFunction,
CENTRAL,
3, /* number of residuals */
5, /* size of x1 */
5 /* size of x2 */>(
new TestCostFunction, TAKE_OWNERSHIP));
new EasyCostFunction, TAKE_OWNERSHIP));
cfs[1].reset(
new NumericDiffCostFunction<TestCostFunction,
new NumericDiffCostFunction<EasyCostFunction,
FORWARD,
3, /* number of residuals */
5, /* size of x1 */
5 /* size of x2 */>(
new TestCostFunction, TAKE_OWNERSHIP));
new EasyCostFunction, TAKE_OWNERSHIP));
for (int c = 0; c < 2; ++c) {
cfs[2].reset(
new NumericDiffCostFunction< EasyFunctor,
CENTRAL,
3, /* number of residuals */
5, /* size of x1 */
5 /* size of x2 */>(
new EasyFunctor));
cfs[3].reset(
new NumericDiffCostFunction< EasyFunctor,
FORWARD,
3, /* number of residuals */
5, /* size of x1 */
5 /* size of x2 */>(
new EasyFunctor));
for (int c = 0; c < 4; ++c) {
CostFunction *cost_function = cfs[c].get();
double x1[] = { 1.0, 2.0, 3.0, 4.0, 5.0 };
@@ -131,21 +147,11 @@ TEST(NumericDiffCostFunction, EasyCase) {
//
// dy1/dx1 = x2 * cos(x1'x2), dy1/dx2 = x1 * cos(x1'x2)
// dy2/dx1 = -x2 * exp(-x1'x2 / 10) / 10, dy2/dx2 = -x2 * exp(-x1'x2 / 10) / 10
class TranscendentalTestCostFunction : public CostFunction {
public:
TranscendentalTestCostFunction() {
set_num_residuals(2);
mutable_parameter_block_sizes()->push_back(5); // x1.
mutable_parameter_block_sizes()->push_back(5); // x2.
}
virtual bool Evaluate(double const* const* parameters,
double* residuals,
double** jacobians) const {
(void) jacobians; // Ignored.
struct TranscendentalFunctor {
bool operator()(const double* x1, const double* x2, double* residuals) const {
double x1x2 = 0;
for (int i = 0; i < 5; ++i) {
x1x2 += parameters[0][i] * parameters[1][i];
x1x2 += x1[i] * x2[i];
}
residuals[0] = sin(x1x2);
residuals[1] = exp(-x1x2 / 10);
@@ -153,9 +159,19 @@ class TranscendentalTestCostFunction : public CostFunction {
}
};
class TranscendentalTestCostFunction : public SizedCostFunction<2, 5, 5> {
public:
virtual bool Evaluate(double const* const* parameters,
double* residuals,
double** jacobians) const {
(void) jacobians; // Ignored.
return TranscendentalFunctor()(parameters[0], parameters[1], residuals);
}
};
TEST(NumericDiffCostFunction, TransendentalOperationsInCostFunction) {
// Try both central and forward difference.
internal::scoped_ptr<CostFunction> cfs[2];
internal::scoped_ptr<CostFunction> cfs[4];
cfs[0].reset(
new NumericDiffCostFunction<TranscendentalTestCostFunction,
CENTRAL,
@@ -172,7 +188,23 @@ TEST(NumericDiffCostFunction, TransendentalOperationsInCostFunction) {
5 /* size of x2 */>(
new TranscendentalTestCostFunction, TAKE_OWNERSHIP));
for (int c = 0; c < 2; ++c) {
cfs[2].reset(
new NumericDiffCostFunction<TranscendentalFunctor,
CENTRAL,
2, /* number of residuals */
5, /* size of x1 */
5 /* size of x2 */>(
new TranscendentalFunctor));
cfs[3].reset(
new NumericDiffCostFunction<TranscendentalFunctor,
FORWARD,
2, /* number of residuals */
5, /* size of x1 */
5 /* size of x2 */>(
new TranscendentalFunctor));
for (int c = 0; c < 4; ++c) {
CostFunction *cost_function = cfs[c].get();
struct {