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9123e2f624
A non-linear generalization of Ruhe & Wedin's algorithm for separable non-linear least squares problem. It is implemented as coordinate descent on an independent subset of the parameter blocks at the end of every successful Newton step. The resulting algorithm has much improved convergence at the cost of some execution time. Change-Id: I8fdc5edbd0ba1e702c9658b98041b2c2ae705402
336 lines
12 KiB
C++
336 lines
12 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
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// http://code.google.com/p/ceres-solver/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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// keir@google.com (Keir Mierle)
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#include "ceres/problem.h"
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#include "gtest/gtest.h"
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#include "ceres/cost_function.h"
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#include "ceres/local_parameterization.h"
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#include "ceres/sized_cost_function.h"
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#include "ceres/internal/scoped_ptr.h"
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namespace ceres {
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namespace internal {
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// The following three classes are for the purposes of defining
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// function signatures. They have dummy Evaluate functions.
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// Trivial cost function that accepts a single argument.
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class UnaryCostFunction : public CostFunction {
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public:
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UnaryCostFunction(int num_residuals, int16 parameter_block_size) {
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set_num_residuals(num_residuals);
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mutable_parameter_block_sizes()->push_back(parameter_block_size);
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}
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virtual ~UnaryCostFunction() {}
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virtual bool Evaluate(double const* const* parameters,
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double* residuals,
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double** jacobians) const {
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for (int i = 0; i < num_residuals(); ++i) {
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residuals[i] = 1;
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}
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return true;
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}
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};
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// Trivial cost function that accepts two arguments.
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class BinaryCostFunction: public CostFunction {
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public:
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BinaryCostFunction(int num_residuals,
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int16 parameter_block1_size,
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int16 parameter_block2_size) {
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set_num_residuals(num_residuals);
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mutable_parameter_block_sizes()->push_back(parameter_block1_size);
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mutable_parameter_block_sizes()->push_back(parameter_block2_size);
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}
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virtual bool Evaluate(double const* const* parameters,
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double* residuals,
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double** jacobians) const {
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for (int i = 0; i < num_residuals(); ++i) {
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residuals[i] = 2;
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}
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return true;
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}
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};
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// Trivial cost function that accepts three arguments.
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class TernaryCostFunction: public CostFunction {
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public:
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TernaryCostFunction(int num_residuals,
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int16 parameter_block1_size,
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int16 parameter_block2_size,
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int16 parameter_block3_size) {
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set_num_residuals(num_residuals);
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mutable_parameter_block_sizes()->push_back(parameter_block1_size);
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mutable_parameter_block_sizes()->push_back(parameter_block2_size);
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mutable_parameter_block_sizes()->push_back(parameter_block3_size);
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}
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virtual bool Evaluate(double const* const* parameters,
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double* residuals,
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double** jacobians) const {
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for (int i = 0; i < num_residuals(); ++i) {
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residuals[i] = 3;
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}
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return true;
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}
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};
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TEST(Problem, AddResidualWithNullCostFunctionDies) {
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double x[3], y[4], z[5];
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Problem problem;
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problem.AddParameterBlock(x, 3);
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problem.AddParameterBlock(y, 4);
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problem.AddParameterBlock(z, 5);
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EXPECT_DEATH_IF_SUPPORTED(problem.AddResidualBlock(NULL, NULL, x),
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"'cost_function' Must be non NULL");
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}
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TEST(Problem, AddResidualWithIncorrectNumberOfParameterBlocksDies) {
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double x[3], y[4], z[5];
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Problem problem;
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problem.AddParameterBlock(x, 3);
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problem.AddParameterBlock(y, 4);
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problem.AddParameterBlock(z, 5);
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// UnaryCostFunction takes only one parameter, but two are passed.
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EXPECT_DEATH_IF_SUPPORTED(
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problem.AddResidualBlock(new UnaryCostFunction(2, 3), NULL, x, y),
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"parameter_blocks.size()");
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}
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TEST(Problem, AddResidualWithDifferentSizesOnTheSameVariableDies) {
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double x[3];
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Problem problem;
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problem.AddResidualBlock(new UnaryCostFunction(2, 3), NULL, x);
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EXPECT_DEATH_IF_SUPPORTED(problem.AddResidualBlock(
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new UnaryCostFunction(
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2, 4 /* 4 != 3 */), NULL, x),
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"different block sizes");
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}
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TEST(Problem, AddResidualWithDuplicateParametersDies) {
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double x[3], z[5];
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Problem problem;
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EXPECT_DEATH_IF_SUPPORTED(problem.AddResidualBlock(
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new BinaryCostFunction(2, 3, 3), NULL, x, x),
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"Duplicate parameter blocks");
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EXPECT_DEATH_IF_SUPPORTED(problem.AddResidualBlock(
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new TernaryCostFunction(1, 5, 3, 5),
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NULL, z, x, z),
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"Duplicate parameter blocks");
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}
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TEST(Problem, AddResidualWithIncorrectSizesOfParameterBlockDies) {
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double x[3], y[4], z[5];
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Problem problem;
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problem.AddParameterBlock(x, 3);
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problem.AddParameterBlock(y, 4);
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problem.AddParameterBlock(z, 5);
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// The cost function expects the size of the second parameter, z, to be 4
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// instead of 5 as declared above. This is fatal.
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EXPECT_DEATH_IF_SUPPORTED(problem.AddResidualBlock(
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new BinaryCostFunction(2, 3, 4), NULL, x, z),
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"different block sizes");
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}
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TEST(Problem, AddResidualAddsDuplicatedParametersOnlyOnce) {
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double x[3], y[4], z[5];
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Problem problem;
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problem.AddResidualBlock(new UnaryCostFunction(2, 3), NULL, x);
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problem.AddResidualBlock(new UnaryCostFunction(2, 3), NULL, x);
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problem.AddResidualBlock(new UnaryCostFunction(2, 4), NULL, y);
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problem.AddResidualBlock(new UnaryCostFunction(2, 5), NULL, z);
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EXPECT_EQ(3, problem.NumParameterBlocks());
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EXPECT_EQ(12, problem.NumParameters());
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}
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TEST(Problem, AddParameterWithDifferentSizesOnTheSameVariableDies) {
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double x[3], y[4];
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Problem problem;
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problem.AddParameterBlock(x, 3);
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problem.AddParameterBlock(y, 4);
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EXPECT_DEATH_IF_SUPPORTED(problem.AddParameterBlock(x, 4),
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"different block sizes");
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}
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static double *IntToPtr(int i) {
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return reinterpret_cast<double*>(sizeof(double) * i); // NOLINT
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}
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TEST(Problem, AddParameterWithAliasedParametersDies) {
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// Layout is
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//
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// 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17
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// [x] x x x x [y] y y
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// o==o==o o==o==o o==o
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// o--o--o o--o--o o--o o--o--o
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//
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// Parameter block additions are tested as listed above; expected successful
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// ones marked with o==o and aliasing ones marked with o--o.
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Problem problem;
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problem.AddParameterBlock(IntToPtr(5), 5); // x
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problem.AddParameterBlock(IntToPtr(13), 3); // y
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EXPECT_DEATH_IF_SUPPORTED(problem.AddParameterBlock(IntToPtr( 4), 2),
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"Aliasing detected");
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EXPECT_DEATH_IF_SUPPORTED(problem.AddParameterBlock(IntToPtr( 4), 3),
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"Aliasing detected");
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EXPECT_DEATH_IF_SUPPORTED(problem.AddParameterBlock(IntToPtr( 4), 9),
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"Aliasing detected");
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EXPECT_DEATH_IF_SUPPORTED(problem.AddParameterBlock(IntToPtr( 8), 3),
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"Aliasing detected");
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EXPECT_DEATH_IF_SUPPORTED(problem.AddParameterBlock(IntToPtr(12), 2),
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"Aliasing detected");
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EXPECT_DEATH_IF_SUPPORTED(problem.AddParameterBlock(IntToPtr(14), 3),
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"Aliasing detected");
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// These ones should work.
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problem.AddParameterBlock(IntToPtr( 2), 3);
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problem.AddParameterBlock(IntToPtr(10), 3);
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problem.AddParameterBlock(IntToPtr(16), 2);
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ASSERT_EQ(5, problem.NumParameterBlocks());
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}
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TEST(Problem, AddParameterIgnoresDuplicateCalls) {
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double x[3], y[4];
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Problem problem;
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problem.AddParameterBlock(x, 3);
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problem.AddParameterBlock(y, 4);
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// Creating parameter blocks multiple times is ignored.
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problem.AddParameterBlock(x, 3);
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problem.AddResidualBlock(new UnaryCostFunction(2, 3), NULL, x);
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// ... even repeatedly.
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problem.AddParameterBlock(x, 3);
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problem.AddResidualBlock(new UnaryCostFunction(2, 3), NULL, x);
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// More parameters are fine.
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problem.AddParameterBlock(y, 4);
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problem.AddResidualBlock(new UnaryCostFunction(2, 4), NULL, y);
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EXPECT_EQ(2, problem.NumParameterBlocks());
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EXPECT_EQ(7, problem.NumParameters());
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}
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TEST(Problem, AddingParametersAndResidualsResultsInExpectedProblem) {
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double x[3], y[4], z[5], w[4];
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Problem problem;
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problem.AddParameterBlock(x, 3);
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EXPECT_EQ(1, problem.NumParameterBlocks());
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EXPECT_EQ(3, problem.NumParameters());
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problem.AddParameterBlock(y, 4);
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EXPECT_EQ(2, problem.NumParameterBlocks());
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EXPECT_EQ(7, problem.NumParameters());
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problem.AddParameterBlock(z, 5);
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EXPECT_EQ(3, problem.NumParameterBlocks());
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EXPECT_EQ(12, problem.NumParameters());
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// Add a parameter that has a local parameterization.
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w[0] = 1.0; w[1] = 0.0; w[2] = 0.0; w[3] = 0.0;
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problem.AddParameterBlock(w, 4, new QuaternionParameterization);
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EXPECT_EQ(4, problem.NumParameterBlocks());
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EXPECT_EQ(16, problem.NumParameters());
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problem.AddResidualBlock(new UnaryCostFunction(2, 3), NULL, x);
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problem.AddResidualBlock(new BinaryCostFunction(6, 5, 4) , NULL, z, y);
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problem.AddResidualBlock(new BinaryCostFunction(3, 3, 5), NULL, x, z);
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problem.AddResidualBlock(new BinaryCostFunction(7, 5, 3), NULL, z, x);
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problem.AddResidualBlock(new TernaryCostFunction(1, 5, 3, 4), NULL, z, x, y);
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const int total_residuals = 2 + 6 + 3 + 7 + 1;
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EXPECT_EQ(problem.NumResidualBlocks(), 5);
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EXPECT_EQ(problem.NumResiduals(), total_residuals);
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}
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class DestructorCountingCostFunction : public SizedCostFunction<3, 4, 5> {
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public:
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explicit DestructorCountingCostFunction(int *counter)
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: counter_(counter) {}
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virtual ~DestructorCountingCostFunction() {
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*counter_ += 1;
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}
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virtual bool Evaluate(double const* const* parameters,
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double* residuals,
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double** jacobians) const {
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return true;
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}
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private:
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int* counter_;
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};
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TEST(Problem, ReusedCostFunctionsAreOnlyDeletedOnce) {
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double y[4], z[5];
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int counter = 0;
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// Add a cost function multiple times and check to make sure that
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// the destructor on the cost function is only called once.
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{
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Problem problem;
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problem.AddParameterBlock(y, 4);
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problem.AddParameterBlock(z, 5);
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CostFunction* cost = new DestructorCountingCostFunction(&counter);
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problem.AddResidualBlock(cost, NULL, y, z);
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problem.AddResidualBlock(cost, NULL, y, z);
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problem.AddResidualBlock(cost, NULL, y, z);
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}
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// Check that the destructor was called only once.
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CHECK_EQ(counter, 1);
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}
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} // namespace internal
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} // namespace ceres
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