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1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2012 Google Inc. All rights reserved.
3 // http://code.google.com/p/ceres-solver/
4 //
5 // Redistribution and use in source and binary forms, with or without
6 // modification, are permitted provided that the following conditions are met:
7 //
8 // * Redistributions of source code must retain the above copyright notice,
9 //   this list of conditions and the following disclaimer.
10 // * Redistributions in binary form must reproduce the above copyright notice,
11 //   this list of conditions and the following disclaimer in the documentation
12 //   and/or other materials provided with the distribution.
13 // * Neither the name of Google Inc. nor the names of its contributors may be
14 //   used to endorse or promote products derived from this software without
15 //   specific prior written permission.
16 //
17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27 // POSSIBILITY OF SUCH DAMAGE.
28 //
29 // Author: moll.markus@arcor.de (Markus Moll)
30 
31 #include "ceres/polynomial_solver.h"
32 
33 #include <limits>
34 #include <cmath>
35 #include <cstddef>
36 #include <algorithm>
37 #include "gtest/gtest.h"
38 #include "ceres/test_util.h"
39 
40 namespace ceres {
41 namespace internal {
42 namespace {
43 
44 // For IEEE-754 doubles, machine precision is about 2e-16.
45 const double kEpsilon = 1e-13;
46 const double kEpsilonLoose = 1e-9;
47 
48 // Return the constant polynomial p(x) = 1.23.
ConstantPolynomial(double value)49 Vector ConstantPolynomial(double value) {
50   Vector poly(1);
51   poly(0) = value;
52   return poly;
53 }
54 
55 // Return the polynomial p(x) = poly(x) * (x - root).
AddRealRoot(const Vector & poly,double root)56 Vector AddRealRoot(const Vector& poly, double root) {
57   Vector poly2(poly.size() + 1);
58   poly2.setZero();
59   poly2.head(poly.size()) += poly;
60   poly2.tail(poly.size()) -= root * poly;
61   return poly2;
62 }
63 
64 // Return the polynomial
65 // p(x) = poly(x) * (x - real - imag*i) * (x - real + imag*i).
AddComplexRootPair(const Vector & poly,double real,double imag)66 Vector AddComplexRootPair(const Vector& poly, double real, double imag) {
67   Vector poly2(poly.size() + 2);
68   poly2.setZero();
69   // Multiply poly by x^2 - 2real + abs(real,imag)^2
70   poly2.head(poly.size()) += poly;
71   poly2.segment(1, poly.size()) -= 2 * real * poly;
72   poly2.tail(poly.size()) += (real*real + imag*imag) * poly;
73   return poly2;
74 }
75 
76 // Sort the entries in a vector.
77 // Needed because the roots are not returned in sorted order.
SortVector(const Vector & in)78 Vector SortVector(const Vector& in) {
79   Vector out(in);
80   std::sort(out.data(), out.data() + out.size());
81   return out;
82 }
83 
84 // Run a test with the polynomial defined by the N real roots in roots_real.
85 // If use_real is false, NULL is passed as the real argument to
86 // FindPolynomialRoots. If use_imaginary is false, NULL is passed as the
87 // imaginary argument to FindPolynomialRoots.
88 template<int N>
RunPolynomialTestRealRoots(const double (& real_roots)[N],bool use_real,bool use_imaginary,double epsilon)89 void RunPolynomialTestRealRoots(const double (&real_roots)[N],
90                                 bool use_real,
91                                 bool use_imaginary,
92                                 double epsilon) {
93   Vector real;
94   Vector imaginary;
95   Vector poly = ConstantPolynomial(1.23);
96   for (int i = 0; i < N; ++i) {
97     poly = AddRealRoot(poly, real_roots[i]);
98   }
99   Vector* const real_ptr = use_real ? &real : NULL;
100   Vector* const imaginary_ptr = use_imaginary ? &imaginary : NULL;
101   bool success = FindPolynomialRoots(poly, real_ptr, imaginary_ptr);
102 
103   EXPECT_EQ(success, true);
104   if (use_real) {
105     EXPECT_EQ(real.size(), N);
106     real = SortVector(real);
107     ExpectArraysClose(N, real.data(), real_roots, epsilon);
108   }
109   if (use_imaginary) {
110     EXPECT_EQ(imaginary.size(), N);
111     const Vector zeros = Vector::Zero(N);
112     ExpectArraysClose(N, imaginary.data(), zeros.data(), epsilon);
113   }
114 }
115 }  // namespace
116 
TEST(PolynomialSolver,InvalidPolynomialOfZeroLengthIsRejected)117 TEST(PolynomialSolver, InvalidPolynomialOfZeroLengthIsRejected) {
118   // Vector poly(0) is an ambiguous constructor call, so
119   // use the constructor with explicit column count.
120   Vector poly(0, 1);
121   Vector real;
122   Vector imag;
123   bool success = FindPolynomialRoots(poly, &real, &imag);
124 
125   EXPECT_EQ(success, false);
126 }
127 
TEST(PolynomialSolver,ConstantPolynomialReturnsNoRoots)128 TEST(PolynomialSolver, ConstantPolynomialReturnsNoRoots) {
129   Vector poly = ConstantPolynomial(1.23);
130   Vector real;
131   Vector imag;
132   bool success = FindPolynomialRoots(poly, &real, &imag);
133 
134   EXPECT_EQ(success, true);
135   EXPECT_EQ(real.size(), 0);
136   EXPECT_EQ(imag.size(), 0);
137 }
138 
TEST(PolynomialSolver,LinearPolynomialWithPositiveRootWorks)139 TEST(PolynomialSolver, LinearPolynomialWithPositiveRootWorks) {
140   const double roots[1] = { 42.42 };
141   RunPolynomialTestRealRoots(roots, true, true, kEpsilon);
142 }
143 
TEST(PolynomialSolver,LinearPolynomialWithNegativeRootWorks)144 TEST(PolynomialSolver, LinearPolynomialWithNegativeRootWorks) {
145   const double roots[1] = { -42.42 };
146   RunPolynomialTestRealRoots(roots, true, true, kEpsilon);
147 }
148 
TEST(PolynomialSolver,QuadraticPolynomialWithPositiveRootsWorks)149 TEST(PolynomialSolver, QuadraticPolynomialWithPositiveRootsWorks) {
150   const double roots[2] = { 1.0, 42.42 };
151   RunPolynomialTestRealRoots(roots, true, true, kEpsilon);
152 }
153 
TEST(PolynomialSolver,QuadraticPolynomialWithOneNegativeRootWorks)154 TEST(PolynomialSolver, QuadraticPolynomialWithOneNegativeRootWorks) {
155   const double roots[2] = { -42.42, 1.0 };
156   RunPolynomialTestRealRoots(roots, true, true, kEpsilon);
157 }
158 
TEST(PolynomialSolver,QuadraticPolynomialWithTwoNegativeRootsWorks)159 TEST(PolynomialSolver, QuadraticPolynomialWithTwoNegativeRootsWorks) {
160   const double roots[2] = { -42.42, -1.0 };
161   RunPolynomialTestRealRoots(roots, true, true, kEpsilon);
162 }
163 
TEST(PolynomialSolver,QuadraticPolynomialWithCloseRootsWorks)164 TEST(PolynomialSolver, QuadraticPolynomialWithCloseRootsWorks) {
165   const double roots[2] = { 42.42, 42.43 };
166   RunPolynomialTestRealRoots(roots, true, false, kEpsilonLoose);
167 }
168 
TEST(PolynomialSolver,QuadraticPolynomialWithComplexRootsWorks)169 TEST(PolynomialSolver, QuadraticPolynomialWithComplexRootsWorks) {
170   Vector real;
171   Vector imag;
172 
173   Vector poly = ConstantPolynomial(1.23);
174   poly = AddComplexRootPair(poly, 42.42, 4.2);
175   bool success = FindPolynomialRoots(poly, &real, &imag);
176 
177   EXPECT_EQ(success, true);
178   EXPECT_EQ(real.size(), 2);
179   EXPECT_EQ(imag.size(), 2);
180   ExpectClose(real(0), 42.42, kEpsilon);
181   ExpectClose(real(1), 42.42, kEpsilon);
182   ExpectClose(std::abs(imag(0)), 4.2, kEpsilon);
183   ExpectClose(std::abs(imag(1)), 4.2, kEpsilon);
184   ExpectClose(std::abs(imag(0) + imag(1)), 0.0, kEpsilon);
185 }
186 
TEST(PolynomialSolver,QuarticPolynomialWorks)187 TEST(PolynomialSolver, QuarticPolynomialWorks) {
188   const double roots[4] = { 1.23e-4, 1.23e-1, 1.23e+2, 1.23e+5 };
189   RunPolynomialTestRealRoots(roots, true, true, kEpsilon);
190 }
191 
TEST(PolynomialSolver,QuarticPolynomialWithTwoClustersOfCloseRootsWorks)192 TEST(PolynomialSolver, QuarticPolynomialWithTwoClustersOfCloseRootsWorks) {
193   const double roots[4] = { 1.23e-1, 2.46e-1, 1.23e+5, 2.46e+5 };
194   RunPolynomialTestRealRoots(roots, true, true, kEpsilonLoose);
195 }
196 
TEST(PolynomialSolver,QuarticPolynomialWithTwoZeroRootsWorks)197 TEST(PolynomialSolver, QuarticPolynomialWithTwoZeroRootsWorks) {
198   const double roots[4] = { -42.42, 0.0, 0.0, 42.42 };
199   RunPolynomialTestRealRoots(roots, true, true, kEpsilonLoose);
200 }
201 
TEST(PolynomialSolver,QuarticMonomialWorks)202 TEST(PolynomialSolver, QuarticMonomialWorks) {
203   const double roots[4] = { 0.0, 0.0, 0.0, 0.0 };
204   RunPolynomialTestRealRoots(roots, true, true, kEpsilon);
205 }
206 
TEST(PolynomialSolver,NullPointerAsImaginaryPartWorks)207 TEST(PolynomialSolver, NullPointerAsImaginaryPartWorks) {
208   const double roots[4] = { 1.23e-4, 1.23e-1, 1.23e+2, 1.23e+5 };
209   RunPolynomialTestRealRoots(roots, true, false, kEpsilon);
210 }
211 
TEST(PolynomialSolver,NullPointerAsRealPartWorks)212 TEST(PolynomialSolver, NullPointerAsRealPartWorks) {
213   const double roots[4] = { 1.23e-4, 1.23e-1, 1.23e+2, 1.23e+5 };
214   RunPolynomialTestRealRoots(roots, false, true, kEpsilon);
215 }
216 
TEST(PolynomialSolver,BothOutputArgumentsNullWorks)217 TEST(PolynomialSolver, BothOutputArgumentsNullWorks) {
218   const double roots[4] = { 1.23e-4, 1.23e-1, 1.23e+2, 1.23e+5 };
219   RunPolynomialTestRealRoots(roots, false, false, kEpsilon);
220 }
221 
222 }  // namespace internal
223 }  // namespace ceres
224