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1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2010, 2011, 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: keir@google.com (Keir Mierle)
30 
31 #include "ceres/jet.h"
32 
33 #include <algorithm>
34 #include <cmath>
35 
36 #include "glog/logging.h"
37 #include "gtest/gtest.h"
38 #include "ceres/fpclassify.h"
39 #include "ceres/stringprintf.h"
40 #include "ceres/test_util.h"
41 
42 #define VL VLOG(1)
43 
44 namespace ceres {
45 namespace internal {
46 
47 const double kE = 2.71828182845904523536;
48 
49 typedef Jet<double, 2> J;
50 
51 // Convenient shorthand for making a jet.
MakeJet(double a,double v0,double v1)52 J MakeJet(double a, double v0, double v1) {
53   J z;
54   z.a = a;
55   z.v[0] = v0;
56   z.v[1] = v1;
57   return z;
58 }
59 
60 // On a 32-bit optimized build, the mismatch is about 1.4e-14.
61 double const kTolerance = 1e-13;
62 
ExpectJetsClose(const J & x,const J & y)63 void ExpectJetsClose(const J &x, const J &y) {
64   ExpectClose(x.a, y.a, kTolerance);
65   ExpectClose(x.v[0], y.v[0], kTolerance);
66   ExpectClose(x.v[1], y.v[1], kTolerance);
67 }
68 
TEST(Jet,Jet)69 TEST(Jet, Jet) {
70   // Pick arbitrary values for x and y.
71   J x = MakeJet(2.3, -2.7, 1e-3);
72   J y = MakeJet(1.7,  0.5, 1e+2);
73 
74   VL << "x = " << x;
75   VL << "y = " << y;
76 
77   { // Check that log(exp(x)) == x.
78     J z = exp(x);
79     J w = log(z);
80     VL << "z = " << z;
81     VL << "w = " << w;
82     ExpectJetsClose(w, x);
83   }
84 
85   { // Check that (x * y) / x == y.
86     J z = x * y;
87     J w = z / x;
88     VL << "z = " << z;
89     VL << "w = " << w;
90     ExpectJetsClose(w, y);
91   }
92 
93   { // Check that sqrt(x * x) == x.
94     J z = x * x;
95     J w = sqrt(z);
96     VL << "z = " << z;
97     VL << "w = " << w;
98     ExpectJetsClose(w, x);
99   }
100 
101   { // Check that sqrt(y) * sqrt(y) == y.
102     J z = sqrt(y);
103     J w = z * z;
104     VL << "z = " << z;
105     VL << "w = " << w;
106     ExpectJetsClose(w, y);
107   }
108 
109   { // Check that cos(2*x) = cos(x)^2 - sin(x)^2
110     J z = cos(J(2.0) * x);
111     J w = cos(x)*cos(x) - sin(x)*sin(x);
112     VL << "z = " << z;
113     VL << "w = " << w;
114     ExpectJetsClose(w, z);
115   }
116 
117   { // Check that sin(2*x) = 2*cos(x)*sin(x)
118     J z = sin(J(2.0) * x);
119     J w = J(2.0)*cos(x)*sin(x);
120     VL << "z = " << z;
121     VL << "w = " << w;
122     ExpectJetsClose(w, z);
123   }
124 
125   { // Check that cos(x)*cos(x) + sin(x)*sin(x) = 1
126     J z = cos(x) * cos(x);
127     J w = sin(x) * sin(x);
128     VL << "z = " << z;
129     VL << "w = " << w;
130     ExpectJetsClose(z + w, J(1.0));
131   }
132 
133   { // Check that atan2(r*sin(t), r*cos(t)) = t.
134     J t = MakeJet(0.7, -0.3, +1.5);
135     J r = MakeJet(2.3, 0.13, -2.4);
136     VL << "t = " << t;
137     VL << "r = " << r;
138 
139     J u = atan2(r * sin(t), r * cos(t));
140     VL << "u = " << u;
141 
142     ExpectJetsClose(u, t);
143   }
144 
145   { // Check that tan(x) = sin(x) / cos(x).
146     J z = tan(x);
147     J w = sin(x) / cos(x);
148     VL << "z = " << z;
149     VL << "w = " << w;
150     ExpectJetsClose(z, w);
151   }
152 
153   { // Check that tan(atan(x)) = x.
154     J z = tan(atan(x));
155     J w = x;
156     VL << "z = " << z;
157     VL << "w = " << w;
158     ExpectJetsClose(z, w);
159   }
160 
161   { // Check that cosh(x)*cosh(x) - sinh(x)*sinh(x) = 1
162     J z = cosh(x) * cosh(x);
163     J w = sinh(x) * sinh(x);
164     VL << "z = " << z;
165     VL << "w = " << w;
166     ExpectJetsClose(z - w, J(1.0));
167   }
168 
169   { // Check that tanh(x + y) = (tanh(x) + tanh(y)) / (1 + tanh(x) tanh(y))
170     J z = tanh(x + y);
171     J w = (tanh(x) + tanh(y)) / (J(1.0) + tanh(x) * tanh(y));
172     VL << "z = " << z;
173     VL << "w = " << w;
174     ExpectJetsClose(z, w);
175   }
176 
177   { // Check that pow(x, 1) == x.
178     VL << "x = " << x;
179 
180     J u = pow(x, 1.);
181     VL << "u = " << u;
182 
183     ExpectJetsClose(x, u);
184   }
185 
186   { // Check that pow(x, 1) == x.
187     J y = MakeJet(1, 0.0, 0.0);
188     VL << "x = " << x;
189     VL << "y = " << y;
190 
191     J u = pow(x, y);
192     VL << "u = " << u;
193 
194     ExpectJetsClose(x, u);
195   }
196 
197   { // Check that pow(e, log(x)) == x.
198     J logx = log(x);
199 
200     VL << "x = " << x;
201     VL << "y = " << y;
202 
203     J u = pow(kE, logx);
204     VL << "u = " << u;
205 
206     ExpectJetsClose(x, u);
207   }
208 
209   { // Check that pow(e, log(x)) == x.
210     J logx = log(x);
211     J e = MakeJet(kE, 0., 0.);
212     VL << "x = " << x;
213     VL << "log(x) = " << logx;
214 
215     J u = pow(e, logx);
216     VL << "u = " << u;
217 
218     ExpectJetsClose(x, u);
219   }
220 
221   { // Check that pow(e, log(x)) == x.
222     J logx = log(x);
223     J e = MakeJet(kE, 0., 0.);
224     VL << "x = " << x;
225     VL << "logx = " << logx;
226 
227     J u = pow(e, logx);
228     VL << "u = " << u;
229 
230     ExpectJetsClose(x, u);
231   }
232 
233   { // Check that pow(x,y) = exp(y*log(x)).
234     J logx = log(x);
235     J e = MakeJet(kE, 0., 0.);
236     VL << "x = " << x;
237     VL << "logx = " << logx;
238 
239     J u = pow(e, y*logx);
240     J v = pow(x, y);
241     VL << "u = " << u;
242     VL << "v = " << v;
243 
244     ExpectJetsClose(v, u);
245   }
246 
247   { // Check that 1 + x == x + 1.
248     J a = x + 1.0;
249     J b = 1.0 + x;
250 
251     ExpectJetsClose(a, b);
252   }
253 
254   { // Check that 1 - x == -(x - 1).
255     J a = 1.0 - x;
256     J b = -(x - 1.0);
257 
258     ExpectJetsClose(a, b);
259   }
260 
261   { // Check that x/s == x*s.
262     J a = x / 5.0;
263     J b = x * 5.0;
264 
265     ExpectJetsClose(5.0 * a, b / 5.0);
266   }
267 
268   { // Check that x / y == 1 / (y / x).
269     J a = x / y;
270     J b = 1.0 / (y / x);
271     VL << "a = " << a;
272     VL << "b = " << b;
273 
274     ExpectJetsClose(a, b);
275   }
276 
277   { // Check that abs(-x * x) == sqrt(x * x).
278     ExpectJetsClose(abs(-x), sqrt(x * x));
279   }
280 
281   { // Check that cos(acos(x)) == x.
282     J a = MakeJet(0.1, -2.7, 1e-3);
283     ExpectJetsClose(cos(acos(a)), a);
284     ExpectJetsClose(acos(cos(a)), a);
285 
286     J b = MakeJet(0.6,  0.5, 1e+2);
287     ExpectJetsClose(cos(acos(b)), b);
288     ExpectJetsClose(acos(cos(b)), b);
289   }
290 
291   { // Check that sin(asin(x)) == x.
292     J a = MakeJet(0.1, -2.7, 1e-3);
293     ExpectJetsClose(sin(asin(a)), a);
294     ExpectJetsClose(asin(sin(a)), a);
295 
296     J b = MakeJet(0.4,  0.5, 1e+2);
297     ExpectJetsClose(sin(asin(b)), b);
298     ExpectJetsClose(asin(sin(b)), b);
299   }
300 }
301 
TEST(Jet,JetsInEigenMatrices)302 TEST(Jet, JetsInEigenMatrices) {
303   J x = MakeJet(2.3, -2.7, 1e-3);
304   J y = MakeJet(1.7,  0.5, 1e+2);
305   J z = MakeJet(5.3, -4.7, 1e-3);
306   J w = MakeJet(9.7,  1.5, 10.1);
307 
308   Eigen::Matrix<J, 2, 2> M;
309   Eigen::Matrix<J, 2, 1> v, r1, r2;
310 
311   M << x, y, z, w;
312   v << x, z;
313 
314   // Check that M * v == (v^T * M^T)^T
315   r1 = M * v;
316   r2 = (v.transpose() * M.transpose()).transpose();
317 
318   ExpectJetsClose(r1(0), r2(0));
319   ExpectJetsClose(r1(1), r2(1));
320 }
321 
TEST(JetTraitsTest,ClassificationMixed)322 TEST(JetTraitsTest, ClassificationMixed) {
323   Jet<double, 3> a(5.5, 0);
324   a.v[0] = std::numeric_limits<double>::quiet_NaN();
325   a.v[1] = std::numeric_limits<double>::infinity();
326   a.v[2] = -std::numeric_limits<double>::infinity();
327   EXPECT_FALSE(IsFinite(a));
328   EXPECT_FALSE(IsNormal(a));
329   EXPECT_TRUE(IsInfinite(a));
330   EXPECT_TRUE(IsNaN(a));
331 }
332 
TEST(JetTraitsTest,ClassificationNaN)333 TEST(JetTraitsTest, ClassificationNaN) {
334   Jet<double, 3> a(5.5, 0);
335   a.v[0] = std::numeric_limits<double>::quiet_NaN();
336   a.v[1] = 0.0;
337   a.v[2] = 0.0;
338   EXPECT_FALSE(IsFinite(a));
339   EXPECT_FALSE(IsNormal(a));
340   EXPECT_FALSE(IsInfinite(a));
341   EXPECT_TRUE(IsNaN(a));
342 }
343 
TEST(JetTraitsTest,ClassificationInf)344 TEST(JetTraitsTest, ClassificationInf) {
345   Jet<double, 3> a(5.5, 0);
346   a.v[0] = std::numeric_limits<double>::infinity();
347   a.v[1] = 0.0;
348   a.v[2] = 0.0;
349   EXPECT_FALSE(IsFinite(a));
350   EXPECT_FALSE(IsNormal(a));
351   EXPECT_TRUE(IsInfinite(a));
352   EXPECT_FALSE(IsNaN(a));
353 }
354 
TEST(JetTraitsTest,ClassificationFinite)355 TEST(JetTraitsTest, ClassificationFinite) {
356   Jet<double, 3> a(5.5, 0);
357   a.v[0] = 100.0;
358   a.v[1] = 1.0;
359   a.v[2] = 3.14159;
360   EXPECT_TRUE(IsFinite(a));
361   EXPECT_TRUE(IsNormal(a));
362   EXPECT_FALSE(IsInfinite(a));
363   EXPECT_FALSE(IsNaN(a));
364 }
365 
366 }  // namespace internal
367 }  // namespace ceres
368