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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2015 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.
+// Copyright 2007 Google Inc. All Rights Reserved.
+//
+// Authors: wjr@google.com (William Rucklidge),
+//          keir@google.com (Keir Mierle),
+//          dgossow@google.com (David Gossow)
+
+#ifndef CERES_PUBLIC_GRADIENT_CHECKER_H_
+#define CERES_PUBLIC_GRADIENT_CHECKER_H_
+
+#include <memory>
+#include <string>
+#include <vector>
+
+#include "ceres/cost_function.h"
+#include "ceres/dynamic_numeric_diff_cost_function.h"
+#include "ceres/internal/eigen.h"
+#include "ceres/internal/fixed_array.h"
+#include "ceres/local_parameterization.h"
+#include "glog/logging.h"
+
+namespace ceres {
+
+// GradientChecker compares the Jacobians returned by a cost function against
+// derivatives estimated using finite differencing.
+//
+// The condition enforced is that
+//
+//    (J_actual(i, j) - J_numeric(i, j))
+//   ------------------------------------  <  relative_precision
+//   max(J_actual(i, j), J_numeric(i, j))
+//
+// where J_actual(i, j) is the jacobian as computed by the supplied cost
+// function (by the user) multiplied by the local parameterization Jacobian
+// and J_numeric is the jacobian as computed by finite differences, multiplied
+// by the local parameterization Jacobian as well.
+//
+// How to use: Fill in an array of pointers to parameter blocks for your
+// CostFunction, and then call Probe(). Check that the return value is 'true'.
+class CERES_EXPORT GradientChecker {
+ public:
+  // This will not take ownership of the cost function or local
+  // parameterizations.
+  //
+  // function: The cost function to probe.
+  // local_parameterizations: A vector of local parameterizations for each
+  // parameter. May be NULL or contain NULL pointers to indicate that the
+  // respective parameter does not have a local parameterization.
+  // options: Options to use for numerical differentiation.
+  GradientChecker(
+      const CostFunction* function,
+      const std::vector<const LocalParameterization*>* local_parameterizations,
+      const NumericDiffOptions& options);
+
+  // Contains results from a call to Probe for later inspection.
+  struct CERES_EXPORT ProbeResults {
+    // The return value of the cost function.
+    bool return_value;
+
+    // Computed residual vector.
+    Vector residuals;
+
+    // The sizes of the Jacobians below are dictated by the cost function's
+    // parameter block size and residual block sizes. If a parameter block
+    // has a local parameterization associated with it, the size of the "local"
+    // Jacobian will be determined by the local parameterization dimension and
+    // residual block size, otherwise it will be identical to the regular
+    // Jacobian.
+
+    // Derivatives as computed by the cost function.
+    std::vector<Matrix> jacobians;
+
+    // Derivatives as computed by the cost function in local space.
+    std::vector<Matrix> local_jacobians;
+
+    // Derivatives as computed by numerical differentiation in local space.
+    std::vector<Matrix> numeric_jacobians;
+
+    // Derivatives as computed by numerical differentiation in local space.
+    std::vector<Matrix> local_numeric_jacobians;
+
+    // Contains the maximum relative error found in the local Jacobians.
+    double maximum_relative_error;
+
+    // If an error was detected, this will contain a detailed description of
+    // that error.
+    std::string error_log;
+  };
+
+  // Call the cost function, compute alternative Jacobians using finite
+  // differencing and compare results. If local parameterizations are given,
+  // the Jacobians will be multiplied by the local parameterization Jacobians
+  // before performing the check, which effectively means that all errors along
+  // the null space of the local parameterization will be ignored.
+  // Returns false if the Jacobians don't match, the cost function return false,
+  // or if the cost function returns different residual when called with a
+  // Jacobian output argument vs. calling it without. Otherwise returns true.
+  //
+  // parameters: The parameter values at which to probe.
+  // relative_precision: A threshold for the relative difference between the
+  // Jacobians. If the Jacobians differ by more than this amount, then the
+  // probe fails.
+  // results: On return, the Jacobians (and other information) will be stored
+  // here. May be NULL.
+  //
+  // Returns true if no problems are detected and the difference between the
+  // Jacobians is less than error_tolerance.
+  bool Probe(double const* const* parameters,
+             double relative_precision,
+             ProbeResults* results) const;
+
+ private:
+  GradientChecker() = delete;
+  GradientChecker(const GradientChecker&) = delete;
+  void operator=(const GradientChecker&) = delete;
+
+  std::vector<const LocalParameterization*> local_parameterizations_;
+  const CostFunction* function_;
+  std::unique_ptr<CostFunction> finite_diff_cost_function_;
+};
+
+}  // namespace ceres
+
+#endif  // CERES_PUBLIC_GRADIENT_CHECKER_H_