Squashed 'third_party/ceres/' content from commit e51e9b4

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git-subtree-dir: third_party/ceres
git-subtree-split: e51e9b46f6ca88ab8b2266d0e362771db6d98067
diff --git a/internal/ceres/autodiff_cost_function_test.cc b/internal/ceres/autodiff_cost_function_test.cc
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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.
+//
+// Author: sameeragarwal@google.com (Sameer Agarwal)
+
+#include "ceres/autodiff_cost_function.h"
+
+#include <cstddef>
+#include <memory>
+
+#include "gtest/gtest.h"
+#include "ceres/cost_function.h"
+#include "ceres/array_utils.h"
+
+namespace ceres {
+namespace internal {
+
+class BinaryScalarCost {
+ public:
+  explicit BinaryScalarCost(double a): a_(a) {}
+  template <typename T>
+  bool operator()(const T* const x, const T* const y,
+                  T* cost) const {
+    cost[0] = x[0] * y[0] + x[1] * y[1]  - T(a_);
+    return true;
+  }
+ private:
+  double a_;
+};
+
+TEST(AutodiffCostFunction, BilinearDifferentiationTest) {
+  CostFunction* cost_function  =
+    new AutoDiffCostFunction<BinaryScalarCost, 1, 2, 2>(
+        new BinaryScalarCost(1.0));
+
+  double** parameters = new double*[2];
+  parameters[0] = new double[2];
+  parameters[1] = new double[2];
+
+  parameters[0][0] = 1;
+  parameters[0][1] = 2;
+
+  parameters[1][0] = 3;
+  parameters[1][1] = 4;
+
+  double** jacobians = new double*[2];
+  jacobians[0] = new double[2];
+  jacobians[1] = new double[2];
+
+  double residuals = 0.0;
+
+  cost_function->Evaluate(parameters, &residuals, NULL);
+  EXPECT_EQ(10.0, residuals);
+
+  cost_function->Evaluate(parameters, &residuals, jacobians);
+  EXPECT_EQ(10.0, residuals);
+
+  EXPECT_EQ(3, jacobians[0][0]);
+  EXPECT_EQ(4, jacobians[0][1]);
+  EXPECT_EQ(1, jacobians[1][0]);
+  EXPECT_EQ(2, jacobians[1][1]);
+
+  delete[] jacobians[0];
+  delete[] jacobians[1];
+  delete[] parameters[0];
+  delete[] parameters[1];
+  delete[] jacobians;
+  delete[] parameters;
+  delete cost_function;
+}
+
+struct TenParameterCost {
+  template <typename T>
+  bool operator()(const T* const x0,
+                  const T* const x1,
+                  const T* const x2,
+                  const T* const x3,
+                  const T* const x4,
+                  const T* const x5,
+                  const T* const x6,
+                  const T* const x7,
+                  const T* const x8,
+                  const T* const x9,
+                  T* cost) const {
+    cost[0] = *x0 + *x1 + *x2 + *x3 + *x4 + *x5 + *x6 + *x7 + *x8 + *x9;
+    return true;
+  }
+};
+
+TEST(AutodiffCostFunction, ManyParameterAutodiffInstantiates) {
+  CostFunction* cost_function  =
+      new AutoDiffCostFunction<
+          TenParameterCost, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1>(
+              new TenParameterCost);
+
+  double** parameters = new double*[10];
+  double** jacobians = new double*[10];
+  for (int i = 0; i < 10; ++i) {
+    parameters[i] = new double[1];
+    parameters[i][0] = i;
+    jacobians[i] = new double[1];
+  }
+
+  double residuals = 0.0;
+
+  cost_function->Evaluate(parameters, &residuals, NULL);
+  EXPECT_EQ(45.0, residuals);
+
+  cost_function->Evaluate(parameters, &residuals, jacobians);
+  EXPECT_EQ(residuals, 45.0);
+  for (int i = 0; i < 10; ++i) {
+    EXPECT_EQ(1.0, jacobians[i][0]);
+  }
+
+  for (int i = 0; i < 10; ++i) {
+    delete[] jacobians[i];
+    delete[] parameters[i];
+  }
+  delete[] jacobians;
+  delete[] parameters;
+  delete cost_function;
+}
+
+struct OnlyFillsOneOutputFunctor {
+  template <typename T>
+  bool operator()(const T* x, T* output) const {
+    output[0] = x[0];
+    return true;
+  }
+};
+
+TEST(AutoDiffCostFunction, PartiallyFilledResidualShouldFailEvaluation) {
+  double parameter = 1.0;
+  double jacobian[2];
+  double residuals[2];
+  double* parameters[] = {&parameter};
+  double* jacobians[] = {jacobian};
+
+  std::unique_ptr<CostFunction> cost_function(
+      new AutoDiffCostFunction<OnlyFillsOneOutputFunctor, 2, 1>(
+          new OnlyFillsOneOutputFunctor));
+  InvalidateArray(2, jacobian);
+  InvalidateArray(2, residuals);
+  EXPECT_TRUE(cost_function->Evaluate(parameters, residuals, jacobians));
+  EXPECT_FALSE(IsArrayValid(2, jacobian));
+  EXPECT_FALSE(IsArrayValid(2, residuals));
+}
+
+}  // namespace internal
+}  // namespace ceres