Adapted and cleaned up unit tests for JacobianFactorUnordered

release/4.3a0
Richard Roberts 2013-07-12 22:27:50 +00:00
parent ae66a0468b
commit 166006a080
1 changed files with 413 additions and 0 deletions

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/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file testJacobianFactor.cpp
* @brief Unit tests for Linear Factor
* @author Christian Potthast
* @author Frank Dellaert
**/
#include <gtsam/base/TestableAssertions.h>
#include <CppUnitLite/TestHarness.h>
#include <gtsam/linear/JacobianFactorUnordered.h>
#include <gtsam/linear/GaussianFactorGraphUnordered.h>
#include <gtsam/linear/GaussianConditionalUnordered.h>
#include <gtsam/linear/VectorValuesUnordered.h>
#include <boost/assign/list_of.hpp>
#include <boost/range/iterator_range.hpp>
#include <boost/range/adaptor/map.hpp>
using namespace std;
using namespace gtsam;
using namespace boost::assign;
namespace {
namespace simple {
// Terms we'll use
const vector<pair<Key, Matrix> > terms = list_of<pair<Key,Matrix> >
(make_pair(5, Matrix3::Identity()))
(make_pair(10, 2*Matrix3::Identity()))
(make_pair(15, 3*Matrix3::Identity()));
// RHS and sigmas
const Vector b = Vector_(3, 1., 2., 3.);
const SharedDiagonal noise = noiseModel::Diagonal::Sigmas(Vector_(3, 0.5, 0.5, 0.5));
}
}
/* ************************************************************************* */
TEST(JacobianFactorUnordered, constructors_and_accessors)
{
using namespace simple;
// Test for using different numbers of terms
{
// b vector only constructor
JacobianFactorUnordered expected(
boost::make_iterator_range(terms.begin(), terms.begin()), b);
JacobianFactorUnordered actual(b);
EXPECT(assert_equal(expected, actual));
EXPECT(assert_equal(b, expected.getb()));
EXPECT(assert_equal(b, actual.getb()));
EXPECT(!expected.get_model());
EXPECT(!actual.get_model());
}
{
// One term constructor
JacobianFactorUnordered expected(
boost::make_iterator_range(terms.begin(), terms.begin() + 1), b, noise);
JacobianFactorUnordered actual(terms[0].first, terms[0].second, b, noise);
EXPECT(assert_equal(expected, actual));
LONGS_EQUAL((long)terms[0].first, (long)actual.keys().back());
EXPECT(assert_equal(terms[0].second, actual.getA(actual.end() - 1)));
EXPECT(assert_equal(b, expected.getb()));
EXPECT(assert_equal(b, actual.getb()));
EXPECT(noise == expected.get_model());
EXPECT(noise == actual.get_model());
}
{
// Two term constructor
JacobianFactorUnordered expected(
boost::make_iterator_range(terms.begin(), terms.begin() + 2), b, noise);
JacobianFactorUnordered actual(terms[0].first, terms[0].second,
terms[1].first, terms[1].second, b, noise);
EXPECT(assert_equal(expected, actual));
LONGS_EQUAL((long)terms[1].first, (long)actual.keys().back());
EXPECT(assert_equal(terms[1].second, actual.getA(actual.end() - 1)));
EXPECT(assert_equal(b, expected.getb()));
EXPECT(assert_equal(b, actual.getb()));
EXPECT(noise == expected.get_model());
EXPECT(noise == actual.get_model());
}
{
// Three term constructor
JacobianFactorUnordered expected(
boost::make_iterator_range(terms.begin(), terms.begin() + 3), b, noise);
JacobianFactorUnordered actual(terms[0].first, terms[0].second,
terms[1].first, terms[1].second, terms[2].first, terms[2].second, b, noise);
EXPECT(assert_equal(expected, actual));
LONGS_EQUAL((long)terms[2].first, (long)actual.keys().back());
EXPECT(assert_equal(terms[2].second, actual.getA(actual.end() - 1)));
EXPECT(assert_equal(b, expected.getb()));
EXPECT(assert_equal(b, actual.getb()));
EXPECT(noise == expected.get_model());
EXPECT(noise == actual.get_model());
}
{
// VerticalBlockMatrix constructor
JacobianFactorUnordered expected(
boost::make_iterator_range(terms.begin(), terms.begin() + 3), b, noise);
VerticalBlockMatrix blockMatrix(list_of(3)(3)(3)(1), 3);
blockMatrix(0) = terms[0].second;
blockMatrix(1) = terms[1].second;
blockMatrix(2) = terms[2].second;
blockMatrix(3) = b;
JacobianFactorUnordered actual(terms | boost::adaptors::map_keys, blockMatrix, noise);
EXPECT(assert_equal(expected, actual));
LONGS_EQUAL((long)terms[2].first, (long)actual.keys().back());
EXPECT(assert_equal(terms[2].second, actual.getA(actual.end() - 1)));
EXPECT(assert_equal(b, expected.getb()));
EXPECT(assert_equal(b, actual.getb()));
EXPECT(noise == expected.get_model());
EXPECT(noise == actual.get_model());
}
}
/* ************************************************************************* */
//TEST(JabobianFactor, Hessian_conversion) {
// HessianFactor hessian(0, (Matrix(4,4) <<
// 1.57, 2.695, -1.1, -2.35,
// 2.695, 11.3125, -0.65, -10.225,
// -1.1, -0.65, 1, 0.5,
// -2.35, -10.225, 0.5, 9.25).finished(),
// (Vector(4) << -7.885, -28.5175, 2.75, 25.675).finished(),
// 73.1725);
//
// JacobianFactor expected(0, (Matrix(2,4) <<
// 1.2530, 2.1508, -0.8779, -1.8755,
// 0, 2.5858, 0.4789, -2.3943).finished(),
// (Vector(2) << -6.2929, -5.7941).finished(),
// noiseModel::Unit::Create(2));
//
// JacobianFactor actual(hessian);
//
// EXPECT(assert_equal(expected, actual, 1e-3));
//}
/* ************************************************************************* */
TEST( JacobianFactorUnordered, construct_from_graph)
{
GaussianFactorGraphUnordered factors;
double sigma1 = 0.1;
Matrix A11 = Matrix::Identity(2,2);
Vector b1(2); b1 << 2, -1;
factors.add(JacobianFactorUnordered(10, A11, b1, noiseModel::Isotropic::Sigma(2, sigma1)));
double sigma2 = 0.5;
Matrix A21 = -10 * Matrix::Identity(2,2);
Matrix A22 = 10 * Matrix::Identity(2,2);
Vector b2(2); b2 << 4, -5;
factors.add(JacobianFactorUnordered(10, A21, 8, A22, b2, noiseModel::Isotropic::Sigma(2, sigma2)));
double sigma3 = 1.0;
Matrix A32 = -10 * Matrix::Identity(2,2);
Matrix A33 = 10 * Matrix::Identity(2,2);
Vector b3(2); b3 << 4, -5;
factors.add(JacobianFactorUnordered(8, A32, 12, A33, b3, noiseModel::Isotropic::Sigma(2, sigma3)));
Matrix A1(6,2); A1 << A11, A21, Matrix::Zero(2,2);
Matrix A2(6,2); A2 << Matrix::Zero(2,2), A22, A32;
Matrix A3(6,2); A3 << Matrix::Zero(4,2), A33;
Vector b(6); b << b1, b2, b3;
Vector sigmas(6); sigmas << sigma1, sigma1, sigma2, sigma2, sigma3, sigma3;
JacobianFactorUnordered expected(10, A1, 8, A2, 12, A3, b, noiseModel::Diagonal::Sigmas(sigmas));
// The ordering here specifies the order in which the variables will appear in the combined factor
JacobianFactorUnordered actual(factors, OrderingUnordered(list_of(10)(8)(12)));
EXPECT(assert_equal(expected, actual));
}
/* ************************************************************************* */
TEST(JacobianFactorUnordered, error)
{
JacobianFactorUnordered factor(simple::terms, simple::b, simple::noise);
VectorValuesUnordered values;
values.insert(5, Vector::Constant(3, 1.0));
values.insert(10, Vector::Constant(3, 0.5));
values.insert(15, Vector::Constant(3, 1.0/3.0));
Vector expected_unwhitened(3); expected_unwhitened << 2.0, 1.0, 0.0;
Vector actual_unwhitened = factor.unweighted_error(values);
EXPECT(assert_equal(expected_unwhitened, actual_unwhitened));
Vector expected_whitened(3); expected_whitened << 4.0, 2.0, 0.0;
Vector actual_whitened = factor.error_vector(values);
EXPECT(assert_equal(expected_whitened, actual_whitened));
double expected_error = 0.5 * expected_whitened.squaredNorm();
double actual_error = factor.error(values);
DOUBLES_EQUAL(expected_error, actual_error, 1e-10);
}
/* ************************************************************************* */
TEST(JacobianFactorUnordered, matrices)
{
JacobianFactorUnordered factor(simple::terms, simple::b, simple::noise);
Matrix jacobianExpected(3, 9);
jacobianExpected << simple::terms[0].second, simple::terms[1].second, simple::terms[2].second;
Vector rhsExpected = simple::b;
Matrix augmentedJacobianExpected(3, 10);
augmentedJacobianExpected << jacobianExpected, rhsExpected;
Matrix augmentedHessianExpected =
augmentedJacobianExpected.transpose() * simple::noise->R().transpose()
* simple::noise->R() * augmentedJacobianExpected;
// Hessian
EXPECT(assert_equal(Matrix(augmentedHessianExpected.topLeftCorner(9,9)), factor.information()));
EXPECT(assert_equal(augmentedHessianExpected, factor.augmentedInformation()));
// Whitened Jacobian
EXPECT(assert_equal(simple::noise->R() * jacobianExpected, factor.jacobian().first));
EXPECT(assert_equal(simple::noise->R() * rhsExpected, factor.jacobian().second));
EXPECT(assert_equal(simple::noise->R() * augmentedJacobianExpected, factor.augmentedJacobian()));
// Unwhitened Jacobian
EXPECT(assert_equal(jacobianExpected, factor.jacobian(false).first));
EXPECT(assert_equal(rhsExpected, factor.jacobian(false).second));
EXPECT(assert_equal(augmentedJacobianExpected, factor.augmentedJacobian(false)));
}
/* ************************************************************************* */
TEST(JacobianFactorUnordered, operators )
{
SharedDiagonal sigma0_1 = noiseModel::Isotropic::Sigma(2,0.1);
Matrix I = eye(2);
Vector b = Vector_(2,0.2,-0.1);
JacobianFactorUnordered lf(1, -I, 2, I, b, sigma0_1);
VectorValuesUnordered c;
c.insert(1, Vector_(2,10.,20.));
c.insert(2, Vector_(2,30.,60.));
// test A*x
Vector expectedE = Vector_(2,200.,400.);
Vector actualE = lf * c;
EXPECT(assert_equal(expectedE, actualE));
// test A^e
VectorValuesUnordered expectedX;
expectedX.insert(1, Vector_(2,-2000.,-4000.));
expectedX.insert(2, Vector_(2, 2000., 4000.));
VectorValuesUnordered actualX = VectorValuesUnordered::Zero(expectedX);
lf.transposeMultiplyAdd(1.0, actualE, actualX);
EXPECT(assert_equal(expectedX, actualX));
}
/* ************************************************************************* */
TEST(JacobianFactorUnordered, default_error )
{
JacobianFactorUnordered f;
double actual = f.error(VectorValuesUnordered());
DOUBLES_EQUAL(0.0, actual, 1e-15);
}
//* ************************************************************************* */
TEST(JacobianFactorUnordered, empty )
{
// create an empty factor
JacobianFactorUnordered f;
EXPECT(f.empty());
}
/* ************************************************************************* */
TEST(JacobianFactorUnordered, eliminate2 )
{
// sigmas
double sigma1 = 0.2;
double sigma2 = 0.1;
Vector sigmas = Vector_(4, sigma1, sigma1, sigma2, sigma2);
// the combined linear factor
Matrix Ax2 = Matrix_(4,2,
// x2
-1., 0.,
+0.,-1.,
1., 0.,
+0.,1.
);
Matrix Al1x1 = Matrix_(4,4,
// l1 x1
1., 0., 0.00, 0., // f4
0., 1., 0.00, 0., // f4
0., 0., -1., 0., // f2
0., 0., 0.00,-1. // f2
);
// the RHS
Vector b2(4);
b2(0) = -0.2;
b2(1) = 0.3;
b2(2) = 0.2;
b2(3) = -0.1;
vector<pair<Index, Matrix> > meas;
meas.push_back(make_pair(2, Ax2));
meas.push_back(make_pair(11, Al1x1));
JacobianFactorUnordered combined(meas, b2, noiseModel::Diagonal::Sigmas(sigmas));
// eliminate the combined factor
pair<GaussianConditionalUnordered::shared_ptr, JacobianFactorUnordered::shared_ptr>
actual = combined.eliminate(OrderingUnordered(list_of(2)));
// create expected Conditional Gaussian
double oldSigma = 0.0894427; // from when R was made unit
Matrix R11 = Matrix_(2,2,
1.00, 0.00,
0.00, 1.00
)/oldSigma;
Matrix S12 = Matrix_(2,4,
-0.20, 0.00,-0.80, 0.00,
+0.00,-0.20,+0.00,-0.80
)/oldSigma;
Vector d = Vector_(2,0.2,-0.14)/oldSigma;
GaussianConditionalUnordered expectedCG(2, d, R11, 11, S12);
EXPECT(assert_equal(expectedCG, *actual.first, 1e-4));
// the expected linear factor
double sigma = 0.2236;
Matrix Bl1x1 = Matrix_(2,4,
// l1 x1
1.00, 0.00, -1.00, 0.00,
0.00, 1.00, +0.00, -1.00
)/sigma;
Vector b1 = Vector_(2, 0.0, 0.894427);
JacobianFactorUnordered expectedLF(11, Bl1x1, b1);
EXPECT(assert_equal(expectedLF, *actual.second,1e-3));
}
/* ************************************************************************* */
TEST ( JacobianFactorUnordered, constraint_eliminate1 )
{
// construct a linear constraint
Vector v(2); v(0)=1.2; v(1)=3.4;
JacobianFactorUnordered lc(1, eye(2), v, noiseModel::Constrained::All(2));
// eliminate it
pair<GaussianConditionalUnordered::shared_ptr, JacobianFactorUnordered::shared_ptr>
actual = lc.eliminate(list_of(1));
// verify linear factor
EXPECT(actual.second->size() == 0);
// verify conditional Gaussian
Vector sigmas = Vector_(2, 0.0, 0.0);
GaussianConditionalUnordered expCG(1, v, eye(2), noiseModel::Diagonal::Sigmas(sigmas));
EXPECT(assert_equal(expCG, *actual.first));
}
/* ************************************************************************* */
TEST ( JacobianFactorUnordered, constraint_eliminate2 )
{
// Construct a linear constraint
// RHS
Vector b(2); b(0)=3.0; b(1)=4.0;
// A1 - invertible
Matrix A1(2,2);
A1(0,0) = 1.0 ; A1(0,1) = 2.0;
A1(1,0) = 2.0 ; A1(1,1) = 1.0;
// A2 - not invertible
Matrix A2(2,2);
A2(0,0) = 1.0 ; A2(0,1) = 2.0;
A2(1,0) = 2.0 ; A2(1,1) = 4.0;
JacobianFactorUnordered lc(1, A1, 2, A2, b, noiseModel::Constrained::All(2));
// eliminate x and verify results
pair<GaussianConditionalUnordered::shared_ptr, JacobianFactorUnordered::shared_ptr>
actual = lc.eliminate(list_of(1));
// LF should be empty
// It's tricky to create Eigen matrices that are only zero along one dimension
Matrix m(1,2);
Matrix Aempty = m.topRows(0);
Vector bempty = m.block(0,0,0,1);
JacobianFactorUnordered expectedLF(2, Aempty, bempty, noiseModel::Constrained::All(0));
EXPECT(assert_equal(expectedLF, *actual.second));
// verify CG
Matrix R = Matrix_(2, 2,
1.0, 2.0,
0.0, 1.0);
Matrix S = Matrix_(2,2,
1.0, 2.0,
0.0, 0.0);
Vector d = Vector_(2, 3.0, 0.6666);
Vector sigmas = Vector_(2, 0.0, 0.0);
GaussianConditionalUnordered expectedCG(1, d, R, 2, S, noiseModel::Diagonal::Sigmas(sigmas));
EXPECT(assert_equal(expectedCG, *actual.first, 1e-4));
}
/* ************************************************************************* */
int main() { TestResult tr; return TestRegistry::runAllTests(tr);}
/* ************************************************************************* */