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hessianDiagonal now unit tested for HessianFactor

release/4.3a0
dellaert 2014-02-14 01:27:03 -05:00
parent 76959d4d18
commit 2ab25b3f65
3 changed files with 256 additions and 240 deletions
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462
.cproject
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@ -1,17 +1,19 @@
<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<?fileVersion 4.0.0?><cproject storage_type_id="org.eclipse.cdt.core.XmlProjectDescriptionStorage">
<?fileVersion 4.0.0?>
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@ -60,13 +62,13 @@
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@ -116,13 +118,13 @@
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@ -540,6 +542,14 @@
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@ -566,7 +576,6 @@
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<target name="tests/testBayesTree.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>tests/testBayesTree.run</buildTarget>
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@ -574,7 +583,6 @@
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<target name="testBinaryBayesNet.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
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@ -622,7 +630,6 @@
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<buildCommand>make</buildCommand>
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@ -630,7 +637,6 @@
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<target name="tests/testSymbolicFactor.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
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@ -638,7 +644,6 @@
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<target name="testSymbolicFactorGraph.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
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@ -654,20 +659,11 @@
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<target name="tests/testBayesTree" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
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<buildTarget>tests/testBayesTree</buildTarget>
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<target name="testGaussianFactor.run" path="linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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<buildTarget>testGaussianFactor.run</buildTarget>
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<target name="testPoseRTV.run" path="build/gtsam_unstable/dynamics" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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@ -764,22 +760,6 @@
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<target name="tests/testPose2.run" path="build_retract/gtsam/geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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@ -796,6 +776,22 @@
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@ -820,6 +816,70 @@
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@ -884,70 +944,6 @@
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@ -1334,7 +1330,6 @@
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@ -1342,7 +1337,6 @@
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@ -1350,7 +1344,6 @@
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@ -1518,7 +1511,6 @@
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@ -1564,6 +1556,22 @@
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@ -1644,22 +1652,6 @@
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@ -2022,6 +2014,7 @@
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@ -2061,6 +2054,7 @@
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@ -2068,6 +2062,7 @@
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@ -2113,10 +2108,10 @@
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@ -2355,6 +2350,7 @@
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@ -2376,6 +2372,102 @@
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<buildTarget>testSimpleCamera.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testHomography2.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testHomography2.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testCalibratedCamera.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testCalibratedCamera.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>check</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="clean" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>clean</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testPoint2.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testPoint2.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="install" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j3</buildArguments>
@ -2577,7 +2669,6 @@
</target>
<target name="Generate DEB Package" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>cpack</buildCommand>
<buildArguments/>
<buildTarget>-G DEB</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -2585,7 +2676,6 @@
</target>
<target name="Generate RPM Package" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>cpack</buildCommand>
<buildArguments/>
<buildTarget>-G RPM</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -2593,7 +2683,6 @@
</target>
<target name="Generate TGZ Package" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>cpack</buildCommand>
<buildArguments/>
<buildTarget>-G TGZ</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -2601,7 +2690,6 @@
</target>
<target name="Generate TGZ Source Package" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>cpack</buildCommand>
<buildArguments/>
<buildTarget>--config CPackSourceConfig.cmake</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -2767,98 +2855,34 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testRot3.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<target name="testSpirit.run" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testRot3.run</buildTarget>
<buildArguments>-j5</buildArguments>
<buildTarget>testSpirit.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testRot2.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<target name="testWrap.run" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testRot2.run</buildTarget>
<buildArguments>-j5</buildArguments>
<buildTarget>testWrap.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testPose3.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<target name="check.wrap" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testPose3.run</buildTarget>
<buildArguments>-j5</buildArguments>
<buildTarget>check.wrap</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="timeRot3.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<target name="wrap" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>timeRot3.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testPose2.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testPose2.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testCal3_S2.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testCal3_S2.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testSimpleCamera.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testSimpleCamera.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testHomography2.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testHomography2.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testCalibratedCamera.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testCalibratedCamera.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>check</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="clean" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>clean</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testPoint2.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testPoint2.run</buildTarget>
<buildArguments>-j5</buildArguments>
<buildTarget>wrap</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
@ -2902,38 +2926,6 @@
<useDefaultCommand>false</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testSpirit.run" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testSpirit.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testWrap.run" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testWrap.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check.wrap" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>check.wrap</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="wrap" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>wrap</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
</buildTargets>
</storageModule>
</cproject>

6
gtsam/linear/HessianFactor.cpp
View File

@ -354,6 +354,12 @@ Matrix HessianFactor::information() const
/* ************************************************************************* */
VectorValues HessianFactor::hessianDiagonal() const {
VectorValues d;
// Loop over all variables
for (DenseIndex j = 0; j < (DenseIndex)size(); ++j) {
// Get the diagonal block, and insert its diagonal
Matrix B = info_(j, j).selfadjointView();
d.insert(keys_[j],B.diagonal());
}
return d;
}

28
gtsam/linear/tests/testHessianFactorUnordered.cpp
View File

@ -430,11 +430,11 @@ TEST(HessianFactor, combine) {
/* ************************************************************************* */
TEST(HessianFactor, gradientAtZero)
{
Matrix G11 = (Matrix(1, 1) << 1.0);
Matrix G12 = (Matrix(1, 2) << 0.0, 0.0);
Matrix G22 = (Matrix(2, 2) << 1.0, 0.0, 0.0, 1.0);
Vector g1 = (Vector(1) << -7.0);
Vector g2 = (Vector(2) << -8.0, -9.0);
Matrix G11 = (Matrix(1, 1) << 1);
Matrix G12 = (Matrix(1, 2) << 0, 0);
Matrix G22 = (Matrix(2, 2) << 1, 0, 0, 1);
Vector g1 = (Vector(1) << -7);
Vector g2 = (Vector(2) << -8, -9);
double f = 194;
HessianFactor factor(0, 1, G11, G12, g1, G22, g2, f);
@ -448,6 +448,24 @@ TEST(HessianFactor, gradientAtZero)
EXPECT(assert_equal(expectedG, actualG));
}
/* ************************************************************************* */
TEST(HessianFactor, hessianDiagonal)
{
Matrix G11 = (Matrix(1, 1) << 1);
Matrix G12 = (Matrix(1, 2) << 0, 0);
Matrix G22 = (Matrix(2, 2) << 1, 0, 0, 1);
Vector g1 = (Vector(1) << -7);
Vector g2 = (Vector(2) << -8, -9);
double f = 194;
HessianFactor factor(0, 1, G11, G12, g1, G22, g2, f);
VectorValues expectLdiagonal; // Make explicit that diagonal is sum-squares of columns
expectLdiagonal.insert(0, (Vector(1) << 1));
expectLdiagonal.insert(1, (Vector(2) << 1,1));
EXPECT(assert_equal(expectLdiagonal, factor.hessianDiagonal()));
}
/* ************************************************************************* */
int main() { TestResult tr; return TestRegistry::runAllTests(tr);}
/* ************************************************************************* */