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Add hessian calculation

release/4.3a0
David Wisth 2021-01-19 20:51:31 +00:00
parent 50768371dc
commit 62119d8076
1 changed files with 38 additions and 2 deletions
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40
gtsam/slam/tests/testOrientedPlane3Factor.cpp
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@ -239,7 +239,7 @@ TEST(OrientedPlane3Factor, Issue561) {
Values result = optimizer.optimize(); Values result = optimizer.optimize();
EXPECT_DOUBLES_EQUAL(0, graph.error(result), 0.1); EXPECT_DOUBLES_EQUAL(0, graph.error(result), 0.1);
} catch (const IndeterminantLinearSystemException &e) { } catch (const IndeterminantLinearSystemException &e) {
std::cerr << "CAPTURED THE EXCEPTION: " << e.nearbyVariable() << std::endl; std::cerr << "CAPTURED THE EXCEPTION: " << DefaultKeyFormatter(e.nearbyVariable()) << std::endl;
EXPECT(false); // fail if this happens EXPECT(false); // fail if this happens
} }
} }
@ -287,6 +287,42 @@ TEST(OrientedPlane3Factor, Issue561Simplified) {
initialEstimate.insert(P(2), p2); initialEstimate.insert(P(2), p2);
initialEstimate.insert(X(0), x0); initialEstimate.insert(X(0), x0);
// For testing only
HessianFactor::shared_ptr hessianFactor = graph.linearizeToHessianFactor(initialEstimate);
const auto hessian = hessianFactor->hessianBlockDiagonal();
Matrix hessianP1 = hessian.at(P(1)),
hessianP2 = hessian.at(P(2)),
hessianX0 = hessian.at(X(0));
Eigen::JacobiSVD<Matrix> svdP1(hessianP1, Eigen::ComputeThinU),
svdP2(hessianP2, Eigen::ComputeThinU),
svdX0(hessianX0, Eigen::ComputeThinU);
double conditionNumberP1 = svdP1.singularValues()[0] / svdP1.singularValues()[2],
conditionNumberP2 = svdP2.singularValues()[0] / svdP2.singularValues()[2],
conditionNumberX0 = svdX0.singularValues()[0] / svdX0.singularValues()[5];
std::cout << "Hessian P1:\n" << hessianP1 << "\n"
<< "Condition number:\n" << conditionNumberP1 << "\n"
<< "Singular values:\n" << svdP1.singularValues().transpose() << "\n"
<< "SVD U:\n" << svdP1.matrixU() << "\n" << std::endl;
std::cout << "Hessian P2:\n" << hessianP2 << "\n"
<< "Condition number:\n" << conditionNumberP2 << "\n"
<< "Singular values:\n" << svdP2.singularValues().transpose() << "\n"
<< "SVD U:\n" << svdP2.matrixU() << "\n" << std::endl;
std::cout << "Hessian X0:\n" << hessianX0 << "\n"
<< "Condition number:\n" << conditionNumberX0 << "\n"
<< "Singular values:\n" << svdX0.singularValues().transpose() << "\n"
<< "SVD U:\n" << svdX0.matrixU() << "\n" << std::endl;
// std::cout << "Hessian P2:\n" << hessianP2 << std::endl;
// std::cout << "Hessian X0:\n" << hessianX0 << std::endl;
// For testing only
// Optimize // Optimize
try { try {
GaussNewtonParams params; GaussNewtonParams params;
@ -302,7 +338,7 @@ TEST(OrientedPlane3Factor, Issue561Simplified) {
EXPECT(p1.equals(result.at<Plane>(P(1)))); EXPECT(p1.equals(result.at<Plane>(P(1))));
EXPECT(p2.equals(result.at<Plane>(P(2)))); EXPECT(p2.equals(result.at<Plane>(P(2))));
} catch (const IndeterminantLinearSystemException &e) { } catch (const IndeterminantLinearSystemException &e) {
std::cerr << "CAPTURED THE EXCEPTION: " << e.nearbyVariable() << std::endl; std::cerr << "CAPTURED THE EXCEPTION: " << DefaultKeyFormatter(e.nearbyVariable()) << std::endl;
EXPECT(false); // fail if this happens EXPECT(false); // fail if this happens
} }
} }