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multiplyHessian in JacobianFactor works

release/4.3a0
Pablo Fernandez Alcantarilla 2013-10-24 16:40:25 +00:00
parent 6a383799d7
commit 621483bc9b
2 changed files with 36 additions and 48 deletions
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3
gtsam/linear/JacobianFactor.cpp
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@ -435,7 +435,8 @@ namespace gtsam {
/* ************************************************************************* */ /* ************************************************************************* */
void JacobianFactor::multiplyHessianAdd(double alpha, const VectorValues& x, void JacobianFactor::multiplyHessianAdd(double alpha, const VectorValues& x,
VectorValues& y) { VectorValues& y) {
Vector Ax = (*this)*x;
transposeMultiplyAdd(alpha,Ax,y);
} }
/* ************************************************************************* */ /* ************************************************************************* */

81
gtsam/linear/tests/testGaussianFactorGraphUnordered.cpp
View File

@ -37,20 +37,6 @@ static SharedDiagonal
sigma0_1 = noiseModel::Isotropic::Sigma(2,0.1), sigma_02 = noiseModel::Isotropic::Sigma(2,0.2), sigma0_1 = noiseModel::Isotropic::Sigma(2,0.1), sigma_02 = noiseModel::Isotropic::Sigma(2,0.2),
constraintModel = noiseModel::Constrained::All(2); constraintModel = noiseModel::Constrained::All(2);
static GaussianFactorGraph createSimpleGaussianFactorGraph() {
GaussianFactorGraph fg;
SharedDiagonal unit2 = noiseModel::Unit::Create(2);
// linearized prior on x1: c[_x1_]+x1=0 i.e. x1=-c[_x1_]
fg += JacobianFactor(2, 10*eye(2), -1.0*ones(2), unit2);
// odometry between x1 and x2: x2-x1=[0.2;-0.1]
fg += JacobianFactor(2, -10*eye(2), 0, 10*eye(2), (Vec(2) << 2.0, -1.0), unit2);
// measurement between x1 and l1: l1-x1=[0.0;0.2]
fg += JacobianFactor(2, -5*eye(2), 1, 5*eye(2), (Vec(2) << 0.0, 1.0), unit2);
// measurement between x2 and l1: l1-x2=[-0.2;0.3]
fg += JacobianFactor(0, -5*eye(2), 1, 5*eye(2), (Vec(2) << -1.0, 1.5), unit2);
return fg;
}
/* ************************************************************************* */ /* ************************************************************************* */
TEST(GaussianFactorGraph, initialization) { TEST(GaussianFactorGraph, initialization) {
// Create empty graph // Create empty graph
@ -155,6 +141,23 @@ TEST(GaussianFactorGraph, matrices) {
EXPECT(assert_equal(expectedeta, actualeta)); EXPECT(assert_equal(expectedeta, actualeta));
} }
/* ************************************************************************* */
static Key X1=2,X2=0,L1=1;
static GaussianFactorGraph createSimpleGaussianFactorGraph() {
GaussianFactorGraph fg;
SharedDiagonal unit2 = noiseModel::Unit::Create(2);
// linearized prior on x1: c[_x1_]+x1=0 i.e. x1=-c[_x1_]
fg += JacobianFactor(2, 10*eye(2), -1.0*ones(2), unit2);
// odometry between x1 and x2: x2-x1=[0.2;-0.1]
fg += JacobianFactor(2, -10*eye(2), 0, 10*eye(2), (Vec(2) << 2.0, -1.0), unit2);
// measurement between x1 and l1: l1-x1=[0.0;0.2]
fg += JacobianFactor(2, -5*eye(2), 1, 5*eye(2), (Vec(2) << 0.0, 1.0), unit2);
// measurement between x2 and l1: l1-x2=[-0.2;0.3]
fg += JacobianFactor(0, -5*eye(2), 1, 5*eye(2), (Vec(2) << -1.0, 1.5), unit2);
return fg;
}
/* ************************************************************************* */ /* ************************************************************************* */
TEST( GaussianFactorGraph, gradient ) TEST( GaussianFactorGraph, gradient )
{ {
@ -221,39 +224,23 @@ TEST(GaussianFactorGraph, eliminate_empty )
} }
/* ************************************************************************* */ /* ************************************************************************* */
//TEST( GaussianFactorGraph, multiplyHessian ) TEST( GaussianFactorGraph, multiplyHessian )
//{ {
// // A is : GaussianFactorGraph A = createSimpleGaussianFactorGraph();
// // x1 x2 x3 x4 x5
// // 1 2 3 0 0 VectorValues x = map_list_of
// // 5 6 7 0 0 (0, (Vec(2) << 1,2))
// // 9 10 0 11 12 (1, (Vec(2) << 3,4))
// // 0 0 0 14 15 (2, (Vec(2) << 5,6));
// GaussianFactorGraph A = createSimpleGaussianFactorGraph();
// VectorValues expected;
// VectorValues x = map_list_of expected.insert(0, (Vec(2) << -450, -450));
// (0, (Vec(2) << 1,2)) expected.insert(1, (Vec(2) << 0, 0));
// (1, (Vec(2) << 3,4)) expected.insert(2, (Vec(2) << 950, 1050));
// (2, (Vec(1) << 5));
// VectorValues actual = A.multiplyHessian(x);
// // AtA is : EXPECT(assert_equal(expected, actual));
// // x1 x2 x3 x4 x5 }
// // 107 122 38 99 108
// // 122 140 48 110 120
// // 38 48 58 0 0
// // 99 110 0 317 342
// // 108 120 0 342 369
//
// // AtAx is:
// // 1401 1586 308 3297 3561
// VectorValues expected;
// expected.insert(0, (Vec(2) << 1401,1586));
// expected.insert(1, (Vec(2) << 308,3297));
// expected.insert(2, (Vec(1) << 3561));
//
// VectorValues actual = A.multiplyHessian(x);
// EXPECT(assert_equal(expected, actual));
//}
/* ************************************************************************* */ /* ************************************************************************* */
int main() { TestResult tr; return TestRegistry::runAllTests(tr);} int main() { TestResult tr; return TestRegistry::runAllTests(tr);}