Revived generic eliminate and eliminateOne functions for partial elimination
parent
8c6d21f97f
commit
79b4b74930
|
@ -43,6 +43,7 @@ template<class CONDITIONAL, class CLIQUE> class BayesTree;
|
|||
class FactorGraph {
|
||||
public:
|
||||
typedef FACTOR FactorType;
|
||||
typedef typename FACTOR::KeyType KeyType;
|
||||
typedef boost::shared_ptr<FactorGraph<FACTOR> > shared_ptr;
|
||||
typedef typename boost::shared_ptr<FACTOR> sharedFactor;
|
||||
typedef typename std::vector<sharedFactor>::iterator iterator;
|
||||
|
@ -56,6 +57,11 @@ template<class CONDITIONAL, class CLIQUE> class BayesTree;
|
|||
/** typedef for an eliminate subroutine */
|
||||
typedef boost::function<EliminationResult(const FactorGraph<FACTOR>&, size_t)> Eliminate;
|
||||
|
||||
/** Typedef for the result of factorization */
|
||||
typedef std::pair<
|
||||
boost::shared_ptr<typename FACTOR::ConditionalType>,
|
||||
FactorGraph<FACTOR> > FactorizationResult;
|
||||
|
||||
protected:
|
||||
|
||||
/** concept check */
|
||||
|
|
|
@ -89,7 +89,7 @@ namespace gtsam {
|
|||
const std::vector<Index>& js, Eliminate function) const {
|
||||
|
||||
// Compute a COLAMD permutation with the marginal variable constrained to the end.
|
||||
Permutation::shared_ptr permutation(Inference::PermutationCOLAMD(*structure_, js));
|
||||
Permutation::shared_ptr permutation(inference::PermutationCOLAMD(*structure_, js));
|
||||
Permutation::shared_ptr permutationInverse(permutation->inverse());
|
||||
|
||||
// Permute the factors - NOTE that this permutes the original factors, not
|
||||
|
|
|
@ -31,12 +31,12 @@ namespace gtsam {
|
|||
// Checks for uniqueness of keys
|
||||
Base::assertInvariants();
|
||||
#ifndef NDEBUG
|
||||
// Check that separator keys are sorted
|
||||
FastSet<Index> uniquesorted(beginFrontals(), endFrontals());
|
||||
assert(uniquesorted.size() == nrFrontals() && std::equal(uniquesorted.begin(), uniquesorted.end(), beginFrontals()));
|
||||
// Check that separator keys are less than parent keys
|
||||
//BOOST_FOREACH(Index j, frontals()) {
|
||||
// assert(find_if(beginParents(), endParents(), _1 < j) == endParents()); }
|
||||
// Check that frontal keys are sorted
|
||||
//FastSet<Index> uniquesorted(beginFrontals(), endFrontals());
|
||||
//assert(uniquesorted.size() == nrFrontals() && std::equal(uniquesorted.begin(), uniquesorted.end(), beginFrontals()));
|
||||
//// Check that separator keys are less than parent keys
|
||||
////BOOST_FOREACH(Index j, frontals()) {
|
||||
//// assert(find_if(beginParents(), endParents(), _1 < j) == endParents()); }
|
||||
#endif
|
||||
}
|
||||
|
||||
|
@ -60,13 +60,13 @@ namespace gtsam {
|
|||
/* ************************************************************************* */
|
||||
void IndexConditional::permuteWithInverse(const Permutation& inversePermutation) {
|
||||
// The permutation may not move the separators into the frontals
|
||||
#ifndef NDEBUG
|
||||
BOOST_FOREACH(const KeyType frontal, this->frontals()) {
|
||||
BOOST_FOREACH(const KeyType separator, this->parents()) {
|
||||
assert(inversePermutation[frontal] < inversePermutation[separator]);
|
||||
}
|
||||
}
|
||||
#endif
|
||||
// #ifndef NDEBUG
|
||||
// BOOST_FOREACH(const KeyType frontal, this->frontals()) {
|
||||
// BOOST_FOREACH(const KeyType separator, this->parents()) {
|
||||
// assert(inversePermutation[frontal] < inversePermutation[separator]);
|
||||
// }
|
||||
// }
|
||||
// #endif
|
||||
BOOST_FOREACH(Index& key, keys())
|
||||
key = inversePermutation[key];
|
||||
assertInvariants();
|
||||
|
|
|
@ -26,8 +26,6 @@
|
|||
|
||||
namespace gtsam {
|
||||
|
||||
class Inference;
|
||||
|
||||
/**
|
||||
* A permutation reorders variables, for example to reduce fill-in during
|
||||
* elimination. To save computation, the permutation can be applied to
|
||||
|
@ -162,8 +160,6 @@ protected:
|
|||
void check(Index variable) const { assert(variable < rangeIndices_.size()); }
|
||||
|
||||
/// @}
|
||||
|
||||
friend class Inference;
|
||||
};
|
||||
|
||||
|
||||
|
|
|
@ -26,8 +26,6 @@
|
|||
|
||||
namespace gtsam {
|
||||
|
||||
class Inference;
|
||||
|
||||
/**
|
||||
* The VariableIndex class computes and stores the block column structure of a
|
||||
* factor graph. The factor graph stores a collection of factors, each of
|
||||
|
|
|
@ -0,0 +1,119 @@
|
|||
/* ----------------------------------------------------------------------------
|
||||
|
||||
* 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 inference-inl.h
|
||||
* @brief
|
||||
* @author Richard Roberts
|
||||
* @date Mar 3, 2012
|
||||
*/
|
||||
|
||||
#pragma once
|
||||
|
||||
#include <algorithm>
|
||||
|
||||
// Only for Eclipse parser, inference-inl.h (this file) is included at the bottom of inference.h
|
||||
#include <gtsam/inference/inference.h>
|
||||
|
||||
#include <gtsam/base/FastSet.h>
|
||||
|
||||
namespace gtsam {
|
||||
|
||||
namespace inference {
|
||||
|
||||
/* ************************************************************************* */
|
||||
template<typename CONSTRAINED>
|
||||
Permutation::shared_ptr PermutationCOLAMD(const VariableIndex& variableIndex, const CONSTRAINED& constrainLast) {
|
||||
|
||||
std::vector<int> cmember(variableIndex.size(), 0);
|
||||
|
||||
// If at least some variables are not constrained to be last, constrain the
|
||||
// ones that should be constrained.
|
||||
if(constrainLast.size() < variableIndex.size()) {
|
||||
BOOST_FOREACH(Index var, constrainLast) {
|
||||
assert(var < variableIndex.size());
|
||||
cmember[var] = 1;
|
||||
}
|
||||
}
|
||||
|
||||
return PermutationCOLAMD_(variableIndex, cmember);
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
inline Permutation::shared_ptr PermutationCOLAMD(const VariableIndex& variableIndex) {
|
||||
std::vector<int> cmember(variableIndex.size(), 0);
|
||||
return PermutationCOLAMD_(variableIndex, cmember);
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
template<class Graph>
|
||||
typename Graph::FactorizationResult eliminate(const Graph& factorGraph, const std::vector<typename Graph::KeyType>& variables,
|
||||
const typename Graph::Eliminate& eliminateFcn, boost::optional<const VariableIndex&> variableIndex_) {
|
||||
|
||||
const VariableIndex& variableIndex = variableIndex_ ? *variableIndex_ : VariableIndex(factorGraph);
|
||||
|
||||
// First find the involved factors
|
||||
Graph involvedFactors;
|
||||
Index highestInvolvedVariable = 0; // Largest index of the variables in the involved factors
|
||||
|
||||
// First get the indices of the involved factors, but uniquely in a set
|
||||
FastSet<size_t> involvedFactorIndices;
|
||||
BOOST_FOREACH(Index variable, variables) {
|
||||
involvedFactorIndices.insert(variableIndex[variable].begin(), variableIndex[variable].end()); }
|
||||
|
||||
// Add the factors themselves to involvedFactors and update largest index
|
||||
involvedFactors.reserve(involvedFactorIndices.size());
|
||||
BOOST_FOREACH(size_t factorIndex, involvedFactorIndices) {
|
||||
const typename Graph::sharedFactor factor = factorGraph[factorIndex];
|
||||
involvedFactors.push_back(factor); // Add involved factor
|
||||
highestInvolvedVariable = std::max( // Updated largest index
|
||||
highestInvolvedVariable,
|
||||
*std::max_element(factor->begin(), factor->end()));
|
||||
}
|
||||
|
||||
// Now permute the variables to be eliminated to the front of the ordering
|
||||
Permutation toFront = Permutation::PullToFront(variables, highestInvolvedVariable+1);
|
||||
Permutation toFrontInverse = *toFront.inverse();
|
||||
involvedFactors.permuteWithInverse(toFrontInverse);
|
||||
|
||||
// Eliminate into conditional and remaining factor
|
||||
typename Graph::EliminationResult eliminated = eliminateFcn(involvedFactors, variables.size());
|
||||
boost::shared_ptr<typename Graph::FactorType::ConditionalType> conditional = eliminated.first;
|
||||
typename Graph::sharedFactor remainingFactor = eliminated.second;
|
||||
|
||||
// Undo the permutation
|
||||
conditional->permuteWithInverse(toFront);
|
||||
remainingFactor->permuteWithInverse(toFront);
|
||||
|
||||
// Build the remaining graph, without the removed factors
|
||||
Graph remainingGraph;
|
||||
remainingGraph.reserve(factorGraph.size() - involvedFactors.size() + 1);
|
||||
FastSet<size_t>::const_iterator involvedFactorIndexIt = involvedFactorIndices.begin();
|
||||
for(size_t i = 0; i < factorGraph.size(); ++i) {
|
||||
if(involvedFactorIndexIt != involvedFactorIndices.end() && *involvedFactorIndexIt == i)
|
||||
++ involvedFactorIndexIt;
|
||||
else
|
||||
remainingGraph.push_back(factorGraph[i]);
|
||||
}
|
||||
|
||||
// Add remaining factor
|
||||
remainingGraph.push_back(remainingFactor);
|
||||
|
||||
return typename Graph::FactorizationResult(conditional, remainingGraph);
|
||||
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
|
|
@ -29,7 +29,9 @@ using namespace std;
|
|||
|
||||
namespace gtsam {
|
||||
|
||||
Permutation::shared_ptr Inference::PermutationCOLAMD_(const VariableIndex& variableIndex, std::vector<int>& cmember) {
|
||||
namespace inference {
|
||||
|
||||
Permutation::shared_ptr PermutationCOLAMD_(const VariableIndex& variableIndex, std::vector<int>& cmember) {
|
||||
size_t nEntries = variableIndex.nEntries(), nFactors = variableIndex.nFactors(), nVars = variableIndex.size();
|
||||
// Convert to compressed column major format colamd wants it in (== MATLAB format!)
|
||||
int Alen = ccolamd_recommended(nEntries, nFactors, nVars); /* colamd arg 3: size of the array A */
|
||||
|
@ -91,3 +93,5 @@ Permutation::shared_ptr Inference::PermutationCOLAMD_(const VariableIndex& varia
|
|||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
|
|
@ -22,58 +22,59 @@
|
|||
#include <gtsam/inference/Permutation.h>
|
||||
|
||||
#include <boost/foreach.hpp>
|
||||
#include <boost/optional.hpp>
|
||||
|
||||
#include <deque>
|
||||
|
||||
namespace gtsam {
|
||||
|
||||
class Inference {
|
||||
private:
|
||||
/* Static members only, private constructor */
|
||||
Inference() {}
|
||||
|
||||
public:
|
||||
namespace inference {
|
||||
|
||||
/**
|
||||
* Compute a permutation (variable ordering) using colamd
|
||||
*/
|
||||
static Permutation::shared_ptr PermutationCOLAMD(const VariableIndex& variableIndex);
|
||||
Permutation::shared_ptr PermutationCOLAMD(const VariableIndex& variableIndex);
|
||||
|
||||
/**
|
||||
* Compute a permutation (variable ordering) using constrained colamd
|
||||
*/
|
||||
template<typename CONSTRAINED>
|
||||
static Permutation::shared_ptr PermutationCOLAMD(const VariableIndex& variableIndex, const CONSTRAINED& constrainLast);
|
||||
Permutation::shared_ptr PermutationCOLAMD(const VariableIndex& variableIndex, const CONSTRAINED& constrainLast);
|
||||
|
||||
/**
|
||||
* Compute a CCOLAMD permutation using the constraint groups in cmember.
|
||||
*/
|
||||
static Permutation::shared_ptr PermutationCOLAMD_(const VariableIndex& variableIndex, std::vector<int>& cmember);
|
||||
Permutation::shared_ptr PermutationCOLAMD_(const VariableIndex& variableIndex, std::vector<int>& cmember);
|
||||
|
||||
};
|
||||
/** Factor the factor graph into a conditional and a remaining factor graph.
|
||||
* Given the factor graph \f$ f(X) \f$, and \c variables to factorize out
|
||||
* \f$ V \f$, this function factorizes into \f$ f(X) = f(V;Y)f(Y) \f$, where
|
||||
* \f$ Y := X\V \f$ are the remaining variables. If \f$ f(X) = p(X) \f$ is
|
||||
* a probability density or likelihood, the factorization produces a
|
||||
* conditional probability density and a marginal \f$ p(X) = p(V|Y)p(Y) \f$.
|
||||
*
|
||||
* For efficiency, this function treats the variables to eliminate
|
||||
* \c variables as fully-connected, so produces a dense (fully-connected)
|
||||
* conditional on all of the variables in \c variables, instead of a sparse
|
||||
* BayesNet. If the variables are not fully-connected, it is more efficient
|
||||
* to sequentially factorize multiple times.
|
||||
*/
|
||||
template<class Graph>
|
||||
typename Graph::FactorizationResult eliminate(const Graph& factorGraph, const std::vector<typename Graph::KeyType>& variables,
|
||||
const typename Graph::Eliminate& eliminateFcn, boost::optional<const VariableIndex&> variableIndex = boost::none);
|
||||
|
||||
/* ************************************************************************* */
|
||||
template<typename CONSTRAINED>
|
||||
Permutation::shared_ptr Inference::PermutationCOLAMD(const VariableIndex& variableIndex, const CONSTRAINED& constrainLast) {
|
||||
|
||||
std::vector<int> cmember(variableIndex.size(), 0);
|
||||
|
||||
// If at least some variables are not constrained to be last, constrain the
|
||||
// ones that should be constrained.
|
||||
if(constrainLast.size() < variableIndex.size()) {
|
||||
BOOST_FOREACH(Index var, constrainLast) {
|
||||
assert(var < variableIndex.size());
|
||||
cmember[var] = 1;
|
||||
}
|
||||
/** Eliminate a single variable, by calling
|
||||
* eliminate(const Graph&, const std::vector<typename Graph::KeyType>&, const typename Graph::Eliminate&, boost::optional<const VariableIndex&>)
|
||||
*/
|
||||
template<class Graph>
|
||||
typename Graph::FactorizationResult eliminateOne(const Graph& factorGraph, typename Graph::KeyType variable,
|
||||
const typename Graph::Eliminate& eliminateFcn, boost::optional<const VariableIndex&> variableIndex = boost::none) {
|
||||
std::vector<size_t> variables(1, variable);
|
||||
return eliminate(factorGraph, variables, eliminateFcn, variableIndex);
|
||||
}
|
||||
|
||||
return PermutationCOLAMD_(variableIndex, cmember);
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
inline Permutation::shared_ptr Inference::PermutationCOLAMD(const VariableIndex& variableIndex) {
|
||||
std::vector<int> cmember(variableIndex.size(), 0);
|
||||
return PermutationCOLAMD_(variableIndex, cmember);
|
||||
}
|
||||
|
||||
} // namespace gtsam
|
||||
|
||||
#include <gtsam/inference/inference-inl.h>
|
||||
|
|
|
@ -25,7 +25,7 @@
|
|||
using namespace gtsam;
|
||||
|
||||
/* ************************************************************************* */
|
||||
TEST(Inference, UnobservedVariables) {
|
||||
TEST(inference, UnobservedVariables) {
|
||||
SymbolicFactorGraph sfg;
|
||||
|
||||
// Create a factor graph that skips some variables
|
||||
|
@ -35,7 +35,7 @@ TEST(Inference, UnobservedVariables) {
|
|||
|
||||
VariableIndex variableIndex(sfg);
|
||||
|
||||
Permutation::shared_ptr colamd(Inference::PermutationCOLAMD(variableIndex));
|
||||
Permutation::shared_ptr colamd(inference::PermutationCOLAMD(variableIndex));
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
|
|
|
@ -303,7 +303,7 @@ ISAM2<CONDITIONAL, GRAPH>::Impl::PartialSolve(GaussianFactorGraph& factors,
|
|||
}
|
||||
}
|
||||
}
|
||||
Permutation::shared_ptr affectedColamd(Inference::PermutationCOLAMD_(affectedFactorsIndex, cmember));
|
||||
Permutation::shared_ptr affectedColamd(inference::PermutationCOLAMD_(affectedFactorsIndex, cmember));
|
||||
toc(3,"ccolamd");
|
||||
tic(4,"ccolamd permutations");
|
||||
Permutation::shared_ptr affectedColamdInverse(affectedColamd->inverse());
|
||||
|
|
|
@ -238,7 +238,7 @@ boost::shared_ptr<FastSet<Index> > ISAM2<CONDITIONAL, GRAPH>::recalculate(
|
|||
if(theta_.size() > constrainedKeysSet.size()) {
|
||||
BOOST_FOREACH(Index var, constrainedKeysSet) { cmember[var] = 1; }
|
||||
}
|
||||
Permutation::shared_ptr colamd(Inference::PermutationCOLAMD_(variableIndex_, cmember));
|
||||
Permutation::shared_ptr colamd(inference::PermutationCOLAMD_(variableIndex_, cmember));
|
||||
Permutation::shared_ptr colamdInverse(colamd->inverse());
|
||||
toc(1,"CCOLAMD");
|
||||
|
||||
|
|
|
@ -78,7 +78,7 @@ namespace gtsam {
|
|||
"orderingCOLAMD: some variables in the graph are not constrained!");
|
||||
|
||||
// Compute a fill-reducing ordering with COLAMD
|
||||
Permutation::shared_ptr colamdPerm(Inference::PermutationCOLAMD(
|
||||
Permutation::shared_ptr colamdPerm(inference::PermutationCOLAMD(
|
||||
variableIndex));
|
||||
|
||||
// Permute the Ordering with the COLAMD ordering
|
||||
|
|
|
@ -192,96 +192,116 @@ TEST( GaussianFactorGraph, equals ) {
|
|||
// EXPECT(assert_equal(expected,*actual));
|
||||
//}
|
||||
|
||||
///* ************************************************************************* */
|
||||
//TEST( GaussianFactorGraph, eliminateOne_x1 )
|
||||
//{
|
||||
// Ordering ordering; ordering += kx(1),kl(1),kx(2);
|
||||
// GaussianFactorGraph fg = createGaussianFactorGraph(ordering);
|
||||
// GaussianConditional::shared_ptr actual = GaussianSequentialSolver::EliminateUntil(fg, 1);
|
||||
//
|
||||
// // create expected Conditional Gaussian
|
||||
// Matrix I = 15*eye(2), R11 = I, S12 = -0.111111*I, S13 = -0.444444*I;
|
||||
// Vector d = Vector_(2, -0.133333, -0.0222222), sigma = ones(2);
|
||||
// GaussianConditional expected(ordering[kx(1)],15*d,R11,ordering[kl(1)],S12,ordering[kx(2)],S13,sigma);
|
||||
//
|
||||
// EXPECT(assert_equal(expected,*actual,tol));
|
||||
//}
|
||||
//
|
||||
///* ************************************************************************* */
|
||||
//TEST( GaussianFactorGraph, eliminateOne_x2 )
|
||||
//{
|
||||
// Ordering ordering; ordering += kx(2),kl(1),kx(1);
|
||||
// GaussianFactorGraph fg = createGaussianFactorGraph(ordering);
|
||||
// GaussianConditional::shared_ptr actual = GaussianSequentialSolver::EliminateUntil(fg, 1);
|
||||
//
|
||||
// // create expected Conditional Gaussian
|
||||
// double sig = 0.0894427;
|
||||
// Matrix I = eye(2)/sig, R11 = I, S12 = -0.2*I, S13 = -0.8*I;
|
||||
// Vector d = Vector_(2, 0.2, -0.14)/sig, sigma = ones(2);
|
||||
// GaussianConditional expected(ordering[kx(2)],d,R11,ordering[kl(1)],S12,ordering[kx(1)],S13,sigma);
|
||||
//
|
||||
// EXPECT(assert_equal(expected,*actual,tol));
|
||||
//}
|
||||
//
|
||||
///* ************************************************************************* */
|
||||
//TEST( GaussianFactorGraph, eliminateOne_l1 )
|
||||
//{
|
||||
// Ordering ordering; ordering += kl(1),kx(1),kx(2);
|
||||
// GaussianFactorGraph fg = createGaussianFactorGraph(ordering);
|
||||
// GaussianConditional::shared_ptr actual = GaussianSequentialSolver::EliminateUntil(fg, 1);
|
||||
//
|
||||
// // create expected Conditional Gaussian
|
||||
// double sig = sqrt(2)/10.;
|
||||
// Matrix I = eye(2)/sig, R11 = I, S12 = -0.5*I, S13 = -0.5*I;
|
||||
// Vector d = Vector_(2, -0.1, 0.25)/sig, sigma = ones(2);
|
||||
// GaussianConditional expected(ordering[kl(1)],d,R11,ordering[kx(1)],S12,ordering[kx(2)],S13,sigma);
|
||||
//
|
||||
// EXPECT(assert_equal(expected,*actual,tol));
|
||||
//}
|
||||
/* ************************************************************************* */
|
||||
TEST( GaussianFactorGraph, eliminateOne_x1 )
|
||||
{
|
||||
Ordering ordering; ordering += kx(1),kl(1),kx(2);
|
||||
GaussianFactorGraph fg = createGaussianFactorGraph(ordering);
|
||||
|
||||
///* ************************************************************************* */
|
||||
//TEST( GaussianFactorGraph, eliminateOne_x1_fast )
|
||||
//{
|
||||
// GaussianFactorGraph fg = createGaussianFactorGraph();
|
||||
// GaussianConditional::shared_ptr actual = fg.eliminateOne(kx(1), false);
|
||||
//
|
||||
// // create expected Conditional Gaussian
|
||||
// Matrix I = 15*eye(2), R11 = I, S12 = -0.111111*I, S13 = -0.444444*I;
|
||||
// Vector d = Vector_(2, -0.133333, -0.0222222), sigma = ones(2);
|
||||
// GaussianConditional expected(kx(1),15*d,R11,kl(1),S12,kx(2),S13,sigma);
|
||||
//
|
||||
// EXPECT(assert_equal(expected,*actual,tol));
|
||||
//}
|
||||
//
|
||||
///* ************************************************************************* */
|
||||
//TEST( GaussianFactorGraph, eliminateOne_x2_fast )
|
||||
//{
|
||||
// GaussianFactorGraph fg = createGaussianFactorGraph();
|
||||
// GaussianConditional::shared_ptr actual = fg.eliminateOne(kx(2), false);
|
||||
//
|
||||
// // create expected Conditional Gaussian
|
||||
// double sig = 0.0894427;
|
||||
// Matrix I = eye(2)/sig, R11 = I, S12 = -0.2*I, S13 = -0.8*I;
|
||||
// Vector d = Vector_(2, 0.2, -0.14)/sig, sigma = ones(2);
|
||||
// GaussianConditional expected(kx(2),d,R11,kl(1),S12,kx(1),S13,sigma);
|
||||
//
|
||||
// EXPECT(assert_equal(expected,*actual,tol));
|
||||
//}
|
||||
//
|
||||
///* ************************************************************************* */
|
||||
//TEST( GaussianFactorGraph, eliminateOne_l1_fast )
|
||||
//{
|
||||
// GaussianFactorGraph fg = createGaussianFactorGraph();
|
||||
// GaussianConditional::shared_ptr actual = fg.eliminateOne(kl(1), false);
|
||||
//
|
||||
// // create expected Conditional Gaussian
|
||||
// double sig = sqrt(2)/10.;
|
||||
// Matrix I = eye(2)/sig, R11 = I, S12 = -0.5*I, S13 = -0.5*I;
|
||||
// Vector d = Vector_(2, -0.1, 0.25)/sig, sigma = ones(2);
|
||||
// GaussianConditional expected(kl(1),d,R11,kx(1),S12,kx(2),S13,sigma);
|
||||
//
|
||||
// EXPECT(assert_equal(expected,*actual,tol));
|
||||
//}
|
||||
GaussianFactorGraph::FactorizationResult result = inference::eliminateOne(fg, 0, EliminateQR);
|
||||
|
||||
// create expected Conditional Gaussian
|
||||
Matrix I = 15*eye(2), R11 = I, S12 = -0.111111*I, S13 = -0.444444*I;
|
||||
Vector d = Vector_(2, -0.133333, -0.0222222), sigma = ones(2);
|
||||
GaussianConditional expected(ordering[kx(1)],15*d,R11,ordering[kl(1)],S12,ordering[kx(2)],S13,sigma);
|
||||
|
||||
EXPECT(assert_equal(expected,*result.first,tol));
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
TEST( GaussianFactorGraph, eliminateOne_x2 )
|
||||
{
|
||||
Ordering ordering; ordering += kx(2),kl(1),kx(1);
|
||||
GaussianFactorGraph fg = createGaussianFactorGraph(ordering);
|
||||
GaussianConditional::shared_ptr actual = inference::eliminateOne(fg, 0, EliminateQR).first;
|
||||
|
||||
// create expected Conditional Gaussian
|
||||
double sig = 0.0894427;
|
||||
Matrix I = eye(2)/sig, R11 = I, S12 = -0.2*I, S13 = -0.8*I;
|
||||
Vector d = Vector_(2, 0.2, -0.14)/sig, sigma = ones(2);
|
||||
GaussianConditional expected(ordering[kx(2)],d,R11,ordering[kl(1)],S12,ordering[kx(1)],S13,sigma);
|
||||
|
||||
EXPECT(assert_equal(expected,*actual,tol));
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
TEST( GaussianFactorGraph, eliminateOne_l1 )
|
||||
{
|
||||
Ordering ordering; ordering += kl(1),kx(1),kx(2);
|
||||
GaussianFactorGraph fg = createGaussianFactorGraph(ordering);
|
||||
GaussianConditional::shared_ptr actual = inference::eliminateOne(fg, 0, EliminateQR).first;
|
||||
|
||||
// create expected Conditional Gaussian
|
||||
double sig = sqrt(2)/10.;
|
||||
Matrix I = eye(2)/sig, R11 = I, S12 = -0.5*I, S13 = -0.5*I;
|
||||
Vector d = Vector_(2, -0.1, 0.25)/sig, sigma = ones(2);
|
||||
GaussianConditional expected(ordering[kl(1)],d,R11,ordering[kx(1)],S12,ordering[kx(2)],S13,sigma);
|
||||
|
||||
EXPECT(assert_equal(expected,*actual,tol));
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
TEST( GaussianFactorGraph, eliminateOne_x1_fast )
|
||||
{
|
||||
Ordering ordering; ordering += kx(1),kl(1),kx(2);
|
||||
GaussianFactorGraph fg = createGaussianFactorGraph(ordering);
|
||||
GaussianFactorGraph::FactorizationResult result = inference::eliminateOne(fg, ordering[kx(1)], EliminateQR);
|
||||
GaussianConditional::shared_ptr conditional = result.first;
|
||||
GaussianFactorGraph remaining = result.second;
|
||||
|
||||
// create expected Conditional Gaussian
|
||||
Matrix I = 15*eye(2), R11 = I, S12 = -0.111111*I, S13 = -0.444444*I;
|
||||
Vector d = Vector_(2, -0.133333, -0.0222222), sigma = ones(2);
|
||||
GaussianConditional expected(ordering[kx(1)],15*d,R11,ordering[kl(1)],S12,ordering[kx(2)],S13,sigma);
|
||||
|
||||
// Create expected remaining new factor
|
||||
JacobianFactor expectedFactor(1, Matrix_(4,2,
|
||||
4.714045207910318, 0.,
|
||||
0., 4.714045207910318,
|
||||
0., 0.,
|
||||
0., 0.),
|
||||
2, Matrix_(4,2,
|
||||
-2.357022603955159, 0.,
|
||||
0., -2.357022603955159,
|
||||
7.071067811865475, 0.,
|
||||
0., 7.071067811865475),
|
||||
Vector_(4, -0.707106781186547, 0.942809041582063, 0.707106781186547, -1.414213562373094), sharedUnit(4));
|
||||
|
||||
EXPECT(assert_equal(expected,*conditional,tol));
|
||||
EXPECT(assert_equal((const GaussianFactor&)expectedFactor,*remaining.back(),tol));
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
TEST( GaussianFactorGraph, eliminateOne_x2_fast )
|
||||
{
|
||||
Ordering ordering; ordering += kx(1),kl(1),kx(2);
|
||||
GaussianFactorGraph fg = createGaussianFactorGraph(ordering);
|
||||
GaussianConditional::shared_ptr actual = inference::eliminateOne(fg, ordering[kx(2)], EliminateQR).first;
|
||||
|
||||
// create expected Conditional Gaussian
|
||||
double sig = 0.0894427;
|
||||
Matrix I = eye(2)/sig, R11 = I, S12 = -0.2*I, S13 = -0.8*I;
|
||||
Vector d = Vector_(2, 0.2, -0.14)/sig, sigma = ones(2);
|
||||
GaussianConditional expected(ordering[kx(2)],d,R11,ordering[kx(1)],S13,ordering[kl(1)],S12,sigma);
|
||||
|
||||
EXPECT(assert_equal(expected,*actual,tol));
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
TEST( GaussianFactorGraph, eliminateOne_l1_fast )
|
||||
{
|
||||
Ordering ordering; ordering += kx(1),kl(1),kx(2);
|
||||
GaussianFactorGraph fg = createGaussianFactorGraph(ordering);
|
||||
GaussianConditional::shared_ptr actual = inference::eliminateOne(fg, ordering[kl(1)], EliminateQR).first;
|
||||
|
||||
// create expected Conditional Gaussian
|
||||
double sig = sqrt(2)/10.;
|
||||
Matrix I = eye(2)/sig, R11 = I, S12 = -0.5*I, S13 = -0.5*I;
|
||||
Vector d = Vector_(2, -0.1, 0.25)/sig, sigma = ones(2);
|
||||
GaussianConditional expected(ordering[kl(1)],d,R11,ordering[kx(1)],S12,ordering[kx(2)],S13,sigma);
|
||||
|
||||
EXPECT(assert_equal(expected,*actual,tol));
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
TEST( GaussianFactorGraph, eliminateAll )
|
||||
|
@ -439,7 +459,7 @@ TEST( GaussianFactorGraph, getOrdering)
|
|||
{
|
||||
Ordering original; original += kl(1),kx(1),kx(2);
|
||||
FactorGraph<IndexFactor> symbolic(createGaussianFactorGraph(original));
|
||||
Permutation perm(*Inference::PermutationCOLAMD(VariableIndex(symbolic)));
|
||||
Permutation perm(*inference::PermutationCOLAMD(VariableIndex(symbolic)));
|
||||
Ordering actual = original; actual.permuteWithInverse((*perm.inverse()));
|
||||
Ordering expected; expected += kl(1),kx(2),kx(1);
|
||||
EXPECT(assert_equal(expected,actual));
|
||||
|
|
|
@ -85,7 +85,7 @@ TEST_UNSAFE( ISAM, iSAM_smoother )
|
|||
// Ordering ord; ord += kx(4),kx(3),kx(2),kx(1);
|
||||
// GaussianFactorGraph factors1;
|
||||
// for (int i=0;i<7;i++) factors1.push_back(smoother[i]);
|
||||
// GaussianISAM actual(*Inference::Eliminate(factors1));
|
||||
// GaussianISAM actual(*inference::Eliminate(factors1));
|
||||
//
|
||||
// // run iSAM with remaining factors
|
||||
// GaussianFactorGraph factors2;
|
||||
|
@ -298,7 +298,7 @@ TEST_UNSAFE( BayesTree, balanced_smoother_shortcuts )
|
|||
// varIndex.permute(toFront);
|
||||
// BOOST_FOREACH(const GaussianFactor::shared_ptr& factor, marginal) {
|
||||
// factor->permuteWithInverse(toFrontInverse); }
|
||||
// GaussianBayesNet actual = *Inference::EliminateUntil(marginal, C3->keys().size(), varIndex);
|
||||
// GaussianBayesNet actual = *inference::EliminateUntil(marginal, C3->keys().size(), varIndex);
|
||||
// actual.permuteWithInverse(toFront);
|
||||
// EXPECT(assert_equal(expected,actual,tol));
|
||||
//}
|
||||
|
|
|
@ -30,7 +30,7 @@ using namespace gtsam;
|
|||
/* ************************************************************************* */
|
||||
|
||||
/* ************************************************************************* */
|
||||
TEST( Inference, marginals )
|
||||
TEST( inference, marginals )
|
||||
{
|
||||
using namespace example;
|
||||
// create and marginalize a small Bayes net on "x"
|
||||
|
@ -45,7 +45,7 @@ TEST( Inference, marginals )
|
|||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
TEST( Inference, marginals2)
|
||||
TEST( inference, marginals2)
|
||||
{
|
||||
planarSLAM::Graph fg;
|
||||
SharedDiagonal poseModel(sharedSigma(3, 0.1));
|
||||
|
|
Loading…
Reference in New Issue