Added dynamic test for LieGroupEKF as well

gtsam/navigation/InvariantEKF.h

@@ -97,6 +97,7 @@ namespace gtsam {
     void predict(const TangentVector& u, double dt, const Covariance& Q) {
       G U;
       if constexpr (std::is_same_v<G, Matrix>) {
+        // Specialize to Matrix case as its Expmap is not defined.
         const Matrix& X = static_cast<const Matrix&>(this->X_);
         U.resize(X.rows(), X.cols());
         Eigen::Map<Vector>(static_cast<Matrix&>(U).data(), U.size()) = u * dt;

gtsam/navigation/LieGroupEKF.h

@@ -93,21 +93,16 @@ namespace gtsam {
       Jacobian Df, Dexp; // Eigen::Matrix<double, Dim, Dim>
 
       if constexpr (std::is_same_v<G, Matrix>) {
-        std::cout << "We are here" << std::endl;
-        Jacobian Df; // Eigen::Matrix<double, Dim, Dim>
-        TangentVector xi = f(this->X_, Df);
-        const Matrix& X = static_cast<const Matrix&>(this->X_);
-        G U = Matrix(X.rows(), X.cols());
-        Eigen::Map<Vector>(static_cast<Matrix&>(U).data(), U.size()) = xi * dt;
+        // Specialize to Matrix case as its Expmap is not defined.
+        TangentVector xi = f(this->X_, A ? &Df : nullptr);
+        const Matrix nextX = traits<Matrix>::Retract(this->X_, xi * dt, A ? &Dexp : nullptr); // just addition
         if (A) {
           const Matrix I_n = Matrix::Identity(this->n_, this->n_);
-          const Matrix& Dexp = I_n;
           *A = I_n + Dexp * Df * dt; // AdjointMap is always identity for Matrix
         }
-        return this->X_ + U; // Matrix addition
+        return nextX;
       }
       else {
-        Jacobian Df, Dexp; // Eigen::Matrix<double, Dim, Dim>
         TangentVector xi = f(this->X_, A ? &Df : nullptr); // xi and Df = d(xi)/d(localX)
         G U = traits<G>::Expmap(xi * dt, A ? &Dexp : nullptr);
         if (A) {

gtsam/navigation/tests/testLieGroupEKF.cpp

@@ -108,6 +108,94 @@ TEST(GroupeEKF, StateAndControl) {
   EXPECT(assert_equal(expectedH, actualH));
 }
 
+// Namespace for dynamic Matrix LieGroupEKF test
+namespace exampleLieGroupDynamicMatrix {
+  // Constant tangent vector for dynamics (same as "velocityTangent" in IEKF test)
+  const Vector kFixedVelocityTangent = (Vector(4) << 0.5, 0.1, -0.1, -0.5).finished();
+
+  // Dynamics function: xi = f(X, H_X)
+  // Returns a constant tangent vector, so Df_DX = 0.
+  // H_X is D(xi)/D(X_local), where X_local is the tangent space perturbation of X.
+  Vector f(const Matrix& X, OptionalJacobian<Eigen::Dynamic, Eigen::Dynamic> H_X = {}) {
+    if (H_X) {
+      size_t state_dim = X.size();
+      size_t tangent_dim = kFixedVelocityTangent.size();
+      // Ensure Jacobian dimensions are consistent even if state or tangent is 0-dim
+      H_X->setZero(tangent_dim, state_dim);
+    }
+    return kFixedVelocityTangent;
+  }
+
+  // Measurement function h(X, H_p)
+  // H_p is D(h)/D(X_local)
+  double h(const Matrix& p, OptionalJacobian<-1, -1> H_p = {}) {
+    if (p.size() == 0) {
+      if (H_p) H_p->resize(1, 0); // Jacobian dh/dX_local is 1x0
+      return 0.0; // Define trace of empty matrix as 0 for consistency
+    }
+    // This test specifically uses 2x2 matrices (size 4)
+    if (H_p) {
+      H_p->resize(1, p.size()); // p.size() is 4
+      (*H_p) << 1.0, 0.0, 0.0, 1.0; // d(trace)/d(p_flat) for p_flat = [p00,p10,p01,p11]
+    }
+    return p(0, 0) + p(1, 1); // trace
+  }
+} // namespace exampleLieGroupDynamicMatrix
+
+TEST(LieGroupEKF_DynamicMatrix, PredictAndUpdate) {
+  // --- Setup ---
+  Matrix p0Matrix = (Matrix(2, 2) << 1.0, 2.0, 3.0, 4.0).finished();
+  Matrix p0Covariance = I_4x4 * 0.01;
+  double dt = 0.1;
+  Matrix process_noise_Q = I_4x4 * 0.001;
+  Matrix measurement_noise_R = Matrix::Identity(1, 1) * 0.005;
+
+  LieGroupEKF<Matrix> ekf(p0Matrix, p0Covariance);
+  EXPECT_LONGS_EQUAL(4, ekf.state().size());
+  EXPECT_LONGS_EQUAL(4, ekf.dimension());
+
+  // --- Predict ---
+  // ekf.predict takes f(X, H_X), dt, process_noise_Q
+  ekf.predict(exampleLieGroupDynamicMatrix::f, dt, process_noise_Q);
+
+  // Verification for Predict
+  // For f, Df_DXk = 0 (Jacobian of xi w.r.t X_local is Zero).
+  // State transition Jacobian A = Ad_Uinv + Dexp * Df_DXk * dt.
+  // For Matrix (VectorSpace): Ad_Uinv = I, Dexp = I.
+  // So, A = I + I * 0 * dt = I.
+  // Covariance update: P_next = A * P_current * A.transpose() + Q = I * P_current * I + Q = P_current + Q.
+  Matrix pPredictedExpected = traits<Matrix>::Retract(p0Matrix, exampleLieGroupDynamicMatrix::kFixedVelocityTangent * dt);
+  Matrix pCovariancePredictedExpected = p0Covariance + process_noise_Q;
+
+  EXPECT(assert_equal(pPredictedExpected, ekf.state(), 1e-9));
+  EXPECT(assert_equal(pCovariancePredictedExpected, ekf.covariance(), 1e-9));
+
+  // --- Update ---
+  Matrix pStateBeforeUpdate = ekf.state();
+  Matrix pCovarianceBeforeUpdate = ekf.covariance();
+
+  double zTrue = exampleLieGroupDynamicMatrix::h(pStateBeforeUpdate);
+  double zObserved = zTrue - 0.03; // Simulated measurement with some error
+
+  ekf.update(exampleLieGroupDynamicMatrix::h, zObserved, measurement_noise_R);
+
+  // Verification for Update (Manual Kalman Steps)
+  Matrix H_update(1, 4); // Measurement Jacobian: 1x4 for 2x2 matrix, trace measurement
+  double zPredictionManual = exampleLieGroupDynamicMatrix::h(pStateBeforeUpdate, H_update);
+  // Innovation: y_tangent = traits<Measurement>::Local(prediction, observation)
+  // For double (scalar), Local(A,B) is B-A.
+  double innovationY_tangent = zObserved - zPredictionManual;
+  Matrix S_innovation_cov = H_update * pCovarianceBeforeUpdate * H_update.transpose() + measurement_noise_R;
+  Matrix K_gain = pCovarianceBeforeUpdate * H_update.transpose() * S_innovation_cov.inverse();
+  Vector deltaXiTangent = K_gain * innovationY_tangent; // Tangent space correction for Matrix state
+  Matrix pUpdatedExpected = traits<Matrix>::Retract(pStateBeforeUpdate, deltaXiTangent);
+  Matrix I_KH = I_4x4 - K_gain * H_update; // I_4x4 because state dimension is 4
+  Matrix pUpdatedCovarianceExpected = I_KH * pCovarianceBeforeUpdate * I_KH.transpose() + K_gain * measurement_noise_R * K_gain.transpose();
+
+  EXPECT(assert_equal(pUpdatedExpected, ekf.state(), 1e-9));
+  EXPECT(assert_equal(pUpdatedCovarianceExpected, ekf.covariance(), 1e-9));
+}
+
 int main() {
   TestResult tr;
   return TestRegistry::runAllTests(tr);