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Slim down example to remove verbosity, added explanation on orderingType

release/4.3a0
Andrew Melim 2014-11-17 12:06:59 -05:00
parent ffae14d42e
commit 9c2dcfb70c
1 changed files with 4 additions and 43 deletions
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47
examples/METISOrderingExample.cpp
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@ -17,68 +17,34 @@
*/
/**
* Example of a simple 2D localization example
* - Robot poses are facing along the X axis (horizontal, to the right in 2D)
* - The robot moves 2 meters each step
* - We have full odometry between poses
* Example of a simple 2D localization example optimized using METIS ordering
* - For more details on the full optimization pipeline, see OdometryExample.cpp
*/
// We will use Pose2 variables (x, y, theta) to represent the robot positions
#include <gtsam/geometry/Pose2.h>
// In GTSAM, measurement functions are represented as 'factors'. Several common factors
// have been provided with the library for solving robotics/SLAM/Bundle Adjustment problems.
// Here we will use Between factors for the relative motion described by odometry measurements.
// Also, we will initialize the robot at the origin using a Prior factor.
#include <gtsam/slam/PriorFactor.h>
#include <gtsam/slam/BetweenFactor.h>
// When the factors are created, we will add them to a Factor Graph. As the factors we are using
// are nonlinear factors, we will need a Nonlinear Factor Graph.
#include <gtsam/nonlinear/NonlinearFactorGraph.h>
// Finally, once all of the factors have been added to our factor graph, we will want to
// solve/optimize to graph to find the best (Maximum A Posteriori) set of variable values.
// GTSAM includes several nonlinear optimizers to perform this step. Here we will use the
// Levenberg-Marquardt solver
#include <gtsam/nonlinear/LevenbergMarquardtOptimizer.h>
// Once the optimized values have been calculated, we can also calculate the marginal covariance
// of desired variables
#include <gtsam/nonlinear/Marginals.h>
// The nonlinear solvers within GTSAM are iterative solvers, meaning they linearize the
// nonlinear functions around an initial linearization point, then solve the linear system
// to update the linearization point. This happens repeatedly until the solver converges
// to a consistent set of variable values. This requires us to specify an initial guess
// for each variable, held in a Values container.
#include <gtsam/nonlinear/Values.h>
using namespace std;
using namespace gtsam;
int main(int argc, char** argv) {
// Create an empty nonlinear factor graph
NonlinearFactorGraph graph;
// Add a prior on the first pose, setting it to the origin
// A prior factor consists of a mean and a noise model (covariance matrix)
Pose2 priorMean(0.0, 0.0, 0.0); // prior at origin
noiseModel::Diagonal::shared_ptr priorNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.3, 0.3, 0.1));
graph.add(PriorFactor<Pose2>(1, priorMean, priorNoise));
// Add odometry factors
Pose2 odometry(2.0, 0.0, 0.0);
// For simplicity, we will use the same noise model for each odometry factor
noiseModel::Diagonal::shared_ptr odometryNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.2, 0.2, 0.1));
// Create odometry (Between) factors between consecutive poses
graph.add(BetweenFactor<Pose2>(1, 2, odometry, odometryNoise));
graph.add(BetweenFactor<Pose2>(2, 3, odometry, odometryNoise));
graph.print("\nFactor Graph:\n"); // print
// Create the data structure to hold the initialEstimate estimate to the solution
// For illustrative purposes, these have been deliberately set to incorrect values
Values initial;
initial.insert(1, Pose2(0.5, 0.0, 0.2));
initial.insert(2, Pose2(2.3, 0.1, -0.2));
@ -87,17 +53,12 @@ int main(int argc, char** argv) {
// optimize using Levenberg-Marquardt optimization
LevenbergMarquardtParams params;
// In order to specify the ordering type, we need to se the NonlinearOptimizerParameter "orderingType"
// By default this parameter is set to OrderingType::COLAMD
params.orderingType = OrderingType::METIS;
LevenbergMarquardtOptimizer optimizer(graph, initial, params);
Values result = optimizer.optimize();
result.print("Final Result:\n");
// Calculate and print marginal covariances for all variables
cout.precision(2);
Marginals marginals(graph, result);
cout << "x1 covariance:\n" << marginals.marginalCovariance(1) << endl;
cout << "x2 covariance:\n" << marginals.marginalCovariance(2) << endl;
cout << "x3 covariance:\n" << marginals.marginalCovariance(3) << endl;
return 0;
}