Change the noise model as non-isotropic in the test of PCG solver with a simple linear system
parent
60f43c7a4b
commit
c2b5b152a4
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@ -100,7 +100,7 @@ std::vector<Matrix> buildBlocks( const GaussianFactorGraph &gfg, const KeyInfo &
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return blocks;
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}
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/* *************************************************************************
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/* ************************************************************************* */
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TEST( Preconditioner, buildBlocks ) {
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// Create simple Gaussian factor graph and initial values
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GaussianFactorGraph gfg = createSimpleGaussianFactorGraph();
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@ -121,7 +121,7 @@ TEST( Preconditioner, buildBlocks ) {
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EXPECT(assert_equal(it1->second, *it2));
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}
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/* *************************************************************************
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/* ************************************************************************* */
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TEST( Preconditioner, buildBlocks2 ) {
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// Create simple Gaussian factor graph and initial values
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GaussianFactorGraph gfg = createSimpleGaussianFactorGraphUnordered();
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@ -143,7 +143,7 @@ TEST( Preconditioner, buildBlocks2 ) {
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EXPECT(assert_equal(it1->second, *it2));
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}
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/* *************************************************************************
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/* ************************************************************************* */
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TEST( BlockJacobiPreconditioner, verySimpleLinerSystem) {
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// Ax = [4 1][u] = [1] x0 = [2]
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// [1 3][v] [2] [1]
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@ -187,7 +187,7 @@ TEST( BlockJacobiPreconditioner, verySimpleLinerSystem) {
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Vector expectedR = (Vector(4) << 4.1231, 0, 1.6977, 2.6679).finished();
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double* buf = blockJacobi->getBuffer();
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for(int i=0; i<4; ++i){
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EXPECT_DOUBLES_EQUAL(expectedR(i), buf[i], 1e-4);
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EXPECT_DOUBLES_EQUAL(expectedR(i), buf[i], 1e-4);
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}
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}
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@ -222,7 +222,7 @@ TEST( BlockJacobiPreconditioner, SimpleLinerSystem) {
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boost::shared_ptr<BlockJacobiPreconditioner> blockJacobi = boost::dynamic_pointer_cast<BlockJacobiPreconditioner>(preconditioner);
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double* buf = blockJacobi->getBuffer();
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for(size_t i=0; i<blockJacobi->getBufferSize(); ++i){
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std::cout << "buf[" << i << "] = " << buf[i] << std::endl;
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std::cout << "buf[" << i << "] = " << buf[i] << std::endl;
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}
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}
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@ -244,12 +244,12 @@ TEST( PCGsolver, verySimpleLinearSystem) {
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// Exact solution already known
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VectorValues exactSolution;
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exactSolution.insert(0, (Vector(2) << 1./11., 7./11.).finished());
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//exactSolution.print("Exact");
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exactSolution.print("Exact");
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// Solve the system using direct method
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VectorValues deltaDirect = simpleGFG.optimize();
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EXPECT(assert_equal(exactSolution, deltaDirect, 1e-7));
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//deltaDirect.print("Direct");
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deltaDirect.print("Direct");
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// Solve the system using PCG
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// With Dummy preconditioner
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@ -261,25 +261,27 @@ TEST( PCGsolver, verySimpleLinearSystem) {
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//pcg->setVerbosity("ERROR");
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VectorValues deltaPCGDummy = PCGSolver(*pcg).optimize(simpleGFG);
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EXPECT(assert_equal(exactSolution, deltaPCGDummy, 1e-7));
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deltaPCGDummy.print("PCG Dummy");
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// With Block-Jacobi preconditioner
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gtsam::PCGSolverParameters::shared_ptr pcgJacobi = boost::make_shared<gtsam::PCGSolverParameters>();
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pcgJacobi->preconditioner_ = boost::make_shared<gtsam::BlockJacobiPreconditionerParameters>();
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pcgJacobi->setMaxIterations(500);
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pcgJacobi->setMaxIterations(1500);// It takes more than 1000 iterations for this test
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pcgJacobi->setEpsilon_abs(0.0);
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pcgJacobi->setEpsilon_rel(0.0);
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VectorValues deltaPCGJacobi = PCGSolver(*pcgJacobi).optimize(simpleGFG);
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// Failed!
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EXPECT(assert_equal(exactSolution, deltaPCGJacobi, 1e-5));
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//deltaPCGJacobi.print("PCG Jacobi");
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deltaPCGJacobi.print("PCG Jacobi");
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}
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/* ************************************************************************* */
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TEST(PCGSolver, simpleLinearSystem) {
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// Create a Gaussian Factor Graph
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GaussianFactorGraph simpleGFG;
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SharedDiagonal unit2 = noiseModel::Unit::Create(2);
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//SharedDiagonal unit2 = noiseModel::Unit::Create(2);
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SharedDiagonal unit2 = noiseModel::Diagonal::Sigmas(Vector2(0.5, 0.3));
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simpleGFG += JacobianFactor(2, (Matrix(2,2)<< 10, 0, 0, 10).finished(), (Vector(2) << -1, -1).finished(), unit2);
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simpleGFG += JacobianFactor(2, (Matrix(2,2)<< -10, 0, 0, -10).finished(), 0, (Matrix(2,2)<< 10, 0, 0, 10).finished(), (Vector(2) << 2, -1).finished(), unit2);
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simpleGFG += JacobianFactor(2, (Matrix(2,2)<< -5, 0, 0, -5).finished(), 1, (Matrix(2,2)<< 5, 0, 0, 5).finished(), (Vector(2) << 0, 1).finished(), unit2);
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@ -298,8 +300,8 @@ TEST(PCGSolver, simpleLinearSystem) {
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// Solve the system using direct method
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VectorValues deltaDirect = simpleGFG.optimize();
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EXPECT(assert_equal(expectedSolution, deltaDirect, 1e-5));
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//expectedSolution.print("Expected");
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//deltaCholesky.print("Direct");
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expectedSolution.print("Expected");
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deltaDirect.print("Direct");
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// Solve the system using PCG
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VectorValues initial;
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@ -318,44 +320,44 @@ TEST(PCGSolver, simpleLinearSystem) {
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VectorValues deltaPCGDummy = PCGSolver(*pcg).optimize(simpleGFG, KeyInfo(simpleGFG), std::map<Key,Vector>(), initial);
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// Failed!
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EXPECT(assert_equal(expectedSolution, deltaPCGDummy, 1e-5));
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//deltaPCGDummy.print("PCG Dummy");
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deltaPCGDummy.print("PCG Dummy");
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// Solve the system using Preconditioned Conjugate Gradient
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pcg->preconditioner_ = boost::make_shared<gtsam::BlockJacobiPreconditionerParameters>();
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VectorValues deltaPCGJacobi = PCGSolver(*pcg).optimize(simpleGFG, KeyInfo(simpleGFG), std::map<Key,Vector>(), initial);
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// Failed!
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EXPECT(assert_equal(expectedSolution, deltaPCGJacobi, 1e-5));
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//deltaPCGJacobi.print("PCG Jacobi");
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deltaPCGJacobi.print("PCG Jacobi");
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// Test that the retrieval of the diagonal blocks of the Jacobian are correct.
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std::map<Key, Matrix> expectedHessian =simpleGFG.hessianBlockDiagonal();
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std::vector<Matrix> actualHessian = buildBlocks(simpleGFG, KeyInfo(simpleGFG));
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EXPECT_LONGS_EQUAL(expectedHessian.size(), actualHessian.size());
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std::map<Key, Matrix>::const_iterator it1 = expectedHessian.begin();
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std::vector<Matrix>::const_iterator it2 = actualHessian.begin();
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std::map<Key, Matrix> expectedHessian =simpleGFG.hessianBlockDiagonal();
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std::vector<Matrix> actualHessian = buildBlocks(simpleGFG, KeyInfo(simpleGFG));
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EXPECT_LONGS_EQUAL(expectedHessian.size(), actualHessian.size());
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std::map<Key, Matrix>::const_iterator it1 = expectedHessian.begin();
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std::vector<Matrix>::const_iterator it2 = actualHessian.begin();
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// The corresponding Cholesky decomposition is:
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// R = chol(H0) = [4.1231 1.6977 0 2.6679] (from Matlab)
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Preconditioner::shared_ptr preconditioner = createPreconditioner(boost::make_shared<gtsam::BlockJacobiPreconditionerParameters>());
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preconditioner->build(simpleGFG, KeyInfo(simpleGFG), std::map<Key,Vector>());
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boost::shared_ptr<BlockJacobiPreconditioner> blockJacobi = boost::dynamic_pointer_cast<BlockJacobiPreconditioner>(preconditioner);
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double* buf = blockJacobi->getBuffer();
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for(int i=0; i<4; ++i){}
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// TODO: EXPECT(assert_equal(number..,buf[i]));
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// The corresponding Cholesky decomposition is:
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// R = chol(H0) = [4.1231 1.6977 0 2.6679] (from Matlab)
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Preconditioner::shared_ptr preconditioner = createPreconditioner(boost::make_shared<gtsam::BlockJacobiPreconditionerParameters>());
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preconditioner->build(simpleGFG, KeyInfo(simpleGFG), std::map<Key,Vector>());
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boost::shared_ptr<BlockJacobiPreconditioner> blockJacobi = boost::dynamic_pointer_cast<BlockJacobiPreconditioner>(preconditioner);
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double* buf = blockJacobi->getBuffer();
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for(int i=0; i<4; ++i){}
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// TODO: EXPECT(assert_equal(number..,buf[i]));
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size_t i = 0;
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for(; it1!=expectedHessian.end(); it1++, it2++){
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EXPECT(assert_equal(it1->second, *it2));
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Matrix R_i(2,2);
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R_i(0,0) = buf[i+0];
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R_i(0,1) = buf[i+1];
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R_i(1,0) = buf[i+2];
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R_i(1,1) = buf[i+3];
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size_t i = 0;
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for(; it1!=expectedHessian.end(); it1++, it2++){
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//EXPECT(assert_equal(it1->second, *it2));
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Matrix R_i(2,2);
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R_i(0,0) = buf[i+0];
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R_i(0,1) = buf[i+1];
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R_i(1,0) = buf[i+2];
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R_i(1,1) = buf[i+3];
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Matrix actualH_i = R_i.transpose() * R_i;// i-th diagonal block
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EXPECT(assert_equal(it1->second, actualH_i));
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i += 4;
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}
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Matrix actualH_i = R_i.transpose() * R_i;// i-th diagonal block
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EXPECT(assert_equal(it1->second, actualH_i));
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i += 4;
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}
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}
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/* ************************************************************************* */
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