debug hard constraint and make pose2prior work
parent
fb3e38b161
commit
f5a6a10feb
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@ -91,7 +91,12 @@ namespace gtsam {
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if (verbosity >= CONFIG)
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if (verbosity >= CONFIG)
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newConfig->print("newConfig");
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newConfig->print("newConfig");
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return NonlinearOptimizer(graph_, ordering_, newConfig);
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NonlinearOptimizer newOptimizer = NonlinearOptimizer(graph_, ordering_, newConfig);
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if (verbosity >= ERROR)
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cout << "error: " << newOptimizer.error_ << endl;
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return newOptimizer;
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}
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}
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/* ************************************************************************* */
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/* ************************************************************************* */
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@ -9,23 +9,25 @@
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#include "GaussianFactor.h"
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#include "GaussianFactor.h"
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#include "Pose2.h"
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#include "Pose2.h"
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#include "Matrix.h"
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#include "Matrix.h"
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#include "Pose2Config.h"
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#include "Key.h"
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#include "Pose2Graph.h"
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#include "ostream"
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#include "ostream"
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namespace gtsam {
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namespace gtsam {
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class Pose2Prior : public NonlinearFactor<Pose2Config> {
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class Pose2Prior : public NonlinearFactor<Pose2Config> {
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private:
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private:
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std::string key_;
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typedef Pose2Config::Key Key;
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Key key_;
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Pose2 measured_;
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Pose2 measured_;
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Matrix square_root_inverse_covariance_; /** sqrt(inv(measurement_covariance)) */
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Matrix square_root_inverse_covariance_; /** sqrt(inv(measurement_covariance)) */
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std::list<std::string> keys_;
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//std::list<Key> keys_;
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public:
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public:
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typedef boost::shared_ptr<Pose2Prior> shared_ptr; // shorthand for a smart pointer to a factor
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typedef boost::shared_ptr<Pose2Prior> shared_ptr; // shorthand for a smart pointer to a factor
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Pose2Prior(const std::string& key, const Pose2& measured, const Matrix& measurement_covariance) :
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Pose2Prior(const Key& key, const Pose2& measured, const Matrix& measurement_covariance) :
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key_(key),measured_(measured) {
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key_(key),measured_(measured) {
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square_root_inverse_covariance_ = inverse_square_root(measurement_covariance);
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square_root_inverse_covariance_ = inverse_square_root(measurement_covariance);
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keys_.push_back(key);
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keys_.push_back(key);
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@ -35,7 +37,7 @@ public:
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void print(const std::string& name) const {
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void print(const std::string& name) const {
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std::cout << name << std::endl;
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std::cout << name << std::endl;
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std::cout << "Factor "<< std::endl;
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std::cout << "Factor "<< std::endl;
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std::cout << "key "<< key_<<std::endl;
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std::cout << "key "<< (std::string)key_<<std::endl;
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measured_.print("measured ");
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measured_.print("measured ");
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gtsam::print(square_root_inverse_covariance_,"MeasurementCovariance");
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gtsam::print(square_root_inverse_covariance_,"MeasurementCovariance");
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}
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}
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@ -43,16 +45,16 @@ public:
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/** implement functions needed to derive from Factor */
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/** implement functions needed to derive from Factor */
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Vector error_vector(const Pose2Config& config) const {
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Vector error_vector(const Pose2Config& config) const {
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Pose2 p = config.get(key_);
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Pose2 p = config[key_];
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return -logmap(p,measured_);
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return -logmap(p,measured_);
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}
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}
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std::list<std::string> keys() const { return keys_; }
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//std::list<Key> keys() const { return keys_; }
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std::size_t size() const { return keys_.size(); }
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std::size_t size() const { return keys_.size(); }
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/** linearize */
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/** linearize */
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boost::shared_ptr<GaussianFactor> linearize(const Pose2Config& config) const {
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boost::shared_ptr<GaussianFactor> linearize(const Pose2Config& config) const {
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Pose2 p = config.get(key_);
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Pose2 p = config[key_];
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Vector b = logmap(p,measured_);
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Vector b = logmap(p,measured_);
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Matrix H(3,3);
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Matrix H(3,3);
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H(0,0)=1; H(0,1)=0; H(0,2)=0;
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H(0,0)=1; H(0,1)=0; H(0,2)=0;
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@ -195,6 +195,11 @@ namespace gtsam {
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return result;
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return result;
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}
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}
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/* ************************************************************************* */
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double max(const Vector &a) {
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return *(std::max_element(a.begin(), a.end()));
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}
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/* ************************************************************************* */
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/* ************************************************************************* */
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pair<double, Vector > house(Vector &x)
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pair<double, Vector > house(Vector &x)
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{
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{
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@ -170,6 +170,13 @@ Vector ediv_(const Vector &a, const Vector &b);
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*/
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*/
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double sum(const Vector &a);
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double sum(const Vector &a);
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/**
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* return the max element of a vector
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* @param a vector
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* @return max(a)
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*/
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double max(const Vector &a);
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/** Dot product */
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/** Dot product */
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inline double dot(const Vector &a, const Vector& b) { return sum(emul(a,b)); }
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inline double dot(const Vector &a, const Vector& b) { return sum(emul(a,b)); }
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@ -68,6 +68,14 @@ namespace gtsam {
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/** Total dimensionality */
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/** Total dimensionality */
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size_t dim() const;
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size_t dim() const;
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/** max of the vectors */
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inline double max() const {
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double m = -std::numeric_limits<double>::infinity();
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for(const_iterator it=begin(); it!=end(); it++)
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m = std::max(m, gtsam::max(it->second));
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return m;
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}
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/** Scale */
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/** Scale */
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VectorConfig scale(double s) const;
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VectorConfig scale(double s) const;
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VectorConfig operator*(double s) const;
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VectorConfig operator*(double s) const;
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@ -125,6 +133,9 @@ namespace gtsam {
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/** dim function (for iterative::CGD) */
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/** dim function (for iterative::CGD) */
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inline double dim(const VectorConfig& x) { return x.dim();}
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inline double dim(const VectorConfig& x) { return x.dim();}
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/** max of the vectors */
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inline double max(const VectorConfig& x) { return x.max();}
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/** print with optional string */
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/** print with optional string */
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void print(const VectorConfig& v, const std::string& s = "");
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void print(const VectorConfig& v, const std::string& s = "");
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@ -22,15 +22,17 @@ namespace gtsam {
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template<class S, class V, class E>
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template<class S, class V, class E>
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V conjugateGradients(const S& Ab, V x, bool verbose, double epsilon, double epsilon_abs,
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V conjugateGradients(const S& Ab, V x, bool verbose, double epsilon, double epsilon_abs,
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size_t maxIterations, bool steepest = false) {
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size_t maxIterations, bool steepest = false) {
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//GTSAM_PRINT(Ab);
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if (maxIterations == 0) maxIterations = dim(x) * (steepest ? 10 : 1);
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if (maxIterations == 0) maxIterations = dim(x) * (steepest ? 10 : 1);
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size_t reset = (size_t)(sqrt(dim(x))+0.5); // when to reset
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size_t reset = (size_t)(sqrt(dim(x))+0.5); // when to reset
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// Start with g0 = A'*(A*x0-b), d0 = - g0
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// Start with g0 = A'*(A*x0-b), d0 = - g0
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// i.e., first step is in direction of negative gradient
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// i.e., first step is in direction of negative gradient
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V g = Ab.gradient(x);
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V g = Ab.gradient(x);
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//print(g, "g");
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V d = -g;
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V d = -g;
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double dotg0 = dot(g, g), prev_dotg = dotg0;
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double dotg0 = dot(g, g), prev_dotg = dotg0;
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//printf("dotg0:%g epsilon_abs:%g\n", dotg0, epsilon_abs);
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if (dotg0 < epsilon_abs) return x;
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if (dotg0 < epsilon_abs) return x;
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double threshold = epsilon * epsilon * dotg0;
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double threshold = epsilon * epsilon * dotg0;
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@ -43,7 +45,9 @@ namespace gtsam {
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// calculate optimal step-size
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// calculate optimal step-size
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E Ad = Ab * d;
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E Ad = Ab * d;
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//printf("dot(d, g):%g dot(Ad, Ad):%g\n", dot(d, g), dot(Ad, Ad));
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double alpha = -dot(d, g) / dot(Ad, Ad);
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double alpha = -dot(d, g) / dot(Ad, Ad);
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//printf("alpha:%g\n", alpha);
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// do step in new search direction
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// do step in new search direction
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x = x + alpha * d;
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x = x + alpha * d;
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@ -12,63 +12,119 @@ using namespace boost::assign;
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#include "Ordering.h"
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#include "Ordering.h"
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#include "iterative.h"
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#include "iterative.h"
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#include "smallExample.h"
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#include "smallExample.h"
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#include "Pose2Graph.h"
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#include "Pose2Prior.h"
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using namespace std;
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using namespace std;
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using namespace gtsam;
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using namespace gtsam;
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/* ************************************************************************* */
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///* ************************************************************************* */
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TEST( Iterative, steepestDescent )
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//TEST( Iterative, steepestDescent )
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{
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//{
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// Expected solution
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// // Expected solution
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Ordering ord;
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// Ordering ord;
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ord += "l1", "x1", "x2";
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// ord += "l1", "x1", "x2";
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GaussianFactorGraph fg = createGaussianFactorGraph();
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// GaussianFactorGraph fg = createGaussianFactorGraph();
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VectorConfig expected = fg.optimize(ord); // destructive
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// VectorConfig expected = fg.optimize(ord); // destructive
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//
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// // Do gradient descent
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// GaussianFactorGraph fg2 = createGaussianFactorGraph();
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// VectorConfig zero = createZeroDelta();
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// bool verbose = false;
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// VectorConfig actual = steepestDescent(fg2, zero, verbose);
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// CHECK(assert_equal(expected,actual,1e-2));
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//}
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//
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///* ************************************************************************* */
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//TEST( Iterative, conjugateGradientDescent )
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//{
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// // Expected solution
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// Ordering ord;
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// ord += "l1", "x1", "x2";
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// GaussianFactorGraph fg = createGaussianFactorGraph();
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// VectorConfig expected = fg.optimize(ord); // destructive
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//
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// // create graph and get matrices
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// GaussianFactorGraph fg2 = createGaussianFactorGraph();
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// Matrix A;
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// Vector b;
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// Vector x0 = gtsam::zero(6);
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// boost::tie(A, b) = fg2.matrix(ord);
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// Vector expectedX = Vector_(6, -0.1, 0.1, -0.1, -0.1, 0.1, -0.2);
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//
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// // Do conjugate gradient descent, System version
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// System Ab(A, b);
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// Vector actualX = conjugateGradientDescent(Ab, x0);
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// CHECK(assert_equal(expectedX,actualX,1e-9));
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//
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// // Do conjugate gradient descent, Matrix version
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// Vector actualX2 = conjugateGradientDescent(A, b, x0);
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// CHECK(assert_equal(expectedX,actualX2,1e-9));
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//
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// // Do conjugate gradient descent on factor graph
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// VectorConfig zero = createZeroDelta();
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// VectorConfig actual = conjugateGradientDescent(fg2, zero);
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// CHECK(assert_equal(expected,actual,1e-2));
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//
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// // Test method
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// VectorConfig actual2 = fg2.conjugateGradientDescent(zero);
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// CHECK(assert_equal(expected,actual2,1e-2));
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//}
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// Do gradient descent
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/* ************************************************************************* *
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GaussianFactorGraph fg2 = createGaussianFactorGraph();
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TEST( Iterative, conjugateGradientDescent_hard_constraint )
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VectorConfig zero = createZeroDelta();
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{
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bool verbose = false;
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typedef Pose2Config::Key Key;
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VectorConfig actual = steepestDescent(fg2, zero, verbose);
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CHECK(assert_equal(expected,actual,1e-2));
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Pose2Config config;
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config.insert(1, Pose2(0.,0.,0.));
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config.insert(2, Pose2(1.5,0.,0.));
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Pose2Graph graph;
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Matrix cov = eye(3);
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graph.push_back(Pose2Graph::sharedFactor(new Pose2Factor(Key(1), Key(2), Pose2(1.,0.,0.), cov)));
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graph.addConstraint(1, config[1]);
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VectorConfig zeros;
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zeros.insert("x1",zero(3));
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zeros.insert("x2",zero(3));
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GaussianFactorGraph fg = graph.linearize(config);
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VectorConfig actual = conjugateGradientDescent(fg, zeros, true, 1e-3, 1e-5, 10);
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VectorConfig expected;
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expected.insert("x1", zero(3));
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expected.insert("x2", Vector_(-0.5,0.,0.));
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CHECK(assert_equal(expected, actual));
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}
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}
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/* ************************************************************************* */
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/* ************************************************************************* */
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TEST( Iterative, conjugateGradientDescent )
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TEST( Iterative, conjugateGradientDescent_soft_constraint )
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{
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{
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// Expected solution
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typedef Pose2Config::Key Key;
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Ordering ord;
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ord += "l1", "x1", "x2";
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GaussianFactorGraph fg = createGaussianFactorGraph();
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VectorConfig expected = fg.optimize(ord); // destructive
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// create graph and get matrices
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Pose2Config config;
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GaussianFactorGraph fg2 = createGaussianFactorGraph();
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config.insert(1, Pose2(0.,0.,0.));
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Matrix A;
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config.insert(2, Pose2(1.5,0.,0.));
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Vector b;
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Vector x0 = gtsam::zero(6);
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boost::tie(A, b) = fg2.matrix(ord);
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Vector expectedX = Vector_(6, -0.1, 0.1, -0.1, -0.1, 0.1, -0.2);
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// Do conjugate gradient descent, System version
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Pose2Graph graph;
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System Ab(A, b);
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Matrix cov = eye(3);
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Vector actualX = conjugateGradientDescent(Ab, x0);
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Matrix cov2 = eye(3) * 1e-10;
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CHECK(assert_equal(expectedX,actualX,1e-9));
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graph.push_back(Pose2Graph::sharedFactor(new Pose2Factor(Key(1), Key(2), Pose2(1.,0.,0.), cov)));
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graph.push_back(boost::shared_ptr<Pose2Prior>(new Pose2Prior(Key(1), Pose2(0.,0.,0.), cov2)));
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// Do conjugate gradient descent, Matrix version
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VectorConfig zeros;
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Vector actualX2 = conjugateGradientDescent(A, b, x0);
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zeros.insert("x1",zero(3));
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CHECK(assert_equal(expectedX,actualX2,1e-9));
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zeros.insert("x2",zero(3));
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// Do conjugate gradient descent on factor graph
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GaussianFactorGraph fg = graph.linearize(config);
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VectorConfig zero = createZeroDelta();
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VectorConfig actual = conjugateGradientDescent(fg, zeros, false, 1e-3, 1e-5, 100);
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VectorConfig actual = conjugateGradientDescent(fg2, zero);
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CHECK(assert_equal(expected,actual,1e-2));
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// Test method
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VectorConfig expected;
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VectorConfig actual2 = fg2.conjugateGradientDescent(zero);
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expected.insert("x1", zero(3));
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CHECK(assert_equal(expected,actual2,1e-2));
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expected.insert("x2", Vector_(3,-0.5,0.,0.));
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CHECK(assert_equal(expected, actual));
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}
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}
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/* ************************************************************************* */
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/* ************************************************************************* */
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int main() {
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int main() {
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TestResult tr;
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TestResult tr;
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