6d697f2c92
heuristic in EliminationPreferCholesky to work around the Indeterminant exception while solving linear constrained systems.
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Instead of turning Hessian factors into Jacobian factors -- so that they can be eliminated with constrained Jacobian factors using the special QR in Constrained's noise model -- we combine all Hessian factors, eliminate the variable first to have a conditional and a new factor 1, then combine the constrained Jacobians with this conditional (also a Jacobian) to eliminate again, producing the final conditional, and a new factor 2. The two new factors are then combined into a new Hessian factor to be returned.
2014-09-11 14:51:35 -04:00
47ed9f3687
matlab code to reproduce test results
2014-08-06 11:10:36 -04:00
2895b0515c
Support non positive definite Hessian factors while doing EliminatePreferCholesky with some constrained factors.
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Currently, when eliminating a constrained variable, EliminatePreferCholesky converts every other factors to JacobianFactor before doing the special QR factorization for constrained variables. Unfortunately, after a constrained nonlinear graph is linearized, new hessian factors from constraints, multiplied with the dual variable (-lambda*\hessian{c} terms in the Lagrangian objective function), might become negative definite, thus cannot be converted to JacobianFactors.
Following EliminateCholesky, this version of EliminatePreferCholesky for constrained var gathers all unconstrained factors into a big joint HessianFactor before converting it into a JacobianFactor to be eliminiated by QR together with the other constrained factors.
Of course, this might not solve the non-positive-definite problem entirely, because (1) the original hessian factors might be non-positive definite and (2) large strange value of lambdas might cause the joint factor non-positive definite [is this true?]. But at least, this will help in typical cases.
2014-08-06 11:09:25 -04:00
2fd3cf1bd0
unittest for QPSolver without initial point
2014-08-06 11:08:43 -04:00
882a1fe22f
first unittest finding QP's feasible initial point works
2014-08-06 11:08:43 -04:00
c91ab4a276
fix bugs in variable's columnNo index when passing to lpsolve. Obviously lpsolve modifies the raw buffer we pass to it!
2014-08-06 11:08:43 -04:00
c637a75ebf
add lp_solve and the gtsam LPSolver interface
2014-08-06 11:08:43 -04:00
e16efaab2c
QPSolver now returns dual values after solving. This can be used as a guessed dual value for the nonlinear level
2014-08-06 10:55:27 -04:00
4681c05063
build dualgraph supports least-squares multipliers
2014-08-06 10:55:24 -04:00
bb7522c947
Fix gtsam's old segfault bug in JacobianFactor::isConstrained: return false if it has no noisemodel. Test Nocedal06book, example 16.4, pg 475 passed.
2014-08-06 10:55:23 -04:00
37079417d1
Test with Matlab's QP example
2014-08-06 10:55:23 -04:00
f88c928ca0
refactor QPSolver into its own class
2014-08-06 10:55:22 -04:00
c0e201f06c
Detailed comments for choosing the step size
2014-08-06 10:55:22 -04:00
f00d673646
Detailed comments about the lambda<0 condition for good ineq <=0 constraints, wrt the Lagrangian L = f(x) - lambda*c(x)
2014-08-06 10:55:21 -04:00
9fd78faf4b
first ineq QP test passed!
2014-08-06 10:55:21 -04:00
ba1273ae6b
fix bug in NoiseModel signs for ineq weights. Unittest dual graph
2014-08-06 10:55:20 -04:00
a31e9568a1
QPSolver in progress. Finish building dual graph, but not tested.
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Use mixed constrained noise with sigma < 0 to denote inequalities.
Working set implements the active set method, turning inactive inequalities
to active one as equality constraints by setting their corresponding sigmas to 0
and vice versa. Dual graph now has to deal with mixed sigmas.
2014-08-06 10:55:20 -04:00
fe235b1209
Building timing scripts using new timing script support in GtsamTesting.cmake. Fixed compile errors in timing scripts but disabled a couple.
2014-06-07 19:02:11 -07:00
89e6e27301
Additional unit test
2014-05-31 20:29:00 -04:00
e730da95c4
Smarter noise models: Diagonal::Sigmas is now actually smart, and Gaussian::SqrtInformation now has a smart flag (default is true)
2014-05-28 09:17:31 -04:00
d725dd4816
Renamed unit tests that still had 'Unordered' in the name
2014-05-07 18:19:11 -07:00
108357992c
Optimize an incomplete BayesNet
2014-05-06 02:18:52 -04:00
92c9e9c0aa
Fixed "unused" warnings
2014-05-03 12:23:49 -04:00
51248072f9
fixed bug in hessianDiagonal (raw access)
2014-04-03 17:50:52 -04:00
dfeb9e2459
added test on hessian diagonal
2014-03-13 22:44:03 -04:00
6f692b1547
Merge branch 'develop'
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Conflicts:
gtsam/base/SymmetricBlockMatrix.cpp
gtsam/linear/JacobianFactor-inl.h
gtsam_unstable/geometry/tests/testTriangulation.cpp
2014-03-12 12:57:59 -04:00
b464b808ef
First cut on raw MultiplyHessianAdd for HessianFactor and JacobianFactor. Unit test is passed in testGaussianFactorGraphUnordered (multiplyHessianAdd3). Note the interface currently needs the accumulated diminsions of key variables. See GaussianFactorGraph::multiplyHessianAdd(double alpha,const double* x, double* y).
2014-03-04 01:58:34 -05:00
e88b214b40
Small re-factor, no more finished()
2014-02-16 12:17:00 -05:00
f8024bd6dd
Conversion from Hessian can have NULL node model
2014-02-16 12:15:52 -05:00
19a06ca68f
Added unit tests for NULL noise model and fixed bug in hessianDiagonalXX for that case
2014-02-16 00:21:15 -05:00
38d8de1537
Put in test
2014-02-14 13:39:07 -05:00
411381fd88
unit test for Jacobian::hessianBlockDiagonal
2014-02-14 13:31:21 -05:00
6e4433f589
Made correct test for HessianFactor::hessianBlockDiagonal
2014-02-14 13:19:17 -05:00
d9431d3d40
Added expected values for hessianBlockDiagonal
2014-02-14 13:09:04 -05:00
a272264e7d
Added unit test for hessianDiagonal
2014-02-14 01:38:08 -05:00
239b0fda6f
removed obsolete comment
2014-02-14 01:33:29 -05:00
d3ac03e419
rename
2014-02-14 01:28:48 -05:00
2ab25b3f65
hessianDiagonal now unit tested for HessianFactor
2014-02-14 01:27:03 -05:00
76959d4d18
Added hessianDiagonal; works for Gaussian factor graphs with JacobianFactors
2014-02-14 01:14:32 -05:00
b048db4296
refactored matrices test and checked my understanding of diagonal
2014-02-13 14:58:29 -05:00
661a157553
Working on standardizing/simplifying building unit tests and examples. Much simpler cmake function to add a glob of tests, doing away with convenience libraries, and removing other options that we never change from their defaults.
2014-02-13 01:34:31 -05:00
5db9dd4081
Removed .finished() from testGaussianBayesTreeUnordered.cpp
2014-02-10 08:54:14 -05:00
01be5dce94
Added template parameters to resolve Mac issue.
2014-02-05 15:51:20 -05:00
90786c0203
fix Vector_() in rest of gtsam folder
2014-01-23 01:44:55 -05:00
dfb3e60171
Fixed issue with serialization by actively changing inf/nan values to zero in constrained noisemodel. Updated WhitenInPlace() and distance(). Apparently this caused a bunch of other unit tests to fail, though.
2014-01-04 20:01:05 -05:00
54c1ec0dcb
comments only - found the source of the problem
2014-01-04 19:04:34 -05:00
4aea198c84
Marked failure cases for serialization in the linear test - get "input stream error" with the constrained noise model on text and XML serialization modes, but not binary
2014-01-04 16:29:25 -05:00
a3003a0736
Merge branch 'origin/release/2.4.0'
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Mainly improvements in EssentialMatrix stuff, but also has the new precisions in the diagonal noise model.
2014-01-04 00:29:32 -05:00
29085b94a2
Check invsigmas and precisions indeed infinity in case of constrained models
2014-01-02 18:38:47 -05:00
880d9a8e3c
Switched to new Eigen built-in special comma initializer
2013-12-16 21:33:12 +00:00
5f87cbea7f
New SymmetricBlockMatrix interface - should be safer as all exposed functions use symmetric matrix expressions and the internal uninitialized values below the diagonal are never exposed.
2013-11-26 23:49:53 +00:00
1362eabd46
Fixed compile problems on Windows
2013-11-19 00:26:20 +00:00
e4d56df32e
Fix Matrix_(...) to Mat() <<…
2013-11-14 05:39:29 +00:00
c08a0ebcae
Fix Matrix_(...) to Mat() <<... in gtsam/linear
2013-11-13 05:27:20 +00:00
03dcf17393
Added test to verify that GaussianFactorGraph worked in serialization
2013-11-08 21:55:35 +00:00
ec78d54f37
Removed old Index typedef and IndexFormatter
2013-11-08 16:35:28 +00:00
1be1731c9b
Expanded the clone() test
2013-11-07 16:19:50 +00:00
e3208a1f8e
Added negate() and clone() to GaussianFactorGraph
2013-11-07 15:29:38 +00:00
5defdbe73f
Fixed compile problems on windows
2013-11-05 16:06:10 +00:00
d95ae93f91
Found and fixed the bug in multiplyHessian ! The storage scheme is evil !
2013-11-01 19:37:24 +00:00
ccae63fd42
Removed degenerate example
2013-10-29 04:59:17 +00:00
3c33e44c46
Fixed compile errors on windows
2013-10-29 04:24:14 +00:00
23cd20aa9b
Fixed unit test with different (non-degenerate) Hessian
2013-10-29 04:07:44 +00:00
4591835223
gradientAtZero is now implemented in the fcators (Richard says, need to work on efficiency)
2013-10-29 03:42:33 +00:00
b66841ca08
addInPlace_ (does not require structure to be the same)
2013-10-29 03:41:45 +00:00
3c65fcfa19
Failed unit test, trace back to updateATA ?
2013-10-29 01:10:41 +00:00
7c3131b533
Made multiplyHessian into multiplyHessianAdd
2013-10-27 14:58:51 +00:00
9de0cacc27
Added vector(dims) method, and introduced Dims typedef
2013-10-26 22:04:37 +00:00
17a74da786
Fixed unit test
2013-10-26 04:27:05 +00:00
d03eafb6c0
Constructor that converts from Vector
2013-10-25 00:54:05 +00:00
42538c0252
unit tested multiplyHessian in HessianFactor
2013-10-24 23:12:18 +00:00
6f7d4ddb50
added multiplyHessian in HessianFactor (not ready)
2013-10-24 22:22:29 +00:00
621483bc9b
multiplyHessian in JacobianFactor works
2013-10-24 16:40:25 +00:00
6a383799d7
Skeleton code for GaussianFactorGraph::multiplyHessian
2013-10-24 15:52:32 +00:00
40a7153272
Fix Vector_() to Vec() in gtsam/linear
2013-10-21 05:12:48 +00:00
a4bd2adbc7
Added test for serializing a GaussianBayesTree
2013-09-17 14:04:11 +00:00
f3fdf8abe9
Reenabled some code relating to Hessian factors that I had accidently left disabled
2013-08-18 17:17:09 +00:00
14fef517d8
Fixed list_of problem on old boost and clang
2013-08-16 15:07:54 +00:00
0212bbc30d
Fixed some unit tests
2013-08-16 04:11:02 +00:00
ae4999414d
Fixed some compile errors when no C++11 extensions are enabled
2013-08-13 21:02:18 +00:00
871ffca204
Fixed unit test
2013-08-13 04:21:50 +00:00
f0c0a56365
Fixed warnings
2013-08-11 18:45:44 +00:00
3c8d482271
Reenabled dogleg unit tests and moved relevant parts to other test files
2013-08-11 18:17:32 +00:00
92459bc33b
Fixed gcc unit test compile errors
2013-08-08 16:30:14 +00:00
e39d100b6a
Made most global unit tests compile, includes dogleg, iterative, kalman filter, etc
2013-08-06 13:44:22 +00:00
ede0805fac
Global find+replace to remove Ordered
2013-08-05 22:31:44 +00:00
cb7eb1b510
Find+replace Ordered headers
2013-08-05 22:31:33 +00:00
09643929fd
Making some tests compile
2013-08-05 22:31:26 +00:00
0e80fe6418
Moved ordering tests, fixed serialization and constructors, to make all inference, symbolic, and linear tests pass
2013-08-05 22:31:09 +00:00
587bfd3772
VectorValues constructor and append with initial values
2013-08-05 17:01:56 +00:00
be0b27a003
Removed obsolete Ordered classes and unit tests that have already been converted
2013-08-02 22:09:40 +00:00
682eddf3ef
Finished HessianFactor and Choesky in unordered
2013-08-02 22:09:32 +00:00
1f6ca330ee
Cleanups
2013-08-02 22:09:30 +00:00
4ea9fda03b
Working on HessianFactor
2013-08-01 21:57:56 +00:00
0d05bf5ac5
Started on HessianFactor, converted Nonlinear stuff and disabled a lot of more advanced classes so the library compiles with nonlinear using unordered.
2013-08-01 21:57:43 +00:00
5e3b4bf477
Added scalar * operator to VectorValues
2013-08-01 21:57:26 +00:00
3ade190128
Renamed old classes to "Ordered" and removed "Unordered" name from new classes
2013-07-29 23:55:40 +00:00
5746dedacb
Enabled and made GaussianBayesTree unit tests pass
2013-07-29 23:54:38 +00:00
b857dab6a9
Renamed unit tests already converted to 'Obsolete'
2013-07-17 03:13:00 +00:00
323d618c3e
Converted GBN and GFG unit tests
2013-07-16 20:22:14 +00:00
thduynguyen
Richard Roberts
dellaert
Luca
hchiu
indelman
jing
Alex Cunningham
Jing Dong
Alex Cunningham
Frank Dellaert
Pablo Fernandez Alcantarilla
Luca Carlone