/** * @file testSubgraphConditioner.cpp * @brief Unit tests for SubgraphPreconditioner * @author Frank Dellaert **/ #include #include #include using namespace boost::assign; #include #define GTSAM_MAGIC_KEY #include "numericalDerivative.h" #include "Ordering.h" #include "smallExample.h" #include "SubgraphPreconditioner.h" #include "iterative-inl.h" using namespace std; using namespace gtsam; using namespace example; /* ************************************************************************* */ TEST( SubgraphPreconditioner, planarGraph ) { // Check planar graph construction GaussianFactorGraph A; VectorConfig xtrue; boost::tie(A, xtrue) = planarGraph(3); LONGS_EQUAL(13,A.size()); LONGS_EQUAL(9,xtrue.size()); DOUBLES_EQUAL(0,A.error(xtrue),1e-9); // check zero error for xtrue // Check canonical ordering Ordering expected, ordering = planarOrdering(3); expected += "x3003", "x2003", "x1003", "x3002", "x2002", "x1002", "x3001", "x2001", "x1001"; CHECK(assert_equal(expected,ordering)); // Check that xtrue is optimal GaussianBayesNet R1 = A.eliminate(ordering); VectorConfig actual = optimize(R1); CHECK(assert_equal(xtrue,actual)); } /* ************************************************************************* */ TEST( SubgraphPreconditioner, splitOffPlanarTree ) { // Build a planar graph GaussianFactorGraph A; VectorConfig xtrue; boost::tie(A, xtrue) = planarGraph(3); // Get the spanning tree and constraints, and check their sizes GaussianFactorGraph T, C; boost::tie(T, C) = splitOffPlanarTree(3, A); LONGS_EQUAL(9,T.size()); LONGS_EQUAL(4,C.size()); // Check that the tree can be solved to give the ground xtrue Ordering ordering = planarOrdering(3); GaussianBayesNet R1 = T.eliminate(ordering); VectorConfig xbar = optimize(R1); CHECK(assert_equal(xtrue,xbar)); } /* ************************************************************************* */ TEST( SubgraphPreconditioner, system ) { // Build a planar graph GaussianFactorGraph Ab; VectorConfig xtrue; size_t N = 3; boost::tie(Ab, xtrue) = planarGraph(N); // A*x-b // Get the spanning tree and corresponding ordering GaussianFactorGraph Ab1_, Ab2_; // A1*x-b1 and A2*x-b2 boost::tie(Ab1_, Ab2_) = splitOffPlanarTree(N, Ab); SubgraphPreconditioner::sharedFG Ab1(new GaussianFactorGraph(Ab1_)); SubgraphPreconditioner::sharedFG Ab2(new GaussianFactorGraph(Ab2_)); // Eliminate the spanning tree to build a prior Ordering ordering = planarOrdering(N); SubgraphPreconditioner::sharedBayesNet Rc1 = Ab1_.eliminate_(ordering); // R1*x-c1 SubgraphPreconditioner::sharedConfig xbar = optimize_(*Rc1); // xbar = inv(R1)*c1 // Create Subgraph-preconditioned system SubgraphPreconditioner system(Ab1, Ab2, Rc1, xbar); // Create zero config VectorConfig zeros = VectorConfig::zero(*xbar); // Set up y0 as all zeros VectorConfig y0 = zeros; // y1 = perturbed y0 VectorConfig y1 = zeros; y1["x2003"] = Vector_(2, 1.0, -1.0); // Check corresponding x values VectorConfig expected_x1 = xtrue, x1 = system.x(y1); expected_x1["x2003"] = Vector_(2, 2.01, 2.99); expected_x1["x3003"] = Vector_(2, 3.01, 2.99); CHECK(assert_equal(xtrue, system.x(y0))); CHECK(assert_equal(expected_x1,system.x(y1))); // Check errors DOUBLES_EQUAL(0,Ab.error(xtrue),1e-9); DOUBLES_EQUAL(3,Ab.error(x1),1e-9); DOUBLES_EQUAL(0,system.error(y0),1e-9); DOUBLES_EQUAL(3,system.error(y1),1e-9); // Test gradient in x VectorConfig expected_gx0 = zeros; VectorConfig expected_gx1 = zeros; CHECK(assert_equal(expected_gx0,Ab.gradient(xtrue))); expected_gx1["x1003"] = Vector_(2, -100., 100.); expected_gx1["x2002"] = Vector_(2, -100., 100.); expected_gx1["x2003"] = Vector_(2, 200., -200.); expected_gx1["x3002"] = Vector_(2, -100., 100.); expected_gx1["x3003"] = Vector_(2, 100., -100.); CHECK(assert_equal(expected_gx1,Ab.gradient(x1))); // Test gradient in y VectorConfig expected_gy0 = zeros; VectorConfig expected_gy1 = zeros; expected_gy1["x1003"] = Vector_(2, 2., -2.); expected_gy1["x2002"] = Vector_(2, -2., 2.); expected_gy1["x2003"] = Vector_(2, 3., -3.); expected_gy1["x3002"] = Vector_(2, -1., 1.); expected_gy1["x3003"] = Vector_(2, 1., -1.); CHECK(assert_equal(expected_gy0,system.gradient(y0))); CHECK(assert_equal(expected_gy1,system.gradient(y1))); // Check it numerically for good measure // TODO use boost::bind(&SubgraphPreconditioner::error,&system,_1) // Vector numerical_g1 = numericalGradient (error, y1, 0.001); // Vector expected_g1 = Vector_(18, 0., 0., 0., 0., 2., -2., 0., 0., -2., 2., // 3., -3., 0., 0., -1., 1., 1., -1.); // CHECK(assert_equal(expected_g1,numerical_g1)); } /* ************************************************************************* */ TEST( SubgraphPreconditioner, conjugateGradients ) { // Build a planar graph GaussianFactorGraph Ab; VectorConfig xtrue; size_t N = 3; boost::tie(Ab, xtrue) = planarGraph(N); // A*x-b // Get the spanning tree and corresponding ordering GaussianFactorGraph Ab1_, Ab2_; // A1*x-b1 and A2*x-b2 boost::tie(Ab1_, Ab2_) = splitOffPlanarTree(N, Ab); SubgraphPreconditioner::sharedFG Ab1(new GaussianFactorGraph(Ab1_)); SubgraphPreconditioner::sharedFG Ab2(new GaussianFactorGraph(Ab2_)); // Eliminate the spanning tree to build a prior Ordering ordering = planarOrdering(N); SubgraphPreconditioner::sharedBayesNet Rc1 = Ab1_.eliminate_(ordering); // R1*x-c1 SubgraphPreconditioner::sharedConfig xbar = optimize_(*Rc1); // xbar = inv(R1)*c1 // Create Subgraph-preconditioned system SubgraphPreconditioner system(Ab1, Ab2, Rc1, xbar); // Create zero config y0 and perturbed config y1 VectorConfig y0 = VectorConfig::zero(*xbar); VectorConfig y1 = y0; y1["x2003"] = Vector_(2, 1.0, -1.0); VectorConfig x1 = system.x(y1); // Solve for the remaining constraints using PCG bool verbose = false; double epsilon = 1e-3; size_t maxIterations = 100; VectorConfig actual = gtsam::conjugateGradients(system, y1, verbose, epsilon, epsilon, maxIterations); CHECK(assert_equal(y0,actual)); // Compare with non preconditioned version: VectorConfig actual2 = conjugateGradientDescent(Ab, x1, verbose, epsilon, epsilon, maxIterations); CHECK(assert_equal(xtrue,actual2,1e-4)); } /* ************************************************************************* */ int main() { TestResult tr; return TestRegistry::runAllTests(tr); } /* ************************************************************************* */