/** * @file testBayesNetConditioner.cpp * @brief Unit tests for BayesNetConditioner * @author Frank Dellaert **/ #include #include #include #include "Ordering.h" #include "smallExample.h" #include "BayesNetPreconditioner.h" #include "iterative-inl.h" using namespace std; using namespace gtsam; /* ************************************************************************* */ TEST( BayesNetPreconditioner, operators ) { // Build a simple Bayes net // small Bayes Net x <- y, x=2D, y=1D // 1 2 3 x1 0 // 0 1 2 * x2 = 0 // 0 0 1 x3 1 // Create a scalar Gaussian on y GaussianBayesNet bn = scalarGaussian("y", 1, 0.1); // Add a conditional node with one parent |Rx+Sy-d| Matrix R11 = Matrix_(2, 2, 1.0, 2.0, 0.0, 1.0), S12 = Matrix_(2, 1, 3.0, 2.0); Vector d = zero(2); Vector sigmas = Vector_(2, 0.1, 0.1); push_front(bn, "x", d, R11, "y", S12, sigmas); // Create Precondioner class GaussianFactorGraph dummy; BayesNetPreconditioner P(dummy,bn); // inv(R1)*d should equal solution [1;-2;1] VectorConfig D; D.insert("x", d); D.insert("y", Vector_(1, 1.0 / 0.1)); // corrected by sigma VectorConfig expected1; expected1.insert("x", Vector_(2, 1.0, -2.0)); expected1.insert("y", Vector_(1, 1.0)); VectorConfig actual1 = P.backSubstitute(D); CHECK(assert_equal(expected1,actual1)); // inv(R1')*ones should equal ? VectorConfig ones; ones.insert("x", Vector_(2, 1.0, 1.0)); ones.insert("y", Vector_(1, 1.0)); VectorConfig expected2; expected2.insert("x", Vector_(2, 0.1, -0.1)); expected2.insert("y", Vector_(1, 0.0)); VectorConfig actual2 = P.backSubstituteTranspose(ones); CHECK(assert_equal(expected2,actual2)); } /* ************************************************************************* */ TEST( BayesNetPreconditioner, 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); // Eliminate the spanning tree to build a prior Ordering ordering = planarOrdering(N); GaussianBayesNet Rc1 = Ab1.eliminate(ordering); // R1*x-c1 VectorConfig xbar = optimize(Rc1); // xbar = inv(R1)*c1 // Create BayesNet-preconditioned system BayesNetPreconditioner system(Ab,Rc1); // Create zero config y0 and perturbed config y1 VectorConfig y0; Vector z2 = zero(2); BOOST_FOREACH(const string& j, ordering) y0.insert(j,z2); VectorConfig y1 = y0; y1.getReference("x23") = Vector_(2, 1.0, -1.0); VectorConfig x1 = system.x(y1); // Solve using PCG bool verbose = false; double epsilon = 1e-6; // had to crank this down !!! size_t maxIterations = 100; VectorConfig actual_y = gtsam::conjugateGradients(system, y1, verbose, epsilon, epsilon, maxIterations); VectorConfig actual_x = system.x(actual_y); CHECK(assert_equal(xtrue,actual_x)); // Compare with non preconditioned version: VectorConfig actual2 = conjugateGradientDescent(Ab, x1, verbose, epsilon, maxIterations); CHECK(assert_equal(xtrue,actual2)); } /* ************************************************************************* */ int main() { TestResult tr; return TestRegistry::runAllTests(tr); } /* ************************************************************************* */