/* ---------------------------------------------------------------------------- * GTSAM Copyright 2010, Georgia Tech Research Corporation, * Atlanta, Georgia 30332-0415 * All Rights Reserved * Authors: Frank Dellaert, et al. (see THANKS for the full author list) * See LICENSE for the license information * -------------------------------------------------------------------------- */ /** * @file testSubgraphConditioner.cpp * @brief Unit tests for SubgraphPreconditioner * @author Frank Dellaert **/ #include #include #include #include #include #include #include #include #include #include #include using namespace boost::assign; using namespace std; using namespace gtsam; using namespace example; // define keys // Create key for simulated planar graph Symbol key(int x, int y) { return symbol_shorthand::X(1000*x+y); } /* ************************************************************************* */ TEST( SubgraphPreconditioner, planarOrdering ) { // Check canonical ordering Ordering expected, ordering = planarOrdering(3); expected += key(3, 3), key(2, 3), key(1, 3), key(3, 2), key(2, 2), key(1, 2), key(3, 1), key(2, 1), key(1, 1); EXPECT(assert_equal(expected,ordering)); } /* ************************************************************************* */ /** unnormalized error */ static double error(const GaussianFactorGraph& fg, const VectorValues& x) { double total_error = 0.; for(const GaussianFactor::shared_ptr& factor: fg) total_error += factor->error(x); return total_error; } /* ************************************************************************* */ TEST( SubgraphPreconditioner, planarGraph ) { // Check planar graph construction GaussianFactorGraph A; VectorValues xtrue; boost::tie(A, xtrue) = planarGraph(3); LONGS_EQUAL(13,A.size()); LONGS_EQUAL(9,xtrue.size()); DOUBLES_EQUAL(0,error(A,xtrue),1e-9); // check zero error for xtrue // Check that xtrue is optimal GaussianBayesNet::shared_ptr R1 = A.eliminateSequential(); VectorValues actual = R1->optimize(); EXPECT(assert_equal(xtrue,actual)); } /* ************************************************************************* */ TEST( SubgraphPreconditioner, splitOffPlanarTree ) { // Build a planar graph GaussianFactorGraph A; VectorValues xtrue; boost::tie(A, xtrue) = planarGraph(3); // Get the spanning tree and constraints, and check their sizes GaussianFactorGraph::shared_ptr 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 GaussianBayesNet::shared_ptr R1 = T->eliminateSequential(); VectorValues xbar = R1->optimize(); EXPECT(assert_equal(xtrue,xbar)); } /* ************************************************************************* */ TEST( SubgraphPreconditioner, system ) { // Build a planar graph GaussianFactorGraph Ab; VectorValues xtrue; size_t N = 3; boost::tie(Ab, xtrue) = planarGraph(N); // A*x-b // Get the spanning tree and remaining graph GaussianFactorGraph::shared_ptr Ab1, Ab2; // A1*x-b1 and A2*x-b2 boost::tie(Ab1, Ab2) = splitOffPlanarTree(N, Ab); // Eliminate the spanning tree to build a prior const Ordering ord = planarOrdering(N); auto Rc1 = Ab1->eliminateSequential(ord); // R1*x-c1 VectorValues xbar = Rc1->optimize(); // xbar = inv(R1)*c1 // Create Subgraph-preconditioned system VectorValues::shared_ptr xbarShared(new VectorValues(xbar)); // TODO: horrible const SubgraphPreconditioner system(Ab2, Rc1, xbarShared); // Get corresponding matrices for tests. Add dummy factors to Ab2 to make // sure it works with the ordering. Ordering ordering = Rc1->ordering(); // not ord in general! Ab2->add(key(1,1),Z_2x2, Z_2x1); Ab2->add(key(1,2),Z_2x2, Z_2x1); Ab2->add(key(1,3),Z_2x2, Z_2x1); Matrix A, A1, A2; Vector b, b1, b2; std::tie(A,b) = Ab.jacobian(ordering); std::tie(A1,b1) = Ab1->jacobian(ordering); std::tie(A2,b2) = Ab2->jacobian(ordering); Matrix R1 = Rc1->matrix(ordering).first; Matrix Abar(13 * 2, 9 * 2); Abar.topRows(9 * 2) = Matrix::Identity(9 * 2, 9 * 2); Abar.bottomRows(8) = A2.topRows(8) * R1.inverse(); // Helper function to vectorize in correct order, which is the order in which // we eliminated the spanning tree. auto vec = [ordering](const VectorValues& x) { return x.vector(ordering);}; // Create zero config const VectorValues zeros = VectorValues::Zero(xbar); // Set up y0 as all zeros const VectorValues y0 = zeros; // y1 = perturbed y0 VectorValues y1 = zeros; y1[key(3,3)] = Vector2(1.0, -1.0); // Check backSubstituteTranspose works with R1 VectorValues actual = Rc1->backSubstituteTranspose(y1); Vector expected = R1.transpose().inverse() * vec(y1); EXPECT(assert_equal(expected, vec(actual))); // Check corresponding x values // for y = 0, we get xbar: EXPECT(assert_equal(xbar, system.x(y0))); // for non-zero y, answer is x = xbar + inv(R1)*y const Vector expected_x1 = vec(xbar) + R1.inverse() * vec(y1); const VectorValues x1 = system.x(y1); EXPECT(assert_equal(expected_x1, vec(x1))); // Check errors DOUBLES_EQUAL(0,error(Ab,xbar),1e-9); DOUBLES_EQUAL(0,system.error(y0),1e-9); DOUBLES_EQUAL(2,error(Ab,x1),1e-9); DOUBLES_EQUAL(2,system.error(y1),1e-9); // Check that transposeMultiplyAdd <=> y += alpha * Abar' * e // We check for e1 =[1;0] and e2=[0;1] corresponding to T and C const double alpha = 0.5; Errors e1,e2; for (size_t i=0;i<13;i++) { e1 += i<9 ? Vector2(1, 1) : Vector2(0, 0); e2 += i>=9 ? Vector2(1, 1) : Vector2(0, 0); } Vector ee1(13*2), ee2(13*2); ee1 << Vector::Ones(9*2), Vector::Zero(4*2); ee2 << Vector::Zero(9*2), Vector::Ones(4*2); // Check transposeMultiplyAdd for e1 VectorValues y = zeros; system.transposeMultiplyAdd(alpha, e1, y); Vector expected_y = alpha * Abar.transpose() * ee1; EXPECT(assert_equal(expected_y, vec(y))); // Check transposeMultiplyAdd for e2 y = zeros; system.transposeMultiplyAdd(alpha, e2, y); expected_y = alpha * Abar.transpose() * ee2; EXPECT(assert_equal(expected_y, vec(y))); // Test gradient in y auto g = system.gradient(y0); Vector expected_g = Vector::Zero(18); EXPECT(assert_equal(expected_g, vec(g))); } /* ************************************************************************* */ // Test raw vector interface TEST( SubgraphPreconditioner, RawVectorAPI ) { // Build a planar graph GaussianFactorGraph Ab; VectorValues xtrue; size_t N = 3; boost::tie(Ab, xtrue) = planarGraph(N); // A*x-b SubgraphPreconditioner system; // Call build, a non-const method needed to make solve work :-( KeyInfo keyInfo(Ab); std::map lambda; system.build(Ab, keyInfo, lambda); const auto ordering1 = system.Rc1()->ordering(); // build changed R1 ! const auto ordering2 = keyInfo.ordering(); const Matrix R1 = system.Rc1()->matrix(ordering1).first; // Test that 'solve' does implement x = R^{-1} y Vector y2 = Vector::Zero(18), x2(18), x3(18); y2.head(2) << 100, -100; system.solve(y2, x2); EXPECT(assert_equal(R1.inverse() * y2, x2)); // I can't get test below to pass! // Test that transposeSolve does implement x = R^{-T} y // system.transposeSolve(y2, x3); // EXPECT(assert_equal(R1.transpose().inverse() * y2, x3)); } /* ************************************************************************* */ TEST( SubgraphPreconditioner, conjugateGradients ) { // Build a planar graph GaussianFactorGraph Ab; VectorValues xtrue; size_t N = 3; boost::tie(Ab, xtrue) = planarGraph(N); // A*x-b // Get the spanning tree GaussianFactorGraph::shared_ptr Ab1, Ab2; // A1*x-b1 and A2*x-b2 boost::tie(Ab1, Ab2) = splitOffPlanarTree(N, Ab); // Eliminate the spanning tree to build a prior SubgraphPreconditioner::sharedBayesNet Rc1 = Ab1->eliminateSequential(); // R1*x-c1 VectorValues xbar = Rc1->optimize(); // xbar = inv(R1)*c1 // Create Subgraph-preconditioned system VectorValues::shared_ptr xbarShared(new VectorValues(xbar)); // TODO: horrible SubgraphPreconditioner system(Ab2, Rc1, xbarShared); // Create zero config y0 and perturbed config y1 VectorValues y0 = VectorValues::Zero(xbar); VectorValues y1 = y0; y1[key(2, 2)] = Vector2(1.0, -1.0); VectorValues x1 = system.x(y1); // Solve for the remaining constraints using PCG ConjugateGradientParameters parameters; VectorValues actual = conjugateGradients(system, y1, parameters); EXPECT(assert_equal(y0,actual)); // Compare with non preconditioned version: VectorValues actual2 = conjugateGradientDescent(Ab, x1, parameters); EXPECT(assert_equal(xtrue,actual2,1e-4)); } /* ************************************************************************* */ int main() { TestResult tr; return TestRegistry::runAllTests(tr); } /* ************************************************************************* */