/* ---------------------------------------------------------------------------- * 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 testGaussianBayesTree.cpp * @date Jul 8, 2010 * @author Kai Ni */ #include #include #include #include // for operator += #include // for operator += using namespace boost::assign; #include #include #include #include #include #include using namespace std; using namespace gtsam; namespace { const Key x1=1, x2=2, x3=3, x4=4; const SharedDiagonal chainNoise = noiseModel::Isotropic::Sigma(1, 0.5); const GaussianFactorGraph chain = list_of (JacobianFactor(x2, (Matrix(1, 1) << 1.).finished(), x1, (Matrix(1, 1) << 1.).finished(), (Vector(1) << 1.).finished(), chainNoise)) (JacobianFactor(x2, (Matrix(1, 1) << 1.).finished(), x3, (Matrix(1, 1) << 1.).finished(), (Vector(1) << 1.).finished(), chainNoise)) (JacobianFactor(x3, (Matrix(1, 1) << 1.).finished(), x4, (Matrix(1, 1) << 1.).finished(), (Vector(1) << 1.).finished(), chainNoise)) (JacobianFactor(x4, (Matrix(1, 1) << 1.).finished(), (Vector(1) << 1.).finished(), chainNoise)); const Ordering chainOrdering = Ordering(list_of(x2)(x1)(x3)(x4)); /* ************************************************************************* */ // Helper functions for below GaussianBayesTreeClique::shared_ptr MakeClique(const GaussianConditional& conditional) { return boost::make_shared( boost::make_shared(conditional)); } template GaussianBayesTreeClique::shared_ptr MakeClique( const GaussianConditional& conditional, const CHILDREN& children) { GaussianBayesTreeClique::shared_ptr clique = boost::make_shared( boost::make_shared(conditional)); clique->children.assign(children.begin(), children.end()); for(typename CHILDREN::const_iterator child = children.begin(); child != children.end(); ++child) (*child)->parent_ = clique; return clique; } } /* ************************************************************************* */ /** * x1 - x2 - x3 - x4 * x3 x4 * x2 x1 : x3 * * x2 x1 x3 x4 b * 1 1 1 * 1 1 1 * 1 1 1 * 1 1 * * 1 0 0 1 */ TEST( GaussianBayesTree, eliminate ) { GaussianBayesTree bt = *chain.eliminateMultifrontal(chainOrdering); Scatter scatter(chain); EXPECT_LONGS_EQUAL(4, scatter.size()); EXPECT_LONGS_EQUAL(1, scatter.at(0).key); EXPECT_LONGS_EQUAL(2, scatter.at(1).key); EXPECT_LONGS_EQUAL(3, scatter.at(2).key); EXPECT_LONGS_EQUAL(4, scatter.at(3).key); Matrix two = (Matrix(1, 1) << 2.).finished(); Matrix one = (Matrix(1, 1) << 1.).finished(); GaussianBayesTree bayesTree_expected; bayesTree_expected.insertRoot( MakeClique( GaussianConditional( pair_list_of(x3, (Matrix21() << 2., 0.).finished())( x4, (Matrix21() << 2., 2.).finished()), 2, Vector2(2., 2.)), list_of( MakeClique( GaussianConditional( pair_list_of(x2, (Matrix21() << -2. * sqrt(2.), 0.).finished())(x1, (Matrix21() << -sqrt(2.), -sqrt(2.)).finished())(x3, (Matrix21() << -sqrt(2.), sqrt(2.)).finished()), 2, (Vector(2) << -2. * sqrt(2.), 0.).finished()))))); EXPECT(assert_equal(bayesTree_expected, bt)); } /* ************************************************************************* */ TEST( GaussianBayesTree, optimizeMultiFrontal ) { VectorValues expected = pair_list_of (x1, (Vector(1) << 0.).finished()) (x2, (Vector(1) << 1.).finished()) (x3, (Vector(1) << 0.).finished()) (x4, (Vector(1) << 1.).finished()); VectorValues actual = chain.eliminateMultifrontal(chainOrdering)->optimize(); EXPECT(assert_equal(expected,actual)); } /* ************************************************************************* */ TEST(GaussianBayesTree, complicatedMarginal) { // Create the conditionals to go in the BayesTree GaussianBayesTree bt; bt.insertRoot( MakeClique(GaussianConditional(pair_list_of (11, (Matrix(3,1) << 0.0971, 0, 0).finished()) (12, (Matrix(3,2) << 0.3171, 0.4387, 0.9502, 0.3816, 0, 0.7655).finished()), 2, Vector3(0.2638, 0.1455, 0.1361)), list_of (MakeClique(GaussianConditional(pair_list_of (9, (Matrix(3,1) << 0.7952, 0, 0).finished()) (10, (Matrix(3,2) << 0.4456, 0.7547, 0.6463, 0.2760, 0, 0.6797).finished()) (11, (Matrix(3,1) << 0.6551, 0.1626, 0.1190).finished()) (12, (Matrix(3,2) << 0.4984, 0.5853, 0.9597, 0.2238, 0.3404, 0.7513).finished()), 2, Vector3(0.4314, 0.9106, 0.1818)))) (MakeClique(GaussianConditional(pair_list_of (7, (Matrix(3,1) << 0.2551, 0, 0).finished()) (8, (Matrix(3,2) << 0.8909, 0.1386, 0.9593, 0.1493, 0, 0.2575).finished()) (11, (Matrix(3,1) << 0.8407, 0.2543, 0.8143).finished()), 2, Vector3(0.3998, 0.2599, 0.8001)), list_of (MakeClique(GaussianConditional(pair_list_of (5, (Matrix(3,1) << 0.2435, 0, 0).finished()) (6, (Matrix(3,2) << 0.4733, 0.1966, 0.3517, 0.2511, 0.8308, 0.0).finished()) // NOTE the non-upper-triangular form // here since this test was written when we had column permutations // from LDL. The code still works currently (does not enfore // upper-triangularity in this case) but this test will need to be // redone if this stops working in the future (7, (Matrix(3,1) << 0.5853, 0.5497, 0.9172).finished()) (8, (Matrix(3,2) << 0.2858, 0.3804, 0.7572, 0.5678, 0.7537, 0.0759).finished()), 2, Vector3(0.8173, 0.8687, 0.0844)), list_of (MakeClique(GaussianConditional(pair_list_of (3, (Matrix(3,1) << 0.0540, 0, 0).finished()) (4, (Matrix(3,2) << 0.9340, 0.4694, 0.1299, 0.0119, 0, 0.3371).finished()) (6, (Matrix(3,2) << 0.1622, 0.5285, 0.7943, 0.1656, 0.3112, 0.6020).finished()), 2, Vector3(0.9619, 0.0046, 0.7749)))) (MakeClique(GaussianConditional(pair_list_of (1, (Matrix(3,1) << 0.2630, 0, 0).finished()) (2, (Matrix(3,2) << 0.7482, 0.2290, 0.4505, 0.9133, 0, 0.1524).finished()) (5, (Matrix(3,1) << 0.8258, 0.5383, 0.9961).finished()), 2, Vector3(0.0782, 0.4427, 0.1067)))))))))); // Marginal on 5 Matrix expectedCov = (Matrix(1,1) << 236.5166).finished(); //GaussianConditional actualJacobianChol = *bt.marginalFactor(5, EliminateCholesky); GaussianConditional actualJacobianQR = *bt.marginalFactor(5, EliminateQR); //EXPECT(assert_equal(actualJacobianChol, actualJacobianQR)); // Check that Chol and QR obtained marginals are the same LONGS_EQUAL(1, (long)actualJacobianQR.rows()); LONGS_EQUAL(1, (long)actualJacobianQR.size()); LONGS_EQUAL(5, (long)actualJacobianQR.keys()[0]); Matrix actualA = actualJacobianQR.getA(actualJacobianQR.begin()); Matrix actualCov = (actualA.transpose() * actualA).inverse(); EXPECT(assert_equal(expectedCov, actualCov, 1e-1)); // Marginal on 6 // expectedCov = (Matrix(2,2) << // 8471.2, 2886.2, // 2886.2, 1015.8); expectedCov = (Matrix(2,2) << 1015.8, 2886.2, 2886.2, 8471.2).finished(); //actualJacobianChol = bt.marginalFactor(6, EliminateCholesky); actualJacobianQR = *bt.marginalFactor(6, EliminateQR); //EXPECT(assert_equal(actualJacobianChol, actualJacobianQR)); // Check that Chol and QR obtained marginals are the same LONGS_EQUAL(2, (long)actualJacobianQR.rows()); LONGS_EQUAL(1, (long)actualJacobianQR.size()); LONGS_EQUAL(6, (long)actualJacobianQR.keys()[0]); actualA = actualJacobianQR.getA(actualJacobianQR.begin()); actualCov = (actualA.transpose() * actualA).inverse(); EXPECT(assert_equal(expectedCov, actualCov, 1e1)); } /* ************************************************************************* */ namespace { double computeError(const GaussianBayesTree& gbt, const Vector10& values) { pair Rd = GaussianFactorGraph(gbt).jacobian(); return 0.5 * (Rd.first * values - Rd.second).squaredNorm(); } } /* ************************************************************************* */ TEST(GaussianBayesTree, ComputeSteepestDescentPointBT) { // Create an arbitrary Bayes Tree GaussianBayesTree bt; bt.insertRoot(MakeClique(GaussianConditional( pair_list_of (2, (Matrix(6, 2) << 31.0,32.0, 0.0,34.0, 0.0,0.0, 0.0,0.0, 0.0,0.0, 0.0,0.0).finished()) (3, (Matrix(6, 2) << 35.0,36.0, 37.0,38.0, 41.0,42.0, 0.0,44.0, 0.0,0.0, 0.0,0.0).finished()) (4, (Matrix(6, 2) << 0.0,0.0, 0.0,0.0, 45.0,46.0, 47.0,48.0, 51.0,52.0, 0.0,54.0).finished()), 3, (Vector(6) << 29.0,30.0,39.0,40.0,49.0,50.0).finished()), list_of (MakeClique(GaussianConditional( pair_list_of (0, (Matrix(4, 2) << 3.0,4.0, 0.0,6.0, 0.0,0.0, 0.0,0.0).finished()) (1, (Matrix(4, 2) << 0.0,0.0, 0.0,0.0, 17.0,18.0, 0.0,20.0).finished()) (2, (Matrix(4, 2) << 0.0,0.0, 0.0,0.0, 21.0,22.0, 23.0,24.0).finished()) (3, (Matrix(4, 2) << 7.0,8.0, 9.0,10.0, 0.0,0.0, 0.0,0.0).finished()) (4, (Matrix(4, 2) << 11.0,12.0, 13.0,14.0, 25.0,26.0, 27.0,28.0).finished()), 2, (Vector(4) << 1.0,2.0,15.0,16.0).finished()))))); // Compute the Hessian numerically Matrix hessian = numericalHessian( boost::bind(&computeError, bt, _1), Vector10::Zero()); // Compute the gradient numerically Vector gradient = numericalGradient( boost::bind(&computeError, bt, _1), Vector10::Zero()); // Compute the gradient using dense matrices Matrix augmentedHessian = GaussianFactorGraph(bt).augmentedHessian(); LONGS_EQUAL(11, (long)augmentedHessian.cols()); Vector denseMatrixGradient = -augmentedHessian.col(10).segment(0,10); EXPECT(assert_equal(gradient, denseMatrixGradient, 1e-5)); // Compute the steepest descent point double step = -gradient.squaredNorm() / (gradient.transpose() * hessian * gradient)(0); Vector expected = gradient * step; // Known steepest descent point from Bayes' net version VectorValues expectedFromBN = pair_list_of (0, Vector2(0.000129034, 0.000688183)) (1, Vector2(0.0109679, 0.0253767)) (2, Vector2(0.0680441, 0.114496)) (3, Vector2(0.16125, 0.241294)) (4, Vector2(0.300134, 0.423233)); // Compute the steepest descent point with the dogleg function VectorValues actual = bt.optimizeGradientSearch(); // Check that points agree FastVector keys = list_of(0)(1)(2)(3)(4); EXPECT(assert_equal(expected, actual.vector(keys), 1e-5)); EXPECT(assert_equal(expectedFromBN, actual, 1e-5)); // Check that point causes a decrease in error double origError = GaussianFactorGraph(bt).error(VectorValues::Zero(actual)); double newError = GaussianFactorGraph(bt).error(actual); EXPECT(newError < origError); } /* ************************************************************************* */ int main() { TestResult tr; return TestRegistry::runAllTests(tr);} /* ************************************************************************* */