/* ---------------------------------------------------------------------------- * 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 testGaussianISAM.cpp * @brief Unit tests for GaussianISAM * @author Michael Kaess */ #include #include // for operator += using namespace boost::assign; #include #define GTSAM_MAGIC_KEY #include #include #include #include #include #include using namespace std; using namespace gtsam; using namespace example; /* ************************************************************************* */ // Some numbers that should be consistent among all smoother tests double sigmax1 = 0.786153, sigmax2 = 1.0/1.47292, sigmax3 = 0.671512, sigmax4 = 0.669534, sigmax5 = sigmax3, sigmax6 = sigmax2, sigmax7 = sigmax1; const double tol = 1e-4; /* ************************************************************************* */ TEST( ISAM, iSAM_smoother ) { Ordering ordering; for (int t = 1; t <= 7; t++) ordering += Symbol('x', t); // Create smoother with 7 nodes GaussianFactorGraph smoother = createSmoother(7, ordering).first; // run iSAM for every factor GaussianISAM actual; BOOST_FOREACH(boost::shared_ptr factor, smoother) { GaussianFactorGraph factorGraph; factorGraph.push_back(factor); actual.update(factorGraph); } // Create expected Bayes Tree by solving smoother with "natural" ordering GaussianISAM expected(*GaussianSequentialSolver(smoother).eliminate()); // Check whether BayesTree is correct CHECK(assert_equal(expected, actual)); // obtain solution VectorValues e(vector(7,2)); // expected solution e.makeZero(); VectorValues optimized = optimize(actual); // actual solution CHECK(assert_equal(e, optimized)); } /* ************************************************************************* */ // SL-FIX TEST( ISAM, iSAM_smoother2 ) //{ // // Create smoother with 7 nodes // GaussianFactorGraph smoother = createSmoother(7); // // // Create initial tree from first 4 timestamps in reverse order ! // Ordering ord; ord += "x4","x3","x2","x1"; // GaussianFactorGraph factors1; // for (int i=0;i<7;i++) factors1.push_back(smoother[i]); // GaussianISAM actual(*Inference::Eliminate(factors1)); // // // run iSAM with remaining factors // GaussianFactorGraph factors2; // for (int i=7;i<13;i++) factors2.push_back(smoother[i]); // actual.update(factors2); // // // Create expected Bayes Tree by solving smoother with "natural" ordering // Ordering ordering; // for (int t = 1; t <= 7; t++) ordering += symbol('x', t); // GaussianISAM expected(smoother.eliminate(ordering)); // // CHECK(assert_equal(expected, actual)); //} /* ************************************************************************* * Bayes tree for smoother with "natural" ordering: C1 x6 x7 C2 x5 : x6 C3 x4 : x5 C4 x3 : x4 C5 x2 : x3 C6 x1 : x2 **************************************************************************** */ TEST( BayesTree, linear_smoother_shortcuts ) { // Create smoother with 7 nodes Ordering ordering; GaussianFactorGraph smoother; boost::tie(smoother, ordering) = createSmoother(7); // eliminate using the "natural" ordering GaussianBayesNet chordalBayesNet = *GaussianSequentialSolver(smoother).eliminate(); // Create the Bayes tree GaussianISAM bayesTree(chordalBayesNet); LONGS_EQUAL(6,bayesTree.size()); // Check the conditional P(Root|Root) GaussianBayesNet empty; GaussianISAM::sharedClique R = bayesTree.root(); GaussianBayesNet actual1 = R->shortcut(R); CHECK(assert_equal(empty,actual1,tol)); // Check the conditional P(C2|Root) GaussianISAM::sharedClique C2 = bayesTree[ordering["x5"]]; GaussianBayesNet actual2 = C2->shortcut(R); CHECK(assert_equal(empty,actual2,tol)); // Check the conditional P(C3|Root) double sigma3 = 0.61808; Matrix A56 = Matrix_(2,2,-0.382022,0.,0.,-0.382022); GaussianBayesNet expected3; push_front(expected3,ordering["x5"], zero(2), eye(2)/sigma3, ordering["x6"], A56/sigma3, ones(2)); GaussianISAM::sharedClique C3 = bayesTree[ordering["x4"]]; GaussianBayesNet actual3 = C3->shortcut(R); CHECK(assert_equal(expected3,actual3,tol)); // Check the conditional P(C4|Root) double sigma4 = 0.661968; Matrix A46 = Matrix_(2,2,-0.146067,0.,0.,-0.146067); GaussianBayesNet expected4; push_front(expected4, ordering["x4"], zero(2), eye(2)/sigma4, ordering["x6"], A46/sigma4, ones(2)); GaussianISAM::sharedClique C4 = bayesTree[ordering["x3"]]; GaussianBayesNet actual4 = C4->shortcut(R); CHECK(assert_equal(expected4,actual4,tol)); } /* ************************************************************************* * Bayes tree for smoother with "nested dissection" ordering: Node[x1] P(x1 | x2) Node[x3] P(x3 | x2 x4) Node[x5] P(x5 | x4 x6) Node[x7] P(x7 | x6) Node[x2] P(x2 | x4) Node[x6] P(x6 | x4) Node[x4] P(x4) becomes C1 x5 x6 x4 C2 x3 x2 : x4 C3 x1 : x2 C4 x7 : x6 ************************************************************************* */ TEST( BayesTree, balanced_smoother_marginals ) { // Create smoother with 7 nodes Ordering ordering; ordering += "x1","x3","x5","x7","x2","x6","x4"; GaussianFactorGraph smoother = createSmoother(7, ordering).first; // Create the Bayes tree GaussianBayesNet chordalBayesNet = *GaussianSequentialSolver(smoother).eliminate(); VectorValues expectedSolution(7, 2); expectedSolution.makeZero(); VectorValues actualSolution = optimize(chordalBayesNet); CHECK(assert_equal(expectedSolution,actualSolution,tol)); // Create the Bayes tree GaussianISAM bayesTree(chordalBayesNet); LONGS_EQUAL(4,bayesTree.size()); double tol=1e-5; // Check marginal on x1 GaussianBayesNet expected1 = simpleGaussian(ordering["x1"], zero(2), sigmax1); GaussianBayesNet actual1 = *bayesTree.marginalBayesNet(ordering["x1"]); CHECK(assert_equal(expected1,actual1,tol)); // Check marginal on x2 double sigx2 = 0.68712938; // FIXME: this should be corrected analytically GaussianBayesNet expected2 = simpleGaussian(ordering["x2"], zero(2), sigx2); GaussianBayesNet actual2 = *bayesTree.marginalBayesNet(ordering["x2"]); CHECK(assert_equal(expected2,actual2,tol)); // FAILS // Check marginal on x3 GaussianBayesNet expected3 = simpleGaussian(ordering["x3"], zero(2), sigmax3); GaussianBayesNet actual3 = *bayesTree.marginalBayesNet(ordering["x3"]); CHECK(assert_equal(expected3,actual3,tol)); // Check marginal on x4 GaussianBayesNet expected4 = simpleGaussian(ordering["x4"], zero(2), sigmax4); GaussianBayesNet actual4 = *bayesTree.marginalBayesNet(ordering["x4"]); CHECK(assert_equal(expected4,actual4,tol)); // Check marginal on x7 (should be equal to x1) GaussianBayesNet expected7 = simpleGaussian(ordering["x7"], zero(2), sigmax7); GaussianBayesNet actual7 = *bayesTree.marginalBayesNet(ordering["x7"]); CHECK(assert_equal(expected7,actual7,tol)); } /* ************************************************************************* */ TEST( BayesTree, balanced_smoother_shortcuts ) { // Create smoother with 7 nodes Ordering ordering; ordering += "x1","x3","x5","x7","x2","x6","x4"; GaussianFactorGraph smoother = createSmoother(7, ordering).first; // Create the Bayes tree GaussianBayesNet chordalBayesNet = *GaussianSequentialSolver(smoother).eliminate(); GaussianISAM bayesTree(chordalBayesNet); // Check the conditional P(Root|Root) GaussianBayesNet empty; GaussianISAM::sharedClique R = bayesTree.root(); GaussianBayesNet actual1 = R->shortcut(R); CHECK(assert_equal(empty,actual1,tol)); // Check the conditional P(C2|Root) GaussianISAM::sharedClique C2 = bayesTree[ordering["x3"]]; GaussianBayesNet actual2 = C2->shortcut(R); CHECK(assert_equal(empty,actual2,tol)); // Check the conditional P(C3|Root), which should be equal to P(x2|x4) GaussianConditional::shared_ptr p_x2_x4 = chordalBayesNet[ordering["x2"]]; GaussianBayesNet expected3; expected3.push_back(p_x2_x4); GaussianISAM::sharedClique C3 = bayesTree[ordering["x1"]]; GaussianBayesNet actual3 = C3->shortcut(R); CHECK(assert_equal(expected3,actual3,tol)); } ///* ************************************************************************* */ //TEST( BayesTree, balanced_smoother_clique_marginals ) //{ // // Create smoother with 7 nodes // Ordering ordering; // ordering += "x1","x3","x5","x7","x2","x6","x4"; // GaussianFactorGraph smoother = createSmoother(7, ordering).first; // // // Create the Bayes tree // GaussianBayesNet chordalBayesNet = *GaussianSequentialSolver(smoother).eliminate(); // GaussianISAM bayesTree(chordalBayesNet); // // // Check the clique marginal P(C3) // double sigmax2_alt = 1/1.45533; // THIS NEEDS TO BE CHECKED! // GaussianBayesNet expected = simpleGaussian(ordering["x2"],zero(2),sigmax2_alt); // push_front(expected,ordering["x1"], zero(2), eye(2)*sqrt(2), ordering["x2"], -eye(2)*sqrt(2)/2, ones(2)); // GaussianISAM::sharedClique R = bayesTree.root(), C3 = bayesTree[ordering["x1"]]; // GaussianFactorGraph marginal = C3->marginal(R); // GaussianVariableIndex<> varIndex(marginal); // Permutation toFront(Permutation::PullToFront(C3->keys(), varIndex.size())); // Permutation toFrontInverse(*toFront.inverse()); // varIndex.permute(toFront); // BOOST_FOREACH(const GaussianFactor::shared_ptr& factor, marginal) { // factor->permuteWithInverse(toFrontInverse); } // GaussianBayesNet actual = *Inference::EliminateUntil(marginal, C3->keys().size(), varIndex); // actual.permuteWithInverse(toFront); // CHECK(assert_equal(expected,actual,tol)); //} /* ************************************************************************* */ // SL-FIX TEST( BayesTree, balanced_smoother_joint ) //{ // // Create smoother with 7 nodes // GaussianFactorGraph smoother = createSmoother(7); // Ordering ordering; // ordering += "x1","x3","x5","x7","x2","x6","x4"; // // // Create the Bayes tree, expected to look like: // // x5 x6 x4 // // x3 x2 : x4 // // x1 : x2 // // x7 : x6 // GaussianBayesNet chordalBayesNet = smoother.eliminate(ordering); // GaussianISAM bayesTree(chordalBayesNet); // // // Conditional density elements reused by both tests // const Vector sigma = ones(2); // const Matrix I = eye(2), A = -0.00429185*I; // // // Check the joint density P(x1,x7) factored as P(x1|x7)P(x7) // GaussianBayesNet expected1; // // Why does the sign get flipped on the prior? // GaussianConditional::shared_ptr // parent1(new GaussianConditional("x7", zero(2), -1*I/sigmax7, ones(2))); // expected1.push_front(parent1); // push_front(expected1,"x1", zero(2), I/sigmax7, "x7", A/sigmax7, sigma); // GaussianBayesNet actual1 = bayesTree.jointBayesNet("x1","x7"); // CHECK(assert_equal(expected1,actual1,tol)); // // // Check the joint density P(x7,x1) factored as P(x7|x1)P(x1) // GaussianBayesNet expected2; // GaussianConditional::shared_ptr // parent2(new GaussianConditional("x1", zero(2), -1*I/sigmax1, ones(2))); // expected2.push_front(parent2); // push_front(expected2,"x7", zero(2), I/sigmax1, "x1", A/sigmax1, sigma); // GaussianBayesNet actual2 = bayesTree.jointBayesNet("x7","x1"); // CHECK(assert_equal(expected2,actual2,tol)); // // // Check the joint density P(x1,x4), i.e. with a root variable // GaussianBayesNet expected3; // GaussianConditional::shared_ptr // parent3(new GaussianConditional("x4", zero(2), I/sigmax4, ones(2))); // expected3.push_front(parent3); // double sig14 = 0.784465; // Matrix A14 = -0.0769231*I; // push_front(expected3,"x1", zero(2), I/sig14, "x4", A14/sig14, sigma); // GaussianBayesNet actual3 = bayesTree.jointBayesNet("x1","x4"); // CHECK(assert_equal(expected3,actual3,tol)); // // // Check the joint density P(x4,x1), i.e. with a root variable, factored the other way // GaussianBayesNet expected4; // GaussianConditional::shared_ptr // parent4(new GaussianConditional("x1", zero(2), -1.0*I/sigmax1, ones(2))); // expected4.push_front(parent4); // double sig41 = 0.668096; // Matrix A41 = -0.055794*I; // push_front(expected4,"x4", zero(2), I/sig41, "x1", A41/sig41, sigma); // GaussianBayesNet actual4 = bayesTree.jointBayesNet("x4","x1"); // CHECK(assert_equal(expected4,actual4,tol)); //} /* ************************************************************************* */ int main() { TestResult tr; return TestRegistry::runAllTests(tr);} /* ************************************************************************* */