/* ---------------------------------------------------------------------------- * 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 #include #include #include #include #include #include #include #include #include #include // for operator += using namespace boost::assign; using namespace std; using namespace gtsam; using namespace example; using symbol_shorthand::X; using symbol_shorthand::L; /* ************************************************************************* */ // Some numbers that should be consistent among all smoother tests static double sigmax1 = 0.786153, sigmax2 = 1.0/1.47292, sigmax3 = 0.671512, sigmax4 = 0.669534 /*, sigmax5 = sigmax3, sigmax6 = sigmax2*/, sigmax7 = sigmax1; static const double tol = 1e-4; /* ************************************************************************* */ TEST( ISAM, iSAM_smoother ) { Ordering ordering; for (int t = 1; t <= 7; t++) ordering += 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); } BayesTree::shared_ptr bayesTree = GaussianMultifrontalSolver(smoother).eliminate(); // Create expected Bayes Tree by solving smoother with "natural" ordering GaussianISAM expected(*bayesTree); // Check whether BayesTree is correct EXPECT(assert_equal(expected, actual)); // obtain solution VectorValues e(VectorValues::Zero(7,2)); // expected solution VectorValues optimized = optimize(actual); // actual solution EXPECT(assert_equal(e, optimized)); } /* ************************************************************************* * 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_UNSAFE( BayesTree, linear_smoother_shortcuts ) { // Create smoother with 7 nodes Ordering ordering; GaussianFactorGraph smoother; boost::tie(smoother, ordering) = createSmoother(7); BayesTree bayesTree = *GaussianMultifrontalSolver(smoother).eliminate(); // Create the Bayes tree GaussianISAM isamTree(bayesTree); LONGS_EQUAL(6,isamTree.size()); // Check the conditional P(Root|Root) GaussianBayesNet empty; GaussianISAM::sharedClique R = isamTree.root(); GaussianBayesNet actual1 = GaussianISAM::shortcut(R,R); EXPECT(assert_equal(empty,actual1,tol)); // Check the conditional P(C2|Root) GaussianISAM::sharedClique C2 = isamTree[ordering[X(5)]]; GaussianBayesNet actual2 = GaussianISAM::shortcut(C2,R); EXPECT(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[X(5)], zero(2), eye(2)/sigma3, ordering[X(6)], A56/sigma3, ones(2)); GaussianISAM::sharedClique C3 = isamTree[ordering[X(4)]]; GaussianBayesNet actual3 = GaussianISAM::shortcut(C3,R); EXPECT(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[X(4)], zero(2), eye(2)/sigma4, ordering[X(6)], A46/sigma4, ones(2)); GaussianISAM::sharedClique C4 = isamTree[ordering[X(3)]]; GaussianBayesNet actual4 = GaussianISAM::shortcut(C4,R); EXPECT(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_UNSAFE( BayesTree, balanced_smoother_marginals ) { // Create smoother with 7 nodes Ordering ordering; ordering += X(1),X(3),X(5),X(7),X(2),X(6),X(4); GaussianFactorGraph smoother = createSmoother(7, ordering).first; // Create the Bayes tree BayesTree chordalBayesNet = *GaussianMultifrontalSolver(smoother).eliminate(); VectorValues expectedSolution(VectorValues::Zero(7,2)); VectorValues actualSolution = optimize(chordalBayesNet); EXPECT(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[X(1)], zero(2), sigmax1); GaussianBayesNet actual1 = *bayesTree.marginalBayesNet(ordering[X(1)]); Matrix expectedCovarianceX1 = eye(2,2) * (sigmax1 * sigmax1); Matrix actualCovarianceX1; actualCovarianceX1 = bayesTree.marginalCovariance(ordering[X(1)]); EXPECT(assert_equal(expectedCovarianceX1, actualCovarianceX1, tol)); EXPECT(assert_equal(expected1,actual1,tol)); // Check marginal on x2 double sigx2 = 0.68712938; // FIXME: this should be corrected analytically GaussianBayesNet expected2 = simpleGaussian(ordering[X(2)], zero(2), sigx2); GaussianBayesNet actual2 = *bayesTree.marginalBayesNet(ordering[X(2)]); Matrix expectedCovarianceX2 = eye(2,2) * (sigx2 * sigx2); Matrix actualCovarianceX2; actualCovarianceX2 = bayesTree.marginalCovariance(ordering[X(2)]); EXPECT(assert_equal(expectedCovarianceX2, actualCovarianceX2, tol)); EXPECT(assert_equal(expected2,actual2,tol)); // Check marginal on x3 GaussianBayesNet expected3 = simpleGaussian(ordering[X(3)], zero(2), sigmax3); GaussianBayesNet actual3 = *bayesTree.marginalBayesNet(ordering[X(3)]); Matrix expectedCovarianceX3 = eye(2,2) * (sigmax3 * sigmax3); Matrix actualCovarianceX3; actualCovarianceX3 = bayesTree.marginalCovariance(ordering[X(3)]); EXPECT(assert_equal(expectedCovarianceX3, actualCovarianceX3, tol)); EXPECT(assert_equal(expected3,actual3,tol)); // Check marginal on x4 GaussianBayesNet expected4 = simpleGaussian(ordering[X(4)], zero(2), sigmax4); GaussianBayesNet actual4 = *bayesTree.marginalBayesNet(ordering[X(4)]); Matrix expectedCovarianceX4 = eye(2,2) * (sigmax4 * sigmax4); Matrix actualCovarianceX4; actualCovarianceX4 = bayesTree.marginalCovariance(ordering[X(4)]); EXPECT(assert_equal(expectedCovarianceX4, actualCovarianceX4, tol)); EXPECT(assert_equal(expected4,actual4,tol)); // Check marginal on x7 (should be equal to x1) GaussianBayesNet expected7 = simpleGaussian(ordering[X(7)], zero(2), sigmax7); GaussianBayesNet actual7 = *bayesTree.marginalBayesNet(ordering[X(7)]); Matrix expectedCovarianceX7 = eye(2,2) * (sigmax7 * sigmax7); Matrix actualCovarianceX7; actualCovarianceX7 = bayesTree.marginalCovariance(ordering[X(7)]); EXPECT(assert_equal(expectedCovarianceX7, actualCovarianceX7, tol)); EXPECT(assert_equal(expected7,actual7,tol)); } /* ************************************************************************* */ TEST_UNSAFE( BayesTree, balanced_smoother_shortcuts ) { // Create smoother with 7 nodes Ordering ordering; ordering += X(1),X(3),X(5),X(7),X(2),X(6),X(4); GaussianFactorGraph smoother = createSmoother(7, ordering).first; // Create the Bayes tree BayesTree bayesTree = *GaussianMultifrontalSolver(smoother).eliminate(); GaussianISAM isamTree(bayesTree); // Check the conditional P(Root|Root) GaussianBayesNet empty; GaussianISAM::sharedClique R = isamTree.root(); GaussianBayesNet actual1 = GaussianISAM::shortcut(R,R); EXPECT(assert_equal(empty,actual1,tol)); // Check the conditional P(C2|Root) GaussianISAM::sharedClique C2 = isamTree[ordering[X(3)]]; GaussianBayesNet actual2 = GaussianISAM::shortcut(C2,R); EXPECT(assert_equal(empty,actual2,tol)); // Check the conditional P(C3|Root), which should be equal to P(x2|x4) /** TODO: Note for multifrontal conditional: * p_x2_x4 is now an element conditional of the multifrontal conditional bayesTree[ordering[X(2)]]->conditional() * We don't know yet how to take it out. */ // GaussianConditional::shared_ptr p_x2_x4 = bayesTree[ordering[X(2)]]->conditional(); // p_x2_x4->print("Conditional p_x2_x4: "); // GaussianBayesNet expected3(p_x2_x4); // GaussianISAM::sharedClique C3 = isamTree[ordering[X(1)]]; // GaussianBayesNet actual3 = GaussianISAM::shortcut(C3,R); // EXPECT(assert_equal(expected3,actual3,tol)); } ///* ************************************************************************* */ //TEST( BayesTree, balanced_smoother_clique_marginals ) //{ // // Create smoother with 7 nodes // Ordering ordering; // ordering += X(1),X(3),X(5),X(7),X(2),X(6),X(4); // 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[X(2)],zero(2),sigmax2_alt); // push_front(expected,ordering[X(1)], zero(2), eye(2)*sqrt(2), ordering[X(2)], -eye(2)*sqrt(2)/2, ones(2)); // GaussianISAM::sharedClique R = bayesTree.root(), C3 = bayesTree[ordering[X(1)]]; // 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); // EXPECT(assert_equal(expected,actual,tol)); //} /* ************************************************************************* */ TEST_UNSAFE( BayesTree, balanced_smoother_joint ) { // Create smoother with 7 nodes Ordering ordering; ordering += X(1),X(3),X(5),X(7),X(2),X(6),X(4); GaussianFactorGraph smoother = createSmoother(7, ordering).first; // Create the Bayes tree, expected to look like: // x5 x6 x4 // x3 x2 : x4 // x1 : x2 // x7 : x6 BayesTree chordalBayesNet = *GaussianMultifrontalSolver(smoother).eliminate(); 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(ordering[X(7)], zero(2), -1*I/sigmax7, ones(2))); expected1.push_front(parent1); push_front(expected1,ordering[X(1)], zero(2), I/sigmax7, ordering[X(7)], A/sigmax7, sigma); GaussianBayesNet actual1 = *bayesTree.jointBayesNet(ordering[X(1)],ordering[X(7)]); EXPECT(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(ordering[X(1)], zero(2), -1*I/sigmax1, ones(2))); // expected2.push_front(parent2); // push_front(expected2,ordering[X(7)], zero(2), I/sigmax1, ordering[X(1)], A/sigmax1, sigma); // GaussianBayesNet actual2 = *bayesTree.jointBayesNet(ordering[X(7)],ordering[X(1)]); // EXPECT(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(ordering[X(4)], zero(2), I/sigmax4, ones(2))); expected3.push_front(parent3); double sig14 = 0.784465; Matrix A14 = -0.0769231*I; push_front(expected3,ordering[X(1)], zero(2), I/sig14, ordering[X(4)], A14/sig14, sigma); GaussianBayesNet actual3 = *bayesTree.jointBayesNet(ordering[X(1)],ordering[X(4)]); EXPECT(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(ordering[X(1)], zero(2), -1.0*I/sigmax1, ones(2))); // expected4.push_front(parent4); // double sig41 = 0.668096; // Matrix A41 = -0.055794*I; // push_front(expected4,ordering[X(4)], zero(2), I/sig41, ordering[X(1)], A41/sig41, sigma); // GaussianBayesNet actual4 = *bayesTree.jointBayesNet(ordering[X(4)],ordering[X(1)]); // EXPECT(assert_equal(expected4,actual4,tol)); } /* ************************************************************************* */ TEST_UNSAFE(BayesTree, simpleMarginal) { GaussianFactorGraph gfg; Matrix A12 = Rot2::fromDegrees(45.0).matrix(); gfg.add(0, eye(2), zero(2), noiseModel::Isotropic::Sigma(2, 1.0)); gfg.add(0, -eye(2), 1, eye(2), ones(2), noiseModel::Isotropic::Sigma(2, 1.0)); gfg.add(1, -eye(2), 2, A12, ones(2), noiseModel::Isotropic::Sigma(2, 1.0)); Matrix expected(GaussianSequentialSolver(gfg).marginalCovariance(2)); Matrix actual(GaussianMultifrontalSolver(gfg).marginalCovariance(2)); EXPECT(assert_equal(expected, actual)); } /* ************************************************************************* */ int main() { TestResult tr; return TestRegistry::runAllTests(tr);} /* ************************************************************************* */