/* ---------------------------------------------------------------------------- * 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 #include #include #include #include #include using namespace boost::assign; #include 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);}; // Set up y0 as all zeros const VectorValues y0 = system.zero(); // y1 = perturbed y0 VectorValues y1 = system.zero(); 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 = system.zero(); system.transposeMultiplyAdd(alpha, e1, y); Vector expected_y = alpha * Abar.transpose() * ee1; EXPECT(assert_equal(expected_y, vec(y))); // Check transposeMultiplyAdd for e2 y = system.zero(); 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))); } /* ************************************************************************* */ BOOST_CLASS_EXPORT_GUID(gtsam::JacobianFactor, "JacobianFactor"); // Read from XML file static GaussianFactorGraph read(const string& name) { auto inputFile = findExampleDataFile(name); ifstream is(inputFile); if (!is.is_open()) throw runtime_error("Cannot find file " + inputFile); boost::archive::xml_iarchive in_archive(is); GaussianFactorGraph Ab; in_archive >> boost::serialization::make_nvp("graph", Ab); return Ab; } TEST(SubgraphSolver, Solves) { // Create preconditioner SubgraphPreconditioner system; // We test on three different graphs const auto Ab1 = planarGraph(3).get<0>(); const auto Ab2 = read("toy3D"); const auto Ab3 = read("randomGrid3D"); // For all graphs, test solve and solveTranspose for (const auto& Ab : {Ab1,Ab2,Ab3}) { // Call build, a non-const method needed to make solve work :-( KeyInfo keyInfo(Ab); std::map lambda; system.build(Ab, keyInfo, lambda); // Create a perturbed (non-zero) RHS const auto xbar = system.Rc1()->optimize(); // merely for use in zero below auto values_y = VectorValues::Zero(xbar); values_y.begin()->second.setConstant(100); (--values_y.end())->second.setConstant(-100); // Solve the VectorValues way auto values_x = system.Rc1()->backSubstitute(values_y); // Solve the matrix way, this really just checks BN::backSubstitute // This only works with Rc1 ordering, not with keyInfo ! // TODO(frank): why does this not work with an arbitrary ordering? const auto ord = system.Rc1()->ordering(); const Matrix R1 = system.Rc1()->matrix(ord).first; auto ord_y = values_y.vector(ord); auto vector_x = R1.inverse() * ord_y; EXPECT(assert_equal(vector_x, values_x.vector(ord))); // Test that 'solve' does implement x = R^{-1} y // We do this by asserting it gives same answer as backSubstitute // Only works with keyInfo ordering: const auto ordering = keyInfo.ordering(); auto vector_y = values_y.vector(ordering); const size_t N = R1.cols(); Vector solve_x = Vector::Zero(N); system.solve(vector_y, solve_x); EXPECT(assert_equal(values_x.vector(ordering), solve_x)); // Test that transposeSolve does implement x = R^{-T} y // We do this by asserting it gives same answer as backSubstituteTranspose auto values_x2 = system.Rc1()->backSubstituteTranspose(values_y); Vector solveT_x = Vector::Zero(N); system.transposeSolve(vector_y, solveT_x); EXPECT(assert_equal(values_x2.vector(ordering), solveT_x)); } } /* ************************************************************************* */ 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); } /* ************************************************************************* */