/* ---------------------------------------------------------------------------- * 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 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 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 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 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 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 const SubgraphPreconditioner system(Ab2, Rc1, xbar); // 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.push_back(i < 9 ? Vector2(1, 1) : Vector2(0, 0)); e2.push_back(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))); } /* ************************************************************************* */ 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 Ab1, Ab2; // A1*x-b1 and A2*x-b2 boost::tie(Ab1, Ab2) = splitOffPlanarTree(N, Ab); // Eliminate the spanning tree to build a prior GaussianBayesNet Rc1 = *Ab1.eliminateSequential(); // R1*x-c1 VectorValues xbar = Rc1.optimize(); // xbar = inv(R1)*c1 // Create Subgraph-preconditioned system SubgraphPreconditioner system(Ab2, Rc1, xbar); // 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); } /* ************************************************************************* */