/** * @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 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 ) { // Create smoother with 7 nodes GaussianFactorGraph smoother = createSmoother(7); // 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 Ordering ordering; for (int t = 1; t <= 7; t++) ordering += symbol('x', t); GaussianISAM expected(smoother.eliminate(ordering)); // Check whether BayesTree is correct CHECK(assert_equal(expected, actual)); // obtain solution VectorConfig e; // expected solution Vector v = Vector_(2, 0., 0.); for (int i=1; i<=7; i++) e.insert(symbol('x', i), v); VectorConfig optimized = optimize(actual); // actual solution CHECK(assert_equal(e, optimized)); } /* ************************************************************************* */ 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(factors1.eliminate(ord)); // 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 GaussianFactorGraph smoother = createSmoother(7); Ordering ordering; for (int t = 1; t <= 7; t++) ordering.push_back(symbol('x', t)); // eliminate using the "natural" ordering GaussianBayesNet chordalBayesNet = smoother.eliminate(ordering); // 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["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,"x5", zero(2), eye(2)/sigma3, "x6", A56/sigma3, ones(2)); GaussianISAM::sharedClique C3 = bayesTree["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,"x4", zero(2), eye(2)/sigma4, "x6", A46/sigma4, ones(2)); GaussianISAM::sharedClique C4 = bayesTree["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 GaussianFactorGraph smoother = createSmoother(7); Ordering ordering; ordering += "x1","x3","x5","x7","x2","x6","x4"; // eliminate using a "nested dissection" ordering GaussianBayesNet chordalBayesNet = smoother.eliminate(ordering); VectorConfig expectedSolution; BOOST_FOREACH(string key, ordering) expectedSolution.insert(key,zero(2)); VectorConfig 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("x1", zero(2), sigmax1); GaussianBayesNet actual1 = bayesTree.marginalBayesNet("x1"); CHECK(assert_equal(expected1,actual1,tol)); // Check marginal on x2 double sigx2 = 0.68712938; // FIXME: this should be corrected analytically GaussianBayesNet expected2 = simpleGaussian("x2", zero(2), sigx2); GaussianBayesNet actual2 = bayesTree.marginalBayesNet("x2"); CHECK(assert_equal(expected2,actual2,tol)); // FAILS // Check marginal on x3 GaussianBayesNet expected3 = simpleGaussian("x3", zero(2), sigmax3); GaussianBayesNet actual3 = bayesTree.marginalBayesNet("x3"); CHECK(assert_equal(expected3,actual3,tol)); // Check marginal on x4 GaussianBayesNet expected4 = simpleGaussian("x4", zero(2), sigmax4); GaussianBayesNet actual4 = bayesTree.marginalBayesNet("x4"); CHECK(assert_equal(expected4,actual4,tol)); // Check marginal on x7 (should be equal to x1) GaussianBayesNet expected7 = simpleGaussian("x7", zero(2), sigmax7); GaussianBayesNet actual7 = bayesTree.marginalBayesNet("x7"); CHECK(assert_equal(expected7,actual7,tol)); } /* ************************************************************************* */ TEST( BayesTree, balanced_smoother_shortcuts ) { // Create smoother with 7 nodes GaussianFactorGraph smoother = createSmoother(7); Ordering ordering; ordering += "x1","x3","x5","x7","x2","x6","x4"; // Create the Bayes tree GaussianBayesNet chordalBayesNet = smoother.eliminate(ordering); 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["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["x2"]; GaussianBayesNet expected3; expected3.push_back(p_x2_x4); GaussianISAM::sharedClique C3 = bayesTree["x1"]; GaussianBayesNet actual3 = C3->shortcut(R); CHECK(assert_equal(expected3,actual3,tol)); } /* ************************************************************************* */ TEST( BayesTree, balanced_smoother_clique_marginals ) { // Create smoother with 7 nodes GaussianFactorGraph smoother = createSmoother(7); Ordering ordering; ordering += "x1","x3","x5","x7","x2","x6","x4"; // Create the Bayes tree GaussianBayesNet chordalBayesNet = smoother.eliminate(ordering); GaussianISAM bayesTree(chordalBayesNet); // Check the clique marginal P(C3) double sigmax2_alt = 1/1.45533; // THIS NEEDS TO BE CHECKED! GaussianBayesNet expected = simpleGaussian("x2",zero(2),sigmax2_alt); push_front(expected,"x1", zero(2), eye(2)*sqrt(2), "x2", -eye(2)*sqrt(2)/2, ones(2)); GaussianISAM::sharedClique R = bayesTree.root(), C3 = bayesTree["x1"]; FactorGraph marginal = C3->marginal(R); GaussianBayesNet actual = eliminate(marginal,C3->keys()); CHECK(assert_equal(expected,actual,tol)); } /* ************************************************************************* */ 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);} /* ************************************************************************* */