gtsam/gtsam/nonlinear/tests/testLinearContainerFactor.cpp

329 lines
12 KiB
C++

/**
* @file testLinearContainerFactor.cpp
*
* @date Jul 6, 2012
* @author Alex Cunningham
*/
#include <CppUnitLite/TestHarness.h>
#include <gtsam/slam/BetweenFactor.h>
#include <gtsam/nonlinear/LinearContainerFactor.h>
#include <gtsam/linear/VectorValues.h>
#include <gtsam/linear/HessianFactor.h>
#include <gtsam/geometry/Pose2.h>
#include <gtsam/geometry/Point3.h>
#include <gtsam/base/TestableAssertions.h>
#include <boost/assign/std/vector.hpp>
using namespace std;
using namespace boost::assign;
using namespace gtsam;
const gtsam::noiseModel::Diagonal::shared_ptr diag_model2 = noiseModel::Diagonal::Sigmas(Vector2(1.0, 1.0));
const double tol = 1e-5;
gtsam::Key l1 = 101, l2 = 102, x1 = 1, x2 = 2;
Point2 landmark1(5.0, 1.5), landmark2(7.0, 1.5);
Pose2 poseA1(0.0, 0.0, 0.0), poseA2(2.0, 0.0, 0.0);
/* ************************************************************************* */
TEST( testLinearContainerFactor, generic_jacobian_factor ) {
Matrix A1 = (Matrix(2, 2) <<
2.74222, -0.0067457,
0.0, 2.63624).finished();
Matrix A2 = (Matrix(2, 2) <<
-0.0455167, -0.0443573,
-0.0222154, -0.102489).finished();
Vector b = Vector2(0.0277052,
-0.0533393);
JacobianFactor expLinFactor(l1, A1, l2, A2, b, diag_model2);
LinearContainerFactor actFactor(expLinFactor);
EXPECT_LONGS_EQUAL(2, actFactor.size());
EXPECT(actFactor.isJacobian());
EXPECT(!actFactor.isHessian());
// check keys
FastVector<Key> expKeys; expKeys += l1, l2;
EXPECT(assert_container_equality(expKeys, actFactor.keys()));
Values values;
values.insert(l1, landmark1);
values.insert(l2, landmark2);
values.insert(x1, poseA1);
values.insert(x2, poseA2);
// Check reconstruction
GaussianFactor::shared_ptr actLinearizationA = actFactor.linearize(values);
EXPECT(assert_equal(*expLinFactor.clone(), *actLinearizationA, tol));
}
/* ************************************************************************* */
TEST( testLinearContainerFactor, jacobian_factor_withlinpoints ) {
Matrix A1 = (Matrix(2, 2) <<
2.74222, -0.0067457,
0.0, 2.63624).finished();
Matrix A2 = (Matrix(2, 2) <<
-0.0455167, -0.0443573,
-0.0222154, -0.102489).finished();
Vector b = Vector2(0.0277052,
-0.0533393);
JacobianFactor expLinFactor(l1, A1, l2, A2, b, diag_model2);
Values values;
values.insert(l1, landmark1);
values.insert(l2, landmark2);
values.insert(x1, poseA1);
values.insert(x2, poseA2);
LinearContainerFactor actFactor(expLinFactor, values);
LinearContainerFactor actFactorNolin(expLinFactor);
EXPECT(assert_equal(actFactor, actFactor, tol));
EXPECT(assert_inequal(actFactor, actFactorNolin, tol));
EXPECT(assert_inequal(actFactorNolin, actFactor, tol));
// Check contents
Values expLinPoint;
expLinPoint.insert(l1, landmark1);
expLinPoint.insert(l2, landmark2);
CHECK(actFactor.linearizationPoint());
EXPECT(actFactor.hasLinearizationPoint());
EXPECT(assert_equal(expLinPoint, *actFactor.linearizationPoint()));
// Check error evaluation
Vector delta_l1 = Vector2(1.0, 2.0);
Vector delta_l2 = Vector2(3.0, 4.0);
VectorValues delta = values.zeroVectors();
delta.at(l1) = delta_l1;
delta.at(l2) = delta_l2;
Values noisyValues = values.retract(delta);
double expError = expLinFactor.error(delta);
EXPECT_DOUBLES_EQUAL(expError, actFactor.error(noisyValues), tol);
EXPECT_DOUBLES_EQUAL(expLinFactor.error(values.zeroVectors()), actFactor.error(values), tol);
// Check linearization with corrections for updated linearization point
GaussianFactor::shared_ptr actLinearizationB = actFactor.linearize(noisyValues);
Vector bprime = b - A1 * delta_l1 - A2 * delta_l2;
JacobianFactor expLinFactor2(l1, A1, l2, A2, bprime, diag_model2);
EXPECT(assert_equal(*expLinFactor2.clone(), *actLinearizationB, tol));
}
/* ************************************************************************* */
TEST( testLinearContainerFactor, generic_hessian_factor ) {
Matrix G11 = (Matrix(1, 1) << 1.0).finished();
Matrix G12 = (Matrix(1, 2) << 2.0, 4.0).finished();
Matrix G13 = (Matrix(1, 3) << 3.0, 6.0, 9.0).finished();
Matrix G22 = (Matrix(2, 2) << 3.0, 5.0,
0.0, 6.0).finished();
Matrix G23 = (Matrix(2, 3) << 4.0, 6.0, 8.0,
1.0, 2.0, 4.0).finished();
Matrix G33 = (Matrix(3, 3) << 1.0, 2.0, 3.0,
0.0, 5.0, 6.0,
0.0, 0.0, 9.0).finished();
Vector g1 = (Vector(1) << -7.0).finished();
Vector g2 = Vector2(-8.0, -9.0);
Vector g3 = Vector3(1.0, 2.0, 3.0);
double f = 10.0;
HessianFactor initFactor(x1, x2, l1,
G11, G12, G13, g1, G22, G23, g2, G33, g3, f);
Values values;
values.insert(l1, landmark1);
values.insert(l2, landmark2);
values.insert(x1, poseA1);
values.insert(x2, poseA2);
LinearContainerFactor actFactor(initFactor);
EXPECT(!actFactor.isJacobian());
EXPECT(actFactor.isHessian());
GaussianFactor::shared_ptr actLinearization1 = actFactor.linearize(values);
EXPECT(assert_equal(*initFactor.clone(), *actLinearization1, tol));
}
/* ************************************************************************* */
TEST( testLinearContainerFactor, hessian_factor_withlinpoints ) {
// 2 variable example, one pose, one landmark (planar)
// Initial ordering: x1, l1
Matrix G11 = (Matrix(3, 3) <<
1.0, 2.0, 3.0,
0.0, 5.0, 6.0,
0.0, 0.0, 9.0).finished();
Matrix G12 = (Matrix(3, 2) <<
1.0, 2.0,
3.0, 5.0,
4.0, 6.0).finished();
Vector g1 = Vector3(1.0, 2.0, 3.0);
Matrix G22 = (Matrix(2, 2) <<
0.5, 0.2,
0.0, 0.6).finished();
Vector g2 = Vector2(-8.0, -9.0);
double f = 10.0;
// Construct full matrices
Matrix G(5,5);
G << G11, G12, Matrix::Zero(2,3), G22;
HessianFactor initFactor(x1, l1, G11, G12, g1, G22, g2, f);
Values linearizationPoint, expLinPoints;
linearizationPoint.insert(l1, landmark1);
linearizationPoint.insert(x1, poseA1);
expLinPoints = linearizationPoint;
linearizationPoint.insert(x2, poseA2);
LinearContainerFactor actFactor(initFactor, linearizationPoint);
EXPECT(!actFactor.isJacobian());
EXPECT(actFactor.isHessian());
EXPECT(actFactor.hasLinearizationPoint());
Values actLinPoint = *actFactor.linearizationPoint();
EXPECT(assert_equal(expLinPoints, actLinPoint));
// Create delta
Vector delta_l1 = Vector2(1.0, 2.0);
Vector delta_x1 = Vector3(3.0, 4.0, 0.5);
Vector delta_x2 = Vector3(6.0, 7.0, 0.3);
// Check error calculation
VectorValues delta = linearizationPoint.zeroVectors();
delta.at(l1) = delta_l1;
delta.at(x1) = delta_x1;
delta.at(x2) = delta_x2;
EXPECT(assert_equal((Vector(5) << 3.0, 4.0, 0.5, 1.0, 2.0).finished(), delta.vector(initFactor.keys())));
Values noisyValues = linearizationPoint.retract(delta);
double expError = initFactor.error(delta);
EXPECT_DOUBLES_EQUAL(expError, actFactor.error(noisyValues), tol);
EXPECT_DOUBLES_EQUAL(initFactor.error(linearizationPoint.zeroVectors()), actFactor.error(linearizationPoint), tol);
// Compute updated versions
Vector dv = (Vector(5) << 3.0, 4.0, 0.5, 1.0, 2.0).finished();
Vector g(5); g << g1, g2;
Vector g_prime = g - G.selfadjointView<Eigen::Upper>() * dv;
// Check linearization with corrections for updated linearization point
Vector g1_prime = g_prime.head(3);
Vector g2_prime = g_prime.tail(2);
double f_prime = f + dv.transpose() * G.selfadjointView<Eigen::Upper>() * dv - 2.0 * dv.transpose() * g;
HessianFactor expNewFactor(x1, l1, G11, G12, g1_prime, G22, g2_prime, f_prime);
EXPECT(assert_equal(*expNewFactor.clone(), *actFactor.linearize(noisyValues), tol));
}
/* ************************************************************************* */
TEST( testLinearContainerFactor, creation ) {
// Create a set of local keys (No robot label)
Key l1 = 11, l3 = 13, l5 = 15;
// create a linear factor
SharedDiagonal model = noiseModel::Unit::Create(2);
JacobianFactor::shared_ptr linear_factor(new JacobianFactor(
l3, eye(2,2), l5, 2.0 * eye(2,2), zero(2), model));
// create a set of values - build with full set of values
gtsam::Values full_values, exp_values;
full_values.insert(l3, Point2(1.0, 2.0));
full_values.insert(l5, Point2(4.0, 3.0));
exp_values = full_values;
full_values.insert(l1, Point2(3.0, 7.0));
LinearContainerFactor actual(linear_factor, full_values);
// Verify the keys
FastVector<Key> expKeys;
expKeys += l3, l5;
EXPECT(assert_container_equality(expKeys, actual.keys()));
// Verify subset of linearization points
EXPECT(assert_equal(exp_values, actual.linearizationPoint(), tol));
}
/* ************************************************************************* */
TEST( testLinearContainerFactor, jacobian_relinearize )
{
// Create a Between Factor from a Point3. This is actually a linear factor.
gtsam::Key key1(1);
gtsam::Key key2(2);
gtsam::Values linpoint1;
linpoint1.insert(key1, gtsam::Point3(-22.4, +8.5, +2.4));
linpoint1.insert(key2, gtsam::Point3(-21.0, +5.0, +21.0));
gtsam::Point3 measured(1.0, -2.5, 17.8);
gtsam::SharedNoiseModel model = gtsam::noiseModel::Isotropic::Sigma(3, 0.1);
gtsam::BetweenFactor<gtsam::Point3> betweenFactor(key1, key2, measured, model);
// Create a jacobian container factor at linpoint 1
gtsam::JacobianFactor::shared_ptr jacobian(new gtsam::JacobianFactor(*betweenFactor.linearize(linpoint1)));
gtsam::LinearContainerFactor jacobianContainer(jacobian, linpoint1);
// Create a second linearization point
gtsam::Values linpoint2;
linpoint2.insert(key1, gtsam::Point3(+18.0, -0.25, +1.11));
linpoint2.insert(key2, gtsam::Point3(-10.0, +11.2, +0.05));
// Check the error at linpoint2 versus the original factor
double expected_error = betweenFactor.error(linpoint2);
double actual_error = jacobianContainer.error(linpoint2);
EXPECT_DOUBLES_EQUAL(expected_error, actual_error, 1e-9 );
// Re-linearize around the new point and check the factors
gtsam::GaussianFactor::shared_ptr expected_factor = betweenFactor.linearize(linpoint2);
gtsam::GaussianFactor::shared_ptr actual_factor = jacobianContainer.linearize(linpoint2);
CHECK(gtsam::assert_equal(*expected_factor, *actual_factor));
}
/* ************************************************************************* */
TEST( testLinearContainerFactor, hessian_relinearize )
{
// Create a Between Factor from a Point3. This is actually a linear factor.
gtsam::Key key1(1);
gtsam::Key key2(2);
gtsam::Values linpoint1;
linpoint1.insert(key1, gtsam::Point3(-22.4, +8.5, +2.4));
linpoint1.insert(key2, gtsam::Point3(-21.0, +5.0, +21.0));
gtsam::Point3 measured(1.0, -2.5, 17.8);
gtsam::SharedNoiseModel model = gtsam::noiseModel::Isotropic::Sigma(3, 0.1);
gtsam::BetweenFactor<gtsam::Point3> betweenFactor(key1, key2, measured, model);
// Create a hessian container factor at linpoint 1
gtsam::HessianFactor::shared_ptr hessian(new gtsam::HessianFactor(*betweenFactor.linearize(linpoint1)));
gtsam::LinearContainerFactor hessianContainer(hessian, linpoint1);
// Create a second linearization point
gtsam::Values linpoint2;
linpoint2.insert(key1, gtsam::Point3(+18.0, -0.25, +1.11));
linpoint2.insert(key2, gtsam::Point3(-10.0, +11.2, +0.05));
// Check the error at linpoint2 versus the original factor
double expected_error = betweenFactor.error(linpoint2);
double actual_error = hessianContainer.error(linpoint2);
EXPECT_DOUBLES_EQUAL(expected_error, actual_error, 1e-9 );
// Re-linearize around the new point and check the factors
gtsam::GaussianFactor::shared_ptr expected_factor = gtsam::HessianFactor::shared_ptr(new gtsam::HessianFactor(*betweenFactor.linearize(linpoint2)));
gtsam::GaussianFactor::shared_ptr actual_factor = hessianContainer.linearize(linpoint2);
CHECK(gtsam::assert_equal(*expected_factor, *actual_factor));
}
/* ************************************************************************* */
int main() { TestResult tr; return TestRegistry::runAllTests(tr); }
/* ************************************************************************* */