134 lines
5.5 KiB
C++
134 lines
5.5 KiB
C++
/* ----------------------------------------------------------------------------
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* GTSAM Copyright 2010, Georgia Tech Research Corporation,
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* Atlanta, Georgia 30332-0415
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* All Rights Reserved
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* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
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* See LICENSE for the license information
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* -------------------------------------------------------------------------- */
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/**
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* @file testPreconditioner.cpp
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* @brief Unit tests for Preconditioners
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* @author Sungtae An
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* @date Nov 6, 2014
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**/
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#include <CppUnitLite/TestHarness.h>
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#include <gtsam/nonlinear/Values.h>
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#include <gtsam/linear/GaussianFactorGraph.h>
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#include <gtsam/linear/VectorValues.h>
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#include <gtsam/linear/Preconditioner.h>
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#include <gtsam/linear/PCGSolver.h>
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#include <gtsam/geometry/Point2.h>
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using namespace std;
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using namespace gtsam;
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/* ************************************************************************* */
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TEST( PCGsolver, verySimpleLinearSystem) {
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// Ax = [4 1][u] = [1] x0 = [2]
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// [1 3][v] [2] [1]
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//
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// exact solution x = [1/11, 7/11]';
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//
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// Create a Gaussian Factor Graph
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GaussianFactorGraph simpleGFG;
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simpleGFG.emplace_shared<JacobianFactor>(0, (Matrix(2,2)<< 4, 1, 1, 3).finished(), (Vector(2) << 1,2 ).finished(), noiseModel::Unit::Create(2));
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// Exact solution already known
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VectorValues exactSolution;
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exactSolution.insert(0, (Vector(2) << 1./11., 7./11.).finished());
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//exactSolution.print("Exact");
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// Solve the system using direct method
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VectorValues deltaDirect = simpleGFG.optimize();
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EXPECT(assert_equal(exactSolution, deltaDirect, 1e-7));
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//deltaDirect.print("Direct");
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// Solve the system using Preconditioned Conjugate Gradient solver
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// Common PCG parameters
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gtsam::PCGSolverParameters::shared_ptr pcg = std::make_shared<gtsam::PCGSolverParameters>();
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pcg->maxIterations = 500;
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pcg->epsilon_abs = 0.0;
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pcg->epsilon_rel = 0.0;
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//pcg->setVerbosity("ERROR");
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// With Dummy preconditioner
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pcg->preconditioner =
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std::make_shared<gtsam::DummyPreconditionerParameters>();
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VectorValues deltaPCGDummy = PCGSolver(*pcg).optimize(simpleGFG);
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EXPECT(assert_equal(exactSolution, deltaPCGDummy, 1e-7));
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//deltaPCGDummy.print("PCG Dummy");
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// With Block-Jacobi preconditioner
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pcg->preconditioner =
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std::make_shared<gtsam::BlockJacobiPreconditionerParameters>();
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// It takes more than 1000 iterations for this test
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pcg->maxIterations = 1500;
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VectorValues deltaPCGJacobi = PCGSolver(*pcg).optimize(simpleGFG);
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EXPECT(assert_equal(exactSolution, deltaPCGJacobi, 1e-5));
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//deltaPCGJacobi.print("PCG Jacobi");
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}
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/* ************************************************************************* */
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TEST(PCGSolver, simpleLinearSystem) {
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// Create a Gaussian Factor Graph
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GaussianFactorGraph simpleGFG;
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//SharedDiagonal unit2 = noiseModel::Unit::Create(2);
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SharedDiagonal unit2 = noiseModel::Diagonal::Sigmas(Vector2(0.5, 0.3));
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simpleGFG.emplace_shared<JacobianFactor>(2, (Matrix(2,2)<< 10, 0, 0, 10).finished(), (Vector(2) << -1, -1).finished(), unit2);
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simpleGFG.emplace_shared<JacobianFactor>(2, (Matrix(2,2)<< -10, 0, 0, -10).finished(), 0, (Matrix(2,2)<< 10, 0, 0, 10).finished(), (Vector(2) << 2, -1).finished(), unit2);
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simpleGFG.emplace_shared<JacobianFactor>(2, (Matrix(2,2)<< -5, 0, 0, -5).finished(), 1, (Matrix(2,2)<< 5, 0, 0, 5).finished(), (Vector(2) << 0, 1).finished(), unit2);
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simpleGFG.emplace_shared<JacobianFactor>(0, (Matrix(2,2)<< -5, 0, 0, -5).finished(), 1, (Matrix(2,2)<< 5, 0, 0, 5).finished(), (Vector(2) << -1, 1.5).finished(), unit2);
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simpleGFG.emplace_shared<JacobianFactor>(0, (Matrix(2,2)<< 1, 0, 0, 1).finished(), (Vector(2) << 0, 0).finished(), unit2);
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simpleGFG.emplace_shared<JacobianFactor>(1, (Matrix(2,2)<< 1, 0, 0, 1).finished(), (Vector(2) << 0, 0).finished(), unit2);
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simpleGFG.emplace_shared<JacobianFactor>(2, (Matrix(2,2)<< 1, 0, 0, 1).finished(), (Vector(2) << 0, 0).finished(), unit2);
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//simpleGFG.print("system");
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// Expected solution
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VectorValues expectedSolution;
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expectedSolution.insert(0, (Vector(2) << 0.100498, -0.196756).finished());
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expectedSolution.insert(2, (Vector(2) << -0.0990413, -0.0980577).finished());
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expectedSolution.insert(1, (Vector(2) << -0.0973252, 0.100582).finished());
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//expectedSolution.print("Expected");
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// Solve the system using direct method
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VectorValues deltaDirect = simpleGFG.optimize();
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EXPECT(assert_equal(expectedSolution, deltaDirect, 1e-5));
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//deltaDirect.print("Direct");
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// Solve the system using Preconditioned Conjugate Gradient solver
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// Common PCG parameters
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gtsam::PCGSolverParameters::shared_ptr pcg = std::make_shared<gtsam::PCGSolverParameters>();
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pcg->maxIterations = 500;
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pcg->epsilon_abs = 0.0;
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pcg->epsilon_rel = 0.0;
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//pcg->setVerbosity("ERROR");
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// With Dummy preconditioner
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pcg->preconditioner =
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std::make_shared<gtsam::DummyPreconditionerParameters>();
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VectorValues deltaPCGDummy = PCGSolver(*pcg).optimize(simpleGFG);
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EXPECT(assert_equal(expectedSolution, deltaPCGDummy, 1e-5));
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//deltaPCGDummy.print("PCG Dummy");
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// With Block-Jacobi preconditioner
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pcg->preconditioner =
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std::make_shared<gtsam::BlockJacobiPreconditionerParameters>();
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VectorValues deltaPCGJacobi = PCGSolver(*pcg).optimize(simpleGFG);
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EXPECT(assert_equal(expectedSolution, deltaPCGJacobi, 1e-5));
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//deltaPCGJacobi.print("PCG Jacobi");
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}
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/* ************************************************************************* */
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int main() { TestResult tr; return TestRegistry::runAllTests(tr); }
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/* ************************************************************************* */
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