gtsam/tests/smallExample.h

647 lines
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C++

/* ----------------------------------------------------------------------------
* 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 smallExample.h
* @brief Create small example with two poses and one landmark
* @brief smallExample
* @author Carlos Nieto
*/
// \callgraph
#pragma once
#include <tests/simulated2D.h>
#include <gtsam/inference/Symbol.h>
#include <gtsam/nonlinear/NonlinearFactorGraph.h>
#include <gtsam/linear/GaussianBayesNet.h>
#include <gtsam/linear/GaussianFactorGraph.h>
#include <boost/tuple/tuple.hpp>
#include <boost/assign/list_of.hpp>
namespace gtsam {
namespace example {
namespace {
/**
* Create small example for non-linear factor graph
*/
boost::shared_ptr<const NonlinearFactorGraph> sharedNonlinearFactorGraph();
NonlinearFactorGraph createNonlinearFactorGraph();
/**
* Create values structure to go with it
* The ground truth values structure for the example above
*/
Values createValues();
/** Vector Values equivalent */
VectorValues createVectorValues();
/**
* create a noisy values structure for a nonlinear factor graph
*/
boost::shared_ptr<const Values> sharedNoisyValues();
Values createNoisyValues();
/**
* Zero delta config
*/
VectorValues createZeroDelta();
/**
* Delta config that, when added to noisyValues, returns the ground truth
*/
VectorValues createCorrectDelta();
/**
* create a linear factor graph
* The non-linear graph above evaluated at NoisyValues
*/
GaussianFactorGraph createGaussianFactorGraph();
/**
* create small Chordal Bayes Net x <- y
*/
GaussianBayesNet createSmallGaussianBayesNet();
/**
* Create really non-linear factor graph (cos/sin)
*/
boost::shared_ptr<const NonlinearFactorGraph>
sharedReallyNonlinearFactorGraph();
NonlinearFactorGraph createReallyNonlinearFactorGraph();
/**
* Create a full nonlinear smoother
* @param T number of time-steps
*/
std::pair<NonlinearFactorGraph, Values> createNonlinearSmoother(int T);
/**
* Create a Kalman smoother by linearizing a non-linear factor graph
* @param T number of time-steps
*/
GaussianFactorGraph createSmoother(int T);
/* ******************************************************* */
// Linear Constrained Examples
/* ******************************************************* */
/**
* Creates a simple constrained graph with one linear factor and
* one binary equality constraint that sets x = y
*/
GaussianFactorGraph createSimpleConstraintGraph();
VectorValues createSimpleConstraintValues();
/**
* Creates a simple constrained graph with one linear factor and
* one binary constraint.
*/
GaussianFactorGraph createSingleConstraintGraph();
VectorValues createSingleConstraintValues();
/**
* Creates a constrained graph with a linear factor and two
* binary constraints that share a node
*/
GaussianFactorGraph createMultiConstraintGraph();
VectorValues createMultiConstraintValues();
/* ******************************************************* */
// Planar graph with easy subtree for SubgraphPreconditioner
/* ******************************************************* */
/*
* Create factor graph with N^2 nodes, for example for N=3
* x13-x23-x33
* | | |
* x12-x22-x32
* | | |
* -x11-x21-x31
* with x11 clamped at (1,1), and others related by 2D odometry.
*/
boost::tuple<GaussianFactorGraph, VectorValues> planarGraph(size_t N);
/*
* Create canonical ordering for planar graph that also works for tree
* With x11 the root, e.g. for N=3
* x33 x23 x13 x32 x22 x12 x31 x21 x11
*/
Ordering planarOrdering(size_t N);
/*
* Split graph into tree and loop closing constraints, e.g., with N=3
* x13-x23-x33
* |
* x12-x22-x32
* |
* -x11-x21-x31
*/
std::pair<GaussianFactorGraph, GaussianFactorGraph > splitOffPlanarTree(
size_t N, const GaussianFactorGraph& original);
// Implementations
// using namespace gtsam::noiseModel;
namespace impl {
typedef boost::shared_ptr<NonlinearFactor> shared_nlf;
static SharedDiagonal sigma1_0 = noiseModel::Isotropic::Sigma(2,1.0);
static SharedDiagonal sigma0_1 = noiseModel::Isotropic::Sigma(2,0.1);
static SharedDiagonal sigma0_2 = noiseModel::Isotropic::Sigma(2,0.2);
static SharedDiagonal constraintModel = noiseModel::Constrained::All(2);
static const Key _l1_=0, _x1_=1, _x2_=2;
static const Key _x_=0, _y_=1, _z_=2;
} // \namespace impl
/* ************************************************************************* */
boost::shared_ptr<const NonlinearFactorGraph> sharedNonlinearFactorGraph() {
using namespace impl;
using symbol_shorthand::X;
using symbol_shorthand::L;
// Create
boost::shared_ptr<NonlinearFactorGraph> nlfg(
new NonlinearFactorGraph);
// prior on x1
Point2 mu;
shared_nlf f1(new simulated2D::Prior(mu, sigma0_1, X(1)));
nlfg->push_back(f1);
// odometry between x1 and x2
Point2 z2(1.5, 0);
shared_nlf f2(new simulated2D::Odometry(z2, sigma0_1, X(1), X(2)));
nlfg->push_back(f2);
// measurement between x1 and l1
Point2 z3(0, -1);
shared_nlf f3(new simulated2D::Measurement(z3, sigma0_2, X(1), L(1)));
nlfg->push_back(f3);
// measurement between x2 and l1
Point2 z4(-1.5, -1.);
shared_nlf f4(new simulated2D::Measurement(z4, sigma0_2, X(2), L(1)));
nlfg->push_back(f4);
return nlfg;
}
/* ************************************************************************* */
NonlinearFactorGraph createNonlinearFactorGraph() {
return *sharedNonlinearFactorGraph();
}
/* ************************************************************************* */
Values createValues() {
using symbol_shorthand::X;
using symbol_shorthand::L;
Values c;
c.insert(X(1), Point2(0.0, 0.0));
c.insert(X(2), Point2(1.5, 0.0));
c.insert(L(1), Point2(0.0, -1.0));
return c;
}
/* ************************************************************************* */
VectorValues createVectorValues() {
using namespace impl;
VectorValues c = boost::assign::pair_list_of<Key, Vector>
(_l1_, (Vector(2) << 0.0, -1.0))
(_x1_, (Vector(2) << 0.0, 0.0))
(_x2_, (Vector(2) << 1.5, 0.0));
return c;
}
/* ************************************************************************* */
boost::shared_ptr<const Values> sharedNoisyValues() {
using symbol_shorthand::X;
using symbol_shorthand::L;
boost::shared_ptr<Values> c(new Values);
c->insert(X(1), Point2(0.1, 0.1));
c->insert(X(2), Point2(1.4, 0.2));
c->insert(L(1), Point2(0.1, -1.1));
return c;
}
/* ************************************************************************* */
Values createNoisyValues() {
return *sharedNoisyValues();
}
/* ************************************************************************* */
VectorValues createCorrectDelta() {
using symbol_shorthand::X;
using symbol_shorthand::L;
VectorValues c;
c.insert(L(1), (Vector(2) << -0.1, 0.1));
c.insert(X(1), (Vector(2) << -0.1, -0.1));
c.insert(X(2), (Vector(2) << 0.1, -0.2));
return c;
}
/* ************************************************************************* */
VectorValues createZeroDelta() {
using symbol_shorthand::X;
using symbol_shorthand::L;
VectorValues c;
c.insert(L(1), zero(2));
c.insert(X(1), zero(2));
c.insert(X(2), zero(2));
return c;
}
/* ************************************************************************* */
GaussianFactorGraph createGaussianFactorGraph() {
using symbol_shorthand::X;
using symbol_shorthand::L;
// Create empty graph
GaussianFactorGraph fg;
// linearized prior on x1: c[_x1_]+x1=0 i.e. x1=-c[_x1_]
fg += JacobianFactor(X(1), 10*eye(2), -1.0*ones(2));
// odometry between x1 and x2: x2-x1=[0.2;-0.1]
fg += JacobianFactor(X(1), -10*eye(2), X(2), 10*eye(2), (Vector(2) << 2.0, -1.0));
// measurement between x1 and l1: l1-x1=[0.0;0.2]
fg += JacobianFactor(X(1), -5*eye(2), L(1), 5*eye(2), (Vector(2) << 0.0, 1.0));
// measurement between x2 and l1: l1-x2=[-0.2;0.3]
fg += JacobianFactor(X(2), -5*eye(2), L(1), 5*eye(2), (Vector(2) << -1.0, 1.5));
return fg;
}
/* ************************************************************************* */
/** create small Chordal Bayes Net x <- y
* x y d
* 1 1 9
* 1 5
*/
GaussianBayesNet createSmallGaussianBayesNet() {
using namespace impl;
Matrix R11 = (Matrix(1, 1) << 1.0), S12 = (Matrix(1, 1) << 1.0);
Matrix R22 = (Matrix(1, 1) << 1.0);
Vector d1(1), d2(1);
d1(0) = 9;
d2(0) = 5;
// define nodes and specify in reverse topological sort (i.e. parents last)
GaussianConditional::shared_ptr Px_y(new GaussianConditional(_x_, d1, R11, _y_, S12));
GaussianConditional::shared_ptr Py(new GaussianConditional(_y_, d2, R22));
GaussianBayesNet cbn;
cbn.push_back(Px_y);
cbn.push_back(Py);
return cbn;
}
/* ************************************************************************* */
// Some nonlinear functions to optimize
/* ************************************************************************* */
namespace smallOptimize {
Point2 h(const Point2& v) {
return Point2(cos(v.x()), sin(v.y()));
}
Matrix H(const Point2& v) {
return (Matrix(2, 2) <<
-sin(v.x()), 0.0,
0.0, cos(v.y()));
}
struct UnaryFactor: public gtsam::NoiseModelFactor1<Point2> {
Point2 z_;
UnaryFactor(const Point2& z, const SharedNoiseModel& model, Key key) :
gtsam::NoiseModelFactor1<Point2>(model, key), z_(z) {
}
Vector evaluateError(const Point2& x, boost::optional<Matrix&> A = boost::none) const {
if (A) *A = H(x);
return (h(x) - z_).vector();
}
};
}
/* ************************************************************************* */
boost::shared_ptr<const NonlinearFactorGraph> sharedReallyNonlinearFactorGraph() {
using symbol_shorthand::X;
using symbol_shorthand::L;
boost::shared_ptr<NonlinearFactorGraph> fg(new NonlinearFactorGraph);
Vector z = (Vector(2) << 1.0, 0.0);
double sigma = 0.1;
boost::shared_ptr<smallOptimize::UnaryFactor> factor(
new smallOptimize::UnaryFactor(z, noiseModel::Isotropic::Sigma(2,sigma), X(1)));
fg->push_back(factor);
return fg;
}
NonlinearFactorGraph createReallyNonlinearFactorGraph() {
return *sharedReallyNonlinearFactorGraph();
}
/* ************************************************************************* */
std::pair<NonlinearFactorGraph, Values> createNonlinearSmoother(int T) {
using namespace impl;
using symbol_shorthand::X;
using symbol_shorthand::L;
// Create
NonlinearFactorGraph nlfg;
Values poses;
// prior on x1
Point2 x1(1.0, 0.0);
shared_nlf prior(new simulated2D::Prior(x1, sigma1_0, X(1)));
nlfg.push_back(prior);
poses.insert(X(1), x1);
for (int t = 2; t <= T; t++) {
// odometry between x_t and x_{t-1}
Point2 odo(1.0, 0.0);
shared_nlf odometry(new simulated2D::Odometry(odo, sigma1_0, X(t - 1), X(t)));
nlfg.push_back(odometry);
// measurement on x_t is like perfect GPS
Point2 xt(t, 0);
shared_nlf measurement(new simulated2D::Prior(xt, sigma1_0, X(t)));
nlfg.push_back(measurement);
// initial estimate
poses.insert(X(t), xt);
}
return std::make_pair(nlfg, poses);
}
/* ************************************************************************* */
GaussianFactorGraph createSmoother(int T) {
NonlinearFactorGraph nlfg;
Values poses;
boost::tie(nlfg, poses) = createNonlinearSmoother(T);
return *nlfg.linearize(poses);
}
/* ************************************************************************* */
GaussianFactorGraph createSimpleConstraintGraph() {
using namespace impl;
// create unary factor
// prior on _x_, mean = [1,-1], sigma=0.1
Matrix Ax = eye(2);
Vector b1(2);
b1(0) = 1.0;
b1(1) = -1.0;
JacobianFactor::shared_ptr f1(new JacobianFactor(_x_, Ax, b1, sigma0_1));
// create binary constraint factor
// between _x_ and _y_, that is going to be the only factor on _y_
// |1 0||x_1| + |-1 0||y_1| = |0|
// |0 1||x_2| | 0 -1||y_2| |0|
Matrix Ax1 = eye(2);
Matrix Ay1 = eye(2) * -1;
Vector b2 = (Vector(2) << 0.0, 0.0);
JacobianFactor::shared_ptr f2(new JacobianFactor(_x_, Ax1, _y_, Ay1, b2,
constraintModel));
// construct the graph
GaussianFactorGraph fg;
fg.push_back(f1);
fg.push_back(f2);
return fg;
}
/* ************************************************************************* */
VectorValues createSimpleConstraintValues() {
using namespace impl;
using symbol_shorthand::X;
using symbol_shorthand::L;
VectorValues config;
Vector v = (Vector(2) << 1.0, -1.0);
config.insert(_x_, v);
config.insert(_y_, v);
return config;
}
/* ************************************************************************* */
GaussianFactorGraph createSingleConstraintGraph() {
using namespace impl;
// create unary factor
// prior on _x_, mean = [1,-1], sigma=0.1
Matrix Ax = eye(2);
Vector b1(2);
b1(0) = 1.0;
b1(1) = -1.0;
//GaussianFactor::shared_ptr f1(new JacobianFactor(_x_, sigma0_1->Whiten(Ax), sigma0_1->whiten(b1), sigma0_1));
JacobianFactor::shared_ptr f1(new JacobianFactor(_x_, Ax, b1, sigma0_1));
// create binary constraint factor
// between _x_ and _y_, that is going to be the only factor on _y_
// |1 2||x_1| + |10 0||y_1| = |1|
// |2 1||x_2| |0 10||y_2| |2|
Matrix Ax1(2, 2);
Ax1(0, 0) = 1.0;
Ax1(0, 1) = 2.0;
Ax1(1, 0) = 2.0;
Ax1(1, 1) = 1.0;
Matrix Ay1 = eye(2) * 10;
Vector b2 = (Vector(2) << 1.0, 2.0);
JacobianFactor::shared_ptr f2(new JacobianFactor(_x_, Ax1, _y_, Ay1, b2,
constraintModel));
// construct the graph
GaussianFactorGraph fg;
fg.push_back(f1);
fg.push_back(f2);
return fg;
}
/* ************************************************************************* */
VectorValues createSingleConstraintValues() {
using namespace impl;
VectorValues config = boost::assign::pair_list_of<Key, Vector>
(_x_, (Vector(2) << 1.0, -1.0))
(_y_, (Vector(2) << 0.2, 0.1));
return config;
}
/* ************************************************************************* */
GaussianFactorGraph createMultiConstraintGraph() {
using namespace impl;
// unary factor 1
Matrix A = eye(2);
Vector b = (Vector(2) << -2.0, 2.0);
JacobianFactor::shared_ptr lf1(new JacobianFactor(_x_, A, b, sigma0_1));
// constraint 1
Matrix A11(2, 2);
A11(0, 0) = 1.0;
A11(0, 1) = 2.0;
A11(1, 0) = 2.0;
A11(1, 1) = 1.0;
Matrix A12(2, 2);
A12(0, 0) = 10.0;
A12(0, 1) = 0.0;
A12(1, 0) = 0.0;
A12(1, 1) = 10.0;
Vector b1(2);
b1(0) = 1.0;
b1(1) = 2.0;
JacobianFactor::shared_ptr lc1(new JacobianFactor(_x_, A11, _y_, A12, b1,
constraintModel));
// constraint 2
Matrix A21(2, 2);
A21(0, 0) = 3.0;
A21(0, 1) = 4.0;
A21(1, 0) = -1.0;
A21(1, 1) = -2.0;
Matrix A22(2, 2);
A22(0, 0) = 1.0;
A22(0, 1) = 1.0;
A22(1, 0) = 1.0;
A22(1, 1) = 2.0;
Vector b2(2);
b2(0) = 3.0;
b2(1) = 4.0;
JacobianFactor::shared_ptr lc2(new JacobianFactor(_x_, A21, _z_, A22, b2,
constraintModel));
// construct the graph
GaussianFactorGraph fg;
fg.push_back(lf1);
fg.push_back(lc1);
fg.push_back(lc2);
return fg;
}
/* ************************************************************************* */
VectorValues createMultiConstraintValues() {
using namespace impl;
VectorValues config = boost::assign::pair_list_of<Key, Vector>
(_x_, (Vector(2) << -2.0, 2.0))
(_y_, (Vector(2) << -0.1, 0.4))
(_z_, (Vector(2) <<-4.0, 5.0));
return config;
}
/* ************************************************************************* */
// Create key for simulated planar graph
namespace impl {
Symbol key(size_t x, size_t y) {
using symbol_shorthand::X;
return X(1000*x+y);
}
} // \namespace impl
/* ************************************************************************* */
boost::tuple<GaussianFactorGraph, VectorValues> planarGraph(size_t N) {
using namespace impl;
// create empty graph
NonlinearFactorGraph nlfg;
// Create almost hard constraint on x11, sigma=0 will work for PCG not for normal
shared_nlf constraint(new simulated2D::Prior(Point2(1.0, 1.0), noiseModel::Isotropic::Sigma(2,1e-3), key(1,1)));
nlfg.push_back(constraint);
// Create horizontal constraints, 1...N*(N-1)
Point2 z1(1.0, 0.0); // move right
for (size_t x = 1; x < N; x++)
for (size_t y = 1; y <= N; y++) {
shared_nlf f(new simulated2D::Odometry(z1, noiseModel::Isotropic::Sigma(2,0.01), key(x, y), key(x + 1, y)));
nlfg.push_back(f);
}
// Create vertical constraints, N*(N-1)+1..2*N*(N-1)
Point2 z2(0.0, 1.0); // move up
for (size_t x = 1; x <= N; x++)
for (size_t y = 1; y < N; y++) {
shared_nlf f(new simulated2D::Odometry(z2, noiseModel::Isotropic::Sigma(2,0.01), key(x, y), key(x, y + 1)));
nlfg.push_back(f);
}
// Create linearization and ground xtrue config
Values zeros;
for (size_t x = 1; x <= N; x++)
for (size_t y = 1; y <= N; y++)
zeros.insert(key(x, y), Point2());
VectorValues xtrue;
for (size_t x = 1; x <= N; x++)
for (size_t y = 1; y <= N; y++)
xtrue.insert(key(x, y), Point2((double)x, (double)y).vector());
// linearize around zero
boost::shared_ptr<GaussianFactorGraph> gfg = nlfg.linearize(zeros);
return boost::make_tuple(*gfg, xtrue);
}
/* ************************************************************************* */
Ordering planarOrdering(size_t N) {
Ordering ordering;
for (size_t y = N; y >= 1; y--)
for (size_t x = N; x >= 1; x--)
ordering.push_back(impl::key(x, y));
return ordering;
}
/* ************************************************************************* */
std::pair<GaussianFactorGraph, GaussianFactorGraph > splitOffPlanarTree(size_t N,
const GaussianFactorGraph& original) {
GaussianFactorGraph T, C;
// Add the x11 constraint to the tree
T.push_back(original[0]);
// Add all horizontal constraints to the tree
size_t i = 1;
for (size_t x = 1; x < N; x++)
for (size_t y = 1; y <= N; y++, i++)
T.push_back(original[i]);
// Add first vertical column of constraints to T, others to C
for (size_t x = 1; x <= N; x++)
for (size_t y = 1; y < N; y++, i++)
if (x == 1)
T.push_back(original[i]);
else
C.push_back(original[i]);
return std::make_pair(T, C);
}
/* ************************************************************************* */
} // anonymous namespace
} // \namespace example
} // \namespace gtsam