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gtsam/cpp/testGaussianFactor.cpp

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/**
* @file testGaussianFactor.cpp
* @brief Unit tests for Linear Factor
* @author Christian Potthast
* @author Frank Dellaert
**/
#include <iostream>
#include <boost/tuple/tuple.hpp>
#include <boost/assign/std/list.hpp> // for operator +=
#include <boost/assign/std/set.hpp>
#include <boost/assign/std/map.hpp> // for insert
using namespace boost::assign;
#include <CppUnitLite/TestHarness.h>
#include "Matrix.h"
#include "Ordering.h"
#include "GaussianConditional.h"
#include "smallExample.h"
using namespace std;
using namespace gtsam;
/* ************************************************************************* */
TEST( GaussianFactor, linearFactor )
{
double sigma = 0.1;
Matrix A1(2,2);
A1(0,0) = -1.0 ; A1(0,1) = 0.0;
A1(1,0) = 0.0 ; A1(1,1) = -1.0;
Matrix A2(2,2);
A2(0,0) = 1.0 ; A2(0,1) = 0.0;
A2(1,0) = 0.0 ; A2(1,1) = 1.0;
Vector b(2);
b(0) = 0.2 ; b(1) = -0.1;
GaussianFactor expected("x1", A1, "x2", A2, b, sigma);
// create a small linear factor graph
GaussianFactorGraph fg = createGaussianFactorGraph();
// get the factor "f2" from the factor graph
GaussianFactor::shared_ptr lf = fg[1];
// check if the two factors are the same
CHECK(assert_equal(expected,*lf));
}
/* ************************************************************************* */
TEST( GaussianFactor, keys )
{
// get the factor "f2" from the small linear factor graph
GaussianFactorGraph fg = createGaussianFactorGraph();
GaussianFactor::shared_ptr lf = fg[1];
list<string> expected;
expected.push_back("x1");
expected.push_back("x2");
CHECK(lf->keys() == expected);
}
/* ************************************************************************* */
TEST( GaussianFactor, dimensions )
{
// get the factor "f2" from the small linear factor graph
GaussianFactorGraph fg = createGaussianFactorGraph();
// Check a single factor
Dimensions expected;
insert(expected)("x1", 2)("x2", 2);
Dimensions actual = fg[1]->dimensions();
CHECK(expected==actual);
}
/* ************************************************************************* */
TEST( GaussianFactor, getDim )
{
// get a factor
GaussianFactorGraph fg = createGaussianFactorGraph();
GaussianFactor::shared_ptr factor = fg[0];
// get the size of a variable
size_t actual = factor->getDim("x1");
// verify
size_t expected = 2;
CHECK(actual == expected);
}
/* ************************************************************************* */
TEST( GaussianFactor, combine )
{
// create a small linear factor graph
GaussianFactorGraph fg = createGaussianFactorGraph();
// get two factors from it and insert the factors into a vector
vector<GaussianFactor::shared_ptr> lfg;
lfg.push_back(fg[4 - 1]);
lfg.push_back(fg[2 - 1]);
// combine in a factor
GaussianFactor combined(lfg);
// sigmas
double sigma2 = 0.1;
double sigma4 = 0.2;
Vector sigmas = Vector_(4, sigma4, sigma4, sigma2, sigma2);
// the expected combined linear factor
Matrix Ax2 = Matrix_(4, 2, // x2
-1., 0.,
+0., -1.,
1., 0.,
+0., 1.);
Matrix Al1 = Matrix_(4, 2, // l1
1., 0.,
0., 1.,
0., 0.,
0., 0.);
Matrix Ax1 = Matrix_(4, 2, // x1
0.00, 0., // f4
0.00, 0., // f4
-1., 0., // f2
0.00, -1. // f2
);
// the RHS
Vector b2(4);
b2(0) = -0.2;
b2(1) = 0.3;
b2(2) = 0.2;
b2(3) = -0.1;
// use general constructor for making arbitrary factors
vector<pair<string, Matrix> > meas;
meas.push_back(make_pair("x2", Ax2));
meas.push_back(make_pair("l1", Al1));
meas.push_back(make_pair("x1", Ax1));
GaussianFactor expected(meas, b2, sigmas);
CHECK(assert_equal(expected,combined));
}
/* ************************************************************************* */
TEST( NonlinearFactorGraph, combine2){
double sigma1 = 0.0957;
Matrix A11(2,2);
A11(0,0) = 1; A11(0,1) = 0;
A11(1,0) = 0; A11(1,1) = 1;
Vector b(2);
b(0) = 2; b(1) = -1;
GaussianFactor::shared_ptr f1(new GaussianFactor("x1", A11, b*sigma1, sigma1));
double sigma2 = 0.5;
A11(0,0) = 1; A11(0,1) = 0;
A11(1,0) = 0; A11(1,1) = -1;
b(0) = 4 ; b(1) = -5;
GaussianFactor::shared_ptr f2(new GaussianFactor("x1", A11, b*sigma2, sigma2));
double sigma3 = 0.25;
A11(0,0) = 1; A11(0,1) = 0;
A11(1,0) = 0; A11(1,1) = -1;
b(0) = 3 ; b(1) = -88;
GaussianFactor::shared_ptr f3(new GaussianFactor("x1", A11, b*sigma3, sigma3));
// TODO: find a real sigma value for this example
double sigma4 = 0.1;
A11(0,0) = 6; A11(0,1) = 0;
A11(1,0) = 0; A11(1,1) = 7;
b(0) = 5 ; b(1) = -6;
GaussianFactor::shared_ptr f4(new GaussianFactor("x1", A11*sigma4, b*sigma4, sigma4));
vector<GaussianFactor::shared_ptr> lfg;
lfg.push_back(f1);
lfg.push_back(f2);
lfg.push_back(f3);
lfg.push_back(f4);
GaussianFactor combined(lfg);
Vector sigmas = Vector_(8, sigma1, sigma1, sigma2, sigma2, sigma3, sigma3, sigma4, sigma4);
Matrix A22(8,2);
A22(0,0) = 1; A22(0,1) = 0;
A22(1,0) = 0; A22(1,1) = 1;
A22(2,0) = 1; A22(2,1) = 0;
A22(3,0) = 0; A22(3,1) = -1;
A22(4,0) = 1; A22(4,1) = 0;
A22(5,0) = 0; A22(5,1) = -1;
A22(6,0) = 0.6; A22(6,1) = 0;
A22(7,0) = 0; A22(7,1) = 0.7;
Vector exb(8);
exb(0) = 2*sigma1 ; exb(1) = -1*sigma1; exb(2) = 4*sigma2 ; exb(3) = -5*sigma2;
exb(4) = 3*sigma3 ; exb(5) = -88*sigma3; exb(6) = 5*sigma4 ; exb(7) = -6*sigma4;
vector<pair<string, Matrix> > meas;
meas.push_back(make_pair("x1", A22));
GaussianFactor expected(meas, exb, sigmas);
CHECK(assert_equal(expected,combined));
}
/* ************************************************************************* */
TEST( GaussianFactor, linearFactorN){
vector<GaussianFactor::shared_ptr> f;
f.push_back(GaussianFactor::shared_ptr(new GaussianFactor("x1", Matrix_(2,2,
1.0, 0.0,
0.0, 1.0),
Vector_(2,
10.0, 5.0), 1)));
f.push_back(GaussianFactor::shared_ptr(new GaussianFactor("x1", Matrix_(2,2,
-10.0, 0.0,
0.0, -10.0),
"x2", Matrix_(2,2,
10.0, 0.0,
0.0, 10.0),
Vector_(2,
1.0, -2.0), 1)));
f.push_back(GaussianFactor::shared_ptr(new GaussianFactor("x2", Matrix_(2,2,
-10.0, 0.0,
0.0, -10.0),
"x3", Matrix_(2,2,
10.0, 0.0,
0.0, 10.0),
Vector_(2,
1.5, -1.5), 1)));
f.push_back(GaussianFactor::shared_ptr(new GaussianFactor("x3", Matrix_(2,2,
-10.0, 0.0,
0.0, -10.0),
"x4", Matrix_(2,2,
10.0, 0.0,
0.0, 10.0),
Vector_(2,
2.0, -1.0), 1)));
GaussianFactor combinedFactor(f);
vector<pair<string, Matrix> > combinedMeasurement;
combinedMeasurement.push_back(make_pair("x1", Matrix_(8,2,
1.0, 0.0,
0.0, 1.0,
-10.0, 0.0,
0.0, -10.0,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0)));
combinedMeasurement.push_back(make_pair("x2", Matrix_(8,2,
0.0, 0.0,
0.0, 0.0,
10.0, 0.0,
0.0, 10.0,
-10.0, 0.0,
0.0, -10.0,
0.0, 0.0,
0.0, 0.0)));
combinedMeasurement.push_back(make_pair("x3", Matrix_(8,2,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
10.0, 0.0,
0.0, 10.0,
-10.0, 0.0,
0.0, -10.0)));
combinedMeasurement.push_back(make_pair("x4", Matrix_(8,2,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
0.0, 0.0,
10.0, 0.0,
0.0, 10.0)));
Vector b = Vector_(8,
10.0, 5.0, 1.0, -2.0, 1.5, -1.5, 2.0, -1.0);
GaussianFactor expected(combinedMeasurement, b, 1.);
CHECK(combinedFactor.equals(expected));
}
/* ************************************************************************* */
TEST( GaussianFactor, error )
{
// create a small linear factor graph
GaussianFactorGraph fg = createGaussianFactorGraph();
// get the first factor from the factor graph
GaussianFactor::shared_ptr lf = fg[0];
// check the error of the first factor with noisy config
VectorConfig cfg = createZeroDelta();
// calculate the error from the factor "f1"
// note the error is the same as in testNonlinearFactor
double actual = lf->error(cfg);
DOUBLES_EQUAL( 1.0, actual, 0.00000001 );
}
/* ************************************************************************* */
TEST( GaussianFactor, eliminate )
{
// create a small linear factor graph
GaussianFactorGraph fg = createGaussianFactorGraph();
// get two factors from it and insert the factors into a vector
vector<GaussianFactor::shared_ptr> lfg;
lfg.push_back(fg[4 - 1]);
lfg.push_back(fg[2 - 1]);
// combine in a factor
GaussianFactor combined(lfg);
// eliminate the combined factor
GaussianConditional::shared_ptr actualCG;
GaussianFactor::shared_ptr actualLF;
boost::tie(actualCG,actualLF) = combined.eliminate("x2");
// create expected Conditional Gaussian
Matrix R11 = Matrix_(2,2,
1.0, 0.0,
0.0, 1.0
);
Matrix S12 = Matrix_(2,2,
-0.2, 0.0,
+0.0,-0.2
);
Matrix S13 = Matrix_(2,2,
-0.8, 0.0,
+0.0,-0.8
);
Vector d(2); d(0) = 0.2; d(1) = -0.14;
Vector sigmas(2);
sigmas(0) = 1/sqrt(125.0);
sigmas(1) = 1/sqrt(125.0);
// Check the conditional Gaussian
GaussianConditional expectedCG("x2", d,R11,"l1",S12,"x1",S13,sigmas);
// the expected linear factor
double sigma = 0.2236;
Matrix Bl1 = Matrix_(2,2,
// l1
1.00, 0.00,
0.00, 1.00
);
Matrix Bx1 = Matrix_(2,2,
// x1
-1.00, 0.00,
+0.00, -1.00
);
// the RHS
Vector b1(2); b1(0) = 0.0; b1(1) = 0.2;
GaussianFactor expectedLF("l1", Bl1, "x1", Bx1, b1, sigma);
// check if the result matches
CHECK(assert_equal(expectedCG,*actualCG,1e-4));
CHECK(assert_equal(expectedLF,*actualLF,1e-5));
}
/* ************************************************************************* */
TEST( GaussianFactor, eliminate2 )
{
// sigmas
double sigma1 = 0.2;
double sigma2 = 0.1;
Vector sigmas = Vector_(4, sigma1, sigma1, sigma2, sigma2);
// the combined linear factor
Matrix Ax2 = Matrix_(4,2,
// x2
-1., 0.,
+0.,-1.,
1., 0.,
+0.,1.
);
Matrix Al1x1 = Matrix_(4,4,
// l1 x1
1., 0., 0.00, 0., // f4
0., 1., 0.00, 0., // f4
0., 0., -1., 0., // f2
0., 0., 0.00,-1. // f2
);
// the RHS
Vector b2(4);
b2(0) = -0.2;
b2(1) = 0.3;
b2(2) = 0.2;
b2(3) = -0.1;
vector<pair<string, Matrix> > meas;
meas.push_back(make_pair("x2", Ax2));
meas.push_back(make_pair("l1x1", Al1x1));
GaussianFactor combined(meas, b2, sigmas);
// eliminate the combined factor
GaussianConditional::shared_ptr actualCG;
GaussianFactor::shared_ptr actualLF;
boost::tie(actualCG,actualLF) = combined.eliminate("x2");
// create expected Conditional Gaussian
Matrix R11 = Matrix_(2,2,
1.00, 0.00,
0.00, 1.00
);
Matrix S12 = Matrix_(2,4,
-0.20, 0.00,-0.80, 0.00,
+0.00,-0.20,+0.00,-0.80
);
Vector d(2); d(0) = 0.2; d(1) = -0.14;
Vector x2Sigmas(2);
x2Sigmas(0) = 0.0894427;
x2Sigmas(1) = 0.0894427;
GaussianConditional expectedCG("x2",d,R11,"l1x1",S12,x2Sigmas);
// the expected linear factor
double sigma = 0.2236;
Matrix Bl1x1 = Matrix_(2,4,
// l1 x1
1.00, 0.00, -1.00, 0.00,
0.00, 1.00, +0.00, -1.00
);
// the RHS
Vector b1(2); b1(0) = 0.0; b1(1) = 0.894427;
GaussianFactor expectedLF("l1x1", Bl1x1, b1*sigma, sigma);
// check if the result matches
CHECK(assert_equal(expectedCG,*actualCG,1e-4));
CHECK(assert_equal(expectedLF,*actualLF,1e-5));
}
/* ************************************************************************* */
TEST( GaussianFactor, default_error )
{
GaussianFactor f;
VectorConfig c;
double actual = f.error(c);
CHECK(actual==0.0);
}
//* ************************************************************************* */
TEST( GaussianFactor, eliminate_empty )
{
// create an empty factor
GaussianFactor f;
// eliminate the empty factor
GaussianConditional::shared_ptr actualCG;
GaussianFactor::shared_ptr actualLF;
boost::tie(actualCG,actualLF) = f.eliminate("x2");
// expected Conditional Gaussian is just a parent-less node with P(x)=1
GaussianConditional expectedCG("x2");
// expected remaining factor is still empty :-)
GaussianFactor expectedLF;
// check if the result matches
CHECK(actualCG->equals(expectedCG));
CHECK(actualLF->equals(expectedLF));
}
//* ************************************************************************* */
TEST( GaussianFactor, empty )
{
// create an empty factor
GaussianFactor f;
CHECK(f.empty()==true);
}
/* ************************************************************************* */
TEST( GaussianFactor, matrix )
{
// create a small linear factor graph
GaussianFactorGraph fg = createGaussianFactorGraph();
// get the factor "f2" from the factor graph
GaussianFactor::shared_ptr lf = fg[1];
// render with a given ordering
Ordering ord;
ord += "x1","x2";
Matrix A; Vector b;
boost::tie(A,b) = lf->matrix(ord);
Matrix A1 = Matrix_(2,4,
-10.0, 0.0, 10.0, 0.0,
000.0,-10.0, 0.0, 10.0 );
Vector b1 = Vector_(2, 2.0, -1.0);
EQUALITY(A,A1);
EQUALITY(b,b1);
}
/* ************************************************************************* */
TEST( GaussianFactor, matrix_aug )
{
// create a small linear factor graph
GaussianFactorGraph fg = createGaussianFactorGraph();
// get the factor "f2" from the factor graph
GaussianFactor::shared_ptr lf = fg[1];
// render with a given ordering
Ordering ord;
ord += "x1","x2";
Matrix Ab;
Ab = lf->matrix_augmented(ord);
Matrix Ab1 = Matrix_(2,5,
-1.0, 0.0, 1.0, 0.0, 0.2,
00.0,- 1.0, 0.0, 1.0, -0.1 );
EQUALITY(Ab,Ab1);
}
/* ************************************************************************* */
// small aux. function to print out lists of anything
template<class T>
void print(const list<T>& i) {
copy(i.begin(), i.end(), ostream_iterator<T> (cout, ","));
cout << endl;
}
/* ************************************************************************* */
TEST( GaussianFactor, sparse )
{
// create a small linear factor graph
GaussianFactorGraph fg = createGaussianFactorGraph();
// get the factor "f2" from the factor graph
GaussianFactor::shared_ptr lf = fg[1];
// render with a given ordering
Ordering ord;
ord += "x1","x2";
list<int> i,j;
list<double> s;
boost::tie(i,j,s) = lf->sparse(ord, fg.dimensions());
list<int> i1,j1;
i1 += 1,2,1,2;
j1 += 1,2,3,4;
list<double> s1;
s1 += -10,-10,10,10;
CHECK(i==i1);
CHECK(j==j1);
CHECK(s==s1);
}
/* ************************************************************************* */
TEST( GaussianFactor, sparse2 )
{
// create a small linear factor graph
GaussianFactorGraph fg = createGaussianFactorGraph();
// get the factor "f2" from the factor graph
GaussianFactor::shared_ptr lf = fg[1];
// render with a given ordering
Ordering ord;
ord += "x2","l1","x1";
list<int> i,j;
list<double> s;
boost::tie(i,j,s) = lf->sparse(ord, fg.dimensions());
list<int> i1,j1;
i1 += 1,2,1,2;
j1 += 1,2,5,6;
list<double> s1;
s1 += 10,10,-10,-10;
CHECK(i==i1);
CHECK(j==j1);
CHECK(s==s1);
}
/* ************************************************************************* */
TEST( GaussianFactor, size )
{
// create a linear factor graph
GaussianFactorGraph fg = createGaussianFactorGraph();
// get some factors from the graph
boost::shared_ptr<GaussianFactor> factor1 = fg[0];
boost::shared_ptr<GaussianFactor> factor2 = fg[1];
boost::shared_ptr<GaussianFactor> factor3 = fg[2];
CHECK(factor1->size() == 1);
CHECK(factor2->size() == 2);
CHECK(factor3->size() == 2);
}
/* ************************************************************************* */
TEST( GaussianFactor, CONSTRUCTOR_GaussianConditional )
{
Matrix R11 = Matrix_(2,2,
1.00, 0.00,
0.00, 1.00
);
Matrix S12 = Matrix_(2,2,
-0.200001, 0.00,
+0.00,-0.200001
);
Vector d(2); d(0) = 2.23607; d(1) = -1.56525;
Vector sigmas(2);
sigmas(0) = 0.29907;
sigmas(1) = 0.29907;
GaussianConditional::shared_ptr CG(new GaussianConditional("x2",d,R11,"l1x1",S12,sigmas));
GaussianFactor actualLF(CG);
// actualLF.print();
GaussianFactor expectedLF("x2",R11,"l1x1",S12,d, sigmas(0));
CHECK(assert_equal(expectedLF,actualLF,1e-5));
}
/* ************************************************************************* */
TEST ( GaussianFactor, constraint_eliminate1 )
{
// construct a linear constraint
Vector v(2); v(0)=1.2; v(1)=3.4;
string key = "x0";
GaussianFactor lc(key, eye(2), v, 0.0);
// eliminate it
GaussianConditional::shared_ptr actualCG;
GaussianFactor::shared_ptr actualLF;
boost::tie(actualCG,actualLF) = lc.eliminate("x0");
// verify linear factor
CHECK(actualLF->size() == 0);
// verify conditional Gaussian
Vector sigmas = Vector_(2, 0.0, 0.0);
GaussianConditional expCG("x0", v, eye(2), sigmas);
CHECK(assert_equal(expCG, *actualCG));
}
/* ************************************************************************* */
TEST ( GaussianFactor, constraint_eliminate2 )
{
// Construct a linear constraint
// RHS
Vector b(2); b(0)=3.0; b(1)=4.0;
// A1 - invertible
Matrix A1(2,2);
A1(0,0) = 1.0 ; A1(0,1) = 2.0;
A1(1,0) = 2.0 ; A1(1,1) = 1.0;
// A2 - not invertible
Matrix A2(2,2);
A2(0,0) = 1.0 ; A2(0,1) = 2.0;
A2(1,0) = 2.0 ; A2(1,1) = 4.0;
GaussianFactor lc("x", A1, "y", A2, b, 0.0);
// eliminate x and verify results
GaussianConditional::shared_ptr actualCG;
GaussianFactor::shared_ptr actualLF;
boost::tie(actualCG, actualLF) = lc.eliminate("x");
// LF should be null
GaussianFactor expectedLF;
CHECK(assert_equal(*actualLF, expectedLF));
// verify CG
Matrix R = Matrix_(2, 2,
1.0, 2.0,
0.0, 1.0);
Matrix S = Matrix_(2,2,
1.0, 2.0,
0.0, 0.0);
Vector d = Vector_(2, 3.0, 0.6666);
GaussianConditional expectedCG("x", d, R, "y", S, zero(2));
CHECK(assert_equal(expectedCG, *actualCG, 1e-4));
}
/* ************************************************************************* *
TEST ( GaussianFactor, constraint_eliminate3 )
{
// This test shows that ordering matters if there are non-invertible
// blocks, as this example can be eliminated if x is first, but not
// if y is first.
// Construct a linear constraint
// RHS
Vector b(2); b(0)=3.0; b(1)=4.0;
// A1 - invertible
Matrix A1(2,2);
A1(0,0) = 1.0 ; A1(0,1) = 2.0;
A1(1,0) = 2.0 ; A1(1,1) = 1.0;
// A2 - not invertible
Matrix A2(2,2);
A2(0,0) = 1.0 ; A2(0,1) = 2.0;
A2(1,0) = 2.0 ; A2(1,1) = 4.0;
GaussianFactor lc("x", A1, "y", A2, b, 0.0);
// eliminate y from original graph
// NOTE: this will throw an exception, as
// the leading matrix is rank deficient
GaussianConditional::shared_ptr actualCG;
GaussianFactor::shared_ptr actualLF;
try {
boost::tie(actualCG, actualLF) = lc.eliminate("y");
CHECK(false);
} catch (domain_error) {
CHECK(true);
}
}
/* ************************************************************************* */
int main() { TestResult tr; return TestRegistry::runAllTests(tr);}
/* ************************************************************************* */
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