factorTesting.h

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/* ----------------------------------------------------------------------------

 * 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

 * -------------------------------------------------------------------------- */

#pragma once

#include <gtsam/nonlinear/NonlinearFactor.h>
#include <gtsam/base/numericalDerivative.h>

namespace gtsam {

JacobianFactor linearizeNumerically(const NoiseModelFactor& factor,
    const Values& values, double delta = 1e-5) {

  // We will fill a vector of key/Jacobians pairs (a map would sort)
  std::vector<std::pair<Key, Matrix> > jacobians;

  // Get size
  const Eigen::VectorXd e = factor.whitenedError(values);
  const size_t rows = e.size();

  // Loop over all variables
  const double one_over_2delta = 1.0 / (2.0 * delta);
  VectorValues dX = values.zeroVectors();
  for(Key key: factor) {
    // Compute central differences using the values struct.
    const size_t cols = dX.dim(key);
    Matrix J = Matrix::Zero(rows, cols);
    for (size_t col = 0; col < cols; ++col) {
      Eigen::VectorXd dx = Eigen::VectorXd::Zero(cols);
      dx[col] = delta;
      dX[key] = dx;
      Values eval_values = values.retract(dX);
      const Eigen::VectorXd left = factor.whitenedError(eval_values);
      dx[col] = -delta;
      dX[key] = dx;
      eval_values = values.retract(dX);
      const Eigen::VectorXd right = factor.whitenedError(eval_values);
      J.col(col) = (left - right) * one_over_2delta;
    }
    jacobians.push_back(std::make_pair(key,J));
  }

  // Next step...return JacobianFactor
  return JacobianFactor(jacobians, -e);
}

namespace internal {
// CPPUnitLite-style test for linearization of a factor
bool testFactorJacobians(const std::string& name_,
    const NoiseModelFactor& factor, const gtsam::Values& values, double delta,
    double tolerance) {

  // Create expected value by numerical differentiation
  JacobianFactor expected = linearizeNumerically(factor, values, delta);

  // Create actual value by linearize
  boost::shared_ptr<JacobianFactor> actual = //
      boost::dynamic_pointer_cast<JacobianFactor>(factor.linearize(values));
  if (!actual) return false;

  // Check cast result and then equality
  bool equal = assert_equal(expected, *actual, tolerance);

  // if not equal, test individual jacobians:
  if (!equal) {
    for (size_t i = 0; i < actual->size(); i++) {
      bool i_good = assert_equal((Matrix) (expected.getA(expected.begin() + i)),
          (Matrix) (actual->getA(actual->begin() + i)), tolerance);
      if (!i_good) {
        std::cout << "Mismatch in Jacobian " << i+1 << " (base 1), as shown above" << std::endl;
      }
    }
  }

  return equal;
}
}

#define EXPECT_CORRECT_FACTOR_JACOBIANS(factor, values, numerical_derivative_step, tolerance) \
    { EXPECT(gtsam::internal::testFactorJacobians(name_, factor, values, numerical_derivative_step, tolerance)); }

} // namespace gtsam