CPosePDFSOG.cpp

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/* +------------------------------------------------------------------------+
   |                     Mobile Robot Programming Toolkit (MRPT)            |
   |                          https://www.mrpt.org/                         |
   |                                                                        |
   | Copyright (c) 2005-2020, Individual contributors, see AUTHORS file     |
   | See: https://www.mrpt.org/Authors - All rights reserved.               |
   | Released under BSD License. See: https://www.mrpt.org/License          |
   +------------------------------------------------------------------------+ */

#include "poses-precomp.h"  // Precompiled headers

#include <mrpt/math/CMatrixD.h>
#include <mrpt/math/distributions.h>
#include <mrpt/math/matrix_serialization.h>
#include <mrpt/math/wrap2pi.h>
#include <mrpt/poses/CPosePDFGaussian.h>
#include <mrpt/poses/CPosePDFParticles.h>
#include <mrpt/poses/CPosePDFSOG.h>
#include <mrpt/poses/SO_SE_average.h>
#include <mrpt/serialization/CArchive.h>
#include <mrpt/system/os.h>
#include <Eigen/Dense>
#include <iostream>

using namespace mrpt;
using namespace mrpt::poses;
using namespace mrpt::math;
using namespace mrpt::system;
using namespace std;

IMPLEMENTS_SERIALIZABLE(CPosePDFSOG, CPosePDF, mrpt::poses)

/*---------------------------------------------------------------
    Constructor
  ---------------------------------------------------------------*/
CPosePDFSOG::CPosePDFSOG(size_t nModes) : m_modes(nModes) {}
/*---------------------------------------------------------------
            clear
  ---------------------------------------------------------------*/
void CPosePDFSOG::clear() { m_modes.clear(); }
/*---------------------------------------------------------------
    Resize
  ---------------------------------------------------------------*/
void CPosePDFSOG::resize(const size_t N) { m_modes.resize(N); }
/*---------------------------------------------------------------
                        getMean
  Returns an estimate of the pose, (the mean, or mathematical expectation of the
 PDF)
 ---------------------------------------------------------------*/
void CPosePDFSOG::getMean(CPose2D& p) const
{
    if (!m_modes.empty())
    {
        mrpt::poses::SE_average<2> se_averager;
        for (const auto& m : m_modes)
        {
            const double w = exp(m.log_w);
            se_averager.append(m.mean, w);
        }
        se_averager.get_average(p);
    }
    else
    {
        p = CPose2D();
    }
}

std::tuple<CMatrixDouble33, CPose2D> CPosePDFSOG::getCovarianceAndMean() const
{
    const size_t N = m_modes.size();

    mrpt::math::CMatrixDouble33 cov;
    CPose2D estMean2D;

    this->getMean(estMean2D);
    cov.setZero();

    if (N)
    {
        // 1) Get the mean:
        double sumW = 0;
        auto estMeanMat = CMatrixDouble31(estMean2D);
        CMatrixDouble33 temp;
        CMatrixDouble31 estMean_i;

        for (const auto& m : m_modes)
        {
            double w;
            sumW += w = exp(m.log_w);

            estMean_i = CMatrixDouble31(m.mean);
            estMean_i -= estMeanMat;

            temp.matProductOf_AAt(estMean_i);
            temp += m.cov;
            temp *= w;

            cov += temp;
        }

        if (sumW != 0) cov *= (1.0 / sumW);
    }
    return {cov, estMean2D};
}

uint8_t CPosePDFSOG::serializeGetVersion() const { return 2; }
void CPosePDFSOG::serializeTo(mrpt::serialization::CArchive& out) const
{
    uint32_t N = m_modes.size();
    out << N;

    for (const auto m : m_modes)
    {
        out << m.log_w << m.mean;
        mrpt::math::serializeSymmetricMatrixTo(m.cov, out);
    }
}
void CPosePDFSOG::serializeFrom(
    mrpt::serialization::CArchive& in, uint8_t version)
{
    switch (version)
    {
        case 0:
        case 1:
        case 2:
        {
            uint32_t N;
            in >> N;
            resize(N);
            for (auto& m : m_modes)
            {
                in >> m.log_w;

                // In version 0, weights were linear!!
                if (version == 0) m.log_w = log(max(1e-300, m.log_w));

                in >> m.mean;

                if (version == 1)  // float's
                {
                    CMatrixFloat33 mf;
                    mrpt::math::deserializeSymmetricMatrixFrom(mf, in);
                    m.cov = mf.cast_double();
                }
                else
                {
                    mrpt::math::deserializeSymmetricMatrixFrom(m.cov, in);
                }
            }
        }
        break;
        default:
            MRPT_THROW_UNKNOWN_SERIALIZATION_VERSION(version);
    };
}

void CPosePDFSOG::copyFrom(const CPosePDF& o)
{
    MRPT_START

    if (this == &o) return;  // It may be used sometimes

    if (o.GetRuntimeClass() == CLASS_ID(CPosePDFSOG))
    {
        m_modes = dynamic_cast<const CPosePDFSOG*>(&o)->m_modes;
    }
    else
    {
        // Approximate as a mono-modal gaussian pdf:
        m_modes.resize(1);
        m_modes[0].log_w = 0;
        o.getMean(m_modes[0].mean);
        o.getCovariance(m_modes[0].cov);
    }

    MRPT_END
}

/*---------------------------------------------------------------
                        saveToTextFile
  ---------------------------------------------------------------*/
bool CPosePDFSOG::saveToTextFile(const std::string& file) const
{
    FILE* f = os::fopen(file.c_str(), "wt");
    if (!f) return false;

    for (const auto& m : m_modes)
        os::fprintf(
            f, "%e %e %e %e %e %e %e %e %e %e\n", exp(m.log_w), m.mean.x(),
            m.mean.y(), m.mean.phi(), m.cov(0, 0), m.cov(1, 1), m.cov(2, 2),
            m.cov(0, 1), m.cov(0, 2), m.cov(1, 2));
    os::fclose(f);
    return true;
}

/*---------------------------------------------------------------
                        changeCoordinatesReference
 ---------------------------------------------------------------*/
void CPosePDFSOG::changeCoordinatesReference(const CPose3D& newReferenceBase_)
{
    const CPose2D newReferenceBase = CPose2D(newReferenceBase_);

    CMatrixDouble44 HM;
    newReferenceBase.getHomogeneousMatrix(HM);

    // Clip the 4x4 matrix
    auto M = CMatrixDouble33(HM.block<3, 3>(0, 0));

    // The variance in phi is unmodified:
    M(0, 2) = 0;
    M(1, 2) = 0;
    M(2, 0) = 0;
    M(2, 1) = 0;
    M(2, 2) = 1;

    for (auto& m : m_modes)
    {
        // The mean:
        m.mean.composeFrom(newReferenceBase, m.mean);

        // The covariance:
        // NOTE: the CMatrixDouble33 is NEEDED to create a temporary copy to
        // allow aliasing
        m.cov = mrpt::math::multiply_HCHt(M, CMatrixDouble33(m.cov));
    }

    enforceCovSymmetry();
}

/*---------------------------------------------------------------
                        rotateAllCovariances
 ---------------------------------------------------------------*/
void CPosePDFSOG::rotateAllCovariances(double ang)
{
    CMatrixDouble33 rot;
    rot(0, 0) = rot(1, 1) = cos(ang);
    rot(0, 1) = -sin(ang);
    rot(1, 0) = sin(ang);
    rot(2, 2) = 1;

    for (auto& m : m_modes)
        m.cov = mrpt::math::multiply_HCHt(rot, CMatrixDouble33(m.cov));
}

/*---------------------------------------------------------------
                    drawSingleSample
 ---------------------------------------------------------------*/
void CPosePDFSOG::drawSingleSample(CPose2D& outPart) const
{
    MRPT_START
    MRPT_UNUSED_PARAM(outPart);

    THROW_EXCEPTION("Not implemented yet!!");

    MRPT_END
}

/*---------------------------------------------------------------
                    drawManySamples
 ---------------------------------------------------------------*/
void CPosePDFSOG::drawManySamples(
    size_t N, std::vector<CVectorDouble>& outSamples) const
{
    MRPT_START
    MRPT_UNUSED_PARAM(N);
    MRPT_UNUSED_PARAM(outSamples);

    THROW_EXCEPTION("Not implemented yet!!");

    MRPT_END
}

/*---------------------------------------------------------------
                    bayesianFusion
 ---------------------------------------------------------------*/
void CPosePDFSOG::bayesianFusion(
    const CPosePDF& p1_, const CPosePDF& p2_,
    const double minMahalanobisDistToDrop)
{
    MRPT_START

    MRPT_UNUSED_PARAM(minMahalanobisDistToDrop);

    // p1: CPosePDFSOG, p2: CPosePDFGaussian:

    ASSERT_(p1_.GetRuntimeClass() == CLASS_ID(CPosePDFSOG));
    ASSERT_(p2_.GetRuntimeClass() == CLASS_ID(CPosePDFGaussian));

    const auto* p1 = dynamic_cast<const CPosePDFSOG*>(&p1_);
    const auto* p2 = dynamic_cast<const CPosePDFGaussian*>(&p2_);

    // Compute the new kernel means, covariances, and weights after multiplying
    // to the Gaussian "p2":
    CPosePDFGaussian auxGaussianProduct, auxSOG_Kernel_i;

    const CMatrixDouble33 covInv = p2->cov.inverse_LLt();

    auto eta = CMatrixDouble31(p2->mean);
    eta = covInv * eta;

    // Normal distribution canonical form constant:
    // See: http://www-static.cc.gatech.edu/~wujx/paper/Gaussian.pdf
    double a =
        -0.5 * (3 * log(M_2PI) - log(covInv.det()) +
                (eta.transpose() * p2->cov.asEigen() * eta.asEigen())(0, 0));

    this->m_modes.clear();
    for (const auto& m : p1->m_modes)
    {
        auxSOG_Kernel_i.mean = m.mean;
        auxSOG_Kernel_i.cov = CMatrixDouble(m.cov);
        auxGaussianProduct.bayesianFusion(auxSOG_Kernel_i, *p2);

        // ----------------------------------------------------------------------
        // The new weight is given by:
        //
        //   w'_i = w_i * exp( a + a_i - a' )
        //
        //      a = -1/2 ( dimensionality * log(2pi) - log(det(Cov^-1)) +
        //      (Cov^-1 * mu)^t * Cov^-1 * (Cov^-1 * mu) )
        //
        // ----------------------------------------------------------------------
        TGaussianMode newKernel;
        newKernel.mean = auxGaussianProduct.mean;
        newKernel.cov = auxGaussianProduct.cov;

        const CMatrixDouble33 covInv_i = auxSOG_Kernel_i.cov.inverse_LLt();

        auto eta_i = CMatrixDouble31(auxSOG_Kernel_i.mean);
        eta_i = covInv_i * eta_i;

        const CMatrixDouble33 new_covInv_i = newKernel.cov.inverse_LLt();

        auto new_eta_i = CMatrixDouble31(newKernel.mean);
        new_eta_i = new_covInv_i * new_eta_i;

        double a_i =
            -0.5 * (3 * log(M_2PI) - log(new_covInv_i.det()) +
                    (eta_i.transpose() * auxSOG_Kernel_i.cov.asEigen() *
                     eta_i.asEigen())(0, 0));
        double new_a_i =
            -0.5 * (3 * log(M_2PI) - log(new_covInv_i.det()) +
                    (new_eta_i.transpose() * newKernel.cov.asEigen() *
                     new_eta_i.asEigen())(0, 0));

        // newKernel.w     = (it)->w * exp( a + a_i - new_a_i );
        newKernel.log_w = m.log_w + a + a_i - new_a_i;

        // Add to the results (in "this") the new kernel:
        this->m_modes.push_back(newKernel);
    }

    normalizeWeights();

    MRPT_END
}

/*---------------------------------------------------------------
                    inverse
 ---------------------------------------------------------------*/
void CPosePDFSOG::inverse(CPosePDF& o) const
{
    ASSERT_(o.GetRuntimeClass() == CLASS_ID(CPosePDFSOG));
    auto* out = dynamic_cast<CPosePDFSOG*>(&o);

    const_iterator itSrc;
    iterator itDest;

    out->m_modes.resize(m_modes.size());

    for (itSrc = m_modes.begin(), itDest = out->m_modes.begin();
         itSrc != m_modes.end(); ++itSrc, ++itDest)
    {
        // The mean:
        (itDest)->mean = -(itSrc)->mean;

        // The covariance: Is the same:
        (itDest)->cov = (itSrc)->cov;
    }
}

/*---------------------------------------------------------------
                            +=
 ---------------------------------------------------------------*/
void CPosePDFSOG::operator+=(const CPose2D& Ap)
{
    for (auto& m : m_modes) m.mean = m.mean + Ap;

    this->rotateAllCovariances(Ap.phi());
}

/*---------------------------------------------------------------
                        evaluatePDF
 ---------------------------------------------------------------*/
double CPosePDFSOG::evaluatePDF(const CPose2D& x, bool sumOverAllPhis) const
{
    if (!sumOverAllPhis)
    {
        // Normal evaluation:
        auto X = CMatrixDouble31(x);
        CMatrixDouble31 MU;
        double ret = 0;

        for (const auto& m : m_modes)
        {
            MU = CMatrixDouble31(m.mean);
            ret += exp(m.log_w) * math::normalPDF(X, MU, m.cov);
        }

        return ret;
    }
    else
    {
        // Only X,Y:
        CMatrixDouble X(2, 1), MU(2, 1), COV(2, 2);
        double ret = 0;

        X(0, 0) = x.x();
        X(1, 0) = x.y();

        for (const auto& m : m_modes)
        {
            MU(0, 0) = m.mean.x();
            MU(1, 0) = m.mean.y();

            COV(0, 0) = m.cov(0, 0);
            COV(1, 1) = m.cov(1, 1);
            COV(0, 1) = COV(1, 0) = m.cov(0, 1);

            ret += exp(m.log_w) * math::normalPDF(X, MU, COV);
        }

        return ret;
    }
}

/*---------------------------------------------------------------
                        evaluateNormalizedPDF
 ---------------------------------------------------------------*/
double CPosePDFSOG::evaluateNormalizedPDF(const CPose2D& x) const
{
    auto X = CMatrixDouble31(x);
    CMatrixDouble31 MU;
    double ret = 0;

    for (const auto& m : m_modes)
    {
        MU = CMatrixDouble31(m.mean);
        ret += exp(m.log_w) * math::normalPDF(X, MU, m.cov) /
               math::normalPDF(MU, MU, m.cov);
    }

    return ret;
}

/*---------------------------------------------------------------
                        enforceCovSymmetry
 ---------------------------------------------------------------*/
void CPosePDFSOG::enforceCovSymmetry()
{
    // Differences, when they exist, appear in the ~15'th significant
    //  digit, so... just take one of them arbitrarily!
    for (auto& m : m_modes)
    {
        m.cov(0, 1) = m.cov(1, 0);
        m.cov(0, 2) = m.cov(2, 0);
        m.cov(1, 2) = m.cov(2, 1);
    }
}

/*---------------------------------------------------------------
                        normalizeWeights
 ---------------------------------------------------------------*/
void CPosePDFSOG::normalizeWeights()
{
    MRPT_START

    if (!m_modes.size()) return;

    double maxW = m_modes[0].log_w;
    for (auto& m : m_modes) maxW = max(maxW, m.log_w);

    for (auto& m : m_modes) m.log_w -= maxW;

    MRPT_END
}

/*---------------------------------------------------------------
                        normalizeWeights
 ---------------------------------------------------------------*/
void CPosePDFSOG::evaluatePDFInArea(
    double x_min, double x_max, double y_min, double y_max, double resolutionXY,
    double phi, CMatrixDouble& outMatrix, bool sumOverAllPhis)
{
    MRPT_START

    ASSERT_(x_max > x_min);
    ASSERT_(y_max > y_min);
    ASSERT_(resolutionXY > 0);

    const auto Nx = (size_t)ceil((x_max - x_min) / resolutionXY);
    const auto Ny = (size_t)ceil((y_max - y_min) / resolutionXY);

    outMatrix.setSize(Ny, Nx);

    for (size_t i = 0; i < Ny; i++)
    {
        double y = y_min + i * resolutionXY;
        for (size_t j = 0; j < Nx; j++)
        {
            double x = x_min + j * resolutionXY;
            outMatrix(i, j) = evaluatePDF(CPose2D(x, y, phi), sumOverAllPhis);
        }
    }

    MRPT_END
}

/*---------------------------------------------------------------
                        mergeModes
 ---------------------------------------------------------------*/
void CPosePDFSOG::mergeModes(double max_KLd, bool verbose)
{
    MRPT_START

    normalizeWeights();

    size_t N = m_modes.size();
    if (N < 2) return;  // Nothing to do

    // Method described in:
    // "Kullback-Leibler Approach to Gaussian Mixture Reduction", A.R. Runnalls.
    // IEEE Transactions on Aerospace and Electronic Systems, 2007.
    //  See Eq.(21) for Bij !!

    for (size_t i = 0; i < (N - 1);)
    {
        N = m_modes.size();  // It might have changed.
        double sumW = 0;

        // For getting linear weights:
        sumW = 0;
        for (size_t j = 0; j < N; j++) sumW += exp(m_modes[j].log_w);
        ASSERT_(sumW);

        const double Wi = exp(m_modes[i].log_w) / sumW;

        double min_Bij = std::numeric_limits<double>::max();

        CMatrixDouble33 min_Bij_COV;
        size_t best_j = 0;

        auto MUi = CMatrixDouble31(m_modes[i].mean);

        // Compute B(i,j), j=[i+1,N-1]  (the discriminant)
        for (size_t j = 0; j < N; j++)
            if (i != j)
            {
                const double Wj = exp(m_modes[j].log_w) / sumW;
                const double Wij_ = 1.0 / (Wi + Wj);

                auto Pij =
                    CMatrixDouble33(m_modes[i].cov.asEigen() * Wi * Wij_);
                Pij.asEigen() += m_modes[j].cov.asEigen() * Wj * Wij_;

                auto MUij = CMatrixDouble31(m_modes[j].mean);
                MUij -= MUi;
                // Account for circular dimensions:
                mrpt::math::wrapToPiInPlace(MUij(2, 0));

                CMatrixDouble33 AUX;
                AUX.matProductOf_AAt(MUij);  // AUX = MUij * MUij^T

                AUX *= Wi * Wj * Wij_ * Wij_;
                Pij += AUX;

                double Bij = (Wi + Wj) * log(Pij.det()) -
                             Wi * log(m_modes[i].cov.det()) -
                             Wj * log(m_modes[j].cov.det());
                if (verbose)
                {
                    cout << "try merge[" << i << ", " << j
                         << "] -> Bij: " << Bij << endl;
                    // cout << "AUX: " << endl << AUX;
                    // cout << "Wi: " << Wi << " Wj:" << Wj << " Wij_: " << Wij_
                    // << endl;
                    cout << "Pij: " << Pij << endl
                         << " Pi: " << m_modes[i].cov << endl
                         << " Pj: " << m_modes[j].cov << endl;
                }

                if (Bij < min_Bij)
                {
                    min_Bij = Bij;
                    best_j = j;
                    min_Bij_COV = Pij;
                }
            }

        // Is a good move to merge (i,j)??
        if (verbose)
            cout << "merge[" << i << ", " << best_j
                 << "] Tempting merge: KLd = " << min_Bij;

        if (min_Bij < max_KLd)
        {
            if (verbose) cout << " Accepted." << endl;

            // Do the merge (i,j):
            TGaussianMode Mij;
            TGaussianMode& Mi = m_modes[i];
            TGaussianMode& Mj = m_modes[best_j];

            // Weight:
            Mij.log_w = log(exp(Mi.log_w) + exp(Mj.log_w));

            // Mean:
            const double Wj = exp(Mj.log_w) / sumW;
            const double Wij_ = 1.0 / (Wi + Wj);
            const double Wi_ = Wi * Wij_;
            const double Wj_ = Wj * Wij_;

            Mij.mean = CPose2D(
                Wi_ * Mi.mean.x() + Wj_ * Mj.mean.x(),
                Wi_ * Mi.mean.y() + Wj_ * Mj.mean.y(),
                Wi_ * Mi.mean.phi() + Wj_ * Mj.mean.phi());

            // Cov:
            Mij.cov = min_Bij_COV;

            // Replace Mi <- Mij:
            m_modes[i] = Mij;
            m_modes.erase(m_modes.begin() + best_j);  // erase Mj
        }  // end merge
        else
        {
            if (verbose) cout << " Nope." << endl;

            i++;
        }
    }  // for i

    normalizeWeights();

    MRPT_END
}

/*---------------------------------------------------------------
                        getMostLikelyCovarianceAndMean
 ---------------------------------------------------------------*/
void CPosePDFSOG::getMostLikelyCovarianceAndMean(
    CMatrixDouble33& cov, CPose2D& mean_point) const
{
    auto it_best = end();
    double best_log_w = -std::numeric_limits<double>::max();

    for (auto i = begin(); i != end(); ++i)
    {
        if (i->log_w > best_log_w)
        {
            best_log_w = i->log_w;
            it_best = i;
        }
    }

    if (it_best != end())
    {
        mean_point = it_best->mean;
        cov = it_best->cov;
    }
    else
    {
        cov.setIdentity();
        cov.asEigen() *= 1e20;
        mean_point = CPose2D(0, 0, 0);
    }
}