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Compute Kálmán filter chi2 from predicted state #1185

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Compute Kálmán filter chi2 from predicted state #1185

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48 changes: 25 additions & 23 deletions core/include/traccc/fitting/kalman_filter/gain_matrix_updater.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -66,7 +66,6 @@ struct gain_matrix_updater {
// Some identity matrices
// @TODO: Make constexpr work
const auto I66 = matrix::identity<bound_matrix_type>();
const auto I_m = matrix::identity<matrix_type<D, D>>();

// Measurement data on surface
matrix_type<D, 1> meas_local;
Expand Down Expand Up @@ -113,6 +112,31 @@ struct gain_matrix_updater {
TRACCC_DEBUG_HOST("Predicted residual: " << meas_local -
H * predicted_vec);

scalar chi2_val;

{
// Calculate the chi square
const matrix_type<D, D> R =
V + (H * predicted_cov * algebra::matrix::transpose(H));
// Residual between measurement and predicted vector
const matrix_type<D, 1> residual = meas_local - H * predicted_vec;
const matrix_type<1, 1> chi2_mat =
algebra::matrix::transposed_product<true, false>(
residual, matrix::inverse(R)) *
residual;
chi2_val = getter::element(chi2_mat, 0, 0);

if (chi2_val < 0.f) {
TRACCC_ERROR_HOST_DEVICE("Chi2 negative");
return kalman_fitter_status::ERROR_UPDATER_CHI2_NEGATIVE;
}

if (!std::isfinite(chi2_val)) {
TRACCC_ERROR_HOST_DEVICE("Chi2 infinite");
return kalman_fitter_status::ERROR_UPDATER_CHI2_NOT_FINITE;
}
}

const matrix_type<e_bound_size, D> projected_cov =
algebra::matrix::transposed_product<false, true>(predicted_cov, H);

Expand Down Expand Up @@ -163,34 +187,12 @@ struct gain_matrix_updater {
return kalman_fitter_status::ERROR_QOP_ZERO;
}

// Residual between measurement and (projected) filtered vector
const matrix_type<D, 1> residual = meas_local - H * filtered_vec;

// Calculate the chi square
const matrix_type<D, D> R = (I_m - H * K) * V;
const matrix_type<1, 1> chi2 =
algebra::matrix::transposed_product<true, false>(
residual, matrix::inverse(R)) *
residual;

const scalar chi2_val{getter::element(chi2, 0, 0)};

TRACCC_VERBOSE_HOST("Filtered residual: " << residual);
TRACCC_DEBUG_HOST("R:\n" << R);
TRACCC_DEBUG_HOST_DEVICE("det(R): %f", matrix::determinant(R));
TRACCC_DEBUG_HOST("R_inv:\n" << matrix::inverse(R));
TRACCC_VERBOSE_HOST_DEVICE("Chi2: %f", chi2_val);

if (chi2_val < 0.f) {
TRACCC_ERROR_HOST_DEVICE("Chi2 negative");
return kalman_fitter_status::ERROR_UPDATER_CHI2_NEGATIVE;
}

if (!std::isfinite(chi2_val)) {
TRACCC_ERROR_HOST_DEVICE("Chi2 infinite");
return kalman_fitter_status::ERROR_UPDATER_CHI2_NOT_FINITE;
}

// Set the chi2 for this track and measurement
trk_state.filtered_params().set_vector(filtered_vec);
trk_state.filtered_params().set_covariance(filtered_cov);
Expand Down
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