Detailed Description

This class stores a dense matrix and allows it to be accessed as a collection of blocks.

When constructed, the caller must provide the dimensions of the blocks.

The block structure is symmetric, but the underlying matrix does not necessarily need to be.

This class also has a parameter that can be changed after construction to change the apparent matrix view. firstBlock() determines the block that appears to have index 0 for all operations (except re-setting firstBlock()).

Public Member Functions
	SymmetricBlockMatrix ()
	Construct from an empty matrix (asserts that the matrix is empty).
template<typename CONTAINER>
	SymmetricBlockMatrix (const CONTAINER &dimensions, bool appendOneDimension=false)
	Construct from a container of the sizes of each block.
template<typename ITERATOR>
	SymmetricBlockMatrix (ITERATOR firstBlockDim, ITERATOR lastBlockDim, bool appendOneDimension=false)
	Construct from iterator over the sizes of each vertical block.
template<typename CONTAINER>
	SymmetricBlockMatrix (const CONTAINER &dimensions, const Matrix &matrix, bool appendOneDimension=false)
	Construct from a container of the sizes of each vertical block and a pre-prepared matrix.
DenseIndex	rows () const
	Row size.
DenseIndex	cols () const
	Column size.
DenseIndex	nBlocks () const
	Block count.
DenseIndex	getDim (DenseIndex block) const
	Number of dimensions for variable on this diagonal block.
DenseIndex	blockScalarOffset (DenseIndex block) const
	Return the scalar offset of a block in the underlying matrix.
DenseIndex &	blockStart ()
	Retrieve or modify the first logical block, i.e.
DenseIndex	blockStart () const
	Retrieve the first logical block, i.e.
void	choleskyPartial (DenseIndex nFrontals)
	Given the augmented Hessian [A1'A1 A1'A2 A1'b A2'A1 A2'A2 A2'b b'A1 b'A2 b'b] on x1 and x2, does partial Cholesky in-place to obtain [R Sd;0 L] such that R'R = A1'A1 R'Sd = [A1'A2 A1'b] L'L is the augmented Hessian on the the separator x2 R and Sd can be interpreted as a GaussianConditional \|R*x1.
VerticalBlockMatrix	split (DenseIndex nFrontals)
	After partial Cholesky, we can optionally split off R and Sd, to be interpreted as a GaussianConditional \|Rx1 + Sx2 - d]^2.
void	split (DenseIndex nFrontals, VerticalBlockMatrix *RSd)
	I n-place version of split.
Block getter methods.
Matrix	block (DenseIndex I, DenseIndex J) const
	Get a copy of a block (anywhere in the matrix).
constBlock	blockView (DenseIndex I, DenseIndex J) const
	Get a block view (anywhere in the matrix) without allocating a copy.
Eigen::SelfAdjointView< Block, Eigen::Upper >	diagonalBlock (DenseIndex J)
	Return the J'th diagonal block as a self adjoint view.
Eigen::SelfAdjointView< constBlock, Eigen::Upper >	diagonalBlock (DenseIndex J) const
	Return the J'th diagonal block as a self adjoint view.
Vector	diagonal (DenseIndex J) const
	Get the diagonal of the J'th diagonal block.
constBlock	aboveDiagonalBlock (DenseIndex I, DenseIndex J) const
	Get block above the diagonal (I, J).
Eigen::SelfAdjointView< constBlock, Eigen::Upper >	selfadjointView (DenseIndex I, DenseIndex J) const
	Return the square sub-matrix that contains blocks(i:j, i:j).
Eigen::TriangularView< constBlock, Eigen::Upper >	triangularView (DenseIndex I, DenseIndex J) const
	Return the square sub-matrix that contains blocks(i:j, i:j) as a triangular view.
constBlock	aboveDiagonalRange (DenseIndex i_startBlock, DenseIndex i_endBlock, DenseIndex j_startBlock, DenseIndex j_endBlock) const
	Get a range [i,j) from the matrix. Indices are in block units.
Block	aboveDiagonalRange (DenseIndex i_startBlock, DenseIndex i_endBlock, DenseIndex j_startBlock, DenseIndex j_endBlock)
	Get a range [i,j) from the matrix. Indices are in block units.
Block setter methods.
template<typename XprType>
void	setDiagonalBlock (DenseIndex I, const XprType &xpr)
	Set a diagonal block.
template<typename XprType>
void	setOffDiagonalBlock (DenseIndex I, DenseIndex J, const XprType &xpr)
	Set an off-diagonal block.
template<typename XprType>
void	updateDiagonalBlock (DenseIndex I, const XprType &xpr)
	Increment the diagonal block by the values in xpr.
template<typename XprType>
void	updateDiagonalBlockAt (DenseIndex scalarOffset, const XprType &xpr)
	Increment a diagonal block using its cached scalar offset.
template<int Dimension, typename XprType>
void	updateFixedDiagonalBlockAt (DenseIndex scalarOffset, const XprType &xpr)
	Increment a fixed-size diagonal block using its cached scalar offset.
void	addToDiagonalBlock (DenseIndex I, const Vector &deltaDiag)
	Add a vector to the diagonal entries of block I.
void	addScaledIdentity (DenseIndex I, double lambda)
	Add lambda * I to the diagonal block I.
template<typename XprType>
void	updateOffDiagonalBlock (DenseIndex I, DenseIndex J, const XprType &xpr)
	Update an off diagonal block.
template<typename XprType>
void	updateOffDiagonalBlockAt (DenseIndex rowOffset, DenseIndex colOffset, const XprType &xpr)
	Increment an upper off-diagonal block using cached scalar offsets.
template<int Rows, int Cols, typename XprType>
void	updateFixedOffDiagonalBlockAt (DenseIndex rowOffset, DenseIndex colOffset, const XprType &xpr)
	Increment a fixed-size upper block using cached scalar offsets.
void	updateFromMappedBlocks (const SymmetricBlockMatrix &other, const std::vector< DenseIndex > &blockIndices)
	Update this matrix with blocks from another block matrix using a mapping.
void	updateFromMappedBlocks (const SymmetricBlockMatrix &other, const std::vector< DenseIndex > &blockIndices, const std::vector< DenseIndex > &scalarOffsets)
	Update mapped blocks using cached scalar offsets in this matrix.
void	updateFromMappedBlocks (const SymmetricBlockMatrix &other, DenseIndex sourceBlockStart, const std::vector< DenseIndex > &blockIndices, const std::vector< DenseIndex > &scalarOffsets)
	Update mapped blocks from an explicit source-block range.
void	updateFromMappedBlockColumn (const SymmetricBlockMatrix &other, DenseIndex sourceBlockStart, DenseIndex ownedSourceBlock, const std::vector< DenseIndex > &blockIndices, const std::vector< DenseIndex > &scalarOffsets, bool ownLastCrossBlock=false)
	Update one mapped destination column from an explicit source range.
void	updateFromOuterProductBlocks (const VerticalBlockMatrix &other, const std::vector< DenseIndex > &blockIndices, double alpha=1.0)
	Update this matrix with scaled blockwise outer products from a vertical block matrix.
void	updateFromOuterProductBlocks (const VerticalBlockMatrix &other, DenseIndex sourceRowBegin, DenseIndex sourceRowEnd, DenseIndex sourceBlockStart, const std::vector< DenseIndex > &blockIndices, const std::vector< DenseIndex > &scalarOffsets, double alpha=1.0)
	Update with mapped blockwise outer products from explicit source rows and blocks, without changing other's active view.
void	addUpperTriangular (const SymmetricBlockMatrix &other)
	Add the upper-triangular part of another symmetric block matrix.
Accessing the full matrix.
Eigen::SelfAdjointView< Block, Eigen::Upper >	selfadjointView ()
	Get self adjoint view.
Eigen::SelfAdjointView< constBlock, Eigen::Upper >	selfadjointView () const
	Get self adjoint view.
template<typename XprType>
void	setFullMatrix (const XprType &xpr)
	Set the entire active matrix.
void	setZero ()
	Set the entire active matrix zero.
void	setAllZero ()
	Set entire matrix zero.
void	setZeroColumns (DenseIndex beginCol, DenseIndex endCol)
	Set the block columns between beginCol (inclusive) and endCol (exclusive) to zero.
void	negate ()
	Negate the entire active matrix.
void	invertInPlace ()
	Invert the entire active matrix in place.

Static Public Member Functions
static SymmetricBlockMatrix	LikeActiveViewOf (const SymmetricBlockMatrix &other)
	Copy the block structure, but do not copy the matrix data.
static SymmetricBlockMatrix	LikeActiveViewOf (const VerticalBlockMatrix &other)
	Copy the block structure, but do not copy the matrix data.

Public Types
typedef SymmetricBlockMatrix	This
typedef Eigen::Block< Matrix >	Block
typedef Eigen::Block< const Matrix >	constBlock

Protected Member Functions
DenseIndex	nOffsets () const
	Number of offsets in the full matrix.
DenseIndex	nActualBlocks () const
	Number of actual blocks in the full matrix.
DenseIndex	offset (DenseIndex block) const
	Get an offset for a block index (in the active view).
constBlock	block_ (DenseIndex iBlock, DenseIndex jBlock, DenseIndex blockRows=1, DenseIndex blockCols=1) const
	Get an arbitrary block from the matrix. Indices are in block units.
Block	block_ (DenseIndex iBlock, DenseIndex jBlock, DenseIndex blockRows=1, DenseIndex blockCols=1)
	Get an arbitrary block from the matrix. Indices are in block units.
constBlock	full () const
	Get the full matrix as a block.
Block	full ()
	Get the full matrix as a block.
std::array< DenseIndex, 4 >	calcIndices (DenseIndex iBlock, DenseIndex jBlock, DenseIndex blockRows, DenseIndex blockCols) const
	Compute the indices into the underlying matrix for a given block.
void	assertInvariants () const
template<typename ITERATOR>
void	fillOffsets (ITERATOR firstBlockDim, ITERATOR lastBlockDim, bool appendOneDimension)

Protected Attributes
Matrix	matrix_
	The full matrix.
FastVector< DenseIndex >	variableColOffsets_
	the starting columns of each block (0-based)
DenseIndex	blockStart_
	Changes apparent matrix view, see main class comment.

Friends
class	VerticalBlockMatrix
class	internal::CompactLeafSchurKernel
template<typename SymmetricBlockMatrixType>
class	SymmetricBlockMatrixBlockExpr

Member Function Documentation

◆ block()

Matrix gtsam::SymmetricBlockMatrix::block	(	DenseIndex	I,
		DenseIndex	J ) const

Get a copy of a block (anywhere in the matrix).

This method makes a copy - use the methods below if performance is critical.

◆ blockStart() [1/2]

DenseIndex & gtsam::SymmetricBlockMatrix::blockStart ( )

inline

Retrieve or modify the first logical block, i.e.

the block referenced by block index 0. Blocks before it will be inaccessible, except by accessing the underlying matrix using matrix().

◆ blockStart() [2/2]

DenseIndex gtsam::SymmetricBlockMatrix::blockStart ( ) const

inline

Retrieve the first logical block, i.e.

the block referenced by block index

Blocks before it will be inaccessible, except by accessing the underlying matrix using matrix().

◆ blockView()

constBlock gtsam::SymmetricBlockMatrix::blockView	(	DenseIndex	I,
		DenseIndex	J ) const

inline

Get a block view (anywhere in the matrix) without allocating a copy.

This method returns a const reference to the block for efficient read access.

Parameters

I	The row block index.
J	The column block index.

Returns: A const block view into the matrix.

◆ choleskyPartial()

void gtsam::SymmetricBlockMatrix::choleskyPartial ( DenseIndex nFrontals )

Given the augmented Hessian [A1'A1 A1'A2 A1'b A2'A1 A2'A2 A2'b b'A1 b'A2 b'b] on x1 and x2, does partial Cholesky in-place to obtain [R Sd;0 L] such that R'R = A1'A1 R'Sd = [A1'A2 A1'b] L'L is the augmented Hessian on the the separator x2 R and Sd can be interpreted as a GaussianConditional |R*x1.

S*x2 - d]^2

◆ LikeActiveViewOf() [1/2]

SymmetricBlockMatrix gtsam::SymmetricBlockMatrix::LikeActiveViewOf ( const SymmetricBlockMatrix & other )

static

Copy the block structure, but do not copy the matrix data.

If blockStart() has been modified, this copies the structure of the corresponding matrix view. In the destination SymmetricBlockMatrix, blockStart() will be 0.

◆ LikeActiveViewOf() [2/2]

SymmetricBlockMatrix gtsam::SymmetricBlockMatrix::LikeActiveViewOf ( const VerticalBlockMatrix & other )

static

Copy the block structure, but do not copy the matrix data.

If blockStart() has been modified, this copies the structure of the corresponding matrix view. In the destination SymmetricBlockMatrix, blockStart() will be 0.

◆ setDiagonalBlock()

template<typename XprType>

void gtsam::SymmetricBlockMatrix::setDiagonalBlock	(	DenseIndex	I,
		const XprType &	xpr )

inline

Set a diagonal block.

Only the upper triangular portion of xpr is evaluated.

◆ setFullMatrix()

template<typename XprType>

void gtsam::SymmetricBlockMatrix::setFullMatrix ( const XprType & xpr )

inline

Set the entire active matrix.

Only reads the upper triangular part of xpr.

◆ setOffDiagonalBlock()

template<typename XprType>

void gtsam::SymmetricBlockMatrix::setOffDiagonalBlock	(	DenseIndex	I,
		DenseIndex	J,
		const XprType &	xpr )

inline

Set an off-diagonal block.

Only the upper triangular portion of xpr is evaluated.

◆ split()

VerticalBlockMatrix gtsam::SymmetricBlockMatrix::split ( DenseIndex nFrontals )

After partial Cholesky, we can optionally split off R and Sd, to be interpreted as a GaussianConditional |R*x1 + S*x2 - d]^2.

We leave the symmetric lower block L in place, and adjust block_start so now *this refers to it.

◆ updateDiagonalBlock()

template<typename XprType>

void gtsam::SymmetricBlockMatrix::updateDiagonalBlock	(	DenseIndex	I,
		const XprType &	xpr )

inline

Increment the diagonal block by the values in xpr.

Only reads the upper triangular part of xpr.

◆ updateFromMappedBlockColumn()

void gtsam::SymmetricBlockMatrix::updateFromMappedBlockColumn	(	const SymmetricBlockMatrix &	other,
		DenseIndex	sourceBlockStart,
		DenseIndex	ownedSourceBlock,
		const std::vector< DenseIndex > &	blockIndices,
		const std::vector< DenseIndex > &	scalarOffsets,
		bool	ownLastCrossBlock = false )

Update one mapped destination column from an explicit source range.

The source block selected by ownedSourceBlock owns all stored blocks in its mapped physical column. When ownLastCrossBlock is true, it also owns its cross block with the last mapped block; the last diagonal is omitted so callers can reduce it separately.

◆ updateFromMappedBlocks() [1/2]

void gtsam::SymmetricBlockMatrix::updateFromMappedBlocks	(	const SymmetricBlockMatrix &	other,
		const std::vector< DenseIndex > &	blockIndices )

Update this matrix with blocks from another block matrix using a mapping.

Entries with index -1 are skipped.

◆ updateFromMappedBlocks() [2/2]

void gtsam::SymmetricBlockMatrix::updateFromMappedBlocks	(	const SymmetricBlockMatrix &	other,
		DenseIndex	sourceBlockStart,
		const std::vector< DenseIndex > &	blockIndices,
		const std::vector< DenseIndex > &	scalarOffsets )

Update mapped blocks from an explicit source-block range.

This overload does not modify either matrix's active view. blockIndices maps source blocks beginning at sourceBlockStart; entries with index -1 are skipped. scalarOffsets caches their scalar destinations.

◆ updateFromOuterProductBlocks()

void gtsam::SymmetricBlockMatrix::updateFromOuterProductBlocks	(	const VerticalBlockMatrix &	other,
		const std::vector< DenseIndex > &	blockIndices,
		double	alpha = 1.0 )

Update this matrix with scaled blockwise outer products from a vertical block matrix.

Adds alpha * S_i^T S_j into block (I,J), using a block mapping; entries with index -1 are skipped. The range to use is controlled by other.firstBlock().

◆ updateOffDiagonalBlock()

template<typename XprType>

void gtsam::SymmetricBlockMatrix::updateOffDiagonalBlock	(	DenseIndex	I,
		DenseIndex	J,
		const XprType &	xpr )

inline

Update an off diagonal block.

NOTE(emmett): This assumes noalias().

The documentation for this class was generated from the following files:

/tmp/gtsam-4.3.0-doxygen.rsXPUS/source/gtsam/base/SymmetricBlockMatrix.h
/tmp/gtsam-4.3.0-doxygen.rsXPUS/source/gtsam/base/SymmetricBlockMatrix.cpp

Detailed Description

Public Member Functions

Static Public Member Functions

Public Types

Protected Member Functions

Protected Attributes

Friends

Member Function Documentation

◆ block()

◆ blockStart() [1/2]

◆ blockStart() [2/2]

◆ blockView()

◆ choleskyPartial()

◆ LikeActiveViewOf() [1/2]

◆ LikeActiveViewOf() [2/2]

◆ setDiagonalBlock()

◆ setFullMatrix()

◆ setOffDiagonalBlock()

◆ split()

◆ updateDiagonalBlock()

◆ updateFromMappedBlockColumn()

◆ updateFromMappedBlocks() [1/2]

◆ updateFromMappedBlocks() [2/2]

◆ updateFromOuterProductBlocks()

◆ updateOffDiagonalBlock()