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gtsam 4.1.1
gtsam
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JacobianFactor for Schur complement that uses Q noise model.
Inheritance diagram for gtsam::JacobianFactorQR< D, ZDim >:Public Member Functions | |
| JacobianFactorQR (const KeyVector &keys, const std::vector< MatrixZD, Eigen::aligned_allocator< MatrixZD > > &FBlocks, const Matrix &E, const Matrix3 &P, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
| Constructor. | |
Public Member Functions inherited from gtsam::RegularJacobianFactor< D > | |
| RegularJacobianFactor () | |
| Default constructor. | |
| template<typename TERMS > | |
| RegularJacobianFactor (const TERMS &terms, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
| Construct an n-ary factor. More... | |
| template<typename KEYS > | |
| RegularJacobianFactor (const KEYS &keys, const VerticalBlockMatrix &augmentedMatrix, const SharedDiagonal &sigmas=SharedDiagonal()) | |
| Constructor with arbitrary number keys, and where the augmented matrix is given all together instead of in block terms. More... | |
| void | multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const override |
| y += alpha * A'*A*x More... | |
| void | multiplyHessianAdd (double alpha, const double *x, double *y) const |
| double* Hessian-vector multiply, i.e. More... | |
| void | hessianDiagonal (double *d) const override |
| Raw memory access version of hessianDiagonal. More... | |
| VectorValues | gradientAtZero () const override |
| Expose base class gradientAtZero. More... | |
| void | gradientAtZero (double *d) const override |
| Raw memory access version of gradientAtZero. More... | |
| void | transposeMultiplyAdd (double alpha, const Vector &e, double *x) const |
| double* Transpose Matrix-vector multiply, i.e. More... | |
| Vector | operator* (const double *x) const |
| double* Matrix-vector multiply, i.e. More... | |
| void | multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const override |
| y += alpha * A'*A*x More... | |
| void | multiplyHessianAdd (double alpha, const double *x, double *y, const std::vector< size_t > &accumulatedDims) const |
| Raw memory access version of multiplyHessianAdd y += alpha * A'*A*x Requires the vector accumulatedDims to tell the dimension of each variable: e.g. More... | |
| VectorValues | hessianDiagonal () const |
| Using the base method. | |
| virtual void | hessianDiagonal (double *d) const=0 |
| Using the base method. More... | |
Public Member Functions inherited from gtsam::JacobianFactor | |
| JacobianFactor (const GaussianFactor &gf) | |
| Convert from other GaussianFactor. | |
| JacobianFactor (const JacobianFactor &jf) | |
| Copy constructor. | |
| JacobianFactor (const HessianFactor &hf) | |
| Conversion from HessianFactor (does Cholesky to obtain Jacobian matrix) | |
| JacobianFactor () | |
| default constructor for I/O | |
| JacobianFactor (const Vector &b_in) | |
| Construct Null factor. | |
| JacobianFactor (Key i1, const Matrix &A1, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
| Construct unary factor. | |
| JacobianFactor (Key i1, const Matrix &A1, Key i2, const Matrix &A2, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
| Construct binary factor. | |
| JacobianFactor (Key i1, const Matrix &A1, Key i2, const Matrix &A2, Key i3, const Matrix &A3, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
| Construct ternary factor. | |
| template<typename TERMS > | |
| JacobianFactor (const TERMS &terms, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
| Construct an n-ary factor. More... | |
| template<typename KEYS > | |
| JacobianFactor (const KEYS &keys, const VerticalBlockMatrix &augmentedMatrix, const SharedDiagonal &sigmas=SharedDiagonal()) | |
| Constructor with arbitrary number keys, and where the augmented matrix is given all together instead of in block terms. More... | |
| JacobianFactor (const GaussianFactorGraph &graph) | |
| Build a dense joint factor from all the factors in a factor graph. More... | |
| JacobianFactor (const GaussianFactorGraph &graph, const VariableSlots &p_variableSlots) | |
| Build a dense joint factor from all the factors in a factor graph. More... | |
| JacobianFactor (const GaussianFactorGraph &graph, const Ordering &ordering) | |
| Build a dense joint factor from all the factors in a factor graph. More... | |
| JacobianFactor (const GaussianFactorGraph &graph, const Ordering &ordering, const VariableSlots &p_variableSlots) | |
| Build a dense joint factor from all the factors in a factor graph. More... | |
| ~JacobianFactor () override | |
| Virtual destructor. | |
| GaussianFactor::shared_ptr | clone () const override |
| Clone this JacobianFactor. More... | |
| void | print (const std::string &s="", const KeyFormatter &formatter=DefaultKeyFormatter) const override |
| print More... | |
| bool | equals (const GaussianFactor &lf, double tol=1e-9) const override |
| Equals for testable. More... | |
| Vector | unweighted_error (const VectorValues &c) const |
| Vector | error_vector (const VectorValues &c) const |
| (A*x-b) | |
| double | error (const VectorValues &c) const override |
| (A*x-b)/sigma More... | |
| Matrix | augmentedInformation () const override |
| 0.5*(A*x-b)'D(A*x-b) More... | |
| Matrix | information () const override |
| Return the non-augmented information matrix represented by this GaussianFactor. More... | |
| void | hessianDiagonalAdd (VectorValues &d) const override |
| Add the current diagonal to a VectorValues instance. More... | |
| void | hessianDiagonal (double *d) const override |
| Raw memory access version of hessianDiagonal. More... | |
| std::map< Key, Matrix > | hessianBlockDiagonal () const override |
| Return the block diagonal of the Hessian for this factor. More... | |
| std::pair< Matrix, Vector > | jacobian () const override |
| Returns (dense) A,b pair associated with factor, bakes in the weights. More... | |
| std::pair< Matrix, Vector > | jacobianUnweighted () const |
| Returns (dense) A,b pair associated with factor, does not bake in weights. | |
| Matrix | augmentedJacobian () const override |
| Return (dense) matrix associated with factor. More... | |
| Matrix | augmentedJacobianUnweighted () const |
| Return (dense) matrix associated with factor. More... | |
| const VerticalBlockMatrix & | matrixObject () const |
| Return the full augmented Jacobian matrix of this factor as a VerticalBlockMatrix object. | |
| VerticalBlockMatrix & | matrixObject () |
| Mutable access to the full augmented Jacobian matrix of this factor as a VerticalBlockMatrix object. | |
| GaussianFactor::shared_ptr | negate () const override |
| Construct the corresponding anti-factor to negate information stored stored in this factor. More... | |
| bool | empty () const override |
| Check if the factor is empty. More... | |
| bool | isConstrained () const |
| is noise model constrained ? | |
| DenseIndex | getDim (const_iterator variable) const override |
| Return the dimension of the variable pointed to by the given key iterator todo: Remove this in favor of keeping track of dimensions with variables? More... | |
| size_t | rows () const |
| return the number of rows in the corresponding linear system | |
| size_t | cols () const |
| return the number of columns in the corresponding linear system | |
| const SharedDiagonal & | get_model () const |
| get a copy of model | |
| SharedDiagonal & | get_model () |
| get a copy of model (non-const version) | |
| const constBVector | getb () const |
| Get a view of the r.h.s. More... | |
| constABlock | getA (const_iterator variable) const |
| Get a view of the A matrix for the variable pointed to by the given key iterator. | |
| constABlock | getA () const |
| Get a view of the A matrix, not weighted by noise. | |
| BVector | getb () |
| Get a view of the r.h.s. More... | |
| ABlock | getA (iterator variable) |
| Get a view of the A matrix for the variable pointed to by the given key iterator (non-const version) | |
| ABlock | getA () |
| Get a view of the A matrix. | |
| void | updateHessian (const KeyVector &keys, SymmetricBlockMatrix *info) const override |
| Update an information matrix by adding the information corresponding to this factor (used internally during elimination). More... | |
| Vector | operator* (const VectorValues &x) const |
| Return A*x. | |
| void | transposeMultiplyAdd (double alpha, const Vector &e, VectorValues &x) const |
| x += alpha * A'*e. More... | |
| void | multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const override |
| y += alpha * A'*A*x More... | |
| void | multiplyHessianAdd (double alpha, const double *x, double *y, const std::vector< size_t > &accumulatedDims) const |
| Raw memory access version of multiplyHessianAdd y += alpha * A'*A*x Requires the vector accumulatedDims to tell the dimension of each variable: e.g. More... | |
| VectorValues | gradientAtZero () const override |
| A'*b for Jacobian. More... | |
| void | gradientAtZero (double *d) const override |
| A'*b for Jacobian (raw memory version) More... | |
| Vector | gradient (Key key, const VectorValues &x) const override |
| Compute the gradient wrt a key at any values. More... | |
| JacobianFactor | whiten () const |
| Return a whitened version of the factor, i.e. More... | |
| std::pair< boost::shared_ptr< GaussianConditional >, shared_ptr > | eliminate (const Ordering &keys) |
| Eliminate the requested variables. | |
| void | setModel (bool anyConstrained, const Vector &sigmas) |
| set noiseModel correctly | |
| boost::shared_ptr< GaussianConditional > | splitConditional (size_t nrFrontals) |
| splits a pre-factorized factor into a conditional, and changes the current factor to be the remaining component. More... | |
Public Member Functions inherited from gtsam::GaussianFactor | |
| GaussianFactor () | |
| Default constructor creates empty factor. | |
| template<typename CONTAINER > | |
| GaussianFactor (const CONTAINER &keys) | |
| Construct from container of keys. More... | |
| virtual | ~GaussianFactor () |
| Destructor. | |
| void | print (const std::string &s="", const KeyFormatter &formatter=DefaultKeyFormatter) const override=0 |
| print More... | |
| virtual bool | equals (const GaussianFactor &lf, double tol=1e-9) const =0 |
| Equals for testable. More... | |
| virtual double | error (const VectorValues &c) const =0 |
| Print for testable. More... | |
| virtual DenseIndex | getDim (const_iterator variable) const =0 |
| 0.5*(A*x-b)'D(A*x-b) More... | |
| virtual Matrix | augmentedJacobian () const =0 |
| Return a dense \( [ \;A\;b\; ] \in \mathbb{R}^{m \times n+1} \) Jacobian matrix, augmented with b with the noise models baked into A and b. More... | |
| virtual std::pair< Matrix, Vector > | jacobian () const =0 |
| Return the dense Jacobian \( A \) and right-hand-side \( b \), with the noise models baked into A and b. More... | |
| virtual Matrix | augmentedInformation () const =0 |
| Return the augmented information matrix represented by this GaussianFactor. More... | |
| virtual Matrix | information () const =0 |
| Return the non-augmented information matrix represented by this GaussianFactor. More... | |
| VectorValues | hessianDiagonal () const |
| Return the diagonal of the Hessian for this factor. | |
| virtual void | hessianDiagonalAdd (VectorValues &d) const =0 |
| Add the current diagonal to a VectorValues instance. More... | |
| virtual void | hessianDiagonal (double *d) const =0 |
| Raw memory access version of hessianDiagonal. More... | |
| virtual std::map< Key, Matrix > | hessianBlockDiagonal () const =0 |
| Return the block diagonal of the Hessian for this factor. More... | |
| virtual GaussianFactor::shared_ptr | clone () const =0 |
| Clone a factor (make a deep copy) More... | |
| virtual bool | empty () const =0 |
| Test whether the factor is empty. More... | |
| virtual GaussianFactor::shared_ptr | negate () const =0 |
| Construct the corresponding anti-factor to negate information stored stored in this factor. More... | |
| virtual void | updateHessian (const KeyVector &keys, SymmetricBlockMatrix *info) const =0 |
| Update an information matrix by adding the information corresponding to this factor (used internally during elimination). More... | |
| virtual void | multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const =0 |
| y += alpha * A'*A*x More... | |
| virtual VectorValues | gradientAtZero () const =0 |
| A'*b for Jacobian, eta for Hessian. More... | |
| virtual void | gradientAtZero (double *d) const =0 |
| Raw memory access version of gradientAtZero. More... | |
| virtual Vector | gradient (Key key, const VectorValues &x) const =0 |
| Gradient wrt a key at any values. More... | |
Public Member Functions inherited from gtsam::Factor | |
| virtual | ~Factor ()=default |
| Default destructor. | |
| KeyVector & | keys () |
| iterator | begin () |
| Iterator at beginning of involved variable keys. | |
| iterator | end () |
| Iterator at end of involved variable keys. | |
| virtual void | printKeys (const std::string &s="Factor", const KeyFormatter &formatter=DefaultKeyFormatter) const |
| print only keys More... | |
| Key | front () const |
| First key. | |
| Key | back () const |
| Last key. | |
| const_iterator | find (Key key) const |
| find | |
| const KeyVector & | keys () const |
| Access the factor's involved variable keys. | |
| const_iterator | begin () const |
| Iterator at beginning of involved variable keys. | |
| const_iterator | end () const |
| Iterator at end of involved variable keys. | |
| size_t | size () const |
Additional Inherited Members | |
Static Public Member Functions inherited from gtsam::GaussianFactor | |
| template<typename CONTAINER > | |
| static DenseIndex | Slot (const CONTAINER &keys, Key key) |
Public Types inherited from gtsam::JacobianFactor | |
| typedef JacobianFactor | This |
| Typedef to this class. | |
| typedef GaussianFactor | Base |
| Typedef to base class. | |
| typedef boost::shared_ptr< This > | shared_ptr |
| shared_ptr to this class | |
| typedef VerticalBlockMatrix::Block | ABlock |
| typedef VerticalBlockMatrix::constBlock | constABlock |
| typedef ABlock::ColXpr | BVector |
| typedef constABlock::ConstColXpr | constBVector |
Public Types inherited from gtsam::GaussianFactor | |
| typedef GaussianFactor | This |
| This class. | |
| typedef boost::shared_ptr< This > | shared_ptr |
| shared_ptr to this class | |
| typedef Factor | Base |
| Our base class. | |
Public Types inherited from gtsam::Factor | |
| typedef KeyVector::iterator | iterator |
| Iterator over keys. | |
| typedef KeyVector::const_iterator | const_iterator |
| Const iterator over keys. | |
Protected Member Functions inherited from gtsam::JacobianFactor | |
| template<typename TERMS > | |
| void | fillTerms (const TERMS &terms, const Vector &b, const SharedDiagonal &noiseModel) |
| Internal function to fill blocks and set dimensions. | |
Protected Member Functions inherited from gtsam::Factor | |
| Factor () | |
| Default constructor for I/O. | |
| template<typename CONTAINER > | |
| Factor (const CONTAINER &keys) | |
| Construct factor from container of keys. More... | |
| template<typename ITERATOR > | |
| Factor (ITERATOR first, ITERATOR last) | |
| Construct factor from iterator keys. More... | |
| bool | equals (const This &other, double tol=1e-9) const |
| check equality | |
Static Protected Member Functions inherited from gtsam::Factor | |
| template<typename CONTAINER > | |
| static Factor | FromKeys (const CONTAINER &keys) |
| Construct factor from container of keys. More... | |
| template<typename ITERATOR > | |
| static Factor | FromIterators (ITERATOR first, ITERATOR last) |
| Construct factor from iterator keys. More... | |
Protected Attributes inherited from gtsam::JacobianFactor | |
| VerticalBlockMatrix | Ab_ |
| noiseModel::Diagonal::shared_ptr | model_ |
Protected Attributes inherited from gtsam::Factor | |
| KeyVector | keys_ |
| The keys involved in this factor. | |