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gtsam::ConcentratedGaussian< T > Class Template Reference

Detailed Description

template<class T>
class gtsam::ConcentratedGaussian< T >

A nonlinear density, inherits from ExtendedPriorFactor.

This class models a (left) extended concentrated Gaussian (L-ECG) with Gaussian noise models.

Inheritance diagram for gtsam::ConcentratedGaussian< T >:

Public Member Functions

Standard Constructors
 ConcentratedGaussian ()
 Default constructor for serialization.
 ConcentratedGaussian (Key key, const T &origin, const sharedGaussianNoiseModel &model)
 Constructor with noise model and optional mean in tangent space.
 ConcentratedGaussian (Key key, const T &origin, const Vector &mean, const sharedGaussianNoiseModel &model)
 Constructor with noise model and optional mean in tangent space.
 ConcentratedGaussian (Key key, const T &origin, const Matrix &covariance)
 Constructor with covariance matrix (zero mean in tangent space).
 ConcentratedGaussian (Key key, const T &origin, const Vector &mean, const Matrix &covariance)
 Constructor with mean (in tangent space) and covariance matrix.
Standard Destructor
Testable
void print (const std::string &s, const KeyFormatter &keyFormatter=DefaultKeyFormatter) const override
 print
bool equals (const NonlinearFactor &expected, double tol=1e-9) const override
 equals
Standard API
T retractMean (Matrix *xHm) const
 Return T element corresponding to the mean, with optional Jacobian.
T retractMean () const
 Return the mean without requesting its Jacobian.
T retractMean (Matrix &xHm) const
 Return the mean and write its Jacobian into xHm.
double negLogConstant () const
 Calculate the normalization constant for the density.
double logProbability (const T &x) const
 Calculate the log-probability of the given value.
double logProbability (const Values &values) const
 Log-probability overload taking a Values container.
double evaluate (const T &x) const
 Evaluate the probability density at the given value.
double evaluate (const Values &values) const
 Evaluate density P(x) using a Values container.
Transport and Fusion
ConcentratedGaussian reset () const
 Create a new ConcentratedGaussian with zero mean by moving the origin to x̂ = Retract(origin, mean).
ConcentratedGaussian transportTo (const T &x_hat) const
 Transport this density to a new origin x̂, returning a density at x̂ with nonzero mean in that chart.
ConcentratedGaussian operator* (const ConcentratedGaussian &other) const
 Fusion operator implementing the (approximate) three-step Fusion method in: Y.
Public Member Functions inherited from gtsam::ExtendedPriorFactor< T >
 ExtendedPriorFactor ()
 default constructor - only use for serialization
 ExtendedPriorFactor (Key key, const T &origin, const SharedNoiseModel &model)
 Constructor with noise model and optional mean in tangent space.
 ExtendedPriorFactor (Key key, const T &origin, const Vector &mean, const SharedNoiseModel &model)
 Constructor with noise model and optional mean in tangent space.
 ExtendedPriorFactor (Key key, const T &origin, const Matrix &covariance)
 Constructor with covariance matrix (zero mean in tangent space).
 ExtendedPriorFactor (Key key, const T &origin, const Vector &mean, const Matrix &covariance)
 Constructor with mean (in tangent space) and covariance matrix.
void print (const std::string &s, const KeyFormatter &keyFormatter=DefaultKeyFormatter) const override
 print
bool equals (const NonlinearFactor &expected, double tol=1e-9) const override
 equals
gtsam::NonlinearFactor::shared_ptr clone () const override
Vector evaluateError (const T &x, OptionalMatrixType H) const override
 vector of errors
double error (const T &x) const
 Compute the negative log-likelihood of a given value.
double likelihood (const T &x) const
 Compute the likelihood of a given value.
const T & origin () const
const std::optional< Vector > & mean () const
noiseModel::Gaussian::shared_ptr gaussianModel (const std::string &method="<unknown>", bool throwOnFailure=false) const
 Get the Gaussian noise model, or return nullopt/throw if not Gaussian.
std::optional< Matrix > covariance (const std::string &method="<unknown>", bool throwOnFailure=false) const
 Get Gaussian covariance, or return nullopt/throw if not Gaussian.
std::optional< Gaussian > gaussian (const std::string &method="<unknown>", bool throwOnFailure=false) const
 Get a Gaussian, or return nullopt if not Gaussian and throw is false.
Public Member Functions inherited from gtsam::NoiseModelFactorT< Vector, ValueTypes... >
Key key () const
 Returns a key.
Vector unwhitenedError (const Values &x, std::vector< Matrix > &H) const
 support taking in the actual vector instead of the pointer as well to get access to this version of the function from derived classes one will need to use the "using" keyword and specify that like this: public: using NoiseModelFactor::unwhitenedError;
 NoiseModelFactorT ()
 Default Constructor for I/O.
 NoiseModelFactorT (const SharedNoiseModel &noiseModel, KeyType< ValueTypes >... keys)
 Constructor.
 NoiseModelFactorT (const SharedNoiseModel &noiseModel, CONTAINER keys)
 Constructor.
virtual Vector evaluateError (const ValueTypes &... x, OptionalMatrixTypeT< ValueTypes >... H) const=0
 Override evaluateError to finish implementing an n-way factor.
Vector evaluateError (const ValueTypes &... x, MatrixTypeT< ValueTypes > &... H) const
 If all the optional arguments are matrices then redirect the call to the one which takes pointers.
Vector evaluateError (const ValueTypes &... x) const
 No-Jacobians requested function overload.
AreAllMatrixRefs< Vector, OptionalJacArgs... > evaluateError (const ValueTypes &... x, OptionalJacArgs &&... H) const
 Some (but not all) optional Jacobians are omitted (function overload) and the jacobians are l-value references to matrices.
AreAllMatrixPtrs< Vector, OptionalJacArgs... > evaluateError (const ValueTypes &... x, OptionalJacArgs &&... H) const
 Some (but not all) optional Jacobians are omitted (function overload) and the jacobians are pointers to matrices.
Key key1 () const
Key key2 () const
Key key3 () const
Key key4 () const
Key key5 () const
Key key6 () const
std::shared_ptr< GaussianFactor > linearize (const Values &values) const override
 Linearize factors whose error and argument dimensions are all fixed to an arbitrary-arity FixedJacobianFactor.
Vector unwhitenedError (const Values &x, OptionalMatrixVecType H=nullptr) const override
 This implements the unwhitenedError virtual function by calling the n-key specific version of evaluateError, which is pure virtual so must be implemented in the derived class.
Public Member Functions inherited from gtsam::NoiseModelFactor
 NoiseModelFactor ()
 Default constructor for I/O only.
 ~NoiseModelFactor () override
 Destructor.
template<typename CONTAINER>
 NoiseModelFactor (const SharedNoiseModel &noiseModel, const CONTAINER &keys)
 Constructor.
void print (const std::string &s="", const KeyFormatter &keyFormatter=DefaultKeyFormatter) const override
 Print.
bool equals (const NonlinearFactor &f, double tol=1e-9) const override
 Check if two factors are equal.
size_t dim () const override
 get the dimension of the factor (number of rows on linearization)
const SharedNoiseModel & noiseModel () const
 access to the noise model
Vector unwhitenedError (const Values &x, std::vector< Matrix > &H) const
 support taking in the actual vector instead of the pointer as well to get access to this version of the function from derived classes one will need to use the "using" keyword and specify that like this: public: using NoiseModelFactor::unwhitenedError;
Vector whitenedError (const Values &c) const
 Vector of errors, whitened This is the raw error, i.e., i.e.
Vector unweightedWhitenedError (const Values &c) const
 Vector of errors, whitened, but unweighted by any loss function.
double weight (const Values &c) const
 Compute the effective weight of the factor from the noise model.
double error (const Values &c) const override
 Calculate the error of the factor.
shared_ptr cloneWithNewNoiseModel (const SharedNoiseModel newNoise) const
 Creates a shared_ptr clone of the factor with a new noise model.
double error (const HybridValues &c) const override
 All factor types need to implement an error function.
 NonlinearFactor ()
 Default constructor for I/O only.
template<typename CONTAINER>
 NonlinearFactor (const CONTAINER &keys)
 Constructor from a collection of the keys involved in this factor.
void print (const std::string &s="", const KeyFormatter &keyFormatter=DefaultKeyFormatter) const override
 print
double error (const HybridValues &c) const override
 All factor types need to implement an error function.
virtual bool active (const Values &c) const
 Checks whether a factor should be used based on a set of values.
virtual void qcqpFactors (NonlinearFactorGraph *costs, NonlinearEqualityConstraints *constraints, size_t columnDimension=1) const
 Add this factor's QCQP cost and constraints over matrix-valued QCQP variables with the given column dimension.
virtual shared_ptr rekey (const std::map< Key, Key > &rekey_mapping) const
 Creates a shared_ptr clone of the factor with different keys using a map from old->new keys.
virtual shared_ptr rekey (const KeyVector &new_keys) const
 Clones a factor and fully replaces its keys.
virtual bool sendable () const
 Should the factor be evaluated in the same thread as the caller This is to enable factors that has shared states (like the Python GIL lock).
Public Member Functions inherited from gtsam::Factor
virtual ~Factor ()=default
 Default destructor.
bool empty () const
 Whether the factor is empty (involves zero variables).
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
virtual void printKeys (const std::string &s="Factor", const KeyFormatter &formatter=DefaultKeyFormatter) const
 print only keys
bool equals (const This &other, double tol=1e-9) const
 check equality
KeyVector & keys ()
iterator begin ()
 Iterator at beginning of involved variable keys.
iterator end ()
 Iterator at end of involved variable keys.

Public Types

using Base = ExtendedPriorFactor<T>
using Gaussian = typename Base::Gaussian
using sharedGaussianNoiseModel = noiseModel::Gaussian::shared_ptr
Public Types inherited from gtsam::ExtendedPriorFactor< T >
typedef T T
typedef ExtendedPriorFactor< T > This
 Mean in the tangent space, default nullopt.
using Gaussian
 Simple, non-templated Gaussian fusion in a common tangent space.
Public Types inherited from gtsam::NoiseModelFactorT< Vector, ValueTypes... >
using ValueType
 The type of the I'th template param can be obtained as ValueType.
Public Types inherited from gtsam::NoiseModelFactor
typedef std::shared_ptr< This > shared_ptr
 Noise model.
Public Types inherited from gtsam::NonlinearFactor
typedef std::shared_ptr< This > shared_ptr
Public Types inherited from gtsam::Factor
typedef KeyVector::iterator iterator
 Iterator over keys.
typedef KeyVector::const_iterator const_iterator
 Const iterator over keys.

Additional Inherited Members

Static Public Attributes inherited from gtsam::NoiseModelFactorT< Vector, ValueTypes... >
static constexpr auto N
 N is the number of variables (N-way factor).
Protected Types inherited from gtsam::ExtendedPriorFactor< T >
typedef NoiseModelFactorN< T > Base
Protected Types inherited from gtsam::NoiseModelFactorT< Vector, ValueTypes... >
using Base
using This
using OptionalMatrixTypeT
using KeyType
using MatrixTypeT
using IsConvertible
using IndexIsValid
using ContainerElementType
using IsContainerOfKeys
using AreAllMatrixRefs
 A helper alias to check if a list of args are all references to a matrix or not.
using IsMatrixPointer
using IsNullpointer
using AreAllMatrixPtrs
 A helper alias to check if a list of args are all pointers to a matrix or not.
Protected Types inherited from gtsam::NoiseModelFactor
typedef NonlinearFactor Base
typedef NoiseModelFactor This
Protected Types inherited from gtsam::NonlinearFactor
typedef Factor Base
typedef NonlinearFactor This
Protected Member Functions inherited from gtsam::NoiseModelFactor
 NoiseModelFactor (const SharedNoiseModel &noiseModel)
 Constructor - only for subclasses, as this does not set keys.
 Factor ()
 Default constructor for I/O.
template<typename CONTAINER>
 Factor (const CONTAINER &keys)
 Construct factor from container of keys.
template<typename ITERATOR>
 Factor (ITERATOR first, ITERATOR last)
 Construct factor from iterator keys.
template<typename CONTAINER>
static Factor FromKeys (const CONTAINER &keys)
 Construct factor from container of keys.
template<typename ITERATOR>
static Factor FromIterators (ITERATOR first, ITERATOR last)
 Construct factor from iterator keys.
Protected Attributes inherited from gtsam::ExtendedPriorFactor< T >
T origin_
std::optional< Vector > mean_
 The point in manifold at which tangent space is rooted.
Protected Attributes inherited from gtsam::NoiseModelFactor
SharedNoiseModel noiseModel_
Protected Attributes inherited from gtsam::Factor
KeyVector keys_
 The keys involved in this factor.

Member Function Documentation

◆ equals()

template<class T>
bool gtsam::ConcentratedGaussian< T >::equals ( const NonlinearFactor & expected,
double tol = 1e-9 ) const
inlineoverridevirtual

equals

Reimplemented from gtsam::NonlinearFactor.

◆ evaluate()

template<class T>
double gtsam::ConcentratedGaussian< T >::evaluate ( const T & x) const
inline

Evaluate the probability density at the given value.

P(x) = exp(logProbability(x)).

◆ logProbability() [1/2]

template<class T>
double gtsam::ConcentratedGaussian< T >::logProbability ( const T & x) const
inline

Calculate the log-probability of the given value.

error(x) as defined for a GTSAM factor already equals 0.5 * ||r(x)||^2_Σ (i.e. the negative log-likelihood without the normalization constant). Hence: log P(x) = log k - error(x).

◆ logProbability() [2/2]

template<class T>
double gtsam::ConcentratedGaussian< T >::logProbability ( const Values & values) const
inline

Log-probability overload taking a Values container.

This mirrors the linear GaussianConditional interface so densities can be queried in a uniform way when only a Values is available.

◆ negLogConstant()

template<class T>
double gtsam::ConcentratedGaussian< T >::negLogConstant ( ) const
inline

Calculate the normalization constant for the density.

For a Gaussian noise model with covariance Σ, we return

  • log k = 0.5 * n * log(2*pi) + 0.5 * log |Σ| where n = dim(). Note: gaussian->logDeterminant() returns log|Σ|.

◆ operator*()

template<class T>
ConcentratedGaussian gtsam::ConcentratedGaussian< T >::operator* ( const ConcentratedGaussian< T > & other) const
inline

Fusion operator implementing the (approximate) three-step Fusion method in: Y.

Ge, P. van Goor and R. Mahony, "A Geometric Perspective on Fusing Gaussian Distributions on Lie Groups," in IEEE Control Systems Letters, vol. 8, pp. 844-849, 2024, https://ieeexplore.ieee.org/document/10539262

We choose this->origin_ as the reference, express other density in our chart, fuse the Gaussians, then reset to a zero-mean concentrated Gaussian.

◆ print()

template<class T>
void gtsam::ConcentratedGaussian< T >::print ( const std::string & s,
const KeyFormatter & keyFormatter = DefaultKeyFormatter ) const
inlineoverridevirtual

print

Reimplemented from gtsam::Factor.

◆ reset()

template<class T>
ConcentratedGaussian gtsam::ConcentratedGaussian< T >::reset ( ) const
inline

Create a new ConcentratedGaussian with zero mean by moving the origin to x̂ = Retract(origin, mean).

Returns an ECG with origin=x̂, zero mean, and covariance transported to x̂.

◆ transportTo()

template<class T>
ConcentratedGaussian gtsam::ConcentratedGaussian< T >::transportTo ( const T & x_hat) const
inline

Transport this density to a new origin x̂, returning a density at x̂ with nonzero mean in that chart.

Uses a full first-order Jacobian for the change of coordinates between charts via the chain rule: J = ∂Local(x̂,x)/∂x · ∂Retract(origin,m)/∂m


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