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gtsam::GaussianConditional Class Reference
Detailed Description
A conditional Gaussian functions as the node in a Bayes network It has a set of parents y,z, etc.
and implements a probability density on x. The negative log-probability is given by \( \frac{1}{2} |Rx - (d - Sy - Tz - ...)|^2 \)
Inheritance diagram for gtsam::GaussianConditional:
Public Member Functions | |
| GaussianConditional () | |
| default constructor needed for serialization | |
| GaussianConditional (Key key, const Vector &d, const Matrix &R, const SharedDiagonal &sigmas=SharedDiagonal()) | |
| constructor with no parents |Rx-d| | |
| GaussianConditional (Key key, const Vector &d, const Matrix &R, Key name1, const Matrix &S, const SharedDiagonal &sigmas=SharedDiagonal()) | |
| constructor with only one parent |Rx+Sy-d| | |
| GaussianConditional (Key key, const Vector &d, const Matrix &R, Key name1, const Matrix &S, Key name2, const Matrix &T, const SharedDiagonal &sigmas=SharedDiagonal()) | |
| constructor with two parents |Rx+Sy+Tz-d| | |
| template<typename TERMS > | |
| GaussianConditional (const TERMS &terms, size_t nrFrontals, const Vector &d, const SharedDiagonal &sigmas=SharedDiagonal()) | |
| Constructor with arbitrary number of frontals and parents. More... | |
| template<typename KEYS > | |
| GaussianConditional (const KEYS &keys, size_t nrFrontals, 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 | print (const std::string &="GaussianConditional", const KeyFormatter &formatter=DefaultKeyFormatter) const |
| print | |
| bool | equals (const GaussianFactor &cg, double tol=1e-9) const |
| equals function | |
| constABlock | R () const |
| Return a view of the upper-triangular R block of the conditional. | |
| constABlock | S () const |
| Get a view of the parent blocks. More... | |
| constABlock | S (const_iterator it) const |
| Get a view of the S matrix for the variable pointed to by the given key iterator. | |
| const constBVector | d () const |
| Get a view of the r.h.s. More... | |
| VectorValues | solve (const VectorValues &parents) const |
Solves a conditional Gaussian and writes the solution into the entries of x for each frontal variable of the conditional. More... | |
| VectorValues | solveOtherRHS (const VectorValues &parents, const VectorValues &rhs) const |
| void | solveTransposeInPlace (VectorValues &gy) const |
| Performs transpose backsubstition in place on values. | |
| void | scaleFrontalsBySigma (VectorValues &gy) const |
Scale the values in gy according to the sigmas for the frontal variables in this conditional. 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, boost::optional< const Ordering & > ordering=boost::none, boost::optional< const VariableSlots & > p_variableSlots=boost::none) | |
| Build a dense joint factor from all the factors in a factor graph. More... | |
| virtual | ~JacobianFactor () |
| Virtual destructor. | |
| virtual GaussianFactor::shared_ptr | clone () const |
| Clone this JacobianFactor. | |
| Vector | unweighted_error (const VectorValues &c) const |
| Vector | error_vector (const VectorValues &c) const |
| (A*x-b) | |
| virtual double | error (const VectorValues &c) const |
| (A*x-b)/sigma | |
| virtual Matrix | augmentedInformation () const |
| 0.5*(A*x-b)'D(A*x-b) More... | |
| virtual Matrix | information () const |
| Return the non-augmented information matrix represented by this GaussianFactor. | |
| virtual VectorValues | hessianDiagonal () const |
| Return the diagonal of the Hessian for this factor. | |
| virtual void | hessianDiagonal (double *d) const |
| Raw memory access version of hessianDiagonal. | |
| virtual std::map< Key, Matrix > | hessianBlockDiagonal () const |
| Return the block diagonal of the Hessian for this factor. | |
| virtual std::pair< Matrix, Vector > | jacobian () const |
| Returns (dense) A,b pair associated with factor, bakes in the weights. | |
| std::pair< Matrix, Vector > | jacobianUnweighted () const |
| Returns (dense) A,b pair associated with factor, does not bake in weights. | |
| virtual Matrix | augmentedJacobian () const |
| 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. More... | |
| VerticalBlockMatrix & | matrixObject () |
| Mutable access to the full augmented Jacobian matrix of this factor as a VerticalBlockMatrix object. More... | |
| virtual GaussianFactor::shared_ptr | negate () const |
| Construct the corresponding anti-factor to negate information stored stored in this factor. More... | |
| virtual bool | empty () const |
| Check if the factor is empty. More... | |
| bool | isConstrained () const |
| is noise model constrained ? | |
| virtual DenseIndex | getDim (const_iterator variable) const |
| 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? | |
| 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 |
| 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 += A'*e. More... | |
| void | multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const |
| y += alpha * A'*A*x | |
| 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 |
| A'*b for Jacobian. | |
| virtual void | gradientAtZero (double *d) const |
| A'*b for Jacobian (raw memory version) | |
| Vector | gradient (Key key, const VectorValues &x) const |
| Compute the gradient wrt a key at any values. | |
| 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. More... | |
| 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. | |
| Public Member Functions inherited from gtsam::Factor | |
| 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 |
| void | print (const std::string &s="Factor", const KeyFormatter &formatter=DefaultKeyFormatter) const |
| print | |
| void | printKeys (const std::string &s="Factor", const KeyFormatter &formatter=DefaultKeyFormatter) const |
| print only keys | |
| KeyVector & | keys () |
| iterator | begin () |
| Iterator at beginning of involved variable keys. | |
| iterator | end () |
| Iterator at end of involved variable keys. | |
| Public Member Functions inherited from gtsam::Conditional< JacobianFactor, GaussianConditional > | |
| size_t | nrFrontals () const |
| return the number of frontals | |
| size_t | nrParents () const |
| return the number of parents | |
| Key | firstFrontalKey () const |
| Convenience function to get the first frontal key. | |
| Frontals | frontals () const |
| return a view of the frontal keys | |
| Parents | parents () const |
| return a view of the parent keys | |
| JacobianFactor ::const_iterator | beginFrontals () const |
| Iterator pointing to first frontal key. More... | |
| JacobianFactor ::const_iterator | endFrontals () const |
| Iterator pointing past the last frontal key. More... | |
| JacobianFactor ::const_iterator | beginParents () const |
| Iterator pointing to the first parent key. More... | |
| JacobianFactor ::const_iterator | endParents () const |
| Iterator pointing past the last parent key. More... | |
| size_t & | nrFrontals () |
| Mutable version of nrFrontals. | |
| JacobianFactor ::iterator | beginFrontals () |
| Mutable iterator pointing to first frontal key. More... | |
| JacobianFactor ::iterator | endFrontals () |
| Mutable iterator pointing past the last frontal key. More... | |
| JacobianFactor ::iterator | beginParents () |
| Mutable iterator pointing to the first parent key. More... | |
| JacobianFactor ::iterator | endParents () |
| Mutable iterator pointing past the last parent key. More... | |
Static Public Member Functions | |
| template<typename ITERATOR > | |
| static shared_ptr | Combine (ITERATOR firstConditional, ITERATOR lastConditional) |
| Combine several GaussianConditional into a single dense GC. More... | |
| Static Public Member Functions inherited from gtsam::GaussianFactor | |
| template<typename CONTAINER > | |
| static DenseIndex | Slot (const CONTAINER &keys, Key key) |
Public Types | |
| typedef GaussianConditional | This |
| Typedef to this class. | |
| typedef boost::shared_ptr< This > | shared_ptr |
| shared_ptr to this class | |
| typedef JacobianFactor | BaseFactor |
| Typedef to our factor base class. | |
| typedef Conditional< BaseFactor, This > | BaseConditional |
| Typedef to our conditional base class. | |
| 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. | |
| Public Types inherited from gtsam::Conditional< JacobianFactor, GaussianConditional > | |
| typedef boost::iterator_range< typename JacobianFactor ::const_iterator > | Frontals |
| View of the frontal keys (call frontals()) | |
| typedef boost::iterator_range< typename JacobianFactor ::const_iterator > | Parents |
| View of the separator keys (call parents()) | |
Friends | |
| class | boost::serialization::access |
| Serialization function. | |
Additional Inherited Members | |
| 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 | |
| Protected Member Functions inherited from gtsam::Conditional< JacobianFactor, GaussianConditional > | |
| Conditional () | |
| Empty Constructor to make serialization possible. | |
| Conditional (size_t nrFrontals) | |
| Constructor. | |
| void | print (const std::string &s="Conditional", const KeyFormatter &formatter=DefaultKeyFormatter) const |
| print with optional formatter | |
| bool | equals (const This &c, 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. | |
| Protected Attributes inherited from gtsam::Conditional< JacobianFactor, GaussianConditional > | |
| size_t | nrFrontals_ |
| The first nrFrontal variables are frontal and the rest are parents. More... | |
Constructor & Destructor Documentation
◆ GaussianConditional() [1/2]
template<typename TERMS >
| gtsam::GaussianConditional::GaussianConditional | ( | const TERMS & | terms, |
| size_t | nrFrontals, | ||
| const Vector & | d, | ||
| const SharedDiagonal & | sigmas = SharedDiagonal() |
||
| ) |
Constructor with arbitrary number of frontals and parents.
- Template Parameters
-
TERMS A container whose value type is std::pair<Key, Matrix>, specifying the collection of keys and matrices making up the conditional.
◆ GaussianConditional() [2/2]
template<typename KEYS >
| gtsam::GaussianConditional::GaussianConditional | ( | const KEYS & | keys, |
| size_t | nrFrontals, | ||
| 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.
Note that only the active view of the provided augmented matrix is used, and that the matrix data is copied into a newly-allocated matrix in the constructed factor.
Member Function Documentation
◆ Combine()
template<typename ITERATOR >
|
static |
Combine several GaussianConditional into a single dense GC.
The conditionals enumerated by first and last must be in increasing order, meaning that the parents of any conditional may not include a conditional coming before it.
- Parameters
-
firstConditional Iterator to the first conditional to combine, must dereference to a shared_ptr<GaussianConditional>. lastConditional Iterator to after the last conditional to combine, must dereference to a shared_ptr<GaussianConditional>.
◆ d()
|
inline |
Get a view of the r.h.s.
vector d
◆ S()
|
inline |
Get a view of the parent blocks.
◆ scaleFrontalsBySigma()
| void gtsam::GaussianConditional::scaleFrontalsBySigma | ( | VectorValues & | gy | ) | const |
Scale the values in gy according to the sigmas for the frontal variables in this conditional.
◆ solve()
| VectorValues gtsam::GaussianConditional::solve | ( | const VectorValues & | parents | ) | const |
Solves a conditional Gaussian and writes the solution into the entries of x for each frontal variable of the conditional.
The parents are assumed to have already been solved in and their values are read from x. This function works for multiple frontal variables.
Given the Gaussian conditional with log likelihood \( |R x_f - (d - S x_s)|^2 \), where \( f \) are the frontal variables and \( s \) are the separator variables of this conditional, this solve function computes \( x_f = R^{-1} (d - S x_s) \) using back-substitution.
- Parameters
-
parents VectorValues containing solved parents \( x_s \).
The documentation for this class was generated from the following files:
- /Users/dellaert/git/gtsam/gtsam/linear/GaussianConditional.h
- /Users/dellaert/git/gtsam/gtsam/linear/GaussianConditional-inl.h
- /Users/dellaert/git/gtsam/gtsam/linear/GaussianConditional.cpp
