gtsam::RegularJacobianFactor< D > Class Template Reference
Detailed Description
template<size_t D>
class gtsam::RegularJacobianFactor< D >
JacobianFactor with constant sized blocks Provides raw memory access versions of linear operator.
Is base class for JacobianQFactor, JacobianFactorQR, and JacobianFactorSVD
Inheritance diagram for gtsam::RegularJacobianFactor< D >:
Public Member Functions | |
| 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... | |
| virtual 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 |
| double* Hessian-vector multiply, i.e. More... | |
| virtual VectorValues | hessianDiagonal () const |
| Expose base class hessianDiagonal. | |
| void | hessianDiagonal (double *d) const |
| Raw memory access version of hessianDiagonal. | |
| virtual VectorValues | gradientAtZero () const |
| Expose base class gradientAtZero. | |
| void | gradientAtZero (double *d) const |
| Raw memory access version of gradientAtZero. | |
| 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 |
| 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... | |
| 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. | |
| virtual void | print (const std::string &s="", const KeyFormatter &formatter=DefaultKeyFormatter) const |
| virtual bool | equals (const GaussianFactor &lf, double tol=1e-9) const |
| Equals for testable. | |
| 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 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 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... | |
| 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. | |
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. | |
Constructor & Destructor Documentation
◆ RegularJacobianFactor() [1/2]
template<size_t D>
template<typename TERMS >
|
inline |
Construct an n-ary factor.
- Template Parameters
-
TERMS A container whose value type is std::pair<Key, Matrix>, specifying the collection of keys and matrices making up the factor. TODO Verify terms are regular
◆ RegularJacobianFactor() [2/2]
template<size_t D>
template<typename KEYS >
|
inline |
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. TODO Verify complies to regular
Member Function Documentation
◆ multiplyHessianAdd() [1/2]
template<size_t D>
| void gtsam::JacobianFactor::multiplyHessianAdd |
Raw memory access version of multiplyHessianAdd y += alpha * A'*A*x Requires the vector accumulatedDims to tell the dimension of each variable: e.g.
Raw memory access version of multiplyHessianAdd y += alpha * A'*A*x Note: this is not assuming a fixed dimension for the variables, but requires the vector accumulatedDims to tell the dimension of each variable: e.g.
: x0 has dim 3, x2 has dim 6, x3 has dim 2, then accumulatedDims is [0 3 9 11 13] NOTE: size of accumulatedDims is size of keys + 1!! TODO(frank): we should probably kill this if no longer needed
: x0 has dim 3, x2 has dim 6, x3 has dim 2, then accumulatedDims is [0 3 9 11 13] NOTE: size of accumulatedDims is size of keys + 1!! TODO Frank asks: why is this here if not regular ????
Use Eigen magic to access raw memory
Just iterate over all A matrices and multiply in correct config part (looping over keys) E.g.: Jacobian A = [A0 A1 A2] multiplies x = [x0 x1 x2]' Hence: Ax = A0 x0 + A1 x1 + A2 x2 (hence we loop over the keys and accumulate)
Deal with noise properly, need to Double* whiten as we are dividing by variance
multiply with alpha
Again iterate over all A matrices and insert Ai^T into y
◆ multiplyHessianAdd() [2/2]
template<size_t D>
|
inline |
double* Hessian-vector multiply, i.e.
y += A'*(A*x) RAW memory access! Assumes keys start at 0 and go to M-1, and x and and y are laid out that way
◆ operator *()
template<size_t D>
|
inline |
double* Matrix-vector multiply, i.e.
y = A*x RAW memory access! Assumes keys start at 0 and go to M-1, and x is laid out that way
◆ transposeMultiplyAdd()
template<size_t D>
|
inline |
double* Transpose Matrix-vector multiply, i.e.
x += A'*e RAW memory access! Assumes keys start at 0 and go to M-1, and y is laid out that way
The documentation for this class was generated from the following file:
- /Users/dellaert/git/gtsam/gtsam/linear/RegularJacobianFactor.h
