Inheritance diagram for gtsam::ISAM2:

Public members for non-typical usage
size_t	lastAffectedVariableCount

size_t	lastAffectedFactorCount

size_t	lastAffectedCliqueCount

size_t	lastAffectedMarkedCount

size_t	lastBacksubVariableCount

size_t	lastNnzTop

Values	calculateBestEstimate () const
	Compute an estimate using a complete delta computed by a full back-substitution.

const VectorValues &	getDelta () const
	Access the current delta, computed during the last call to update.

double	error (const VectorValues &x) const
	Compute the linear error.

const NonlinearFactorGraph &	getFactorsUnsafe () const
	Access the set of nonlinear factors.

const VariableIndex &	getVariableIndex () const
	Access the nonlinear variable index.

const KeySet &	getFixedVariables () const
	Access the nonlinear variable index.

const ISAM2Params &	params () const

void	printStats () const
	prints out clique statistics

VectorValues	gradientAtZero () const
	Compute the gradient of the energy function, \( \nabla_{x=0} \left\Vert \Sigma^{-1} R x - d \right\Vert^2 \), centered around zero. More...

Public Member Functions
	ISAM2 (const ISAM2Params &params)
	Create an empty ISAM2 instance.

	ISAM2 ()
	Create an empty ISAM2 instance using the default set of parameters (see ISAM2Params)

virtual	~ISAM2 ()
	default virtual destructor

virtual bool	equals (const ISAM2 &other, double tol=1e-9) const
	Compare equality.

virtual ISAM2Result	update (const NonlinearFactorGraph &newFactors=NonlinearFactorGraph(), const Values &newTheta=Values(), const FactorIndices &removeFactorIndices=FactorIndices(), const boost::optional< FastMap< Key, int > > &constrainedKeys=boost::none, const boost::optional< FastList< Key > > &noRelinKeys=boost::none, const boost::optional< FastList< Key > > &extraReelimKeys=boost::none, bool force_relinearize=false)
	Add new factors, updating the solution and relinearizing as needed. More...

void	marginalizeLeaves (const FastList< Key > &leafKeys, boost::optional< FactorIndices & > marginalFactorsIndices=boost::none, boost::optional< FactorIndices & > deletedFactorsIndices=boost::none)
	Marginalize out variables listed in leafKeys. More...

const Values &	getLinearizationPoint () const
	Access the current linearization point.

bool	valueExists (Key key) const
	Check whether variable with given key exists in linearization point.

Values	calculateEstimate () const
	Compute an estimate from the incomplete linear delta computed during the last update. More...

template<class VALUE >
VALUE	calculateEstimate (Key key) const
	Compute an estimate for a single variable using its incomplete linear delta computed during the last update. More...

const Value &	calculateEstimate (Key key) const
	Compute an estimate for a single variable using its incomplete linear delta computed during the last update. More...

Matrix	marginalCovariance (Key key) const
	Return marginal on any variable as a covariance matrix.

Public Member Functions inherited from gtsam::BayesTree< ISAM2Clique >
size_t	size () const
	number of cliques

bool	empty () const
	Check if there are any cliques in the tree.

const Nodes &	nodes () const
	return nodes

const sharedNode	operator[] (Key j) const
	Access node by variable.

const Roots &	roots () const
	return root cliques

const sharedClique &	clique (Key j) const
	alternate syntax for matlab: find the clique that contains the variable with Key j

BayesTreeCliqueData	getCliqueData () const
	Gather data on all cliques.

size_t	numCachedSeparatorMarginals () const
	Collect number of cliques with cached separator marginals.

sharedConditional	marginalFactor (Key j, const Eliminate &function=EliminationTraitsType::DefaultEliminate) const
	Return marginal on any variable. More...

sharedFactorGraph	joint (Key j1, Key j2, const Eliminate &function=EliminationTraitsType::DefaultEliminate) const
	return joint on two variables Limitation: can only calculate joint if cliques are disjoint or one of them is root

sharedBayesNet	jointBayesNet (Key j1, Key j2, const Eliminate &function=EliminationTraitsType::DefaultEliminate) const
	return joint on two variables as a BayesNet Limitation: can only calculate joint if cliques are disjoint or one of them is root

void	saveGraph (const std::string &s, const KeyFormatter &keyFormatter=DefaultKeyFormatter) const
	Read only with side effects. More...

Key	findParentClique (const CONTAINER &parents) const
	Find parent clique of a conditional. More...

void	clear ()
	Remove all nodes.

void	deleteCachedShortcuts ()
	Clear all shortcut caches - use before timing on marginal calculation to avoid residual cache data.

void	removePath (sharedClique clique, BayesNetType &bn, Cliques &orphans)
	Remove path from clique to root and return that path as factors plus a list of orphaned subtree roots. More...

void	removeTop (const KeyVector &keys, BayesNetType &bn, Cliques &orphans)
	Given a list of indices, turn "contaminated" part of the tree back into a factor graph. More...

Cliques	removeSubtree (const sharedClique &subtree)
	Remove the requested subtree. More...

void	insertRoot (const sharedClique &subtree)
	Insert a new subtree with known parent clique. More...

void	addClique (const sharedClique &clique, const sharedClique &parent_clique=sharedClique())
	add a clique (top down)

void	addFactorsToGraph (FactorGraph< FactorType > &graph) const
	Add all cliques in this BayesTree to the specified factor graph.

void	print (const std::string &s="", const KeyFormatter &keyFormatter=DefaultKeyFormatter) const
	print

Static Public Member Functions
static void	AddFactorsStep1 (const NonlinearFactorGraph &newFactors, bool useUnusedSlots, NonlinearFactorGraph nonlinearFactors, FactorIndices newFactorIndices)
	Perform the first part of the bookkeeping updates for adding new factors. More...

static KeySet	CheckRelinearizationFull (const VectorValues &delta, const ISAM2Params::RelinearizationThreshold &relinearizeThreshold)
	Find the set of variables to be relinearized according to relinearizeThreshold. More...

static KeySet	CheckRelinearizationPartial (const ISAM2::Roots &roots, const VectorValues &delta, const ISAM2Params::RelinearizationThreshold &relinearizeThreshold)
	Find the set of variables to be relinearized according to relinearizeThreshold. More...

static size_t	UpdateGaussNewtonDelta (const ISAM2::Roots &roots, const KeySet &replacedKeys, double wildfireThreshold, VectorValues *delta)
	Update the Newton's method step point, using wildfire.

static size_t	UpdateRgProd (const ISAM2::Roots &roots, const KeySet &replacedKeys, const VectorValues &gradAtZero, VectorValues *RgProd)
	Update the RgProd (R*g) incrementally taking into account which variables have been recalculated in `replacedKeys`. More...

static VectorValues	ComputeGradientSearch (const VectorValues &gradAtZero, const VectorValues &RgProd)
	Compute the gradient-search point. More...

Public Types
typedef ISAM2	This
	This class.

typedef BayesTree< ISAM2Clique >	Base
	The BayesTree base class.

typedef Base::Clique	Clique
	A clique.

typedef Base::sharedClique	sharedClique
	Shared pointer to a clique.

typedef Base::Cliques	Cliques
	List of Clique typedef from base class.

Public Types inherited from gtsam::BayesTree< ISAM2Clique >
typedef ISAM2Clique	Clique
	The clique type, normally BayesTreeClique.

typedef boost::shared_ptr< Clique >	sharedClique
	Shared pointer to a clique.

typedef Clique	Node
	Synonym for Clique (TODO: remove)

typedef sharedClique	sharedNode
	Synonym for sharedClique (TODO: remove)

typedef ISAM2Clique ::ConditionalType	ConditionalType

typedef boost::shared_ptr< ConditionalType >	sharedConditional

typedef ISAM2Clique ::BayesNetType	BayesNetType

typedef boost::shared_ptr< BayesNetType >	sharedBayesNet

typedef ISAM2Clique ::FactorType	FactorType

typedef boost::shared_ptr< FactorType >	sharedFactor

typedef ISAM2Clique ::FactorGraphType	FactorGraphType

typedef boost::shared_ptr< FactorGraphType >	sharedFactorGraph

typedef FactorGraphType::Eliminate	Eliminate

typedef ISAM2Clique ::EliminationTraitsType	EliminationTraitsType

typedef FastList< sharedClique >	Cliques
	A convenience class for a list of shared cliques.

typedef ConcurrentMap< Key, sharedClique >	Nodes
	Map from keys to Clique.

Classes
struct	PartialSolveResult

struct	ReorderingMode

Protected Member Functions
void	addVariables (const Values &newTheta)
	Add new variables to the ISAM2 system. More...

void	removeVariables (const KeySet &unusedKeys)
	Remove variables from the ISAM2 system.

void	expmapMasked (const KeySet &mask)
	Apply expmap to the given values, but only for indices appearing in `mask`. More...

FactorIndexSet	getAffectedFactors (const FastList< Key > &keys) const

GaussianFactorGraph::shared_ptr	relinearizeAffectedFactors (const FastList< Key > &affectedKeys, const KeySet &relinKeys) const

GaussianFactorGraph	getCachedBoundaryFactors (const Cliques &orphans)

virtual boost::shared_ptr< KeySet >	recalculate (const KeySet &markedKeys, const KeySet &relinKeys, const KeyVector &observedKeys, const KeySet &unusedIndices, const boost::optional< FastMap< Key, int > > &constrainKeys, ISAM2Result *result)

void	updateDelta (bool forceFullSolve=false) const

Protected Member Functions inherited from gtsam::BayesTree< ISAM2Clique >
This &	operator= (const This &other)
	Assignment operator.

	BayesTree ()
	Create an empty Bayes Tree.

	BayesTree (const This &other)
	Copy constructor.

void	getCliqueData (BayesTreeCliqueData &stats, sharedClique clique) const
	Gather data on a single clique.

void	saveGraph (std::ostream &s, sharedClique clique, const KeyFormatter &keyFormatter, int parentnum=0) const
	private helper method for saving the Tree to a text file in GraphViz format

void	removeClique (sharedClique clique)
	remove a clique: warning, can result in a forest

void	fillNodesIndex (const sharedClique &subtree)
	Fill the nodes index for a subtree.

bool	equals (const This &other, double tol=1e-9) const
	check equality

Protected Attributes
Values	theta_
	The current linearization point.

VariableIndex	variableIndex_
	VariableIndex lets us look up factors by involved variable and keeps track of dimensions.

VectorValues	delta_
	The linear delta from the last linear solution, an update to the estimate in theta. More...

VectorValues	deltaNewton_

VectorValues	RgProd_

KeySet	deltaReplacedMask_
	A cumulative mask for the variables that were replaced and have not yet been updated in the linear solution delta_, this is only used internally, delta will always be updated if necessary when requested with getDelta() or calculateEstimate(). More...

NonlinearFactorGraph	nonlinearFactors_
	All original nonlinear factors are stored here to use during relinearization.

GaussianFactorGraph	linearFactors_
	The current linear factors, which are only updated as needed.

ISAM2Params	params_
	The current parameters.

boost::optional< double >	doglegDelta_
	The current Dogleg Delta (trust region radius)

KeySet	fixedVariables_
	Set of variables that are involved with linear factors from marginalized variables and thus cannot have their linearization points changed. More...

int	update_count_
	Counter incremented every update(), used to determine periodic relinearization.

Protected Attributes inherited from gtsam::BayesTree< ISAM2Clique >
Nodes	nodes_
	Map from indices to Clique.

Roots	roots_
	Root cliques.

Additional Inherited Members
Protected Types inherited from gtsam::BayesTree< ISAM2Clique >
typedef BayesTree< ISAM2Clique >	This

typedef boost::shared_ptr< This >	shared_ptr

typedef FastVector< sharedClique >	Roots
	Root cliques.

Member Function Documentation

◆ AddFactorsStep1()

static void gtsam::ISAM2::AddFactorsStep1	(	const NonlinearFactorGraph &	newFactors,
		bool	useUnusedSlots,
		NonlinearFactorGraph *	nonlinearFactors,
		FactorIndices *	newFactorIndices
	)

static

Perform the first part of the bookkeeping updates for adding new factors.

Adds them to the complete list of nonlinear factors, and populates the list of new factor indices, both optionally finding and reusing empty factor slots.

◆ addVariables()

void gtsam::ISAM2::addVariables ( const Values & newTheta )

protected

Add new variables to the ISAM2 system.

Parameters

newTheta	Initial values for new variables
theta	Current solution to be augmented with new initialization
delta	Current linear delta to be augmented with zeros
deltaNewton
RgProd
keyFormatter	Formatter for printing nonlinear keys during debugging

◆ calculateEstimate() [1/3]

Values gtsam::ISAM2::calculateEstimate ( ) const

Compute an estimate from the incomplete linear delta computed during the last update.

This delta is incomplete because it was not updated below wildfire_threshold. If only a single variable is needed, it is faster to call calculateEstimate(const KEY&).

◆ calculateEstimate() [2/3]

template<class VALUE >

VALUE gtsam::ISAM2::calculateEstimate ( Key key ) const

inline

Compute an estimate for a single variable using its incomplete linear delta computed during the last update.

This is faster than calling the no-argument version of calculateEstimate, which operates on all variables.

Parameters

key

Returns

◆ calculateEstimate() [3/3]

const Value & gtsam::ISAM2::calculateEstimate ( Key key ) const

Compute an estimate for a single variable using its incomplete linear delta computed during the last update.

This is faster than calling the no-argument version of calculateEstimate, which operates on all variables. This is a non-templated version that returns a Value base class for use with the MATLAB wrapper.

Parameters

key

Returns

◆ CheckRelinearizationFull()

static KeySet gtsam::ISAM2::CheckRelinearizationFull	(	const VectorValues &	delta,
		const ISAM2Params::RelinearizationThreshold &	relinearizeThreshold
	)

static

Find the set of variables to be relinearized according to relinearizeThreshold.

Any variables in the VectorValues delta whose vector magnitude is greater than or equal to relinearizeThreshold are returned.

Parameters

delta	The linear delta to check against the threshold
keyFormatter	Formatter for printing nonlinear keys during debugging

Returns: The set of variable indices in delta whose magnitude is greater than or equal to relinearizeThreshold

◆ CheckRelinearizationPartial()

static KeySet gtsam::ISAM2::CheckRelinearizationPartial	(	const ISAM2::Roots &	roots,
		const VectorValues &	delta,
		const ISAM2Params::RelinearizationThreshold &	relinearizeThreshold
	)

static

Find the set of variables to be relinearized according to relinearizeThreshold.

This check is performed recursively, starting at the top of the tree. Once a variable in the tree does not need to be relinearized, no further checks in that branch are performed. This is an approximation of the Full version, designed to save time at the expense of accuracy.

Parameters

delta	The linear delta to check against the threshold
keyFormatter	Formatter for printing nonlinear keys during debugging

Returns: The set of variable indices in delta whose magnitude is greater than or equal to relinearizeThreshold

◆ ComputeGradientSearch()

static VectorValues gtsam::ISAM2::ComputeGradientSearch	(	const VectorValues &	gradAtZero,
		const VectorValues &	RgProd
	)

static

Compute the gradient-search point.

Only used in Dogleg.

◆ expmapMasked()

void gtsam::ISAM2::expmapMasked ( const KeySet & mask )

protected

Apply expmap to the given values, but only for indices appearing in mask.

Values are expmapped in-place.

Parameters

mask	Mask on linear indices, only `true` entries are expmapped

◆ gradientAtZero()

VectorValues gtsam::ISAM2::gradientAtZero ( ) const

Compute the gradient of the energy function, \( \nabla_{x=0} \left\Vert \Sigma^{-1} R x - d \right\Vert^2 \), centered around zero.

The gradient about zero is \( -R^T d \). See also gradient(const GaussianBayesNet&, const VectorValues&).

Returns: A VectorValues storing the gradient.

◆ marginalizeLeaves()

void gtsam::ISAM2::marginalizeLeaves	(	const FastList< Key > &	leafKeys,
		boost::optional< FactorIndices & >	marginalFactorsIndices = `boost::none`,
		boost::optional< FactorIndices & >	deletedFactorsIndices = `boost::none`
	)

Marginalize out variables listed in leafKeys.

These keys must be leaves in the BayesTree. Throws MarginalizeNonleafException if non-leaves are requested to be marginalized. Marginalization leaves a linear approximation of the marginal in the system, and the linearization points of any variables involved in this linear marginal become fixed. The set fixed variables will include any key involved with the marginalized variables in the original factors, and possibly additional ones due to fill-in.

If provided, 'marginalFactorsIndices' will be augmented with the factor graph indices of the marginal factors added during the 'marginalizeLeaves' call

If provided, 'deletedFactorsIndices' will be augmented with the factor graph indices of any factor that was removed during the 'marginalizeLeaves' call

◆ update()

ISAM2Result gtsam::ISAM2::update	(	const NonlinearFactorGraph &	newFactors = `NonlinearFactorGraph()`,
		const Values &	newTheta = `Values()`,
		const FactorIndices &	removeFactorIndices = `FactorIndices()`,
		const boost::optional< FastMap< Key, int > > &	constrainedKeys = `boost::none`,
		const boost::optional< FastList< Key > > &	noRelinKeys = `boost::none`,
		const boost::optional< FastList< Key > > &	extraReelimKeys = `boost::none`,
		bool	force_relinearize = `false`
	)

virtual

Add new factors, updating the solution and relinearizing as needed.

Optionally, this function remove existing factors from the system to enable behaviors such as swapping existing factors with new ones.

Add new measurements, and optionally new variables, to the current system. This runs a full step of the ISAM2 algorithm, relinearizing and updating the solution as needed, according to the wildfire and relinearize thresholds.

Parameters

newFactors	The new factors to be added to the system
newTheta	Initialization points for new variables to be added to the system. You must include here all new variables occuring in newFactors (which were not already in the system). There must not be any variables here that do not occur in newFactors, and additionally, variables that were already in the system must not be included here.
removeFactorIndices	Indices of factors to remove from system
force_relinearize	Relinearize any variables whose delta magnitude is sufficiently large (Params::relinearizeThreshold), regardless of the relinearization interval (Params::relinearizeSkip).
constrainedKeys	is an optional map of keys to group labels, such that a variable can be constrained to a particular grouping in the BayesTree
noRelinKeys	is an optional set of nonlinear keys that iSAM2 will hold at a constant linearization point, regardless of the size of the linear delta
extraReelimKeys	is an optional set of nonlinear keys that iSAM2 will re-eliminate, regardless of the size of the linear delta. This allows the provided keys to be reordered.

Returns: An ISAM2Result struct containing information about the update

◆ UpdateRgProd()

static size_t gtsam::ISAM2::UpdateRgProd	(	const ISAM2::Roots &	roots,
		const KeySet &	replacedKeys,
		const VectorValues &	gradAtZero,
		VectorValues *	RgProd
	)

static

Update the RgProd (R*g) incrementally taking into account which variables have been recalculated in replacedKeys.

Only used in Dogleg.

Member Data Documentation

◆ delta_

VectorValues gtsam::ISAM2::delta_

mutableprotected

The linear delta from the last linear solution, an update to the estimate in theta.

This is mutable because it is a "cached" variable - it is not updated until either requested with getDelta() or calculateEstimate(), or needed during update() to evaluate whether to relinearize variables.

◆ deltaReplacedMask_

KeySet gtsam::ISAM2::deltaReplacedMask_

mutableprotected

A cumulative mask for the variables that were replaced and have not yet been updated in the linear solution delta_, this is only used internally, delta will always be updated if necessary when requested with getDelta() or calculateEstimate().

This is mutable because it is used internally to not update delta_ until it is needed.

◆ fixedVariables_

KeySet gtsam::ISAM2::fixedVariables_

protected

Set of variables that are involved with linear factors from marginalized variables and thus cannot have their linearization points changed.

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

/Users/dellaert/git/gtsam/gtsam/nonlinear/ISAM2-impl.h
/Users/dellaert/git/gtsam/gtsam/nonlinear/ISAM2.h
/Users/dellaert/git/gtsam/gtsam/nonlinear/ISAM2.cpp

Public members for non-typical usage

Public Member Functions

Static Public Member Functions

Public Types

Classes

Protected Member Functions

Protected Attributes

Additional Inherited Members

Member Function Documentation

◆ AddFactorsStep1()

◆ addVariables()

◆ calculateEstimate() [1/3]

◆ calculateEstimate() [2/3]

◆ calculateEstimate() [3/3]

◆ CheckRelinearizationFull()

◆ CheckRelinearizationPartial()

◆ ComputeGradientSearch()

◆ expmapMasked()

◆ gradientAtZero()

◆ marginalizeLeaves()

◆ update()

◆ UpdateRgProd()

Member Data Documentation

◆ delta_

◆ deltaReplacedMask_

◆ fixedVariables_