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| GaussianDensity () |
| | default constructor needed for serialization
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| GaussianDensity (const GaussianConditional &conditional) |
| | Copy constructor from GaussianConditional.
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| GaussianDensity (Key key, const Vector &d, const Matrix &R, const SharedDiagonal &noiseModel=SharedDiagonal()) |
| | constructor using d, R
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| void | print (const std::string &="GaussianDensity", const KeyFormatter &formatter=DefaultKeyFormatter) const override |
| | print More...
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Vector | mean () const |
| | Mean \( \mu = R^{-1} d \).
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Matrix | covariance () const |
| | Covariance matrix \( \Sigma = (R^T R)^{-1} \).
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| GaussianConditional () |
| | default constructor needed for serialization
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| GaussianConditional (Key key, const Vector &d, const Matrix &R, const SharedDiagonal &sigmas=SharedDiagonal()) |
| | constructor with no parents |Rx-d|
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| 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|
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| 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|
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| 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...
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| 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...
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| void | print (const std::string &="GaussianConditional", const KeyFormatter &formatter=DefaultKeyFormatter) const override |
| | print More...
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| bool | equals (const GaussianFactor &cg, double tol=1e-9) const override |
| | equals function More...
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constABlock | R () const |
| | Return a view of the upper-triangular R block of the conditional.
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constABlock | S () const |
| | Get a view of the parent blocks.
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constABlock | S (const_iterator it) const |
| | Get a view of the S matrix for the variable pointed to by the given key iterator.
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| const constBVector | d () const |
| | Get a view of the r.h.s. More...
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| 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...
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VectorValues | solveOtherRHS (const VectorValues &parents, const VectorValues &rhs) const |
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void | solveTransposeInPlace (VectorValues &gy) const |
| | Performs transpose backsubstition in place on values.
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void | scaleFrontalsBySigma (VectorValues &gy) const |
| | Scale the values in gy according to the sigmas for the frontal variables in this conditional.
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| JacobianFactor (const GaussianFactor &gf) |
| | Convert from other GaussianFactor.
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| JacobianFactor (const JacobianFactor &jf) |
| | Copy constructor.
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| JacobianFactor (const HessianFactor &hf) |
| | Conversion from HessianFactor (does Cholesky to obtain Jacobian matrix)
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| JacobianFactor () |
| | default constructor for I/O
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| JacobianFactor (const Vector &b_in) |
| | Construct Null factor.
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| JacobianFactor (Key i1, const Matrix &A1, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) |
| | Construct unary factor.
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| JacobianFactor (Key i1, const Matrix &A1, Key i2, const Matrix &A2, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) |
| | Construct binary factor.
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| 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.
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| template<typename TERMS > |
| | JacobianFactor (const TERMS &terms, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) |
| | Construct an n-ary factor. More...
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| 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...
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| | JacobianFactor (const GaussianFactorGraph &graph) |
| | Build a dense joint factor from all the factors in a factor graph. More...
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| | JacobianFactor (const GaussianFactorGraph &graph, const VariableSlots &p_variableSlots) |
| | Build a dense joint factor from all the factors in a factor graph. More...
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| | JacobianFactor (const GaussianFactorGraph &graph, const Ordering &ordering) |
| | Build a dense joint factor from all the factors in a factor graph. More...
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| | 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...
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| ~JacobianFactor () override |
| | Virtual destructor.
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| GaussianFactor::shared_ptr | clone () const override |
| | Clone this JacobianFactor. More...
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| void | print (const std::string &s="", const KeyFormatter &formatter=DefaultKeyFormatter) const override |
| | print More...
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| bool | equals (const GaussianFactor &lf, double tol=1e-9) const override |
| | Equals for testable. More...
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Vector | unweighted_error (const VectorValues &c) const |
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Vector | error_vector (const VectorValues &c) const |
| | (A*x-b)
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| double | error (const VectorValues &c) const override |
| | (A*x-b)/sigma More...
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| Matrix | augmentedInformation () const override |
| | 0.5*(A*x-b)'D(A*x-b) More...
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| Matrix | information () const override |
| | Return the non-augmented information matrix represented by this GaussianFactor. More...
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| void | hessianDiagonalAdd (VectorValues &d) const override |
| | Add the current diagonal to a VectorValues instance. More...
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| void | hessianDiagonal (double *d) const override |
| | Raw memory access version of hessianDiagonal. More...
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| std::map< Key, Matrix > | hessianBlockDiagonal () const override |
| | Return the block diagonal of the Hessian for this factor. More...
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| std::pair< Matrix, Vector > | jacobian () const override |
| | Returns (dense) A,b pair associated with factor, bakes in the weights. More...
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std::pair< Matrix, Vector > | jacobianUnweighted () const |
| | Returns (dense) A,b pair associated with factor, does not bake in weights.
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| Matrix | augmentedJacobian () const override |
| | Return (dense) matrix associated with factor. More...
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| Matrix | augmentedJacobianUnweighted () const |
| | Return (dense) matrix associated with factor. More...
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const VerticalBlockMatrix & | matrixObject () const |
| | Return the full augmented Jacobian matrix of this factor as a VerticalBlockMatrix object.
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VerticalBlockMatrix & | matrixObject () |
| | Mutable access to the full augmented Jacobian matrix of this factor as a VerticalBlockMatrix object.
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| GaussianFactor::shared_ptr | negate () const override |
| | Construct the corresponding anti-factor to negate information stored stored in this factor. More...
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| bool | empty () const override |
| | Check if the factor is empty. More...
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bool | isConstrained () const |
| | is noise model constrained ?
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| 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...
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size_t | rows () const |
| | return the number of rows in the corresponding linear system
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size_t | cols () const |
| | return the number of columns in the corresponding linear system
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const SharedDiagonal & | get_model () const |
| | get a copy of model
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SharedDiagonal & | get_model () |
| | get a copy of model (non-const version)
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| const constBVector | getb () const |
| | Get a view of the r.h.s. More...
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constABlock | getA (const_iterator variable) const |
| | Get a view of the A matrix for the variable pointed to by the given key iterator.
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constABlock | getA () const |
| | Get a view of the A matrix, not weighted by noise.
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| BVector | getb () |
| | Get a view of the r.h.s. More...
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ABlock | getA (iterator variable) |
| | Get a view of the A matrix for the variable pointed to by the given key iterator (non-const version)
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ABlock | getA () |
| | Get a view of the A matrix.
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| 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...
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Vector | operator* (const VectorValues &x) const |
| | Return A*x.
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| void | transposeMultiplyAdd (double alpha, const Vector &e, VectorValues &x) const |
| | x += alpha * A'*e. More...
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| void | multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const override |
| | y += alpha * A'*A*x More...
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| 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...
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| VectorValues | gradientAtZero () const override |
| | A'*b for Jacobian. More...
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| void | gradientAtZero (double *d) const override |
| | A'*b for Jacobian (raw memory version) More...
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| Vector | gradient (Key key, const VectorValues &x) const override |
| | Compute the gradient wrt a key at any values. More...
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| JacobianFactor | whiten () const |
| | Return a whitened version of the factor, i.e. More...
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std::pair< boost::shared_ptr< GaussianConditional >, shared_ptr > | eliminate (const Ordering &keys) |
| | Eliminate the requested variables.
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void | setModel (bool anyConstrained, const Vector &sigmas) |
| | set noiseModel correctly
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| 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...
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| GaussianFactor () |
| | Default constructor creates empty factor.
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| template<typename CONTAINER > |
| | GaussianFactor (const CONTAINER &keys) |
| | Construct from container of keys. More...
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virtual | ~GaussianFactor () |
| | Destructor.
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| void | print (const std::string &s="", const KeyFormatter &formatter=DefaultKeyFormatter) const override=0 |
| | print More...
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| virtual bool | equals (const GaussianFactor &lf, double tol=1e-9) const =0 |
| | Equals for testable. More...
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| virtual double | error (const VectorValues &c) const =0 |
| | Print for testable. More...
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| virtual DenseIndex | getDim (const_iterator variable) const =0 |
| | 0.5*(A*x-b)'D(A*x-b) More...
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| 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...
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| 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...
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| virtual Matrix | augmentedInformation () const =0 |
| | Return the augmented information matrix represented by this GaussianFactor. More...
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| virtual Matrix | information () const =0 |
| | Return the non-augmented information matrix represented by this GaussianFactor. More...
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VectorValues | hessianDiagonal () const |
| | Return the diagonal of the Hessian for this factor.
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| virtual void | hessianDiagonalAdd (VectorValues &d) const =0 |
| | Add the current diagonal to a VectorValues instance. More...
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| virtual void | hessianDiagonal (double *d) const =0 |
| | Raw memory access version of hessianDiagonal. More...
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| virtual std::map< Key, Matrix > | hessianBlockDiagonal () const =0 |
| | Return the block diagonal of the Hessian for this factor. More...
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| virtual GaussianFactor::shared_ptr | clone () const =0 |
| | Clone a factor (make a deep copy) More...
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| virtual bool | empty () const =0 |
| | Test whether the factor is empty. More...
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| virtual GaussianFactor::shared_ptr | negate () const =0 |
| | Construct the corresponding anti-factor to negate information stored stored in this factor. More...
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| 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...
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| virtual void | multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const =0 |
| | y += alpha * A'*A*x More...
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| virtual VectorValues | gradientAtZero () const =0 |
| | A'*b for Jacobian, eta for Hessian. More...
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| virtual void | gradientAtZero (double *d) const =0 |
| | Raw memory access version of gradientAtZero. More...
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| virtual Vector | gradient (Key key, const VectorValues &x) const =0 |
| | Gradient wrt a key at any values. More...
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virtual | ~Factor ()=default |
| | Default destructor.
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| KeyVector & | keys () |
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iterator | begin () |
| | Iterator at beginning of involved variable keys.
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iterator | end () |
| | Iterator at end of involved variable keys.
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| virtual void | printKeys (const std::string &s="Factor", const KeyFormatter &formatter=DefaultKeyFormatter) const |
| | print only keys More...
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Key | front () const |
| | First key.
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Key | back () const |
| | Last key.
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const_iterator | find (Key key) const |
| | find
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const KeyVector & | keys () const |
| | Access the factor's involved variable keys.
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const_iterator | begin () const |
| | Iterator at beginning of involved variable keys.
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const_iterator | end () const |
| | Iterator at end of involved variable keys.
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| size_t | size () const |
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void | print (const std::string &s="Conditional", const KeyFormatter &formatter=DefaultKeyFormatter) const |
| | print with optional formatter
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bool | equals (const This &c, double tol=1e-9) const |
| | check equality
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size_t | nrFrontals () const |
| | return the number of frontals
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size_t | nrParents () const |
| | return the number of parents
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Key | firstFrontalKey () const |
| | Convenience function to get the first frontal key.
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Frontals | frontals () const |
| | return a view of the frontal keys
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Parents | parents () const |
| | return a view of the parent keys
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FACTOR::const_iterator | beginFrontals () const |
| | Iterator pointing to first frontal key.
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FACTOR::const_iterator | endFrontals () const |
| | Iterator pointing past the last frontal key.
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FACTOR::const_iterator | beginParents () const |
| | Iterator pointing to the first parent key.
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FACTOR::const_iterator | endParents () const |
| | Iterator pointing past the last parent key.
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size_t & | nrFrontals () |
| | Mutable version of nrFrontals.
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FACTOR::iterator | beginFrontals () |
| | Mutable iterator pointing to first frontal key.
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FACTOR::iterator | endFrontals () |
| | Mutable iterator pointing past the last frontal key.
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FACTOR::iterator | beginParents () |
| | Mutable iterator pointing to the first parent key.
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FACTOR::iterator | endParents () |
| | Mutable iterator pointing past the last parent key.
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Inheritance diagram for gtsam::GaussianDensity:
