gtsam::RegularHessianFactor< D > Class Template Reference
Inheritance diagram for gtsam::RegularHessianFactor< D >:
Public Member Functions | |
| RegularHessianFactor (const KeyVector &js, const std::vector< Matrix > &Gs, const std::vector< Vector > &gs, double f) | |
| Construct an n-way factor. More... | |
| RegularHessianFactor (Key j1, Key j2, const MatrixD &G11, const MatrixD &G12, const VectorD &g1, const MatrixD &G22, const VectorD &g2, double f) | |
| Construct a binary factor. More... | |
| RegularHessianFactor (Key j1, Key j2, Key j3, const MatrixD &G11, const MatrixD &G12, const MatrixD &G13, const VectorD &g1, const MatrixD &G22, const MatrixD &G23, const VectorD &g2, const MatrixD &G33, const VectorD &g3, double f) | |
| Construct a ternary factor. More... | |
| template<typename KEYS > | |
| RegularHessianFactor (const KEYS &keys, const SymmetricBlockMatrix &augmentedInformation) | |
| Constructor with an arbitrary number of keys and with the augmented information matrix specified as a block matrix. | |
| RegularHessianFactor (const RegularJacobianFactor< D > &jf) | |
| Construct from RegularJacobianFactor. | |
| RegularHessianFactor (const GaussianFactorGraph &factors, const Scatter &scatter) | |
| Construct from a GaussianFactorGraph. | |
| RegularHessianFactor (const GaussianFactorGraph &factors) | |
| Construct from a GaussianFactorGraph. | |
| void | multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const override |
| y += alpha * A'*A*x More... | |
| void | multiplyHessianAdd (double alpha, const double *x, double *yvalues) const |
| y += alpha * A'*A*x | |
| void | multiplyHessianAdd (double alpha, const double *x, double *yvalues, std::vector< size_t > offsets) const |
| Raw memory version, with offsets TODO document reasoning. | |
| void | hessianDiagonal (double *d) const override |
| Return the diagonal of the Hessian for this factor (raw memory version) More... | |
| void | gradientAtZero (double *d) const override |
| Add gradient at zero to d TODO: is it really the goal to add ?? More... | |
| Public Member Functions inherited from gtsam::HessianFactor | |
| HessianFactor () | |
| default constructor for I/O | |
| HessianFactor (Key j, const Matrix &G, const Vector &g, double f) | |
| Construct a unary factor. More... | |
| HessianFactor (Key j, const Vector &mu, const Matrix &Sigma) | |
| Construct a unary factor, given a mean and covariance matrix. More... | |
| HessianFactor (Key j1, Key j2, const Matrix &G11, const Matrix &G12, const Vector &g1, const Matrix &G22, const Vector &g2, double f) | |
| Construct a binary factor. More... | |
| HessianFactor (Key j1, Key j2, Key j3, const Matrix &G11, const Matrix &G12, const Matrix &G13, const Vector &g1, const Matrix &G22, const Matrix &G23, const Vector &g2, const Matrix &G33, const Vector &g3, double f) | |
| Construct a ternary factor. More... | |
| HessianFactor (const KeyVector &js, const std::vector< Matrix > &Gs, const std::vector< Vector > &gs, double f) | |
| Construct an n-way factor. More... | |
| template<typename KEYS > | |
| HessianFactor (const KEYS &keys, const SymmetricBlockMatrix &augmentedInformation) | |
| Constructor with an arbitrary number of keys and with the augmented information matrix specified as a block matrix. | |
| HessianFactor (const JacobianFactor &cg) | |
| Construct from a JacobianFactor (or from a GaussianConditional since it derives from it) | |
| HessianFactor (const GaussianFactor &factor) | |
| Attempt to construct from any GaussianFactor - currently supports JacobianFactor, HessianFactor, GaussianConditional, or any derived classes. | |
| HessianFactor (const GaussianFactorGraph &factors, const Scatter &scatter) | |
| Combine a set of factors into a single dense HessianFactor. | |
| HessianFactor (const GaussianFactorGraph &factors) | |
| Combine a set of factors into a single dense HessianFactor. | |
| ~HessianFactor () override | |
| Destructor. | |
| GaussianFactor::shared_ptr | clone () const override |
| Clone this HessianFactor. More... | |
| void | print (const std::string &s="", const KeyFormatter &formatter=DefaultKeyFormatter) const override |
| Print the factor for debugging and testing (implementing Testable) More... | |
| bool | equals (const GaussianFactor &lf, double tol=1e-9) const override |
| Compare to another factor for testing (implementing Testable) More... | |
| double | error (const VectorValues &c) const override |
| Evaluate the factor error f(x). More... | |
| 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... | |
| size_t | rows () const |
| Return the number of columns and rows of the Hessian matrix, including the information vector. | |
| GaussianFactor::shared_ptr | negate () const override |
| Construct the corresponding anti-factor to negate information stored stored in this factor. More... | |
| bool | empty () const override |
| Check if the factor is empty. More... | |
| double | constantTerm () const |
| Return the constant term \( f \) as described above. More... | |
| double & | constantTerm () |
| Return the constant term \( f \) as described above. More... | |
| SymmetricBlockMatrix::constBlock | linearTerm (const_iterator j) const |
| Return the part of linear term \( g \) as described above corresponding to the requested variable. More... | |
| SymmetricBlockMatrix::constBlock | linearTerm () const |
| Return the complete linear term \( g \) as described above. More... | |
| SymmetricBlockMatrix::Block | linearTerm () |
| Return the complete linear term \( g \) as described above. More... | |
| const SymmetricBlockMatrix & | info () const |
| Return underlying information matrix. | |
| SymmetricBlockMatrix & | info () |
| Return non-const information matrix. More... | |
| Matrix | augmentedInformation () const override |
| Return the augmented information matrix represented by this GaussianFactor. More... | |
| Eigen::SelfAdjointView< SymmetricBlockMatrix::constBlock, Eigen::Upper > | informationView () const |
| Return self-adjoint view onto the information matrix (NOT augmented). | |
| Matrix | information () const override |
| Return the non-augmented information matrix represented by this GaussianFactor. More... | |
| void | hessianDiagonalAdd (VectorValues &d) const override |
| Add the current diagonal to a VectorValues instance. More... | |
| void | hessianDiagonal (double *d) const override |
| Raw memory access version of hessianDiagonal. More... | |
| std::map< Key, Matrix > | hessianBlockDiagonal () const override |
| Return the block diagonal of the Hessian for this factor. More... | |
| std::pair< Matrix, Vector > | jacobian () const override |
| Return (dense) matrix associated with factor. More... | |
| Matrix | augmentedJacobian () const override |
| Return (dense) matrix associated with factor The returned system is an augmented matrix: [A b]. More... | |
| 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... | |
| void | updateHessian (HessianFactor *other) const |
| Update another Hessian factor. More... | |
| void | multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const override |
| y += alpha * A'*A*x More... | |
| VectorValues | gradientAtZero () const override |
| eta for Hessian More... | |
| void | gradientAtZero (double *d) const override |
| Raw memory access version of gradientAtZero. More... | |
| Vector | gradient (Key key, const VectorValues &x) const override |
| Compute the gradient at a key: \grad f(x_i) = \sum_j G_ij*x_j - g_i. More... | |
| boost::shared_ptr< GaussianConditional > | eliminateCholesky (const Ordering &keys) |
| In-place elimination that returns a conditional on (ordered) keys specified, and leaves this factor to be on the remaining keys (separator) only. More... | |
| VectorValues | solve () |
| Solve the system A'*A delta = A'*b in-place, return delta as VectorValues. | |
| 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. | |
| void | print (const std::string &s="", const KeyFormatter &formatter=DefaultKeyFormatter) const override=0 |
| print More... | |
| virtual bool | equals (const GaussianFactor &lf, double tol=1e-9) const =0 |
| Equals for testable. More... | |
| virtual double | error (const VectorValues &c) const =0 |
| Print for testable. More... | |
| virtual DenseIndex | getDim (const_iterator variable) const =0 |
| 0.5*(A*x-b)'D(A*x-b) More... | |
| 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... | |
| 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... | |
| virtual Matrix | augmentedInformation () const =0 |
| Return the augmented information matrix represented by this GaussianFactor. More... | |
| virtual Matrix | information () const =0 |
| Return the non-augmented information matrix represented by this GaussianFactor. More... | |
| VectorValues | hessianDiagonal () const |
| Return the diagonal of the Hessian for this factor. | |
| virtual void | hessianDiagonalAdd (VectorValues &d) const =0 |
| Add the current diagonal to a VectorValues instance. More... | |
| virtual void | hessianDiagonal (double *d) const =0 |
| Raw memory access version of hessianDiagonal. More... | |
| virtual std::map< Key, Matrix > | hessianBlockDiagonal () const =0 |
| Return the block diagonal of the Hessian for this factor. More... | |
| virtual GaussianFactor::shared_ptr | clone () const =0 |
| Clone a factor (make a deep copy) More... | |
| virtual bool | empty () const =0 |
| Test whether the factor is empty. More... | |
| virtual GaussianFactor::shared_ptr | negate () const =0 |
| Construct the corresponding anti-factor to negate information stored stored in this factor. More... | |
| 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... | |
| virtual void | multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const =0 |
| y += alpha * A'*A*x More... | |
| virtual VectorValues | gradientAtZero () const =0 |
| A'*b for Jacobian, eta for Hessian. More... | |
| virtual void | gradientAtZero (double *d) const =0 |
| Raw memory access version of gradientAtZero. More... | |
| virtual Vector | gradient (Key key, const VectorValues &x) const =0 |
| Gradient wrt a key at any values. More... | |
| Public Member Functions inherited from gtsam::Factor | |
| virtual | ~Factor ()=default |
| Default destructor. | |
| KeyVector & | keys () |
| iterator | begin () |
| Iterator at beginning of involved variable keys. | |
| iterator | end () |
| Iterator at end of involved variable keys. | |
| virtual void | printKeys (const std::string &s="Factor", const KeyFormatter &formatter=DefaultKeyFormatter) const |
| print only keys More... | |
| 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 |
Public Types | |
| typedef Eigen::Matrix< double, D, 1 > | VectorD |
| typedef Eigen::Matrix< double, D, D > | MatrixD |
| Public Types inherited from gtsam::HessianFactor | |
| typedef GaussianFactor | Base |
| Typedef to base class. | |
| typedef HessianFactor | This |
| Typedef to this class. | |
| typedef boost::shared_ptr< This > | shared_ptr |
| A shared_ptr to this class. | |
| typedef SymmetricBlockMatrix::Block | Block |
| A block from the Hessian matrix. | |
| typedef SymmetricBlockMatrix::constBlock | constBlock |
| A block from the Hessian matrix (const version) | |
| 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. | |
Additional Inherited Members | |
| Static Public Member Functions inherited from gtsam::GaussianFactor | |
| template<typename CONTAINER > | |
| static DenseIndex | Slot (const CONTAINER &keys, Key key) |
| 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::HessianFactor | |
| SymmetricBlockMatrix | info_ |
| The full augmented information matrix, s.t. the quadratic error is 0.5*[x -1]'H[x -1]. | |
| Protected Attributes inherited from gtsam::Factor | |
| KeyVector | keys_ |
| The keys involved in this factor. | |
Constructor & Destructor Documentation
◆ RegularHessianFactor() [1/3]
template<size_t D>
|
inline |
Construct an n-way factor.
Gs contains the upper-triangle blocks of the quadratic term (the Hessian matrix) provided in row-order, gs the pieces of the linear vector term, and f the constant term.
◆ RegularHessianFactor() [2/3]
template<size_t D>
|
inline |
Construct a binary factor.
Gxx are the upper-triangle blocks of the quadratic term (the Hessian matrix), gx the pieces of the linear vector term, and f the constant term.
◆ RegularHessianFactor() [3/3]
template<size_t D>
|
inline |
Construct a ternary factor.
Gxx are the upper-triangle blocks of the quadratic term (the Hessian matrix), gx the pieces of the linear vector term, and f the constant term.
Member Function Documentation
◆ gradientAtZero()
template<size_t D>
|
inlineoverridevirtual |
Add gradient at zero to d TODO: is it really the goal to add ??
Reimplemented from gtsam::HessianFactor.
◆ hessianDiagonal()
template<size_t D>
|
inlineoverridevirtual |
Return the diagonal of the Hessian for this factor (raw memory version)
Reimplemented from gtsam::HessianFactor.
◆ multiplyHessianAdd()
template<size_t D>
|
inlineoverridevirtual |
y += alpha * A'*A*x
Reimplemented from gtsam::HessianFactor.
The documentation for this class was generated from the following file:
- /Users/dellaert/git/github/gtsam/linear/RegularHessianFactor.h
