gtsam 4.1.1
gtsam
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 SymmetricBlockMatrixinfo () const
 Return underlying information matrix.
 
SymmetricBlockMatrixinfo ()
 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< GaussianConditionaleliminateCholesky (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.
 
KeyVectorkeys ()
 
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 KeyVectorkeys () 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< Thisshared_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< Thisshared_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>
gtsam::RegularHessianFactor< D >::RegularHessianFactor ( const KeyVector js,
const std::vector< Matrix > &  Gs,
const std::vector< Vector > &  gs,
double  f 
)
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>
gtsam::RegularHessianFactor< D >::RegularHessianFactor ( Key  j1,
Key  j2,
const MatrixD &  G11,
const MatrixD &  G12,
const VectorD &  g1,
const MatrixD &  G22,
const VectorD &  g2,
double  f 
)
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>
gtsam::RegularHessianFactor< D >::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 
)
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>
void gtsam::RegularHessianFactor< D >::gradientAtZero ( double *  d) const
inlineoverridevirtual

Add gradient at zero to d TODO: is it really the goal to add ??

Reimplemented from gtsam::HessianFactor.

◆ hessianDiagonal()

template<size_t D>
void gtsam::RegularHessianFactor< D >::hessianDiagonal ( double *  d) const
inlineoverridevirtual

Return the diagonal of the Hessian for this factor (raw memory version)

Reimplemented from gtsam::HessianFactor.

◆ multiplyHessianAdd()

template<size_t D>
void gtsam::RegularHessianFactor< D >::multiplyHessianAdd ( double  alpha,
const VectorValues x,
VectorValues y 
) const
inlineoverridevirtual

y += alpha * A'*A*x

Reimplemented from gtsam::HessianFactor.


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