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'Ax More...

void	multiplyHessianAdd (double alpha, const double x, double yvalues) const
	y += alpha * A'Ax

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'Ax 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(Ax-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'Ax 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>

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:

/Users/dellaert/git/github/gtsam/linear/RegularHessianFactor.h

Public Member Functions

Public Types

Additional Inherited Members

Constructor & Destructor Documentation

◆ RegularHessianFactor() [1/3]

◆ RegularHessianFactor() [2/3]

◆ RegularHessianFactor() [3/3]

Member Function Documentation

◆ gradientAtZero()

◆ hessianDiagonal()

◆ multiplyHessianAdd()