gtsam  4.0.0 gtsam
gtsam::JacobianFactorSVD< D, ZDim > Class Template Reference

## Detailed Description

### template<size_t D, size_t ZDim> class gtsam::JacobianFactorSVD< D, ZDim >

JacobianFactor for Schur complement that uses the "Nullspace Trick" by Mourikis.

This trick is equivalent to the Schur complement, but can be faster. In essence, the linear factor |E*dp + F*dX - b|, where p is point and X are poses, is multiplied by Enull, a matrix that spans the left nullspace of E, i.e., The mx3 matrix is analyzed with SVD as E = [Erange Enull]*S*V (mxm * mx3 * 3x3) where Enull is an m x (m-3) matrix Then Enull'*E*dp = 0, and |Enull'*E*dp + Enull'*F*dX - Enull'*b| == |Enull'*F*dX - Enull'*b| Normally F is m x 6*numKeys, and Enull'*F yields an (m-3) x 6*numKeys matrix.

The code below assumes that F is block diagonal and is given as a vector of ZDim*D blocks. Example: m = 4 (2 measurements), Enull = 4*1, F = 4*12 (for D=6) Then Enull'*F = 1*4 * 4*12 = 1*12, but each 1*6 piece can be computed as a 1x2 * 2x6 mult

Inheritance diagram for gtsam::JacobianFactorSVD< D, ZDim >:

## Public Member Functions

JacobianFactorSVD ()
Default constructor.

JacobianFactorSVD (const KeyVector &keys, const SharedDiagonal &model=SharedDiagonal())
Empty constructor with keys.

JacobianFactorSVD (const KeyVector &keys, const std::vector< MatrixZD, Eigen::aligned_allocator< MatrixZD > > &Fblocks, const Matrix &Enull, const Vector &b, const SharedDiagonal &model=SharedDiagonal())
Constructor Takes the CameraSet derivatives (as ZDim*D blocks of block-diagonal F) and a reduced point derivative, Enull and creates a reduced-rank Jacobian factor on the CameraSet. More...

Public Member Functions inherited from gtsam::RegularJacobianFactor< D >
RegularJacobianFactor ()
Default constructor.

template<typename TERMS >
RegularJacobianFactor (const TERMS &terms, const Vector &b, const SharedDiagonal &model=SharedDiagonal())
Construct an n-ary factor. More...

template<typename KEYS >
RegularJacobianFactor (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...

virtual void multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const
y += alpha * A'*A*x

void multiplyHessianAdd (double alpha, const double *x, double *y) const
double* Hessian-vector multiply, i.e. More...

virtual VectorValues hessianDiagonal () const
Expose base class hessianDiagonal.

void hessianDiagonal (double *d) const
Raw memory access version of hessianDiagonal.

virtual VectorValues gradientAtZero () const
Expose base class gradientAtZero.

void gradientAtZero (double *d) const
Raw memory access version of gradientAtZero.

void transposeMultiplyAdd (double alpha, const Vector &e, double *x) const
double* Transpose Matrix-vector multiply, i.e. More...

Vector operator * (const double *x) const
double* Matrix-vector multiply, i.e. More...

void multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const
y += alpha * A'*A*x

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...

Public Member Functions inherited from gtsam::JacobianFactor
JacobianFactor (const GaussianFactor &gf)
Convert from other GaussianFactor.

JacobianFactor (const JacobianFactor &jf)
Copy constructor.

JacobianFactor (const HessianFactor &hf)
Conversion from HessianFactor (does Cholesky to obtain Jacobian matrix)

JacobianFactor ()
default constructor for I/O

JacobianFactor (const Vector &b_in)
Construct Null factor.

JacobianFactor (Key i1, const Matrix &A1, const Vector &b, const SharedDiagonal &model=SharedDiagonal())
Construct unary factor.

JacobianFactor (Key i1, const Matrix &A1, Key i2, const Matrix &A2, const Vector &b, const SharedDiagonal &model=SharedDiagonal())
Construct binary factor.

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.

template<typename TERMS >
JacobianFactor (const TERMS &terms, const Vector &b, const SharedDiagonal &model=SharedDiagonal())
Construct an n-ary factor. More...

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...

JacobianFactor (const GaussianFactorGraph &graph, boost::optional< const Ordering & > ordering=boost::none, boost::optional< const VariableSlots & > p_variableSlots=boost::none)
Build a dense joint factor from all the factors in a factor graph. More...

virtual ~JacobianFactor ()
Virtual destructor.

virtual GaussianFactor::shared_ptr clone () const
Clone this JacobianFactor.

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

virtual bool equals (const GaussianFactor &lf, double tol=1e-9) const
Equals for testable.

Vector unweighted_error (const VectorValues &c) const

Vector error_vector (const VectorValues &c) const
(A*x-b)

virtual double error (const VectorValues &c) const
(A*x-b)/sigma

virtual Matrix augmentedInformation () const
0.5*(A*x-b)'D(A*x-b) More...

virtual Matrix information () const
Return the non-augmented information matrix represented by this GaussianFactor.

virtual std::map< Key, Matrix > hessianBlockDiagonal () const
Return the block diagonal of the Hessian for this factor.

virtual std::pair< Matrix, Vector > jacobian () const
Returns (dense) A,b pair associated with factor, bakes in the weights.

std::pair< Matrix, Vector > jacobianUnweighted () const
Returns (dense) A,b pair associated with factor, does not bake in weights.

virtual Matrix augmentedJacobian () const
Return (dense) matrix associated with factor. More...

Matrix augmentedJacobianUnweighted () const
Return (dense) matrix associated with factor. More...

const VerticalBlockMatrixmatrixObject () const
Return the full augmented Jacobian matrix of this factor as a VerticalBlockMatrix object. More...

VerticalBlockMatrixmatrixObject ()
Mutable access to the full augmented Jacobian matrix of this factor as a VerticalBlockMatrix object. More...

virtual GaussianFactor::shared_ptr negate () const
Construct the corresponding anti-factor to negate information stored stored in this factor. More...

virtual bool empty () const
Check if the factor is empty. More...

bool isConstrained () const
is noise model constrained ?

virtual DenseIndex getDim (const_iterator variable) const
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?

size_t rows () const
return the number of rows in the corresponding linear system

size_t cols () const
return the number of columns in the corresponding linear system

const SharedDiagonal & get_model () const
get a copy of model

SharedDiagonal & get_model ()
get a copy of model (non-const version)

const constBVector getb () const
Get a view of the r.h.s. More...

constABlock getA (const_iterator variable) const
Get a view of the A matrix for the variable pointed to by the given key iterator.

constABlock getA () const
Get a view of the A matrix, not weighted by noise.

BVector getb ()
Get a view of the r.h.s. More...

ABlock getA (iterator variable)
Get a view of the A matrix for the variable pointed to by the given key iterator (non-const version)

ABlock getA ()
Get a view of the A matrix.

void updateHessian (const KeyVector &keys, SymmetricBlockMatrix *info) const
Update an information matrix by adding the information corresponding to this factor (used internally during elimination). More...

Vector operator * (const VectorValues &x) const
Return A*x.

void transposeMultiplyAdd (double alpha, const Vector &e, VectorValues &x) const
x += A'*e. More...

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...

Vector gradient (Key key, const VectorValues &x) const
Compute the gradient wrt a key at any values.

JacobianFactor whiten () const
Return a whitened version of the factor, i.e. More...

std::pair< boost::shared_ptr< GaussianConditional >, shared_ptreliminate (const Ordering &keys)
Eliminate the requested variables. More...

void setModel (bool anyConstrained, const Vector &sigmas)
set noiseModel correctly

boost::shared_ptr< GaussianConditionalsplitConditional (size_t nrFrontals)
splits a pre-factorized factor into a conditional, and changes the current factor to be the remaining component. More...

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.

Public Member Functions inherited from gtsam::Factor
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

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

void printKeys (const std::string &s="Factor", const KeyFormatter &formatter=DefaultKeyFormatter) const
print only keys

KeyVectorkeys ()

iterator begin ()
Iterator at beginning of involved variable keys.

iterator end ()
Iterator at end of involved variable keys.

## Additional Inherited Members

Static Public Member Functions inherited from gtsam::GaussianFactor
template<typename CONTAINER >
static DenseIndex Slot (const CONTAINER &keys, Key key)

Public Types inherited from gtsam::JacobianFactor
typedef JacobianFactor This
Typedef to this class.

typedef GaussianFactor Base
Typedef to base class.

typedef boost::shared_ptr< Thisshared_ptr
shared_ptr to this class

typedef VerticalBlockMatrix::Block ABlock

typedef VerticalBlockMatrix::constBlock constABlock

typedef ABlock::ColXpr BVector

typedef constABlock::ConstColXpr constBVector

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.

Protected Member Functions inherited from gtsam::JacobianFactor
template<typename TERMS >
void fillTerms (const TERMS &terms, const Vector &b, const SharedDiagonal &noiseModel)
Internal function to fill blocks and set dimensions.

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::JacobianFactor
VerticalBlockMatrix Ab_

noiseModel::Diagonal::shared_ptr model_

Protected Attributes inherited from gtsam::Factor
KeyVector keys_
The keys involved in this factor.

## ◆ JacobianFactorSVD()

template<size_t D, size_t ZDim>
 gtsam::JacobianFactorSVD< D, ZDim >::JacobianFactorSVD ( const KeyVector & keys, const std::vector< MatrixZD, Eigen::aligned_allocator< MatrixZD > > & Fblocks, const Matrix & Enull, const Vector & b, const SharedDiagonal & model = SharedDiagonal() )
inline

Constructor Takes the CameraSet derivatives (as ZDim*D blocks of block-diagonal F) and a reduced point derivative, Enull and creates a reduced-rank Jacobian factor on the CameraSet.

@Fblocks:

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