gtsam::SubgraphPreconditioner Class Reference

Detailed Description

Subgraph conditioner class, as explained in the RSS 2010 submission.

Starting with a graph A*x=b, we split it in two systems A1*x=b1 and A2*x=b2 We solve R1*x=c1, and make the substitution y=R1*x-c1. To use the class, give the Bayes Net R1*x=c1 and Graph A2*x=b2. Then solve for yhat using CG, and solve for xhat = system.x(yhat).

Inheritance diagram for gtsam::SubgraphPreconditioner:

Public Member Functions
	SubgraphPreconditioner (const SubgraphPreconditionerParameters &p=SubgraphPreconditionerParameters())
	SubgraphPreconditioner (const GaussianFactorGraph &Ab2, const GaussianBayesNet &Rc1, const VectorValues &xbar, const SubgraphPreconditionerParameters &p=SubgraphPreconditionerParameters())
	Constructor.
void	print (const std::string &s="SubgraphPreconditioner") const
	print the object
const GaussianFactorGraph &	Ab2 () const
	Access Ab2.
const GaussianBayesNet &	Rc1 () const
	Access Rc1.
const Errors	b2bar () const
	Access b2bar.
VectorValues	x (const VectorValues &y) const
	Add zero-mean i.i.d.
VectorValues	zero () const
void	transposeMultiplyAdd2 (double alpha, Errors::const_iterator begin, Errors::const_iterator end, VectorValues &y) const
	Add constraint part of the error only y += alpha*inv(R1')*A2'*e2 Takes a range indicating e2 !
double	error (const VectorValues &y) const
VectorValues	gradient (const VectorValues &y) const
	gradient = y + inv(R1')*A2'*(A2*inv(R1)*y-b2bar)
Errors	operator* (const VectorValues &y) const
	Apply operator A.
void	multiplyInPlace (const VectorValues &y, Errors &e) const
	Apply operator A in place: needs e allocated already.
VectorValues	operator^ (const Errors &e) const
	Apply operator A'.
void	transposeMultiplyAdd (double alpha, const Errors &e, VectorValues &y) const
	Add A'e to y y += alpha*A'[e1;e2] = [alpha*e1; alpha*inv(R1')*A2'*e2].
void	solve (const Vector &y, Vector &x) const override
	implement x = R^{-1} y
void	transposeSolve (const Vector &y, Vector &x) const override
	implement x = R^{-T} y
void	build (const GaussianFactorGraph &gfg, const KeyInfo &info, const std::map< Key, Vector > &lambda) override
	build/factorize the preconditioner

Public Types
typedef boost::shared_ptr< SubgraphPreconditioner >	shared_ptr
Public Types inherited from gtsam::Preconditioner
typedef boost::shared_ptr< Preconditioner >	shared_ptr
typedef std::vector< size_t >	Dimensions

Constructor & Destructor Documentation

SubgraphPreconditioner()

gtsam::SubgraphPreconditioner::SubgraphPreconditioner	(	const GaussianFactorGraph &	Ab2,
		const GaussianBayesNet &	Rc1,
		const VectorValues &	xbar,
		const SubgraphPreconditionerParameters &	p = SubgraphPreconditionerParameters() )

Constructor.

Parameters

Ab2	the Graph A2*x=b2
Rc1	the Bayes Net R1*x=c1
xbar	the solution to R1*x=c1

Member Function Documentation

build()

void gtsam::SubgraphPreconditioner::build ( const GaussianFactorGraph & gfg, const KeyInfo & info, const std::map< Key, Vector > & lambda )

overridevirtual

build/factorize the preconditioner

Implements gtsam::Preconditioner.

solve()

void gtsam::SubgraphPreconditioner::solve ( const Vector & y, Vector & x ) const

overridevirtual

implement x = R^{-1} y

Implements gtsam::Preconditioner.

transposeMultiplyAdd2()

void gtsam::SubgraphPreconditioner::transposeMultiplyAdd2	(	double	alpha,
		Errors::const_iterator	begin,
		Errors::const_iterator	end,
		VectorValues &	y ) const

Add constraint part of the error only y += alpha*inv(R1')*A2'*e2 Takes a range indicating e2 !

!!!

transposeSolve()

void gtsam::SubgraphPreconditioner::transposeSolve ( const Vector & y, Vector & x ) const

overridevirtual

implement x = R^{-T} y

Implements gtsam::Preconditioner.

x()

VectorValues gtsam::SubgraphPreconditioner::x

(

const VectorValues &

y

)

const

Add zero-mean i.i.d.

Gaussian prior terms to each variable

Parameters

sigma

Standard deviation of Gaussian

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

• /tmp/gtsam-4.2-docs.H5EUbA/src/gtsam/linear/SubgraphPreconditioner.h
• /tmp/gtsam-4.2-docs.H5EUbA/src/gtsam/linear/SubgraphPreconditioner.cpp