gtsam 4.1.1 gtsam
gtsam::JacobianFactorQ< D, ZDim > Class Template Reference

Detailed Description

template<size_t D, size_t ZDim>
class gtsam::JacobianFactorQ< D, ZDim >

JacobianFactor for Schur complement that uses Q noise model.

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

Public Member Functions

JacobianFactorQ ()
Default constructor.

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

JacobianFactorQ (const KeyVector &keys, const std::vector< MatrixZD, Eigen::aligned_allocator< MatrixZD > > &FBlocks, const Matrix &E, const Matrix3 &P, const Vector &b, const SharedDiagonal &model=SharedDiagonal())
Constructor.

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...

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 *y) const
double* Hessian-vector multiply, i.e. More...

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

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

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 override
y += alpha * A'*A*x 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...

VectorValues hessianDiagonal () const
Using the base method.

virtual void hessianDiagonal (double *d) const=0
Using the base method. 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)
Build a dense joint factor from all the factors in a factor graph. More...

JacobianFactor (const GaussianFactorGraph &graph, const VariableSlots &p_variableSlots)
Build a dense joint factor from all the factors in a factor graph. More...

JacobianFactor (const GaussianFactorGraph &graph, const Ordering &ordering)
Build a dense joint factor from all the factors in a factor graph. More...

JacobianFactor (const GaussianFactorGraph &graph, const Ordering &ordering, const VariableSlots &p_variableSlots)
Build a dense joint factor from all the factors in a factor graph. More...

~JacobianFactor () override
Virtual destructor.

GaussianFactor::shared_ptr clone () const override
Clone this JacobianFactor. More...

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

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

Vector unweighted_error (const VectorValues &c) const

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

double error (const VectorValues &c) const override
(A*x-b)/sigma More...

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

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
Returns (dense) A,b pair associated with factor, bakes in the weights. More...

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

Matrix augmentedJacobian () const override
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.

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

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...

bool isConstrained () const
is noise model constrained ?

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 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 override
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 += alpha * A'*e. More...

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 *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...

A'*b for Jacobian. More...

void gradientAtZero (double *d) const override
A'*b for Jacobian (raw memory version) More...

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

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.

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.

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

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.

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