#include <RegularJacobianFactor.h>

Inheritance diagram for gtsam::RegularJacobianFactor< D >:

[legend]

Public Member Functions
VectorValues	gradientAtZero () const override
	Expose base class gradientAtZero. More...

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

VectorValues	hessianDiagonal () const
	Using the base method. More...

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

virtual void	hessianDiagonal (double *d) const=0
	Using the base method. More...

void	multiplyHessianAdd (double alpha, const double x, double y) const
	double* Hessian-vector multiply, i.e. y += A'(Ax) RAW memory access! Assumes keys start at 0 and go to M-1, and x and and y are laid out that way More...

void	multiplyHessianAdd (double alpha, const double x, double y, const std::vector< size_t > &accumulatedDims) const

void	multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const override

void	multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const override

Vector	operator* (const double *x) const
	double* Matrix-vector multiply, i.e. y = A*x RAW memory access! Assumes keys start at 0 and go to M-1, and x is laid out that way More...

	RegularJacobianFactor ()
	Default constructor. More...

template<typename KEYS >
	RegularJacobianFactor (const KEYS &keys, const VerticalBlockMatrix &augmentedMatrix, const SharedDiagonal &sigmas=SharedDiagonal())

template<typename TERMS >
	RegularJacobianFactor (const TERMS &terms, const Vector &b, const SharedDiagonal &model=SharedDiagonal())

void	transposeMultiplyAdd (double alpha, const Vector &e, double *x) const
	double* Transpose Matrix-vector multiply, i.e. x += A'*e RAW memory access! Assumes keys start at 0 and go to M-1, and y is laid out that way More...

Public Member Functions inherited from gtsam::JacobianFactor
Matrix	augmentedInformation () const override

Matrix	augmentedJacobian () const override

Matrix	augmentedJacobianUnweighted () const

GaussianFactor::shared_ptr	clone () const override

size_t	cols () const

std::pair< std::shared_ptr< GaussianConditional >, shared_ptr >	eliminate (const Ordering &keys)

bool	equals (const GaussianFactor &lf, double tol=1e-9) const override
	assert equality up to a tolerance More...

double	error (const HybridValues &c) const override

virtual double	error (const VectorValues &c) const

double	error (const VectorValues &c) const override

Vector	error_vector (const VectorValues &c) const

SharedDiagonal &	get_model ()

const SharedDiagonal &	get_model () const

ABlock	getA ()

constABlock	getA () const

ABlock	getA (const Key &key)

constABlock	getA (const_iterator variable) const

ABlock	getA (iterator variable)

BVector	getb ()

const constBVector	getb () const

DenseIndex	getDim (const_iterator variable) const override

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

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

void	hessianDiagonalAdd (VectorValues &d) const override
	Add the current diagonal to a VectorValues instance. More...

Matrix	information () const override

bool	isConstrained () const

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

	JacobianFactor ()

	JacobianFactor (const GaussianFactor &gf)

	JacobianFactor (const GaussianFactorGraph &graph)

	JacobianFactor (const GaussianFactorGraph &graph, const Ordering &ordering)

	JacobianFactor (const GaussianFactorGraph &graph, const Ordering &ordering, const VariableSlots &p_variableSlots)

	JacobianFactor (const GaussianFactorGraph &graph, const VariableSlots &p_variableSlots)

	JacobianFactor (const HessianFactor &hf)

	JacobianFactor (const JacobianFactor &jf)

template<typename KEYS >
	JacobianFactor (const KEYS &keys, const VerticalBlockMatrix &augmentedMatrix, const SharedDiagonal &sigmas=SharedDiagonal())

template<typename TERMS >
	JacobianFactor (const TERMS &terms, const Vector &b, const SharedDiagonal &model=SharedDiagonal())

	JacobianFactor (const Vector &b_in)

	JacobianFactor (Key i1, const Matrix &A1, const Vector &b, const SharedDiagonal &model=SharedDiagonal())

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

	JacobianFactor (Key i1, const Matrix &A1, Key i2, const Matrix &A2, Key i3, const Matrix &A3, const Vector &b, const SharedDiagonal &model=SharedDiagonal())

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

VerticalBlockMatrix &	matrixObject ()

const VerticalBlockMatrix &	matrixObject () const

void	multiplyHessianAdd (double alpha, const double x, double y, const std::vector< size_t > &accumulatedDims) const

GaussianFactor::shared_ptr	negate () const override

Vector	operator* (const VectorValues &x) const

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

size_t	rows () const

void	setModel (bool anyConstrained, const Vector &sigmas)

std::shared_ptr< GaussianConditional >	splitConditional (size_t nrFrontals)

void	transposeMultiplyAdd (double alpha, const Vector &e, VectorValues &x) const

Vector	unweighted_error (const VectorValues &c) const

void	updateHessian (const KeyVector &keys, SymmetricBlockMatrix *info) const override

JacobianFactor	whiten () const

	~JacobianFactor () override

Public Member Functions inherited from gtsam::GaussianFactor
	GaussianFactor ()

template<typename CONTAINER >
	GaussianFactor (const CONTAINER &keys)

double	error (const HybridValues &c) const override

VectorValues	hessianDiagonal () const
	Return the diagonal of the Hessian for this factor. More...

Public Member Functions inherited from gtsam::Factor
virtual	~Factor ()=default
	Default destructor. More...

bool	empty () const
	Whether the factor is empty (involves zero variables). More...

Key	front () const
	First key. More...

Key	back () const
	Last key. More...

const_iterator	find (Key key) const
	find More...

const KeyVector &	keys () const
	Access the factor's involved variable keys. More...

const_iterator	begin () const

const_iterator	end () const

size_t	size () const

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

bool	equals (const This &other, double tol=1e-9) const
	check equality More...

KeyVector &	keys ()

iterator	begin ()

iterator	end ()

Private Types
typedef Eigen::Map< const DVector >	ConstDMap

typedef Eigen::Map< DVector >	DMap

typedef Eigen::Matrix< double, D, 1 >	DVector

Additional Inherited Members
Public Types inherited from gtsam::JacobianFactor
typedef VerticalBlockMatrix::Block	ABlock

typedef GaussianFactor	Base
	Typedef to base class. More...

typedef ABlock::ColXpr	BVector

typedef VerticalBlockMatrix::constBlock	constABlock

typedef constABlock::ConstColXpr	constBVector

typedef std::shared_ptr< This >	shared_ptr
	shared_ptr to this class More...

typedef JacobianFactor	This
	Typedef to this class. More...

Public Types inherited from gtsam::GaussianFactor
typedef Factor	Base
	Our base class. More...

typedef std::shared_ptr< This >	shared_ptr
	shared_ptr to this class More...

typedef GaussianFactor	This
	This class. More...

Public Types inherited from gtsam::Factor
typedef KeyVector::const_iterator	const_iterator
	Const iterator over keys. More...

typedef KeyVector::iterator	iterator
	Iterator over keys. More...

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

Protected Member Functions inherited from gtsam::Factor
	Factor ()

template<typename CONTAINER >
	Factor (const CONTAINER &keys)

template<typename ITERATOR >
	Factor (ITERATOR first, ITERATOR last)

Static Protected Member Functions inherited from gtsam::Factor
template<typename CONTAINER >
static Factor	FromKeys (const CONTAINER &keys)

template<typename ITERATOR >
static Factor	FromIterators (ITERATOR first, ITERATOR last)

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. More...

Detailed Description

template<size_t D>
class gtsam::RegularJacobianFactor< D >

JacobianFactor with constant sized blocks Provides raw memory access versions of linear operator. Is base class for JacobianQFactor, JacobianFactorQR, and JacobianFactorSVD

Definition at line 32 of file RegularJacobianFactor.h.

Member Typedef Documentation

◆ ConstDMap

template<size_t D>

typedef Eigen::Map<const DVector> gtsam::RegularJacobianFactor< D >::ConstDMap

private

Definition at line 39 of file RegularJacobianFactor.h.

◆ DMap

template<size_t D>

typedef Eigen::Map<DVector> gtsam::RegularJacobianFactor< D >::DMap

private

Definition at line 38 of file RegularJacobianFactor.h.

◆ DVector

template<size_t D>

typedef Eigen::Matrix<double, D, 1> gtsam::RegularJacobianFactor< D >::DVector

private

Definition at line 37 of file RegularJacobianFactor.h.

Constructor & Destructor Documentation

◆ RegularJacobianFactor() [1/3]

template<size_t D>

gtsam::RegularJacobianFactor< D >::RegularJacobianFactor ( )

inline

Default constructor.

Definition at line 44 of file RegularJacobianFactor.h.

◆ RegularJacobianFactor() [2/3]

template<size_t D>

template<typename TERMS >

gtsam::RegularJacobianFactor< D >::RegularJacobianFactor	(	const TERMS &	terms,
		const Vector &	b,
		const SharedDiagonal &	model = `SharedDiagonal()`
	)

inline

Construct an n-ary factor

Template Parameters

TERMS A container whose value type is std::pair<Key, Matrix>, specifying the collection of keys and matrices making up the factor. TODO Verify terms are regular

Definition at line 52 of file RegularJacobianFactor.h.

◆ RegularJacobianFactor() [3/3]

template<size_t D>

template<typename KEYS >

gtsam::RegularJacobianFactor< D >::RegularJacobianFactor	(	const KEYS &	keys,
		const VerticalBlockMatrix &	augmentedMatrix,
		const SharedDiagonal &	sigmas = `SharedDiagonal()`
	)

inline

Constructor with arbitrary number keys, and where the augmented matrix is given all together instead of in block terms. Note that only the active view of the provided augmented matrix is used, and that the matrix data is copied into a newly-allocated matrix in the constructed factor. TODO Verify complies to regular

Definition at line 64 of file RegularJacobianFactor.h.

Member Function Documentation

◆ gradientAtZero() [1/2]

template<size_t D>

VectorValues gtsam::RegularJacobianFactor< D >::gradientAtZero ( ) const

inlineoverridevirtual

Expose base class gradientAtZero.

Reimplemented from gtsam::JacobianFactor.

Definition at line 128 of file RegularJacobianFactor.h.

◆ gradientAtZero() [2/2]

template<size_t D>

void gtsam::RegularJacobianFactor< D >::gradientAtZero ( double * d ) const

inlineoverridevirtual

Raw memory access version of gradientAtZero.

Reimplemented from gtsam::JacobianFactor.

Definition at line 133 of file RegularJacobianFactor.h.

◆ hessianDiagonal() [1/3]

template<size_t D>

VectorValues GaussianFactor::hessianDiagonal

Using the base method.

Definition at line 35 of file GaussianFactor.cpp.

◆ hessianDiagonal() [2/3]

template<size_t D>

void gtsam::RegularJacobianFactor< D >::hessianDiagonal ( double * d ) const

inlineoverridevirtual

Raw memory access version of hessianDiagonal.

Reimplemented from gtsam::JacobianFactor.

Definition at line 109 of file RegularJacobianFactor.h.

◆ hessianDiagonal() [3/3]

template<size_t D>

virtual void gtsam::GaussianFactor::hessianDiagonal

Using the base method.

◆ multiplyHessianAdd() [1/4]

template<size_t D>

void gtsam::RegularJacobianFactor< D >::multiplyHessianAdd	(	double	alpha,
		const double *	x,
		double *	y
	)		const

inline

double* Hessian-vector multiply, i.e. y += A'*(A*x) RAW memory access! Assumes keys start at 0 and go to M-1, and x and and y are laid out that way

Definition at line 82 of file RegularJacobianFactor.h.

◆ multiplyHessianAdd() [2/4]

template<size_t D>

void JacobianFactor::multiplyHessianAdd

Raw memory access version of multiplyHessianAdd y += alpha * A'*A*x Requires the vector accumulatedDims to tell the dimension of each variable: e.g.: x0 has dim 3, x2 has dim 6, x3 has dim 2, then accumulatedDims is [0 3 9 11 13] NOTE: size of accumulatedDims is size of keys + 1!! TODO(frank): we should probably kill this if no longer needed

Raw memory access version of multiplyHessianAdd y += alpha * A'*A*x Note: this is not assuming a fixed dimension for the variables, but requires the vector accumulatedDims to tell the dimension of each variable: e.g.: x0 has dim 3, x2 has dim 6, x3 has dim 2, then accumulatedDims is [0 3 9 11 13] NOTE: size of accumulatedDims is size of keys + 1!! TODO Frank asks: why is this here if not regular ????

Use Eigen magic to access raw memory

Just iterate over all A matrices and multiply in correct config part (looping over keys) E.g.: Jacobian A = [A0 A1 A2] multiplies x = [x0 x1 x2]' Hence: Ax = A0 x0 + A1 x1 + A2 x2 (hence we loop over the keys and accumulate)

Deal with noise properly, need to Double* whiten as we are dividing by variance

multiply with alpha

Again iterate over all A matrices and insert Ai^T into y

Definition at line 653 of file JacobianFactor.cpp.

◆ multiplyHessianAdd() [3/4]

template<size_t D>

void JacobianFactor::multiplyHessianAdd

override

y += alpha * A'*A*x

Definition at line 638 of file JacobianFactor.cpp.

◆ multiplyHessianAdd() [4/4]

template<size_t D>

void gtsam::RegularJacobianFactor< D >::multiplyHessianAdd	(	double	alpha,
		const VectorValues &	x,
		VectorValues &	y
	)		const

inlineoverridevirtual

y += alpha * A'*A*x

Reimplemented from gtsam::JacobianFactor.

Definition at line 73 of file RegularJacobianFactor.h.

◆ operator*()

template<size_t D>

Vector gtsam::RegularJacobianFactor< D >::operator* ( const double * x ) const

inline

double* Matrix-vector multiply, i.e. y = A*x RAW memory access! Assumes keys start at 0 and go to M-1, and x is laid out that way

Definition at line 172 of file RegularJacobianFactor.h.

◆ transposeMultiplyAdd()

template<size_t D>

void gtsam::RegularJacobianFactor< D >::transposeMultiplyAdd	(	double	alpha,
		const Vector &	e,
		double *	x
	)		const

inline

double* Transpose Matrix-vector multiply, i.e. x += A'*e RAW memory access! Assumes keys start at 0 and go to M-1, and y is laid out that way

Definition at line 161 of file RegularJacobianFactor.h.

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

RegularJacobianFactor.h

Public Member Functions

Private Types

Additional Inherited Members

Detailed Description

template<size_t D> class gtsam::RegularJacobianFactor< D >

Member Typedef Documentation

◆ ConstDMap

◆ DMap

◆ DVector

Constructor & Destructor Documentation

◆ RegularJacobianFactor() [1/3]

◆ RegularJacobianFactor() [2/3]

◆ RegularJacobianFactor() [3/3]

Member Function Documentation

◆ gradientAtZero() [1/2]

◆ gradientAtZero() [2/2]

◆ hessianDiagonal() [1/3]

◆ hessianDiagonal() [2/3]

◆ hessianDiagonal() [3/3]

◆ multiplyHessianAdd() [1/4]

◆ multiplyHessianAdd() [2/4]

◆ multiplyHessianAdd() [3/4]

◆ multiplyHessianAdd() [4/4]

◆ operator*()

◆ transposeMultiplyAdd()

template<size_t D>
class gtsam::RegularJacobianFactor< D >