computing the marginal covariance given a cholesky factor (lower triangle of the factor) More...

#include <marginal_covariance_cholesky.h>

Public Member Functions
void	computeCovariance (const std::vector< OptimizableGraph::Vertex * > &vertices)
void	computeCovariance (double **covBlocks, const std::vector< int > &blockIndices)
void	computeCovariance (SparseBlockMatrix< MatrixXd > &spinv, const std::vector< int > &rowBlockIndices, const std::vector< std::pair< int, int > > &blockIndices)
	MarginalCovarianceCholesky ()
void	setCholeskyFactor (int n, int Lp, int Li, double Lx, int permInv)
	~MarginalCovarianceCholesky ()
Protected Types
typedef std::tr1::unordered_map< int, double >	LookupMap
Protected Member Functions
double	computeEntry (int r, int c)
int	computeIndex (int r, int c) const
	compute the index used for hashing
Protected Attributes
int *	_Ai
	row indices of the CCS storage
int *	_Ap
	column pointer of the CCS storage
double *	_Ax
	values of the cholesky factor
std::vector< double >	_diag
	cache 1 / H_ii to avoid recalculations
LookupMap	_map
	hash look up table for the already computed entries
int	_n
	L is an n X n matrix.
int *	_perm
	permutation of the cholesky factor. Variable re-ordering for better fill-in

Detailed Description

computing the marginal covariance given a cholesky factor (lower triangle of the factor)

Definition at line 37 of file marginal_covariance_cholesky.h.

Member Typedef Documentation

typedef std::tr1::unordered_map<int, double> g2o::MarginalCovarianceCholesky::LookupMap [protected]

hash struct for storing the matrix elements needed to compute the covariance

Definition at line 42 of file marginal_covariance_cholesky.h.

Constructor & Destructor Documentation

g2o::MarginalCovarianceCholesky::MarginalCovarianceCholesky ( )

Definition at line 35 of file marginal_covariance_cholesky.cpp.

g2o::MarginalCovarianceCholesky::~MarginalCovarianceCholesky ( )

Definition at line 40 of file marginal_covariance_cholesky.cpp.

Member Function Documentation

void g2o::MarginalCovarianceCholesky::computeCovariance ( const std::vector< OptimizableGraph::Vertex * > & vertices )

compute the covariance for the given vertices, directly store inside the uncertainty field of the vertex

Definition at line 61 of file marginal_covariance_cholesky.cpp.

void g2o::MarginalCovarianceCholesky::computeCovariance	(	double **	covBlocks,
		const std::vector< int > &	blockIndices
	)

compute the marginal cov for the given block indices, write the result to the covBlocks memory (which has to be provided by the caller).

Definition at line 152 of file marginal_covariance_cholesky.cpp.

void g2o::MarginalCovarianceCholesky::computeCovariance	(	SparseBlockMatrix< MatrixXd > &	spinv,
		const std::vector< int > &	rowBlockIndices,
		const std::vector< std::pair< int, int > > &	blockIndices
	)

compute the marginal cov for the given block indices, write the result in spinv).

Definition at line 204 of file marginal_covariance_cholesky.cpp.

double g2o::MarginalCovarianceCholesky::computeEntry	(	int	r,
		int	c
	)		`[protected]`

compute one entry in the covariance, r and c are values after applying the permutation, and upper triangular. May issue recursive calls to itself to compute the missing values.

Definition at line 121 of file marginal_covariance_cholesky.cpp.

int g2o::MarginalCovarianceCholesky::computeIndex	(	int	r,
		int	c
	)		const `[inline, protected]`

compute the index used for hashing

Definition at line 84 of file marginal_covariance_cholesky.h.

void g2o::MarginalCovarianceCholesky::setCholeskyFactor	(	int	n,
		int *	Lp,
		int *	Li,
		double *	Lx,
		int *	permInv
	)

set the CCS representation of the cholesky factor along with the inverse permutation used to reduce the fill-in. permInv might be 0, will then not permute the entries.

Definition at line 44 of file marginal_covariance_cholesky.cpp.