SmartFactorBase.h

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/* ----------------------------------------------------------------------------

 * GTSAM Copyright 2010, Georgia Tech Research Corporation,
 * Atlanta, Georgia 30332-0415
 * All Rights Reserved
 * Authors: Frank Dellaert, et al. (see THANKS for the full author list)

 * See LICENSE for the license information

 * -------------------------------------------------------------------------- */

#pragma once

#include <gtsam/slam/JacobianFactorQ.h>
#include <gtsam/slam/JacobianFactorSVD.h>
#include <gtsam/slam/RegularImplicitSchurFactor.h>

#include <gtsam/nonlinear/NonlinearFactor.h>
#include <gtsam/linear/RegularHessianFactor.h>
#include <gtsam/geometry/CameraSet.h>

#include <boost/optional.hpp>
#include <boost/serialization/optional.hpp>
#include <boost/make_shared.hpp>
#include <vector>

namespace gtsam {

template<class CAMERA>
class SmartFactorBase: public NonlinearFactor {

private:
  typedef NonlinearFactor Base;
  typedef SmartFactorBase<CAMERA> This;
  typedef typename CAMERA::Measurement Z;
  typedef typename CAMERA::MeasurementVector ZVector;

public:

  static const int Dim = traits<CAMERA>::dimension; 
  static const int ZDim = traits<Z>::dimension; 
  typedef Eigen::Matrix<double, ZDim, Dim> MatrixZD; // F blocks (derivatives wrpt camera)
  typedef std::vector<MatrixZD, Eigen::aligned_allocator<MatrixZD> > FBlocks; // vector of F blocks

protected:
  SharedIsotropic noiseModel_;

  ZVector measured_;

  boost::optional<Pose3> body_P_sensor_;  

  // Cache for Fblocks, to avoid a malloc ever time we re-linearize
  mutable FBlocks Fs;

 public:
  GTSAM_MAKE_ALIGNED_OPERATOR_NEW

  typedef boost::shared_ptr<This> shared_ptr;

  typedef CameraSet<CAMERA> Cameras;

  SmartFactorBase() {}

  SmartFactorBase(const SharedNoiseModel& sharedNoiseModel,
                  boost::optional<Pose3> body_P_sensor = boost::none,
                  size_t expectedNumberCameras = 10)
      : body_P_sensor_(body_P_sensor), Fs(expectedNumberCameras) {

    if (!sharedNoiseModel)
      throw std::runtime_error("SmartFactorBase: sharedNoiseModel is required");

    SharedIsotropic sharedIsotropic = boost::dynamic_pointer_cast<
        noiseModel::Isotropic>(sharedNoiseModel);

    if (!sharedIsotropic)
      throw std::runtime_error("SmartFactorBase: needs isotropic");

    noiseModel_ = sharedIsotropic;
  }

  ~SmartFactorBase() override {
  }

  void add(const Z& measured, const Key& key) {
    if(std::find(keys_.begin(), keys_.end(), key) != keys_.end()) {
      throw std::invalid_argument(
          "SmartFactorBase::add: adding duplicate measurement for key.");
    }
    this->measured_.push_back(measured);
    this->keys_.push_back(key);
  }

  void add(const ZVector& measurements, const KeyVector& cameraKeys) {
    assert(measurements.size() == cameraKeys.size());
    for (size_t i = 0; i < measurements.size(); i++) {
      this->add(measurements[i], cameraKeys[i]);
    }
  }

  template<class SFM_TRACK>
  void add(const SFM_TRACK& trackToAdd) {
    for (size_t k = 0; k < trackToAdd.number_measurements(); k++) {
      this->measured_.push_back(trackToAdd.measurements[k].second);
      this->keys_.push_back(trackToAdd.measurements[k].first);
    }
  }

  size_t dim() const override {
    return ZDim * this->measured_.size();
  }

  const ZVector& measured() const {
    return measured_;
  }

  virtual Cameras cameras(const Values& values) const {
    Cameras cameras;
    for(const Key& k: this->keys_)
      cameras.push_back(values.at<CAMERA>(k));
    return cameras;
  }

  void print(const std::string& s = "", const KeyFormatter& keyFormatter =
      DefaultKeyFormatter) const override {
    std::cout << s << "SmartFactorBase, z = \n";
    for (size_t k = 0; k < measured_.size(); ++k) {
      std::cout << "measurement, p = " << measured_[k] << "\t";
      noiseModel_->print("noise model = ");
    }
    if(body_P_sensor_)
      body_P_sensor_->print("body_P_sensor_:\n");
    Base::print("", keyFormatter);
  }

  bool equals(const NonlinearFactor& p, double tol = 1e-9) const override {
    const This *e = dynamic_cast<const This*>(&p);

    bool areMeasurementsEqual = true;
    for (size_t i = 0; i < measured_.size(); i++) {
      if (traits<Z>::Equals(this->measured_.at(i), e->measured_.at(i), tol) == false)
        areMeasurementsEqual = false;
      break;
    }
    return e && Base::equals(p, tol) && areMeasurementsEqual;
  }

  template <class POINT>
  Vector unwhitenedError(
      const Cameras& cameras, const POINT& point,
      boost::optional<typename Cameras::FBlocks&> Fs = boost::none,  //
      boost::optional<Matrix&> E = boost::none) const {
    Vector ue = cameras.reprojectionError(point, measured_, Fs, E);
    if (body_P_sensor_ && Fs) {
      const Pose3 sensor_P_body = body_P_sensor_->inverse();
      constexpr int camera_dim = traits<CAMERA>::dimension;
      constexpr int pose_dim = traits<Pose3>::dimension;

      for (size_t i = 0; i < Fs->size(); i++) {
        const Pose3 world_P_body = cameras[i].pose() * sensor_P_body;
        Eigen::Matrix<double, camera_dim, camera_dim> J;
        J.setZero();
        Eigen::Matrix<double, pose_dim, pose_dim> H;
        // Call compose to compute Jacobian for camera extrinsics
        world_P_body.compose(*body_P_sensor_, H);
        // Assign extrinsics part of the Jacobian
        J.template block<pose_dim, pose_dim>(0, 0) = H;
        Fs->at(i) = Fs->at(i) * J;
      }
    }
    correctForMissingMeasurements(cameras, ue, Fs, E);
    return ue;
  }

  virtual void correctForMissingMeasurements(const Cameras& cameras, Vector& ue, boost::optional<typename Cameras::FBlocks&> Fs = boost::none,
                  boost::optional<Matrix&> E = boost::none) const {}

  template<class POINT>
  Vector whitenedError(const Cameras& cameras, const POINT& point) const {
    Vector e = cameras.reprojectionError(point, measured_);
    if (noiseModel_)
      noiseModel_->whitenInPlace(e);
    return e;
  }

  template<class POINT>
  double totalReprojectionError(const Cameras& cameras,
      const POINT& point) const {
    Vector e = whitenedError(cameras, point);
    return 0.5 * e.dot(e);
  }

  static Matrix PointCov(Matrix& E) {
    return (E.transpose() * E).inverse();
  }

  template<class POINT>
  void computeJacobians(FBlocks& Fs, Matrix& E, Vector& b,
      const Cameras& cameras, const POINT& point) const {
    // Project into Camera set and calculate derivatives
    // As in expressionFactor, RHS vector b = - (h(x_bar) - z) = z-h(x_bar)
    // Indeed, nonlinear error |h(x_bar+dx)-z| ~ |h(x_bar) + A*dx - z|
    //                                         = |A*dx - (z-h(x_bar))|
    b = -unwhitenedError(cameras, point, Fs, E);
  }

  template<class POINT>
  void computeJacobiansSVD(FBlocks& Fs, Matrix& Enull,
      Vector& b, const Cameras& cameras, const POINT& point) const {

    Matrix E;
    computeJacobians(Fs, E, b, cameras, point);

    static const int N = FixedDimension<POINT>::value; // 2 (Unit3) or 3 (Point3)

    // Do SVD on A
    Eigen::JacobiSVD<Matrix> svd(E, Eigen::ComputeFullU);
    Vector s = svd.singularValues();
    size_t m = this->keys_.size();
    Enull = svd.matrixU().block(0, N, ZDim * m, ZDim * m - N); // last ZDim*m-N columns
  }

  boost::shared_ptr<RegularHessianFactor<Dim> > createHessianFactor(
      const Cameras& cameras, const Point3& point, const double lambda = 0.0,
      bool diagonalDamping = false) const {

    Matrix E;
    Vector b;
    computeJacobians(Fs, E, b, cameras, point);

    // build augmented hessian
    SymmetricBlockMatrix augmentedHessian = Cameras::SchurComplement(Fs, E, b);

    return boost::make_shared<RegularHessianFactor<Dim> >(keys_,
        augmentedHessian);
  }

  void updateAugmentedHessian(const Cameras& cameras, const Point3& point,
      const double lambda, bool diagonalDamping,
      SymmetricBlockMatrix& augmentedHessian,
      const KeyVector allKeys) const {
    Matrix E;
    Vector b;
    computeJacobians(Fs, E, b, cameras, point);
    Cameras::UpdateSchurComplement(Fs, E, b, allKeys, keys_, augmentedHessian);
  }

  void whitenJacobians(FBlocks& F, Matrix& E, Vector& b) const {
    noiseModel_->WhitenSystem(E, b);
    // TODO make WhitenInPlace work with any dense matrix type
    for (size_t i = 0; i < F.size(); i++)
      F[i] = noiseModel_->Whiten(F[i]);
  }

  boost::shared_ptr<RegularImplicitSchurFactor<CAMERA> > //
  createRegularImplicitSchurFactor(const Cameras& cameras, const Point3& point,
      double lambda = 0.0, bool diagonalDamping = false) const {
    Matrix E;
    Vector b;
    FBlocks F;
    computeJacobians(F, E, b, cameras, point);
    whitenJacobians(F, E, b);
    Matrix P = Cameras::PointCov(E, lambda, diagonalDamping);
    return boost::make_shared<RegularImplicitSchurFactor<CAMERA> >(keys_, F, E,
        P, b);
  }

  boost::shared_ptr<JacobianFactorQ<Dim, ZDim> > createJacobianQFactor(
      const Cameras& cameras, const Point3& point, double lambda = 0.0,
      bool diagonalDamping = false) const {
    Matrix E;
    Vector b;
    FBlocks F;
    computeJacobians(F, E, b, cameras, point);
    const size_t M = b.size();
    Matrix P = Cameras::PointCov(E, lambda, diagonalDamping);
    SharedIsotropic n = noiseModel::Isotropic::Sigma(M, noiseModel_->sigma());
    return boost::make_shared<JacobianFactorQ<Dim, ZDim> >(keys_, F, E, P, b, n);
  }

  boost::shared_ptr<JacobianFactor> createJacobianSVDFactor(
      const Cameras& cameras, const Point3& point, double lambda = 0.0) const {
    size_t m = this->keys_.size();
    FBlocks F;
    Vector b;
    const size_t M = ZDim * m;
    Matrix E0(M, M - 3);
    computeJacobiansSVD(F, E0, b, cameras, point);
    SharedIsotropic n = noiseModel::Isotropic::Sigma(M - 3,
        noiseModel_->sigma());
    return boost::make_shared<JacobianFactorSVD<Dim, ZDim> >(keys_, F, E0, b, n);
  }

  static void FillDiagonalF(const FBlocks& Fs, Matrix& F) {
    size_t m = Fs.size();
    F.resize(ZDim * m, Dim * m);
    F.setZero();
    for (size_t i = 0; i < m; ++i)
      F.block<ZDim, Dim>(ZDim * i, Dim * i) = Fs.at(i);
  }


  Pose3 body_P_sensor() const{
    if(body_P_sensor_)
      return *body_P_sensor_;
    else
      return Pose3(); // if unspecified, the transformation is the identity
  }

private:

  friend class boost::serialization::access;
  template<class ARCHIVE>
  void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
    ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(Base);
    ar & BOOST_SERIALIZATION_NVP(noiseModel_);
    ar & BOOST_SERIALIZATION_NVP(measured_);
    ar & BOOST_SERIALIZATION_NVP(body_P_sensor_);
  }
};
// end class SmartFactorBase

// Definitions need to avoid link errors (above are only declarations)
template<class CAMERA> const int SmartFactorBase<CAMERA>::Dim;
template<class CAMERA> const int SmartFactorBase<CAMERA>::ZDim;

} // \ namespace gtsam