#include <JacobianFactorSVD.h>

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

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Public Member Functions
	JacobianFactorSVD ()
	Default constructor. More...

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

	JacobianFactorSVD (const KeyVector &keys, const std::vector< MatrixZD, Eigen::aligned_allocator< MatrixZD > > &Fblocks, const Matrix &Enull, const Vector &b, const SharedDiagonal &model=SharedDiagonal())
	Construct a new JacobianFactorSVD object, createing a reduced-rank Jacobian factor on the CameraSet. More...

Public Member Functions inherited from gtsam::RegularJacobianFactor< D >
VectorValues	gradientAtZero () const override
	Expose base class gradientAtZero. More...

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

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

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

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...

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

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

Vector	error_vector (const VectorValues &c) const

const SharedDiagonal &	get_model () const

SharedDiagonal &	get_model ()

constABlock	getA (const_iterator variable) const

constABlock	getA () const

ABlock	getA (iterator variable)

ABlock	getA ()

const constBVector	getb () const

BVector	getb ()

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 (const GaussianFactor &gf)

	JacobianFactor (const JacobianFactor &jf)

	JacobianFactor (const HessianFactor &hf)

	JacobianFactor ()

	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())

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

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

	JacobianFactor (const GaussianFactorGraph &graph)

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

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

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

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

const VerticalBlockMatrix &	matrixObject () const

VerticalBlockMatrix &	matrixObject ()

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 RegularJacobianFactor< D >	Base

typedef std::pair< Key, Matrix >	KeyMatrix

typedef Eigen::Matrix< double, ZDim, D >	MatrixZD

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, size_t ZDim>
class gtsam::JacobianFactorSVD< D, ZDim >

JacobianFactor for Schur complement that uses the "Nullspace Trick" by Mourikis et al.

This trick is equivalent to the Schur complement, but can be faster. In essence, the linear factor |E*dp + F*dX - b|, where p is point and X are poses, is multiplied by Enull, a matrix that spans the left nullspace of E, i.e., The mx3 matrix is analyzed with SVD as E = [Erange Enull]*S*V (mxm * mx3 * 3x3) where Enull is an m x (m-3) matrix Then Enull'*E*dp = 0, and |Enull'*E*dp + Enull'*F*dX - Enull'*b| == |Enull'*F*dX - Enull'*b| Normally F is m x 6*numKeys, and Enull'*F yields an (m-3) x 6*numKeys matrix.

The code below assumes that F is block diagonal and is given as a vector of ZDim*D blocks. Example: m = 4 (2 measurements), Enull = 4*1, F = 4*12 (for D=6) Then Enull'*F = 1*4 * 4*12 = 1*12, but each 1*6 piece can be computed as a 1x2 * 2x6 multiplication.

Definition at line 29 of file JacobianFactorSVD.h.