gtsam::SubgraphPreconditioner Class Reference

#include <SubgraphPreconditioner.h>

Inheritance diagram for gtsam::SubgraphPreconditioner:

Public Types
typedef std::shared_ptr< SubgraphPreconditioner >	shared_ptr
Public Types inherited from gtsam::Preconditioner
typedef std::vector< size_t >	Dimensions
typedef std::shared_ptr< Preconditioner >	shared_ptr

Public Member Functions
const GaussianFactorGraph &	Ab2 () const
const Errors	b2bar () const
void	build (const GaussianFactorGraph &gfg, const KeyInfo &info, const std::map< Key, Vector > &lambda) override
	build/factorize the preconditioner More...
double	error (const VectorValues &y) const
VectorValues	gradient (const VectorValues &y) const
void	multiplyInPlace (const VectorValues &y, Errors &e) const
Errors	operator* (const VectorValues &y) const
VectorValues	operator^ (const Errors &e) const
void	print (const std::string &s="SubgraphPreconditioner") const
const GaussianBayesNet &	Rc1 () const
void	solve (const Vector &y, Vector &x) const override
	implement x = R^{-1} y More...
	SubgraphPreconditioner (const GaussianFactorGraph &Ab2, const GaussianBayesNet &Rc1, const VectorValues &xbar, const SubgraphPreconditionerParameters &p=SubgraphPreconditionerParameters())
	SubgraphPreconditioner (const SubgraphPreconditionerParameters &p=SubgraphPreconditionerParameters())
void	transposeMultiplyAdd (double alpha, const Errors &e, VectorValues &y) const
void	transposeMultiplyAdd2 (double alpha, Errors::const_iterator begin, Errors::const_iterator end, VectorValues &y) const
void	transposeSolve (const Vector &y, Vector &x) const override
	implement x = R^{-T} y More...
VectorValues	x (const VectorValues &y) const
VectorValues	zero () const
	~SubgraphPreconditioner () override
Public Member Functions inherited from gtsam::Preconditioner
	Preconditioner ()
virtual	~Preconditioner ()

Private Attributes
GaussianFactorGraph	Ab2_
Errors	b2bar_
	A2*xbar - b2. More...
KeyInfo	keyInfo_
SubgraphPreconditionerParameters	parameters_
GaussianBayesNet	Rc1_
VectorValues	xbar_
	A1 \ b1. More...

Detailed Description

Subgraph conditioner class, as explained in the RSS 2010 submission. Starting with a graph A*x=b, we split it in two systems A1*x=b1 and A2*x=b2 We solve R1*x=c1, and make the substitution y=R1*x-c1. To use the class, give the Bayes Net R1*x=c1 and Graph A2*x=b2. Then solve for yhat using CG, and solve for xhat = system.x(yhat).

Definition at line 54 of file SubgraphPreconditioner.h.

Member Typedef Documentation

shared_ptr

typedef std::shared_ptr<SubgraphPreconditioner> gtsam::SubgraphPreconditioner::shared_ptr

Definition at line 57 of file SubgraphPreconditioner.h.

Constructor & Destructor Documentation

SubgraphPreconditioner() [1/2]

gtsam::SubgraphPreconditioner::SubgraphPreconditioner

(

const SubgraphPreconditionerParameters &

p = SubgraphPreconditionerParameters()

)

Definition at line 93 of file SubgraphPreconditioner.cpp.

SubgraphPreconditioner() [2/2]

gtsam::SubgraphPreconditioner::SubgraphPreconditioner	(	const GaussianFactorGraph &	Ab2,
		const GaussianBayesNet &	Rc1,
		const VectorValues &	xbar,
		const SubgraphPreconditionerParameters &	p = SubgraphPreconditionerParameters()
	)

Constructor

Parameters

Ab2	the Graph A2*x=b2
Rc1	the Bayes Net R1*x=c1
xbar	the solution to R1*x=c1

Definition at line 97 of file SubgraphPreconditioner.cpp.

~SubgraphPreconditioner()

gtsam::SubgraphPreconditioner::~SubgraphPreconditioner ( )

inlineoverride

Definition at line 81 of file SubgraphPreconditioner.h.

Member Function Documentation

Ab2()

const GaussianFactorGraph& gtsam::SubgraphPreconditioner::Ab2 ( ) const

inline

Access Ab2

Definition at line 87 of file SubgraphPreconditioner.h.

b2bar()

const Errors gtsam::SubgraphPreconditioner::b2bar ( ) const

inline

Access b2bar

Definition at line 93 of file SubgraphPreconditioner.h.

build()

void gtsam::SubgraphPreconditioner::build ( const GaussianFactorGraph &  gfg, const KeyInfo &  info, const std::map< Key, Vector > &  lambda  )

overridevirtual

build/factorize the preconditioner

Implements gtsam::Preconditioner.

Definition at line 254 of file SubgraphPreconditioner.cpp.

error()

double gtsam::SubgraphPreconditioner::error

(

const VectorValues &

y

)

const

Definition at line 110 of file SubgraphPreconditioner.cpp.

gradient()

VectorValues gtsam::SubgraphPreconditioner::gradient

(

const VectorValues &

y

)

const

gradient = y + inv(R1')*A2'*(A2*inv(R1)*y-b2bar)

Definition at line 119 of file SubgraphPreconditioner.cpp.

multiplyInPlace()

void gtsam::SubgraphPreconditioner::multiplyInPlace	(	const VectorValues &	y,
		Errors &	e
	)		const

Apply operator A in place: needs e allocated already

Definition at line 139 of file SubgraphPreconditioner.cpp.

operator*()

Errors gtsam::SubgraphPreconditioner::operator*

(

const VectorValues &

y

)

const

Apply operator A

Definition at line 129 of file SubgraphPreconditioner.cpp.

operator^()

VectorValues gtsam::SubgraphPreconditioner::operator^

(

const Errors &

e

)

const

Apply operator A'

Definition at line 154 of file SubgraphPreconditioner.cpp.

print()

void gtsam::SubgraphPreconditioner::print

(

const std::string &

s = "SubgraphPreconditioner"

)

const

print the object

Definition at line 196 of file SubgraphPreconditioner.cpp.

Rc1()

const GaussianBayesNet& gtsam::SubgraphPreconditioner::Rc1 ( ) const

inline

Access Rc1

Definition at line 90 of file SubgraphPreconditioner.h.

solve()

void gtsam::SubgraphPreconditioner::solve ( const Vector &  y, Vector &  x  ) const

overridevirtual

implement x = R^{-1} y

Implements gtsam::Preconditioner.

Definition at line 202 of file SubgraphPreconditioner.cpp.

transposeMultiplyAdd()

void gtsam::SubgraphPreconditioner::transposeMultiplyAdd	(	double	alpha,
		const Errors &	e,
		VectorValues &	y
	)		const

Add A'e to y y += alpha*A'[e1;e2] = [alpha*e1; alpha*inv(R1')*A2'*e2]

Definition at line 169 of file SubgraphPreconditioner.cpp.

transposeMultiplyAdd2()

void gtsam::SubgraphPreconditioner::transposeMultiplyAdd2	(	double	alpha,
		Errors::const_iterator	begin,
		Errors::const_iterator	end,
		VectorValues &	y
	)		const

Add constraint part of the error only y += alpha*inv(R1')*A2'*e2 Takes a range indicating e2 !!!!

Definition at line 182 of file SubgraphPreconditioner.cpp.

transposeSolve()

void gtsam::SubgraphPreconditioner::transposeSolve ( const Vector &  y, Vector &  x  ) const

overridevirtual

implement x = R^{-T} y

Implements gtsam::Preconditioner.

Definition at line 224 of file SubgraphPreconditioner.cpp.

x()

VectorValues gtsam::SubgraphPreconditioner::x

(

const VectorValues &

y

)

const

Add zero-mean i.i.d. Gaussian prior terms to each variable

Parameters

sigma

Standard deviation of Gaussian

Definition at line 105 of file SubgraphPreconditioner.cpp.

zero()

VectorValues gtsam::SubgraphPreconditioner::zero ( ) const

inline

Definition at line 104 of file SubgraphPreconditioner.h.

Member Data Documentation

Ab2_

GaussianFactorGraph gtsam::SubgraphPreconditioner::Ab2_

private

Definition at line 60 of file SubgraphPreconditioner.h.

b2bar_

Errors gtsam::SubgraphPreconditioner::b2bar_

private

A2*xbar - b2.

Definition at line 63 of file SubgraphPreconditioner.h.

keyInfo_

KeyInfo gtsam::SubgraphPreconditioner::keyInfo_

private

Definition at line 65 of file SubgraphPreconditioner.h.

parameters_

SubgraphPreconditionerParameters gtsam::SubgraphPreconditioner::parameters_

private

Definition at line 66 of file SubgraphPreconditioner.h.

Rc1_

GaussianBayesNet gtsam::SubgraphPreconditioner::Rc1_

private

Definition at line 61 of file SubgraphPreconditioner.h.

xbar_

VectorValues gtsam::SubgraphPreconditioner::xbar_

private

A1 \ b1.

Definition at line 62 of file SubgraphPreconditioner.h.

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

• SubgraphPreconditioner.h
• SubgraphPreconditioner.cpp