#include <GaussianConditional.h>

Inheritance diagram for gtsam::GaussianConditional:

[legend]

Public Types
typedef Conditional< BaseFactor, This >	BaseConditional
	Typedef to our conditional base class. More...

typedef JacobianFactor	BaseFactor
	Typedef to our factor base class. More...

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

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

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 boost::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 boost::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...

Public Types inherited from gtsam::Conditional< JacobianFactor, GaussianConditional >
typedef boost::iterator_range< typename JacobianFactor::const_iterator >	Frontals

typedef boost::iterator_range< typename JacobianFactor::const_iterator >	Parents

Public Member Functions
const constBVector	d () const

bool	equals (const GaussianFactor &cg, double tol=1e-9) const override

	GaussianConditional ()

	GaussianConditional (Key key, const Vector &d, const Matrix &R, const SharedDiagonal &sigmas=SharedDiagonal())

	GaussianConditional (Key key, const Vector &d, const Matrix &R, Key name1, const Matrix &S, const SharedDiagonal &sigmas=SharedDiagonal())

	GaussianConditional (Key key, const Vector &d, const Matrix &R, Key name1, const Matrix &S, Key name2, const Matrix &T, const SharedDiagonal &sigmas=SharedDiagonal())

template<typename TERMS >
	GaussianConditional (const TERMS &terms, size_t nrFrontals, const Vector &d, const SharedDiagonal &sigmas=SharedDiagonal())

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

void	print (const std::string &="GaussianConditional", const KeyFormatter &formatter=DefaultKeyFormatter) const override

constABlock	R () const

constABlock	S () const

constABlock	S (const_iterator it) const

void	scaleFrontalsBySigma (VectorValues &gy) const

VectorValues	solve (const VectorValues &parents) const

VectorValues	solveOtherRHS (const VectorValues &parents, const VectorValues &rhs) const

void	solveTransposeInPlace (VectorValues &gy) const

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

bool	empty () const override

bool	equals (const GaussianFactor &lf, double tol=1e-9) const override

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...

VectorValues	gradientAtZero () const override
	A'*b for Jacobian. More...

void	gradientAtZero (double *d) const override
	A'*b for Jacobian (raw memory version) More...

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

void	hessianDiagonal (double *d) const override
	Raw memory access version of hessianDiagonal. 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 VectorValues &x, VectorValues &y) const override

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 More...

size_t	rows () const

void	setModel (bool anyConstrained, const Vector &sigmas)

boost::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)

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

virtual	~GaussianFactor ()

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

KeyVector &	keys ()

iterator	begin ()

iterator	end ()

Public Member Functions inherited from gtsam::Conditional< JacobianFactor, GaussianConditional >
void	print (const std::string &s="Conditional", const KeyFormatter &formatter=DefaultKeyFormatter) const

bool	equals (const This &c, double tol=1e-9) const

size_t	nrFrontals () const

size_t	nrParents () const

Key	firstFrontalKey () const

Frontals	frontals () const

Parents	parents () const

JacobianFactor::const_iterator	beginFrontals () const

JacobianFactor::const_iterator	endFrontals () const

JacobianFactor::const_iterator	beginParents () const

JacobianFactor::const_iterator	endParents () const

size_t &	nrFrontals ()

JacobianFactor::iterator	beginFrontals ()

JacobianFactor::iterator	endFrontals ()

JacobianFactor::iterator	beginParents ()

JacobianFactor::iterator	endParents ()

Static Public Member Functions
template<typename ITERATOR >
static shared_ptr	Combine (ITERATOR firstConditional, ITERATOR lastConditional)

Static Public Member Functions inherited from gtsam::GaussianFactor
template<typename CONTAINER >
static DenseIndex	Slot (const CONTAINER &keys, Key key)

Private Member Functions
template<class Archive >
void	serialize (Archive &ar, const unsigned int)

Friends
class	boost::serialization::access

Additional Inherited Members
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)

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

Protected Member Functions inherited from gtsam::Conditional< JacobianFactor, GaussianConditional >
	Conditional ()

	Conditional (size_t nrFrontals)

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...

Protected Attributes inherited from gtsam::Conditional< JacobianFactor, GaussianConditional >
size_t	nrFrontals_

Detailed Description

A conditional Gaussian functions as the node in a Bayes network It has a set of parents y,z, etc. and implements a probability density on x. The negative log-probability is given by $\frac{1}{2} |Rx - (d - Sy - Tz - ...)|^2$

Definition at line 36 of file GaussianConditional.h.

Member Typedef Documentation

typedef Conditional<BaseFactor, This> gtsam::GaussianConditional::BaseConditional

Typedef to our conditional base class.

Definition at line 44 of file GaussianConditional.h.

typedef JacobianFactor gtsam::GaussianConditional::BaseFactor

Typedef to our factor base class.

Definition at line 43 of file GaussianConditional.h.

typedef boost::shared_ptr<This> gtsam::GaussianConditional::shared_ptr

shared_ptr to this class

Definition at line 42 of file GaussianConditional.h.

typedef GaussianConditional gtsam::GaussianConditional::This

Typedef to this class.

Definition at line 41 of file GaussianConditional.h.

Constructor & Destructor Documentation

gtsam::GaussianConditional::GaussianConditional ( )

inline

default constructor needed for serialization

Definition at line 47 of file GaussianConditional.h.

gtsam::GaussianConditional::GaussianConditional	(	Key	key,
		const Vector &	d,
		const Matrix &	R,
		const SharedDiagonal &	sigmas = `SharedDiagonal()`
	)

constructor with no parents |Rx-d|

Definition at line 42 of file GaussianConditional.cpp.

gtsam::GaussianConditional::GaussianConditional	(	Key	key,
		const Vector &	d,
		const Matrix &	R,
		Key	name1,
		const Matrix &	S,
		const SharedDiagonal &	sigmas = `SharedDiagonal()`
	)

constructor with only one parent |Rx+Sy-d|

Definition at line 47 of file GaussianConditional.cpp.

gtsam::GaussianConditional::GaussianConditional	(	Key	key,
		const Vector &	d,
		const Matrix &	R,
		Key	name1,
		const Matrix &	S,
		Key	name2,
		const Matrix &	T,
		const SharedDiagonal &	sigmas = `SharedDiagonal()`
	)

constructor with two parents |Rx+Sy+Tz-d|

Definition at line 53 of file GaussianConditional.cpp.

template<typename TERMS >

gtsam::GaussianConditional::GaussianConditional	(	const TERMS &	terms,
		size_t	nrFrontals,
		const Vector &	d,
		const SharedDiagonal &	sigmas = `SharedDiagonal()`
	)

Constructor with arbitrary number of frontals and parents.

Template Parameters

TERMS A container whose value type is std::pair<Key, Matrix>, specifying the collection of keys and matrices making up the conditional.

Definition at line 26 of file GaussianConditional-inl.h.

template<typename KEYS >

gtsam::GaussianConditional::GaussianConditional	(	const KEYS &	keys,
		size_t	nrFrontals,
		const VerticalBlockMatrix &	augmentedMatrix,
		const SharedDiagonal &	sigmas = `SharedDiagonal()`
	)

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.

Definition at line 32 of file GaussianConditional-inl.h.

Member Function Documentation

template<typename ITERATOR >

static shared_ptr gtsam::GaussianConditional::Combine	(	ITERATOR	firstConditional,
		ITERATOR	lastConditional
	)

static

Combine several GaussianConditional into a single dense GC. The conditionals enumerated by first and last must be in increasing order, meaning that the parents of any conditional may not include a conditional coming before it.

Parameters

firstConditional	Iterator to the first conditional to combine, must dereference to a shared_ptr<GaussianConditional>.
lastConditional	Iterator to after the last conditional to combine, must dereference to a shared_ptr<GaussianConditional>.

const constBVector gtsam::GaussianConditional::d ( ) const

inline

Get a view of the r.h.s. vector d

Definition at line 106 of file GaussianConditional.h.

bool gtsam::GaussianConditional::equals	(	const GaussianFactor &	cg,
		double	tol = `1e-9`
	)		const

overridevirtual

equals function

Implements gtsam::GaussianFactor.

Definition at line 78 of file GaussianConditional.cpp.

void gtsam::GaussianConditional::print	(	const std::string &	s = `"GaussianConditional"`,
		const KeyFormatter &	formatter = `DefaultKeyFormatter`
	)		const

overridevirtual

print

Implements gtsam::GaussianFactor.

Reimplemented in gtsam::GaussianDensity.

Definition at line 59 of file GaussianConditional.cpp.

constABlock gtsam::GaussianConditional::R ( ) const

inline

Return a view of the upper-triangular R block of the conditional

Definition at line 97 of file GaussianConditional.h.

constABlock gtsam::GaussianConditional::S ( ) const

inline

Get a view of the parent blocks.

Definition at line 100 of file GaussianConditional.h.

constABlock gtsam::GaussianConditional::S ( const_iterator it ) const

inline

Get a view of the S matrix for the variable pointed to by the given key iterator

Definition at line 103 of file GaussianConditional.h.

void gtsam::GaussianConditional::scaleFrontalsBySigma ( VectorValues & gy ) const

Scale the values in gy according to the sigmas for the frontal variables in this conditional.

Definition at line 196 of file GaussianConditional.cpp.

template<class Archive >

void gtsam::GaussianConditional::serialize	(	Archive &	ar,
		const unsigned	int
	)

inlineprivate

Definition at line 139 of file GaussianConditional.h.

VectorValues gtsam::GaussianConditional::solve ( const VectorValues & parents ) const

Solves a conditional Gaussian and writes the solution into the entries of x for each frontal variable of the conditional. The parents are assumed to have already been solved in and their values are read from x. This function works for multiple frontal variables.

Given the Gaussian conditional with log likelihood $ |R x_f - (d - S x_s)|^2 $ , where $ f $ are the frontal variables and $ s $ are the separator variables of this conditional, this solve function computes $x_f = R^{-1} (d - S x_s)$ using back-substitution.