Public Types | Public Member Functions | Static Public Member Functions | Private Member Functions | Friends | List of all members
gtsam::GaussianFactor Class Referenceabstract

#include <GaussianFactor.h>

Inheritance diagram for gtsam::GaussianFactor:
Inheritance graph
[legend]

Public Types

typedef Factor Base
 Our base class. More...
 
typedef boost::shared_ptr< Thisshared_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 Member Functions

virtual Matrix augmentedInformation () const =0
 
virtual Matrix augmentedJacobian () const =0
 
virtual GaussianFactor::shared_ptr clone () const =0
 
virtual bool empty () const =0
 
virtual bool equals (const GaussianFactor &lf, double tol=1e-9) const =0
 
virtual double error (const VectorValues &c) const =0
 
 GaussianFactor ()
 
template<typename CONTAINER >
 GaussianFactor (const CONTAINER &keys)
 
virtual DenseIndex getDim (const_iterator variable) const =0
 
virtual Vector gradient (Key key, const VectorValues &x) const =0
 Gradient wrt a key at any values. More...
 
virtual VectorValues gradientAtZero () const =0
 A'*b for Jacobian, eta for Hessian. More...
 
virtual void gradientAtZero (double *d) const =0
 Raw memory access version of gradientAtZero. More...
 
virtual std::map< Key, MatrixhessianBlockDiagonal () const =0
 Return the block diagonal of the Hessian for this factor. More...
 
VectorValues hessianDiagonal () const
 Return the diagonal of the Hessian for this factor. More...
 
virtual void hessianDiagonal (double *d) const =0
 Raw memory access version of hessianDiagonal. More...
 
virtual void hessianDiagonalAdd (VectorValues &d) const =0
 Add the current diagonal to a VectorValues instance. More...
 
virtual Matrix information () const =0
 
virtual std::pair< Matrix, Vectorjacobian () const =0
 
virtual void multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const =0
 y += alpha * A'*A*x More...
 
virtual GaussianFactor::shared_ptr negate () const =0
 
void print (const std::string &s="", const KeyFormatter &formatter=DefaultKeyFormatter) const override=0
 print More...
 
virtual void updateHessian (const KeyVector &keys, SymmetricBlockMatrix *info) const =0
 
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 KeyVectorkeys () 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...
 
KeyVectorkeys ()
 
iterator begin ()
 
iterator end ()
 

Static Public Member Functions

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::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...
 
- 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::Factor
KeyVector keys_
 The keys involved in this factor. More...
 

Detailed Description

An abstract virtual base class for JacobianFactor and HessianFactor. A GaussianFactor has a quadratic error function. GaussianFactor is non-mutable (all methods const!). The factor value is exp(-0.5*||Ax-b||^2)

Definition at line 38 of file GaussianFactor.h.

Member Typedef Documentation

Our base class.

Definition at line 43 of file GaussianFactor.h.

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

shared_ptr to this class

Definition at line 42 of file GaussianFactor.h.

This class.

Definition at line 41 of file GaussianFactor.h.

Constructor & Destructor Documentation

gtsam::GaussianFactor::GaussianFactor ( )
inline

Default constructor creates empty factor

Definition at line 46 of file GaussianFactor.h.

template<typename CONTAINER >
gtsam::GaussianFactor::GaussianFactor ( const CONTAINER &  keys)
inline

Construct from container of keys. This constructor is used internally from derived factor constructors, either from a container of keys or from a boost::assign::list_of.

Definition at line 51 of file GaussianFactor.h.

virtual gtsam::GaussianFactor::~GaussianFactor ( )
inlinevirtual

Destructor

Definition at line 54 of file GaussianFactor.h.

Member Function Documentation

virtual Matrix gtsam::GaussianFactor::augmentedInformation ( ) const
pure virtual

Return the augmented information matrix represented by this GaussianFactor. The augmented information matrix contains the information matrix with an additional column holding the information vector, and an additional row holding the transpose of the information vector. The lower-right entry contains the constant error term (when $ \delta x = 0 $). The augmented information matrix is described in more detail in HessianFactor, which in fact stores an augmented information matrix.

Implemented in gtsam::HessianFactor, gtsam::JacobianFactor, and gtsam::RegularImplicitSchurFactor< CAMERA >.

virtual Matrix gtsam::GaussianFactor::augmentedJacobian ( ) const
pure virtual

Return a dense $ [ \;A\;b\; ] \in \mathbb{R}^{m \times n+1} $ Jacobian matrix, augmented with b with the noise models baked into A and b. The negative log-likelihood is $ \frac{1}{2} \Vert Ax-b \Vert^2 $. See also GaussianFactorGraph::jacobian and GaussianFactorGraph::sparseJacobian.

Implemented in gtsam::HessianFactor, gtsam::JacobianFactor, and gtsam::RegularImplicitSchurFactor< CAMERA >.

virtual GaussianFactor::shared_ptr gtsam::GaussianFactor::clone ( ) const
pure virtual
virtual bool gtsam::GaussianFactor::empty ( ) const
pure virtual
virtual bool gtsam::GaussianFactor::equals ( const GaussianFactor lf,
double  tol = 1e-9 
) const
pure virtual
virtual double gtsam::GaussianFactor::error ( const VectorValues c) const
pure virtual
virtual DenseIndex gtsam::GaussianFactor::getDim ( const_iterator  variable) const
pure virtual

0.5*(A*x-b)'D(A*x-b) Return the dimension of the variable pointed to by the given key iterator

Implemented in gtsam::JacobianFactor, gtsam::HessianFactor, and gtsam::RegularImplicitSchurFactor< CAMERA >.

virtual Vector gtsam::GaussianFactor::gradient ( Key  key,
const VectorValues x 
) const
pure virtual

Gradient wrt a key at any values.

Implemented in gtsam::RegularImplicitSchurFactor< CAMERA >, gtsam::JacobianFactor, and gtsam::HessianFactor.

virtual VectorValues gtsam::GaussianFactor::gradientAtZero ( ) const
pure virtual
virtual void gtsam::GaussianFactor::gradientAtZero ( double *  d) const
pure virtual
virtual std::map<Key,Matrix> gtsam::GaussianFactor::hessianBlockDiagonal ( ) const
pure virtual

Return the block diagonal of the Hessian for this factor.

Implemented in gtsam::HessianFactor, gtsam::JacobianFactor, and gtsam::RegularImplicitSchurFactor< CAMERA >.

VectorValues gtsam::GaussianFactor::hessianDiagonal ( ) const

Return the diagonal of the Hessian for this factor.

Definition at line 27 of file GaussianFactor.cpp.

virtual void gtsam::GaussianFactor::hessianDiagonal ( double *  d) const
pure virtual
virtual void gtsam::GaussianFactor::hessianDiagonalAdd ( VectorValues d) const
pure virtual

Add the current diagonal to a VectorValues instance.

Implemented in gtsam::HessianFactor, gtsam::JacobianFactor, and gtsam::RegularImplicitSchurFactor< CAMERA >.

virtual Matrix gtsam::GaussianFactor::information ( ) const
pure virtual

Return the non-augmented information matrix represented by this GaussianFactor.

Implemented in gtsam::HessianFactor, gtsam::JacobianFactor, and gtsam::RegularImplicitSchurFactor< CAMERA >.

virtual std::pair<Matrix,Vector> gtsam::GaussianFactor::jacobian ( ) const
pure virtual

Return the dense Jacobian $ A $ and right-hand-side $ b $, with the noise models baked into A and b. The negative log-likelihood is $ \frac{1}{2} \Vert Ax-b \Vert^2 $. See also GaussianFactorGraph::augmentedJacobian and GaussianFactorGraph::sparseJacobian.

Implemented in gtsam::HessianFactor, gtsam::JacobianFactor, and gtsam::RegularImplicitSchurFactor< CAMERA >.

virtual void gtsam::GaussianFactor::multiplyHessianAdd ( double  alpha,
const VectorValues x,
VectorValues y 
) const
pure virtual
virtual GaussianFactor::shared_ptr gtsam::GaussianFactor::negate ( ) const
pure virtual

Construct the corresponding anti-factor to negate information stored stored in this factor.

Returns
a HessianFactor with negated Hessian matrices

Implemented in gtsam::JacobianFactor, gtsam::RegularImplicitSchurFactor< CAMERA >, and gtsam::HessianFactor.

void gtsam::GaussianFactor::print ( const std::string &  s = "",
const KeyFormatter formatter = DefaultKeyFormatter 
) const
overridepure virtual
template<class ARCHIVE >
void gtsam::GaussianFactor::serialize ( ARCHIVE &  ar,
const unsigned  int 
)
inlineprivate

Definition at line 160 of file GaussianFactor.h.

template<typename CONTAINER >
static DenseIndex gtsam::GaussianFactor::Slot ( const CONTAINER &  keys,
Key  key 
)
inlinestatic

Definition at line 152 of file GaussianFactor.h.

virtual void gtsam::GaussianFactor::updateHessian ( const KeyVector keys,
SymmetricBlockMatrix info 
) const
pure virtual

Update an information matrix by adding the information corresponding to this factor (used internally during elimination).

Parameters
scatterA mapping from variable index to slot index in this HessianFactor
infoThe information matrix to be updated

Implemented in gtsam::HessianFactor, gtsam::JacobianFactor, gtsam::RegularImplicitSchurFactor< CAMERA >, and gtsam::BinaryJacobianFactor< M, N1, N2 >.

Friends And Related Function Documentation

friend class boost::serialization::access
friend

Serialization function

Definition at line 158 of file GaussianFactor.h.


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


gtsam
Author(s):
autogenerated on Sat May 8 2021 02:58:10