#include <SubgraphPreconditioner.h>

Inheritance diagram for gtsam::SubgraphPreconditioner:

Public Types
typedef boost::shared_ptr< SubgraphPreconditioner >	shared_ptr

typedef boost::shared_ptr< const GaussianBayesNet >	sharedBayesNet

typedef boost::shared_ptr< const Errors >	sharedErrors

typedef boost::shared_ptr< const GaussianFactorGraph >	sharedFG

typedef boost::shared_ptr< const VectorValues >	sharedValues

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

typedef boost::shared_ptr< Preconditioner >	shared_ptr

Public Member Functions
const sharedFG &	Ab2 () const

const sharedErrors	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 sharedBayesNet &	Rc1 () const

void	solve (const Vector &y, Vector &x) const override
	implement x = R^{-1} y More...

	SubgraphPreconditioner (const SubgraphPreconditionerParameters &p=SubgraphPreconditionerParameters())

	SubgraphPreconditioner (const sharedFG &Ab2, const sharedBayesNet &Rc1, const sharedValues &xbar, 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
sharedFG	Ab2_

sharedErrors	b2bar_
	A2*xbar - b2. More...

KeyInfo	keyInfo_

SubgraphPreconditionerParameters	parameters_

sharedBayesNet	Rc1_

sharedValues	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 52 of file SubgraphPreconditioner.h.

Member Typedef Documentation

typedef boost::shared_ptr<SubgraphPreconditioner> gtsam::SubgraphPreconditioner::shared_ptr

Definition at line 55 of file SubgraphPreconditioner.h.

typedef boost::shared_ptr<const GaussianBayesNet> gtsam::SubgraphPreconditioner::sharedBayesNet

Definition at line 56 of file SubgraphPreconditioner.h.

typedef boost::shared_ptr<const Errors> gtsam::SubgraphPreconditioner::sharedErrors

Definition at line 59 of file SubgraphPreconditioner.h.

typedef boost::shared_ptr<const GaussianFactorGraph> gtsam::SubgraphPreconditioner::sharedFG

Definition at line 57 of file SubgraphPreconditioner.h.

typedef boost::shared_ptr<const VectorValues> gtsam::SubgraphPreconditioner::sharedValues

Definition at line 58 of file SubgraphPreconditioner.h.

Constructor & Destructor Documentation

gtsam::SubgraphPreconditioner::SubgraphPreconditioner ( const SubgraphPreconditionerParameters & p = SubgraphPreconditionerParameters() )

Definition at line 95 of file SubgraphPreconditioner.cpp.

gtsam::SubgraphPreconditioner::SubgraphPreconditioner	(	const sharedFG &	Ab2,
		const sharedBayesNet &	Rc1,
		const sharedValues &	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 99 of file SubgraphPreconditioner.cpp.

gtsam::SubgraphPreconditioner::~SubgraphPreconditioner ( )

inlineoverride

Definition at line 83 of file SubgraphPreconditioner.h.

Member Function Documentation

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

inline

Access Ab2

Definition at line 89 of file SubgraphPreconditioner.h.

const sharedErrors gtsam::SubgraphPreconditioner::b2bar ( ) const

inline

Access b2bar

Definition at line 95 of file SubgraphPreconditioner.h.

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 255 of file SubgraphPreconditioner.cpp.

double gtsam::SubgraphPreconditioner::error ( const VectorValues & y ) const

Definition at line 112 of file SubgraphPreconditioner.cpp.

VectorValues gtsam::SubgraphPreconditioner::gradient ( const VectorValues & y ) const

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

Definition at line 121 of file SubgraphPreconditioner.cpp.

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

Apply operator A in place: needs e allocated already

Definition at line 141 of file SubgraphPreconditioner.cpp.

Errors gtsam::SubgraphPreconditioner::operator* ( const VectorValues & y ) const

Apply operator A

Definition at line 131 of file SubgraphPreconditioner.cpp.

VectorValues gtsam::SubgraphPreconditioner::operator^ ( const Errors & e ) const

Apply operator A'

Definition at line 156 of file SubgraphPreconditioner.cpp.

void gtsam::SubgraphPreconditioner::print ( const std::string & s = "SubgraphPreconditioner" ) const

print the object

Definition at line 198 of file SubgraphPreconditioner.cpp.

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

inline

Access Rc1

Definition at line 92 of file SubgraphPreconditioner.h.

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

overridevirtual

implement x = R^{-1} y

Implements gtsam::Preconditioner.

Definition at line 204 of file SubgraphPreconditioner.cpp.

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 171 of file SubgraphPreconditioner.cpp.

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 184 of file SubgraphPreconditioner.cpp.

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

overridevirtual

implement x = R^{-T} y

Implements gtsam::Preconditioner.

Definition at line 225 of file SubgraphPreconditioner.cpp.

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 107 of file SubgraphPreconditioner.cpp.

VectorValues gtsam::SubgraphPreconditioner::zero ( ) const

inline

Definition at line 106 of file SubgraphPreconditioner.h.

Member Data Documentation

sharedFG gtsam::SubgraphPreconditioner::Ab2_

private

Definition at line 62 of file SubgraphPreconditioner.h.

sharedErrors gtsam::SubgraphPreconditioner::b2bar_

private

A2*xbar - b2.

Definition at line 65 of file SubgraphPreconditioner.h.

KeyInfo gtsam::SubgraphPreconditioner::keyInfo_

private

Definition at line 67 of file SubgraphPreconditioner.h.

SubgraphPreconditionerParameters gtsam::SubgraphPreconditioner::parameters_

private

Definition at line 68 of file SubgraphPreconditioner.h.

sharedBayesNet gtsam::SubgraphPreconditioner::Rc1_

private

Definition at line 63 of file SubgraphPreconditioner.h.

sharedValues gtsam::SubgraphPreconditioner::xbar_

private

A1 \ b1.

Definition at line 64 of file SubgraphPreconditioner.h.

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

Public Types

Public Member Functions

Private Attributes

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation