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release/4.3a0
Frank Dellaert 2009-12-31 12:55:16 +00:00
parent eaa8176de1
commit 07cc95e4c4
2 changed files with 38 additions and 32 deletions
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2
cpp/iterative.cpp
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@ -53,6 +53,6 @@ namespace gtsam {
x, verbose, epsilon, maxIterations);
}
/* ************************************************************************* */
/* ************************************************************************* */
} // namespace gtsam

68
cpp/iterative.h
View File

@ -6,12 +6,28 @@
*/
#include "Matrix.h"
namespace gtsam {
class GaussianFactorGraph;
class VectorConfig;
/**
* Method of conjugate gradients (CG) template
* "System" class S needs gradient(S,v), e=S*v, v=S^e
* "Vector" class V needs dot(v,v), -v, v+v, s*v
* "Vector" class E needs dot(v,v)
* @param Ab, the "system" that needs to be solved, examples below
* @param x is the initial estimate
* @param epsilon determines the convergence criterion: norm(g)<epsilon*norm(g0)
* @param maxIterations, if 0 will be set to |x|
* @param steepest flag, if true does steepest descent, not CG
* */
template<class S, class V, class E>
V conjugateGradients(const S& Ab, V x, bool verbose, double epsilon,
size_t maxIterations, bool steepest = false);
/** combined system |Ax-b_|^2 */
/**
* Helper class encapsulating the combined system |Ax-b_|^2
* Needed to run Conjugate Gradients on matrices
* */
class System {
private:
const Matrix& A_;
@ -40,46 +56,26 @@ namespace gtsam {
};
/**
* Method of conjugate gradients (CG) template
* "System" class S needs gradient(S,v), e=S*v, v=S^e
* "Vector" class V needs dot(v,v), -v, v+v, s*v
* "Vector" class E needs dot(v,v)
* @param Ab, the "system" that needs to be solved, examples below
* @param x is the initial estimate
* @param epsilon determines the convergence criterion: norm(g)<epsilon*norm(g0)
* @param maxIterations, if 0 will be set to |x|
* @param steepest flag, if true does steepest descent, not CG
* */
template<class S, class V, class E>
V conjugateGradients(const S& Ab, V x, bool verbose, double epsilon,
size_t maxIterations, bool steepest = false);
/**
* Method of steepest gradients, System version
*/
Vector steepestDescent(const System& Ab, const Vector& x, bool verbose =
false, double epsilon = 1e-3, size_t maxIterations = 0);
/**
* Method of conjugate gradients (CG), System version
*/
Vector conjugateGradientDescent(const System& Ab, const Vector& x,
bool verbose = false, double epsilon = 1e-3, size_t maxIterations = 0);
/** convenience calls using matrices, will create System class internally: */
/**
* Method of steepest gradients, Matrix version
*/
Vector steepestDescent(const Matrix& A, const Vector& b, const Vector& x,
bool verbose = false, double epsilon = 1e-3, size_t maxIterations = 0);
/**
* Method of steepest gradients, Gaussian Factor Graph version
* */
VectorConfig steepestDescent(const GaussianFactorGraph& fg,
const VectorConfig& x, bool verbose = false, double epsilon = 1e-3,
size_t maxIterations = 0);
/**
* Method of conjugate gradients (CG), System version
*/
Vector conjugateGradientDescent(const System& Ab, const Vector& x,
bool verbose = false, double epsilon = 1e-3, size_t maxIterations = 0);
/**
* Method of conjugate gradients (CG), Matrix version
*/
@ -87,6 +83,16 @@ namespace gtsam {
const Vector& x, bool verbose = false, double epsilon = 1e-3,
size_t maxIterations = 0);
class GaussianFactorGraph;
class VectorConfig;
/**
* Method of steepest gradients, Gaussian Factor Graph version
* */
VectorConfig steepestDescent(const GaussianFactorGraph& fg,
const VectorConfig& x, bool verbose = false, double epsilon = 1e-3,
size_t maxIterations = 0);
/**
* Method of conjugate gradients (CG), Gaussian Factor Graph version
* */