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Replace the codes in the function 'multiply' with 'multiplyHessianAdd'

release/4.3a0
Sungtae An 2014-12-03 12:21:35 -05:00
parent 5029d84ce2
commit 08f4c82edc
1 changed files with 4 additions and 53 deletions
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57
gtsam/linear/PCGSolver.cpp
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@ -80,60 +80,11 @@ void GaussianFactorGraphSystem::residual(const Vector &x, Vector &r) const {
void GaussianFactorGraphSystem::multiply(const Vector &x, Vector& AtAx) const { void GaussianFactorGraphSystem::multiply(const Vector &x, Vector& AtAx) const {
/* implement A^t*A*x, assume x and AtAx are pre-allocated */ /* implement A^t*A*x, assume x and AtAx are pre-allocated */
/* reset y */ VectorValues vvX = buildVectorValues(x,keyInfo_);
AtAx.setZero(); VectorValues vvAtAx;
gfg_.multiplyHessianAdd(1.0, vvX, vvAtAx);
AtAx = vvAtAx.vector();
BOOST_FOREACH ( const GaussianFactor::shared_ptr &gf, gfg_ ) {
if ( JacobianFactor::shared_ptr jf = boost::dynamic_pointer_cast<JacobianFactor>(gf) ) {
/* accumulate At A x*/
Vector Ax = zero(jf->rows());
for ( JacobianFactor::const_iterator it = jf->begin() ; it != jf->end() ; ++it ) {
const Matrix Ai = jf->getA(it);
/* this map lookup should be replaced */
const KeyInfoEntry &entry = keyInfo_.find(*it)->second;
Ax += (Ai * x.segment(entry.colstart(), entry.dim()));
}
for ( JacobianFactor::const_iterator it = jf->begin() ; it != jf->end() ; ++it ) {
const Matrix Ai = jf->getA(it);
/* this map lookup should be replaced */
const KeyInfoEntry &entry = keyInfo_.find(*it)->second;
AtAx.segment(entry.colstart(), entry.dim()) += Ai.transpose()*Ax;
}
}
else if ( HessianFactor::shared_ptr hf = boost::dynamic_pointer_cast<HessianFactor>(gf) ) {
/* accumulate H x */
/* use buffer to avoid excessive table lookups */
const size_t sz = hf->size();
vector<Vector> y;
y.reserve(sz);
for (HessianFactor::const_iterator it = hf->begin(); it != hf->end(); it++) {
/* initialize y to zeros */
y.push_back(zero(hf->getDim(it)));
}
for (HessianFactor::const_iterator j = hf->begin(); j != hf->end(); j++ ) {
/* retrieve the key mapping */
const KeyInfoEntry &entry = keyInfo_.find(*j)->second;
// xj is the input vector
const Vector xj = x.segment(entry.colstart(), entry.dim());
size_t idx = 0;
for (HessianFactor::const_iterator i = hf->begin(); i != hf->end(); i++, idx++ ) {
if ( i == j ) y[idx] += hf->info(j, j).selfadjointView() * xj;
else y[idx] += hf->info(i, j).knownOffDiagonal() * xj;
}
}
/* accumulate to r */
for(DenseIndex i = 0; i < (DenseIndex) sz; ++i) {
/* retrieve the key mapping */
const KeyInfoEntry &entry = keyInfo_.find(hf->keys()[i])->second;
AtAx.segment(entry.colstart(), entry.dim()) += y[i];
}
}
else {
throw invalid_argument("GaussianFactorGraphSystem::multiply gfg contains a factor that is neither a JacobianFactor nor a HessianFactor.");
}
}
} }
/*****************************************************************************/ /*****************************************************************************/