Merge branch 'feature/BAD' into feature/BAD_generic_value_traits

Conflicts:
	gtsam_unstable/nonlinear/tests/testAdaptAutoDiff.cpp
	gtsam_unstable/nonlinear/tests/testExpressionFactor.cpp
release/4.3a0
Mike Bosse 2014-11-02 19:00:30 +01:00
commit 11416cac65
20 changed files with 262 additions and 231 deletions

106
.cproject
View File

@ -600,7 +600,6 @@
</target> </target>
<target name="tests/testBayesTree.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="tests/testBayesTree.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>tests/testBayesTree.run</buildTarget> <buildTarget>tests/testBayesTree.run</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -608,7 +607,6 @@
</target> </target>
<target name="testBinaryBayesNet.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="testBinaryBayesNet.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testBinaryBayesNet.run</buildTarget> <buildTarget>testBinaryBayesNet.run</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -656,7 +654,6 @@
</target> </target>
<target name="testSymbolicBayesNet.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="testSymbolicBayesNet.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSymbolicBayesNet.run</buildTarget> <buildTarget>testSymbolicBayesNet.run</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -664,7 +661,6 @@
</target> </target>
<target name="tests/testSymbolicFactor.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="tests/testSymbolicFactor.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>tests/testSymbolicFactor.run</buildTarget> <buildTarget>tests/testSymbolicFactor.run</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -672,7 +668,6 @@
</target> </target>
<target name="testSymbolicFactorGraph.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="testSymbolicFactorGraph.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSymbolicFactorGraph.run</buildTarget> <buildTarget>testSymbolicFactorGraph.run</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -688,7 +683,6 @@
</target> </target>
<target name="tests/testBayesTree" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="tests/testBayesTree" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>tests/testBayesTree</buildTarget> <buildTarget>tests/testBayesTree</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -1120,7 +1114,6 @@
</target> </target>
<target name="testErrors.run" path="linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="testErrors.run" path="linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testErrors.run</buildTarget> <buildTarget>testErrors.run</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -1350,46 +1343,6 @@
<useDefaultCommand>true</useDefaultCommand> <useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders> <runAllBuilders>true</runAllBuilders>
</target> </target>
<target name="testBTree.run" path="build/gtsam_unstable/base/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testBTree.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testDSF.run" path="build/gtsam_unstable/base/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testDSF.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testDSFMap.run" path="build/gtsam_unstable/base/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testDSFMap.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testDSFVector.run" path="build/gtsam_unstable/base/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testDSFVector.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testFixedVector.run" path="build/gtsam_unstable/base/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testFixedVector.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="all" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="all" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments> <buildArguments>-j2</buildArguments>
@ -1472,6 +1425,7 @@
</target> </target>
<target name="testSimulated2DOriented.run" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="testSimulated2DOriented.run" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSimulated2DOriented.run</buildTarget> <buildTarget>testSimulated2DOriented.run</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -1511,6 +1465,7 @@
</target> </target>
<target name="testSimulated2D.run" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="testSimulated2D.run" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSimulated2D.run</buildTarget> <buildTarget>testSimulated2D.run</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -1518,6 +1473,7 @@
</target> </target>
<target name="testSimulated3D.run" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="testSimulated3D.run" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSimulated3D.run</buildTarget> <buildTarget>testSimulated3D.run</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -1531,6 +1487,46 @@
<useDefaultCommand>true</useDefaultCommand> <useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders> <runAllBuilders>true</runAllBuilders>
</target> </target>
<target name="testBTree.run" path="build/gtsam_unstable/base/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testBTree.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testDSF.run" path="build/gtsam_unstable/base/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testDSF.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testDSFMap.run" path="build/gtsam_unstable/base/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testDSFMap.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testDSFVector.run" path="build/gtsam_unstable/base/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testDSFVector.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testFixedVector.run" path="build/gtsam_unstable/base/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testFixedVector.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testEliminationTree.run" path="build/gtsam/inference/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="testEliminationTree.run" path="build/gtsam/inference/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments> <buildArguments>-j5</buildArguments>
@ -1788,7 +1784,6 @@
</target> </target>
<target name="Generate DEB Package" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="Generate DEB Package" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>cpack</buildCommand> <buildCommand>cpack</buildCommand>
<buildArguments/>
<buildTarget>-G DEB</buildTarget> <buildTarget>-G DEB</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -1796,7 +1791,6 @@
</target> </target>
<target name="Generate RPM Package" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="Generate RPM Package" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>cpack</buildCommand> <buildCommand>cpack</buildCommand>
<buildArguments/>
<buildTarget>-G RPM</buildTarget> <buildTarget>-G RPM</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -1804,7 +1798,6 @@
</target> </target>
<target name="Generate TGZ Package" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="Generate TGZ Package" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>cpack</buildCommand> <buildCommand>cpack</buildCommand>
<buildArguments/>
<buildTarget>-G TGZ</buildTarget> <buildTarget>-G TGZ</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -1812,7 +1805,6 @@
</target> </target>
<target name="Generate TGZ Source Package" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="Generate TGZ Source Package" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>cpack</buildCommand> <buildCommand>cpack</buildCommand>
<buildArguments/>
<buildTarget>--config CPackSourceConfig.cmake</buildTarget> <buildTarget>--config CPackSourceConfig.cmake</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -2441,6 +2433,14 @@
<useDefaultCommand>true</useDefaultCommand> <useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders> <runAllBuilders>true</runAllBuilders>
</target> </target>
<target name="testVerticalBlockMatrix.run" path="build/gtsam/base/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testVerticalBlockMatrix.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check.tests" path="build/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="check.tests" path="build/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments> <buildArguments>-j5</buildArguments>
@ -2579,7 +2579,6 @@
</target> </target>
<target name="testGraph.run" path="build/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="testGraph.run" path="build/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testGraph.run</buildTarget> <buildTarget>testGraph.run</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -2587,7 +2586,6 @@
</target> </target>
<target name="testJunctionTree.run" path="build/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="testJunctionTree.run" path="build/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testJunctionTree.run</buildTarget> <buildTarget>testJunctionTree.run</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -2595,7 +2593,6 @@
</target> </target>
<target name="testSymbolicBayesNetB.run" path="build/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="testSymbolicBayesNetB.run" path="build/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSymbolicBayesNetB.run</buildTarget> <buildTarget>testSymbolicBayesNetB.run</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>
@ -3115,6 +3112,7 @@
</target> </target>
<target name="tests/testGaussianISAM2" path="build/slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="tests/testGaussianISAM2" path="build/slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>tests/testGaussianISAM2</buildTarget> <buildTarget>tests/testGaussianISAM2</buildTarget>
<stopOnError>true</stopOnError> <stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand> <useDefaultCommand>false</useDefaultCommand>

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@ -543,8 +543,7 @@ Matrix collect(size_t nrMatrices, ...)
void vector_scale_inplace(const Vector& v, Matrix& A, bool inf_mask) { void vector_scale_inplace(const Vector& v, Matrix& A, bool inf_mask) {
const DenseIndex m = A.rows(); const DenseIndex m = A.rows();
if (inf_mask) { if (inf_mask) {
// only scale the first v.size() rows of A to support augmented Matrix for (DenseIndex i=0; i<m; ++i) {
for (DenseIndex i=0; i<v.size(); ++i) {
const double& vi = v(i); const double& vi = v(i);
if (std::isfinite(vi)) if (std::isfinite(vi))
A.row(i) *= vi; A.row(i) *= vi;

View File

@ -416,7 +416,6 @@ GTSAM_EXPORT Matrix collect(size_t nrMatrices, ...);
* Arguments (Matrix, Vector) scales the columns, * Arguments (Matrix, Vector) scales the columns,
* (Vector, Matrix) scales the rows * (Vector, Matrix) scales the rows
* @param inf_mask when true, will not scale with a NaN or inf value. * @param inf_mask when true, will not scale with a NaN or inf value.
* The inplace version also allows v.size()<A.rows() and only scales the first v.size() rows of A.
*/ */
GTSAM_EXPORT void vector_scale_inplace(const Vector& v, Matrix& A, bool inf_mask = false); // row GTSAM_EXPORT void vector_scale_inplace(const Vector& v, Matrix& A, bool inf_mask = false); // row
GTSAM_EXPORT Matrix vector_scale(const Vector& v, const Matrix& A, bool inf_mask = false); // row GTSAM_EXPORT Matrix vector_scale(const Vector& v, const Matrix& A, bool inf_mask = false); // row

View File

@ -65,9 +65,10 @@ namespace gtsam {
/** Construct from a container of the sizes of each vertical block. */ /** Construct from a container of the sizes of each vertical block. */
template<typename CONTAINER> template<typename CONTAINER>
VerticalBlockMatrix(const CONTAINER& dimensions, DenseIndex height, bool appendOneDimension = false) : VerticalBlockMatrix(const CONTAINER& dimensions, DenseIndex height,
rowStart_(0), rowEnd_(height), blockStart_(0) bool appendOneDimension = false) :
{ variableColOffsets_(dimensions.size() + (appendOneDimension ? 2 : 1)),
rowStart_(0), rowEnd_(height), blockStart_(0) {
fillOffsets(dimensions.begin(), dimensions.end(), appendOneDimension); fillOffsets(dimensions.begin(), dimensions.end(), appendOneDimension);
matrix_.resize(height, variableColOffsets_.back()); matrix_.resize(height, variableColOffsets_.back());
assertInvariants(); assertInvariants();
@ -75,21 +76,23 @@ namespace gtsam {
/** Construct from a container of the sizes of each vertical block and a pre-prepared matrix. */ /** Construct from a container of the sizes of each vertical block and a pre-prepared matrix. */
template<typename CONTAINER, typename DERIVED> template<typename CONTAINER, typename DERIVED>
VerticalBlockMatrix(const CONTAINER& dimensions, const Eigen::MatrixBase<DERIVED>& matrix, bool appendOneDimension = false) : VerticalBlockMatrix(const CONTAINER& dimensions,
matrix_(matrix), rowStart_(0), rowEnd_(matrix.rows()), blockStart_(0) const Eigen::MatrixBase<DERIVED>& matrix, bool appendOneDimension = false) :
{ matrix_(matrix), variableColOffsets_(dimensions.size() + (appendOneDimension ? 2 : 1)),
rowStart_(0), rowEnd_(matrix.rows()), blockStart_(0) {
fillOffsets(dimensions.begin(), dimensions.end(), appendOneDimension); fillOffsets(dimensions.begin(), dimensions.end(), appendOneDimension);
if(variableColOffsets_.back() != matrix_.cols()) if (variableColOffsets_.back() != matrix_.cols())
throw std::invalid_argument("Requested to create a VerticalBlockMatrix with dimensions that do not sum to the total columns of the provided matrix."); throw std::invalid_argument(
"Requested to create a VerticalBlockMatrix with dimensions that do not sum to the total columns of the provided matrix.");
assertInvariants(); assertInvariants();
} }
/** /** Construct from iterator over the sizes of each vertical block. */
* Construct from iterator over the sizes of each vertical block. */
template<typename ITERATOR> template<typename ITERATOR>
VerticalBlockMatrix(ITERATOR firstBlockDim, ITERATOR lastBlockDim, DenseIndex height, bool appendOneDimension = false) : VerticalBlockMatrix(ITERATOR firstBlockDim, ITERATOR lastBlockDim,
rowStart_(0), rowEnd_(height), blockStart_(0) DenseIndex height, bool appendOneDimension = false) :
{ variableColOffsets_((lastBlockDim-firstBlockDim) + (appendOneDimension ? 2 : 1)),
rowStart_(0), rowEnd_(height), blockStart_(0) {
fillOffsets(firstBlockDim, lastBlockDim, appendOneDimension); fillOffsets(firstBlockDim, lastBlockDim, appendOneDimension);
matrix_.resize(height, variableColOffsets_.back()); matrix_.resize(height, variableColOffsets_.back());
assertInvariants(); assertInvariants();
@ -203,18 +206,12 @@ namespace gtsam {
template<typename ITERATOR> template<typename ITERATOR>
void fillOffsets(ITERATOR firstBlockDim, ITERATOR lastBlockDim, bool appendOneDimension) { void fillOffsets(ITERATOR firstBlockDim, ITERATOR lastBlockDim, bool appendOneDimension) {
variableColOffsets_.resize((lastBlockDim-firstBlockDim) + 1 + (appendOneDimension ? 1 : 0));
variableColOffsets_[0] = 0; variableColOffsets_[0] = 0;
DenseIndex j=0; DenseIndex j=0;
for(ITERATOR dim=firstBlockDim; dim!=lastBlockDim; ++dim) { for(ITERATOR dim=firstBlockDim; dim!=lastBlockDim; ++dim, ++j)
variableColOffsets_[j+1] = variableColOffsets_[j] + *dim; variableColOffsets_[j+1] = variableColOffsets_[j] + *dim;
++ j;
}
if(appendOneDimension) if(appendOneDimension)
{
variableColOffsets_[j+1] = variableColOffsets_[j] + 1; variableColOffsets_[j+1] = variableColOffsets_[j] + 1;
++ j;
}
} }
friend class SymmetricBlockMatrix; friend class SymmetricBlockMatrix;

View File

@ -24,9 +24,20 @@ using namespace std;
using namespace gtsam; using namespace gtsam;
using boost::assign::list_of; using boost::assign::list_of;
list<size_t> L = list_of(3)(2)(1);
vector<size_t> dimensions(L.begin(),L.end());
//***************************************************************************** //*****************************************************************************
TEST(VerticalBlockMatrix, constructor) { TEST(VerticalBlockMatrix, Constructor1) {
VerticalBlockMatrix actual(list_of(3)(2)(1), VerticalBlockMatrix actual(dimensions,6);
EXPECT_LONGS_EQUAL(6,actual.rows());
EXPECT_LONGS_EQUAL(6,actual.cols());
EXPECT_LONGS_EQUAL(3,actual.nBlocks());
}
//*****************************************************************************
TEST(VerticalBlockMatrix, Constructor2) {
VerticalBlockMatrix actual(dimensions,
(Matrix(6, 6) << 1, 2, 3, 4, 5, 6, // (Matrix(6, 6) << 1, 2, 3, 4, 5, 6, //
2, 8, 9, 10, 11, 12, // 2, 8, 9, 10, 11, 12, //
3, 9, 15, 16, 17, 18, // 3, 9, 15, 16, 17, 18, //
@ -38,6 +49,14 @@ TEST(VerticalBlockMatrix, constructor) {
EXPECT_LONGS_EQUAL(3,actual.nBlocks()); EXPECT_LONGS_EQUAL(3,actual.nBlocks());
} }
//*****************************************************************************
TEST(VerticalBlockMatrix, Constructor3) {
VerticalBlockMatrix actual(dimensions.begin(),dimensions.end(),6);
EXPECT_LONGS_EQUAL(6,actual.rows());
EXPECT_LONGS_EQUAL(6,actual.cols());
EXPECT_LONGS_EQUAL(3,actual.nBlocks());
}
//***************************************************************************** //*****************************************************************************
int main() { int main() {
TestResult tr; TestResult tr;

View File

@ -243,8 +243,8 @@ Pose3 Pose3::transform_to(const Pose3& pose) const {
Point3 Pose3::transform_from(const Point3& p, boost::optional<Matrix&> Dpose, Point3 Pose3::transform_from(const Point3& p, boost::optional<Matrix&> Dpose,
boost::optional<Matrix&> Dpoint) const { boost::optional<Matrix&> Dpoint) const {
if (Dpose) { if (Dpose) {
const Matrix R = R_.matrix(); const Matrix3 R = R_.matrix();
Matrix DR = R * skewSymmetric(-p.x(), -p.y(), -p.z()); Matrix3 DR = R * skewSymmetric(-p.x(), -p.y(), -p.z());
Dpose->resize(3, 6); Dpose->resize(3, 6);
(*Dpose) << DR, R; (*Dpose) << DR, R;
} }
@ -263,7 +263,7 @@ Point3 Pose3::transform_to(const Point3& p, boost::optional<Matrix36&> Dpose,
boost::optional<Matrix3&> Dpoint) const { boost::optional<Matrix3&> Dpoint) const {
// Only get transpose once, to avoid multiple allocations, // Only get transpose once, to avoid multiple allocations,
// as well as multiple conversions in the Quaternion case // as well as multiple conversions in the Quaternion case
const Matrix3& Rt = R_.transpose(); const Matrix3 Rt = R_.transpose();
const Point3 q(Rt*(p - t_).vector()); const Point3 q(Rt*(p - t_).vector());
if (Dpose) { if (Dpose) {
const double wx = q.x(), wy = q.y(), wz = q.z(); const double wx = q.x(), wy = q.y(), wz = q.z();
@ -280,7 +280,7 @@ Point3 Pose3::transform_to(const Point3& p, boost::optional<Matrix36&> Dpose,
/* ************************************************************************* */ /* ************************************************************************* */
Point3 Pose3::transform_to(const Point3& p, boost::optional<Matrix&> Dpose, Point3 Pose3::transform_to(const Point3& p, boost::optional<Matrix&> Dpose,
boost::optional<Matrix&> Dpoint) const { boost::optional<Matrix&> Dpoint) const {
const Matrix3& Rt = R_.transpose(); const Matrix3 Rt = R_.transpose();
const Point3 q(Rt*(p - t_).vector()); const Point3 q(Rt*(p - t_).vector());
if (Dpose) { if (Dpose) {
const double wx = q.x(), wy = q.y(), wz = q.z(); const double wx = q.x(), wy = q.y(), wz = q.z();

View File

@ -82,20 +82,22 @@ namespace gtsam {
class GTSAM_EXPORT JacobianFactor : public GaussianFactor class GTSAM_EXPORT JacobianFactor : public GaussianFactor
{ {
public: public:
typedef JacobianFactor This; ///< Typedef to this class typedef JacobianFactor This; ///< Typedef to this class
typedef GaussianFactor Base; ///< Typedef to base class typedef GaussianFactor Base; ///< Typedef to base class
typedef boost::shared_ptr<This> shared_ptr; ///< shared_ptr to this class typedef boost::shared_ptr<This> shared_ptr; ///< shared_ptr to this class
protected:
VerticalBlockMatrix Ab_; // the block view of the full matrix
noiseModel::Diagonal::shared_ptr model_; // Gaussian noise model with diagonal covariance matrix
public:
typedef VerticalBlockMatrix::Block ABlock; typedef VerticalBlockMatrix::Block ABlock;
typedef VerticalBlockMatrix::constBlock constABlock; typedef VerticalBlockMatrix::constBlock constABlock;
typedef ABlock::ColXpr BVector; typedef ABlock::ColXpr BVector;
typedef constABlock::ConstColXpr constBVector; typedef constABlock::ConstColXpr constBVector;
protected:
VerticalBlockMatrix Ab_; // the block view of the full matrix
noiseModel::Diagonal::shared_ptr model_; // Gaussian noise model with diagonal covariance matrix
public:
/** Convert from other GaussianFactor */ /** Convert from other GaussianFactor */
explicit JacobianFactor(const GaussianFactor& gf); explicit JacobianFactor(const GaussianFactor& gf);
@ -328,6 +330,21 @@ namespace gtsam {
private: private:
/** Unsafe Constructor that creates an uninitialized Jacobian of right size
* @param keys in some order
* @param diemnsions of the variables in same order
* @param m output dimension
* @param model noise model (default NULL)
*/
template<class KEYS, class DIMENSIONS>
JacobianFactor(const KEYS& keys, const DIMENSIONS& dims, DenseIndex m,
const SharedDiagonal& model = SharedDiagonal()) :
Base(keys), Ab_(dims.begin(), dims.end(), m, true), model_(model) {
}
// be very selective on who can access these private methods:
template<typename T> friend class ExpressionFactor;
/** Serialization function */ /** Serialization function */
friend class boost::serialization::access; friend class boost::serialization::access;
template<class ARCHIVE> template<class ARCHIVE>

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@ -339,12 +339,12 @@ Vector Constrained::whiten(const Vector& v) const {
// a hard constraint, we don't do anything. // a hard constraint, we don't do anything.
const Vector& a = v; const Vector& a = v;
const Vector& b = sigmas_; const Vector& b = sigmas_;
// Now allows for whiten augmented vector with a new additional part coming size_t n = a.size();
// from the Lagrange multiplier. So a.size() >= b.size() assert (b.size()==a.size());
Vector c = a; Vector c(n);
for( DenseIndex i = 0; i < b.size(); i++ ) { for( size_t i = 0; i < n; i++ ) {
const double& ai = a(i), &bi = b(i); const double& ai = a(i), &bi = b(i);
if (bi!=0) c(i) = ai/bi; c(i) = (bi==0.0) ? ai : ai/bi; // NOTE: not ediv_()
} }
return c; return c;
} }
@ -362,11 +362,7 @@ double Constrained::distance(const Vector& v) const {
/* ************************************************************************* */ /* ************************************************************************* */
Matrix Constrained::Whiten(const Matrix& H) const { Matrix Constrained::Whiten(const Matrix& H) const {
// selective scaling // selective scaling
// Now allow augmented Matrix with a new additional part coming return vector_scale(invsigmas(), H, true);
// from the Lagrange multiplier.
Matrix M(H.block(0, 0, dim(), H.cols()));
Constrained::WhitenInPlace(M);
return M;
} }
/* ************************************************************************* */ /* ************************************************************************* */
@ -375,8 +371,6 @@ void Constrained::WhitenInPlace(Matrix& H) const {
// Scale row i of H by sigmas[i], basically multiplying H with diag(sigmas) // Scale row i of H by sigmas[i], basically multiplying H with diag(sigmas)
// Set inf_mask flag is true so that if invsigmas[i] is inf, i.e. sigmas[i] = 0, // Set inf_mask flag is true so that if invsigmas[i] is inf, i.e. sigmas[i] = 0,
// indicating a hard constraint, we leave H's row i in place. // indicating a hard constraint, we leave H's row i in place.
// Now allow augmented Matrix with a new additional part coming
// from the Lagrange multiplier.
// Inlined: vector_scale_inplace(invsigmas(), H, true); // Inlined: vector_scale_inplace(invsigmas(), H, true);
// vector_scale_inplace(v, A, true); // vector_scale_inplace(v, A, true);
for (DenseIndex i=0; i<(DenseIndex)dim_; ++i) { for (DenseIndex i=0; i<(DenseIndex)dim_; ++i) {
@ -399,14 +393,12 @@ void Constrained::WhitenInPlace(Eigen::Block<Matrix> H) const {
} }
/* ************************************************************************* */ /* ************************************************************************* */
Constrained::shared_ptr Constrained::unit(size_t augmentedDim) const { Constrained::shared_ptr Constrained::unit() const {
Vector sigmas = ones(dim()+augmentedDim); Vector sigmas = ones(dim());
for (size_t i=0; i<dim(); ++i) for (size_t i=0; i<dim(); ++i)
if (this->sigmas_(i) == 0.0) if (this->sigmas_(i) == 0.0)
sigmas(i) = 0.0; sigmas(i) = 0.0;
Vector augmentedMu = zero(dim()+augmentedDim); return MixedSigmas(mu_, sigmas);
subInsert(augmentedMu, mu_, 0);
return MixedSigmas(augmentedMu, sigmas);
} }
/* ************************************************************************* */ /* ************************************************************************* */

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@ -61,6 +61,11 @@ namespace gtsam {
Base(size_t dim = 1):dim_(dim) {} Base(size_t dim = 1):dim_(dim) {}
virtual ~Base() {} virtual ~Base() {}
/** true if a constrained noise mode, saves slow/clumsy dynamic casting */
virtual bool is_constrained() const {
return false;
}
/// Dimensionality /// Dimensionality
inline size_t dim() const { return dim_;} inline size_t dim() const { return dim_;}
@ -385,6 +390,11 @@ namespace gtsam {
virtual ~Constrained() {} virtual ~Constrained() {}
/** true if a constrained noise mode, saves slow/clumsy dynamic casting */
virtual bool is_constrained() const {
return true;
}
/// Access mu as a vector /// Access mu as a vector
const Vector& mu() const { return mu_; } const Vector& mu() const { return mu_; }
@ -481,9 +491,8 @@ namespace gtsam {
/** /**
* Returns a Unit version of a constrained noisemodel in which * Returns a Unit version of a constrained noisemodel in which
* constrained sigmas remain constrained and the rest are unit scaled * constrained sigmas remain constrained and the rest are unit scaled
* Now support augmented part from the Lagrange multiplier.
*/ */
shared_ptr unit(size_t augmentedDim = 0) const; shared_ptr unit() const;
private: private:
/** Serialization function */ /** Serialization function */
@ -732,7 +741,7 @@ namespace gtsam {
}; };
/// Cauchy implements the "Cauchy" robust error model (Lee2013IROS). Contributed by: /// Cauchy implements the "Cauchy" robust error model (Lee2013IROS). Contributed by:
/// Dipl.-Inform. Jan Oberl<EFBFBD>nder (M.Sc.), FZI Research Center for /// Dipl.-Inform. Jan Oberlaender (M.Sc.), FZI Research Center for
/// Information Technology, Karlsruhe, Germany. /// Information Technology, Karlsruhe, Germany.
/// oberlaender@fzi.de /// oberlaender@fzi.de
/// Thanks Jan! /// Thanks Jan!

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@ -22,20 +22,21 @@
namespace gtsam { namespace gtsam {
/* ************************************************************************* */ /* ************************************************************************* */
void NonlinearFactor::print(const std::string& s, void NonlinearFactor::print(const std::string& s,
const KeyFormatter& keyFormatter) const { const KeyFormatter& keyFormatter) const {
std::cout << s << " keys = { "; std::cout << s << " keys = { ";
BOOST_FOREACH(Key key, this->keys()) { BOOST_FOREACH(Key key, keys()) {
std::cout << keyFormatter(key) << " "; std::cout << keyFormatter(key) << " ";
} }
std::cout << "}" << std::endl; std::cout << "}" << std::endl;
} }
/* ************************************************************************* */
bool NonlinearFactor::equals(const NonlinearFactor& f, double tol) const { bool NonlinearFactor::equals(const NonlinearFactor& f, double tol) const {
return Base::equals(f); return Base::equals(f);
} }
/* ************************************************************************* */
NonlinearFactor::shared_ptr NonlinearFactor::rekey( NonlinearFactor::shared_ptr NonlinearFactor::rekey(
const std::map<Key, Key>& rekey_mapping) const { const std::map<Key, Key>& rekey_mapping) const {
shared_ptr new_factor = clone(); shared_ptr new_factor = clone();
@ -48,22 +49,23 @@ NonlinearFactor::shared_ptr NonlinearFactor::rekey(
return new_factor; return new_factor;
} }
/* ************************************************************************* */
NonlinearFactor::shared_ptr NonlinearFactor::rekey( NonlinearFactor::shared_ptr NonlinearFactor::rekey(
const std::vector<Key>& new_keys) const { const std::vector<Key>& new_keys) const {
assert(new_keys.size() == this->keys().size()); assert(new_keys.size() == keys().size());
shared_ptr new_factor = clone(); shared_ptr new_factor = clone();
new_factor->keys() = new_keys; new_factor->keys() = new_keys;
return new_factor; return new_factor;
} }
/* ************************************************************************* */ /* ************************************************************************* */
void NoiseModelFactor::print(const std::string& s, void NoiseModelFactor::print(const std::string& s,
const KeyFormatter& keyFormatter) const { const KeyFormatter& keyFormatter) const {
Base::print(s, keyFormatter); Base::print(s, keyFormatter);
this->noiseModel_->print(" noise model: "); noiseModel_->print(" noise model: ");
} }
/* ************************************************************************* */
bool NoiseModelFactor::equals(const NonlinearFactor& f, double tol) const { bool NoiseModelFactor::equals(const NonlinearFactor& f, double tol) const {
const NoiseModelFactor* e = dynamic_cast<const NoiseModelFactor*>(&f); const NoiseModelFactor* e = dynamic_cast<const NoiseModelFactor*>(&f);
return e && Base::equals(f, tol) return e && Base::equals(f, tol)
@ -72,6 +74,7 @@ bool NoiseModelFactor::equals(const NonlinearFactor& f, double tol) const {
&& noiseModel_->equals(*e->noiseModel_, tol))); && noiseModel_->equals(*e->noiseModel_, tol)));
} }
/* ************************************************************************* */
static void check(const SharedNoiseModel& noiseModel, size_t m) { static void check(const SharedNoiseModel& noiseModel, size_t m) {
if (!noiseModel) if (!noiseModel)
throw std::invalid_argument("NoiseModelFactor: no NoiseModel."); throw std::invalid_argument("NoiseModelFactor: no NoiseModel.");
@ -80,14 +83,16 @@ static void check(const SharedNoiseModel& noiseModel, size_t m) {
"NoiseModelFactor was created with a NoiseModel of incorrect dimension."); "NoiseModelFactor was created with a NoiseModel of incorrect dimension.");
} }
/* ************************************************************************* */
Vector NoiseModelFactor::whitenedError(const Values& c) const { Vector NoiseModelFactor::whitenedError(const Values& c) const {
const Vector b = unwhitenedError(c); const Vector b = unwhitenedError(c);
check(noiseModel_, b.size()); check(noiseModel_, b.size());
return noiseModel_->whiten(b); return noiseModel_->whiten(b);
} }
/* ************************************************************************* */
double NoiseModelFactor::error(const Values& c) const { double NoiseModelFactor::error(const Values& c) const {
if (this->active(c)) { if (active(c)) {
const Vector b = unwhitenedError(c); const Vector b = unwhitenedError(c);
check(noiseModel_, b.size()); check(noiseModel_, b.size());
return 0.5 * noiseModel_->distance(b); return 0.5 * noiseModel_->distance(b);
@ -96,41 +101,36 @@ double NoiseModelFactor::error(const Values& c) const {
} }
} }
/* ************************************************************************* */
boost::shared_ptr<GaussianFactor> NoiseModelFactor::linearize( boost::shared_ptr<GaussianFactor> NoiseModelFactor::linearize(
const Values& x) const { const Values& x) const {
// Only linearize if the factor is active // Only linearize if the factor is active
if (!this->active(x)) if (!active(x))
return boost::shared_ptr<JacobianFactor>(); return boost::shared_ptr<JacobianFactor>();
// Call evaluate error to get Jacobians and RHS vector b // Call evaluate error to get Jacobians and RHS vector b
std::vector<Matrix> A(this->size()); std::vector<Matrix> A(size());
Vector b = -unwhitenedError(x, A); Vector b = -unwhitenedError(x, A);
check(noiseModel_, b.size()); check(noiseModel_, b.size());
// Whiten the corresponding system now // Whiten the corresponding system now
this->noiseModel_->WhitenSystem(A, b); noiseModel_->WhitenSystem(A, b);
// Fill in terms, needed to create JacobianFactor below // Fill in terms, needed to create JacobianFactor below
std::vector<std::pair<Key, Matrix> > terms(this->size()); std::vector<std::pair<Key, Matrix> > terms(size());
for (size_t j = 0; j < this->size(); ++j) { for (size_t j = 0; j < size(); ++j) {
terms[j].first = this->keys()[j]; terms[j].first = keys()[j];
terms[j].second.swap(A[j]); terms[j].second.swap(A[j]);
} }
// TODO pass unwhitened + noise model to Gaussian factor // TODO pass unwhitened + noise model to Gaussian factor
// For now, only linearized constrained factors have noise model at linear level!!! if (noiseModel_->is_constrained())
noiseModel::Constrained::shared_ptr constrained = // return GaussianFactor::shared_ptr(
boost::dynamic_pointer_cast<noiseModel::Constrained>(this->noiseModel_); new JacobianFactor(terms, b,
if (constrained) { boost::static_pointer_cast<noiseModel::Constrained>(noiseModel_)->unit()));
// Create a factor of reduced row dimension d_ else
size_t d_ = b.size() - constrained->dim(); return GaussianFactor::shared_ptr(new JacobianFactor(terms, b));
Vector zero_ = zero(d_);
Vector b_ = concatVectors(2, &b, &zero_);
noiseModel::Constrained::shared_ptr model = constrained->unit(d_);
return boost::make_shared<JacobianFactor>(terms, b_, model);
} else
return boost::make_shared<JacobianFactor>(terms, b);
} }
/* ************************************************************************* */ /* ************************************************************************* */

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@ -23,9 +23,11 @@
#include <gtsam/base/Matrix.h> #include <gtsam/base/Matrix.h>
#include <gtsam/base/Testable.h> #include <gtsam/base/Testable.h>
#include <gtsam/base/Manifold.h> #include <gtsam/base/Manifold.h>
#include <gtsam/base/VerticalBlockMatrix.h>
#include <boost/foreach.hpp> #include <boost/foreach.hpp>
#include <boost/tuple/tuple.hpp> #include <boost/tuple/tuple.hpp>
#include <boost/bind.hpp>
// template meta-programming headers // template meta-programming headers
#include <boost/mpl/vector.hpp> #include <boost/mpl/vector.hpp>
@ -48,7 +50,25 @@ namespace gtsam {
template<typename T> template<typename T>
class Expression; class Expression;
typedef std::map<Key, Eigen::Block<Matrix> > JacobianMap; /**
* Expressions are designed to write their derivatives into an already allocated
* Jacobian of the correct size, of type VerticalBlockMatrix.
* The JacobianMap provides a mapping from keys to the underlying blocks.
*/
class JacobianMap {
const FastVector<Key>& keys_;
VerticalBlockMatrix& Ab_;
public:
JacobianMap(const FastVector<Key>& keys, VerticalBlockMatrix& Ab) :
keys_(keys), Ab_(Ab) {
}
/// Access via key
VerticalBlockMatrix::Block operator()(Key key) {
FastVector<Key>::const_iterator it = std::find(keys_.begin(),keys_.end(),key);
DenseIndex block = it - keys_.begin();
return Ab_(block);
}
};
//----------------------------------------------------------------------------- //-----------------------------------------------------------------------------
/** /**
@ -78,16 +98,14 @@ struct CallRecord {
template<int ROWS, int COLS> template<int ROWS, int COLS>
void handleLeafCase(const Eigen::Matrix<double, ROWS, COLS>& dTdA, void handleLeafCase(const Eigen::Matrix<double, ROWS, COLS>& dTdA,
JacobianMap& jacobians, Key key) { JacobianMap& jacobians, Key key) {
JacobianMap::iterator it = jacobians.find(key); jacobians(key).block < ROWS, COLS > (0, 0) += dTdA; // block makes HUGE difference
it->second.block<ROWS, COLS>(0, 0) += dTdA; // block makes HUGE difference
} }
/// Handle Leaf Case for Dynamic Matrix type (slower) /// Handle Leaf Case for Dynamic Matrix type (slower)
template<> template<>
void handleLeafCase( void handleLeafCase(
const Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic>& dTdA, const Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic>& dTdA,
JacobianMap& jacobians, Key key) { JacobianMap& jacobians, Key key) {
JacobianMap::iterator it = jacobians.find(key); jacobians(key) += dTdA;
it->second += dTdA;
} }
//----------------------------------------------------------------------------- //-----------------------------------------------------------------------------

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@ -123,7 +123,7 @@ public:
} }
/// Return value and derivatives, reverse AD version /// Return value and derivatives, reverse AD version
T reverse(const Values& values, JacobianMap& jacobians) const { T value(const Values& values, JacobianMap& jacobians) const {
// The following piece of code is absolutely crucial for performance. // The following piece of code is absolutely crucial for performance.
// We allocate a block of memory on the stack, which can be done at runtime // We allocate a block of memory on the stack, which can be done at runtime
// with modern C++ compilers. The traceExecution then fills this memory // with modern C++ compilers. The traceExecution then fills this memory
@ -142,11 +142,6 @@ public:
return root_->value(values); return root_->value(values);
} }
/// Return value and derivatives
T value(const Values& values, JacobianMap& jacobians) const {
return reverse(values, jacobians);
}
const boost::shared_ptr<ExpressionNode<T> >& root() const { const boost::shared_ptr<ExpressionNode<T> >& root() const {
return root_; return root_;
} }

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@ -75,7 +75,7 @@ public:
} }
/** /**
* Error function *without* the NoiseModel, \f$ z-h(x) \f$. * Error function *without* the NoiseModel, \f$ h(x)-z \f$.
* We override this method to provide * We override this method to provide
* both the function evaluation and its derivative(s) in H. * both the function evaluation and its derivative(s) in H.
*/ */
@ -85,17 +85,19 @@ public:
// H should be pre-allocated // H should be pre-allocated
assert(H->size()==size()); assert(H->size()==size());
// Create and zero out blocks to be passed to expression_ VerticalBlockMatrix Ab(dimensions_, Dim);
JacobianMap blocks;
for (DenseIndex i = 0; i < size(); i++) { // Wrap keys and VerticalBlockMatrix into structure passed to expression_
Matrix& Hi = H->at(i); JacobianMap map(keys_, Ab);
Hi.resize(Dim, dimensions_[i]); Ab.matrix().setZero();
Hi.setZero(); // zero out
Eigen::Block<Matrix> block = Hi.block(0, 0, Dim, dimensions_[i]); // Evaluate error to get Jacobians and RHS vector b
blocks.insert(std::make_pair(keys_[i], block)); T value = expression_.value(x, map); // <<< Reverse AD happens here !
}
// Copy blocks into the vector of jacobians passed in
for (DenseIndex i = 0; i < size(); i++)
H->at(i) = Ab(i);
T value = expression_.value(x, blocks);
return measurement_.localCoordinates(value); return measurement_.localCoordinates(value);
} else { } else {
const T& value = expression_.value(x); const T& value = expression_.value(x);
@ -105,41 +107,34 @@ public:
virtual boost::shared_ptr<GaussianFactor> linearize(const Values& x) const { virtual boost::shared_ptr<GaussianFactor> linearize(const Values& x) const {
// This method has been heavily optimized for maximum performance. // Only linearize if the factor is active
// We allocate a VerticalBlockMatrix on the stack first, and then create if (!active(x))
// Eigen::Block<Matrix> views on this piece of memory which is then passed return boost::shared_ptr<JacobianFactor>();
// to [expression_.value] below, which writes directly into Ab_.
// Another malloc saved by creating a Matrix on the stack // Create a writeable JacobianFactor in advance
double memory[Dim * augmentedCols_]; // In case noise model is constrained, we need to provide a noise model
Eigen::Map<Eigen::Matrix<double, Dim, Eigen::Dynamic> > // bool constrained = noiseModel_->is_constrained();
matrix(memory, Dim, augmentedCols_); boost::shared_ptr<JacobianFactor> factor(
matrix.setZero(); // zero out constrained ? new JacobianFactor(keys_, dimensions_, Dim,
boost::static_pointer_cast<noiseModel::Constrained>(noiseModel_)->unit()) :
new JacobianFactor(keys_, dimensions_, Dim));
// Construct block matrix, is of right size but un-initialized // Wrap keys and VerticalBlockMatrix into structure passed to expression_
VerticalBlockMatrix Ab(dimensions_, matrix, true); VerticalBlockMatrix& Ab = factor->matrixObject();
JacobianMap map(keys_, Ab);
// Create blocks into Ab_ to be passed to expression_ // Zero out Jacobian so we can simply add to it
JacobianMap blocks; Ab.matrix().setZero();
for (DenseIndex i = 0; i < size(); i++)
blocks.insert(std::make_pair(keys_[i], Ab(i)));
// Evaluate error to get Jacobians and RHS vector b // Evaluate error to get Jacobians and RHS vector b
T value = expression_.value(x, blocks); // <<< Reverse AD happens here ! T value = expression_.value(x, map); // <<< Reverse AD happens here !
Ab(size()).col(0) = -measurement_.localCoordinates(value); Ab(size()).col(0) = -measurement_.localCoordinates(value);
// Whiten the corresponding system now // Whiten the corresponding system, Ab already contains RHS
// TODO ! this->noiseModel_->WhitenSystem(Ab); Vector dummy(Dim);
noiseModel_->WhitenSystem(Ab.matrix(),dummy);
// TODO pass unwhitened + noise model to Gaussian factor return factor;
// For now, only linearized constrained factors have noise model at linear level!!!
noiseModel::Constrained::shared_ptr constrained = //
boost::dynamic_pointer_cast<noiseModel::Constrained>(this->noiseModel_);
if (constrained) {
return boost::make_shared<JacobianFactor>(this->keys(), Ab,
constrained->unit());
} else
return boost::make_shared<JacobianFactor>(this->keys(), Ab);
} }
}; };
// ExpressionFactor // ExpressionFactor

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@ -46,11 +46,8 @@ static const Rot3 someR = Rot3::RzRyRx(1, 2, 3);
TEST(Expression, constant) { TEST(Expression, constant) {
Expression<Rot3> R(someR); Expression<Rot3> R(someR);
Values values; Values values;
JacobianMap actualMap; Rot3 actual = R.value(values);
Rot3 actual = R.value(values, actualMap);
EXPECT(assert_equal(someR, actual)); EXPECT(assert_equal(someR, actual));
JacobianMap expected;
EXPECT(actualMap == expected);
EXPECT_LONGS_EQUAL(0, R.traceSize()) EXPECT_LONGS_EQUAL(0, R.traceSize())
} }
@ -61,15 +58,8 @@ TEST(Expression, Leaf) {
Values values; Values values;
values.insert(100, someR); values.insert(100, someR);
JacobianMap expected; Rot3 actual2 = R.value(values);
Matrix H = eye(3);
expected.insert(make_pair(100, H.block(0, 0, 3, 3)));
JacobianMap actualMap2;
actualMap2.insert(make_pair(100, H.block(0, 0, 3, 3)));
Rot3 actual2 = R.reverse(values, actualMap2);
EXPECT(assert_equal(someR, actual2)); EXPECT(assert_equal(someR, actual2));
EXPECT(actualMap2 == expected);
} }
/* ************************************************************************* */ /* ************************************************************************* */

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@ -28,6 +28,9 @@
#include <CppUnitLite/TestHarness.h> #include <CppUnitLite/TestHarness.h>
#include <boost/assign/list_of.hpp>
using boost::assign::list_of;
using namespace std; using namespace std;
using namespace gtsam; using namespace gtsam;
@ -62,41 +65,41 @@ TEST(ExpressionFactor, Leaf) {
EXPECT( assert_equal(*old.linearize(values), *gf2, 1e-9)); EXPECT( assert_equal(*old.linearize(values), *gf2, 1e-9));
} }
///* ************************************************************************* */ /* ************************************************************************* */
//// non-zero noise model // non-zero noise model
//TEST(ExpressionFactor, Model) { TEST(ExpressionFactor, Model) {
// using namespace leaf; using namespace leaf;
//
// SharedNoiseModel model = noiseModel::Diagonal::Sigmas(Vector2(0.1, 0.01)); SharedNoiseModel model = noiseModel::Diagonal::Sigmas(Vector2(0.1, 0.01));
//
// // Create old-style factor to create expected value and derivatives // Create old-style factor to create expected value and derivatives
// PriorFactor<Point2> old(2, Point2(0, 0), model); PriorFactor<Point2> old(2, Point2(0, 0), model);
//
// // Concise version // Concise version
// ExpressionFactor<Point2> f(model, Point2(0, 0), p); ExpressionFactor<Point2> f(model, Point2(0, 0), p);
// EXPECT_DOUBLES_EQUAL(old.error(values), f.error(values), 1e-9); EXPECT_DOUBLES_EQUAL(old.error(values), f.error(values), 1e-9);
// EXPECT_LONGS_EQUAL(2, f.dim()); EXPECT_LONGS_EQUAL(2, f.dim());
// boost::shared_ptr<GaussianFactor> gf2 = f.linearize(values); boost::shared_ptr<GaussianFactor> gf2 = f.linearize(values);
// EXPECT( assert_equal(*old.linearize(values), *gf2, 1e-9)); EXPECT( assert_equal(*old.linearize(values), *gf2, 1e-9));
//} }
//
///* ************************************************************************* */ /* ************************************************************************* */
//// Constrained noise model // Constrained noise model
//TEST(ExpressionFactor, Constrained) { TEST(ExpressionFactor, Constrained) {
// using namespace leaf; using namespace leaf;
//
// SharedDiagonal model = noiseModel::Constrained::MixedSigmas(Vector2(0.2, 0)); SharedDiagonal model = noiseModel::Constrained::MixedSigmas(Vector2(0.2, 0));
//
// // Create old-style factor to create expected value and derivatives // Create old-style factor to create expected value and derivatives
// PriorFactor<Point2> old(2, Point2(0, 0), model); PriorFactor<Point2> old(2, Point2(0, 0), model);
//
// // Concise version // Concise version
// ExpressionFactor<Point2> f(model, Point2(0, 0), p); ExpressionFactor<Point2> f(model, Point2(0, 0), p);
// EXPECT_DOUBLES_EQUAL(old.error(values), f.error(values), 1e-9); EXPECT_DOUBLES_EQUAL(old.error(values), f.error(values), 1e-9);
// EXPECT_LONGS_EQUAL(2, f.dim()); EXPECT_LONGS_EQUAL(2, f.dim());
// boost::shared_ptr<GaussianFactor> gf2 = f.linearize(values); boost::shared_ptr<GaussianFactor> gf2 = f.linearize(values);
// EXPECT( assert_equal(*old.linearize(values), *gf2, 1e-9)); EXPECT( assert_equal(*old.linearize(values), *gf2, 1e-9));
//} }
/* ************************************************************************* */ /* ************************************************************************* */
// Unary(Leaf)) // Unary(Leaf))

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@ -27,7 +27,7 @@
using namespace std; using namespace std;
using namespace gtsam; using namespace gtsam;
#define time timeMultiThreaded #define time timeSingleThreaded
boost::shared_ptr<Cal3_S2> fixedK(new Cal3_S2()); boost::shared_ptr<Cal3_S2> fixedK(new Cal3_S2());

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@ -23,7 +23,7 @@
using namespace std; using namespace std;
using namespace gtsam; using namespace gtsam;
#define time timeMultiThreaded #define time timeSingleThreaded
int main() { int main() {