Add gradientAtZero (Raw memory access)

gtsam/slam/RegularJacobianFactor.h

@@ -28,6 +28,13 @@ namespace gtsam {
 template<size_t D>
 class RegularJacobianFactor: public JacobianFactor {
 
+private:
+
+  /** Use eigen magic to access raw memory */
+  typedef Eigen::Matrix<double, D, 1> DVector;
+  typedef Eigen::Map<DVector> DMap;
+  typedef Eigen::Map<const DVector> ConstDMap;
+
 public:
 
   /** Construct an n-ary factor
@@ -50,60 +57,57 @@ public:
       JacobianFactor(keys, augmentedMatrix, sigmas) {
   }
 
-  /// y += alpha * A'*A*x
+  /** y += alpha * A'*A*x */
   void multiplyHessianAdd(double alpha, const VectorValues& x,
       VectorValues& y) const {
     JacobianFactor::multiplyHessianAdd(alpha, x, y);
   }
 
-  // Note: this is not assuming a fixed dimension for the variables,
+  /** Raw memory access version of multiplyHessianAdd
-  // but requires the vector accumulatedDims to tell the dimension of
+   * Note: this is not assuming a fixed dimension for the variables,
-  // each variable: e.g.: x0 has dim 3, x2 has dim 6, x3 has dim 2,
+   * but requires the vector accumulatedDims to tell the dimension of
-  // then accumulatedDims is [0 3 9 11 13]
+   * each variable: e.g.: x0 has dim 3, x2 has dim 6, x3 has dim 2,
-  // NOTE: size of accumulatedDims is size of keys + 1!!
+   * then accumulatedDims is [0 3 9 11 13]
+   * NOTE: size of accumulatedDims is size of keys + 1!! */
   void multiplyHessianAdd(double alpha, const double* x, double* y,
       const std::vector<size_t>& accumulatedDims) const {
 
-    // Use eigen magic to access raw memory
+    /// Use eigen magic to access raw memory
-    typedef Eigen::Matrix<double, Eigen::Dynamic, 1> DVector;
+    typedef Eigen::Matrix<double, Eigen::Dynamic, 1> VectorD;
-    typedef Eigen::Map<DVector> DMap;
+    typedef Eigen::Map<VectorD> MapD;
-    typedef Eigen::Map<const DVector> ConstDMap;
+    typedef Eigen::Map<const VectorD> ConstMapD;
 
     if (empty())
       return;
     Vector Ax = zero(Ab_.rows());
 
-    // Just iterate over all A matrices and multiply in correct config part (looping over keys)
+    /// Just iterate over all A matrices and multiply in correct config part (looping over keys)
-    // E.g.: Jacobian A = [A0 A1 A2] multiplies x = [x0 x1 x2]'
+    /// E.g.: Jacobian A = [A0 A1 A2] multiplies x = [x0 x1 x2]'
-    // Hence: Ax = A0 x0 + A1 x1 + A2 x2 (hence we loop over the keys and accumulate)
+    /// Hence: Ax = A0 x0 + A1 x1 + A2 x2 (hence we loop over the keys and accumulate)
     for (size_t pos = 0; pos < size(); ++pos)
     {
       Ax += Ab_(pos)
-          * ConstDMap(x + accumulatedDims[keys_[pos]], accumulatedDims[keys_[pos] + 1] - accumulatedDims[keys_[pos]]);
+          * ConstMapD(x + accumulatedDims[keys_[pos]], accumulatedDims[keys_[pos] + 1] - accumulatedDims[keys_[pos]]);
     }
-    // Deal with noise properly, need to Double* whiten as we are dividing by variance
+    /// Deal with noise properly, need to Double* whiten as we are dividing by variance
     if (model_) {
       model_->whitenInPlace(Ax);
       model_->whitenInPlace(Ax);
     }
 
-    // multiply with alpha
+    /// multiply with alpha
     Ax *= alpha;
 
-    // Again iterate over all A matrices and insert Ai^T into y
+    /// Again iterate over all A matrices and insert Ai^T into y
     for (size_t pos = 0; pos < size(); ++pos){
-      DMap(y + accumulatedDims[keys_[pos]], accumulatedDims[keys_[pos] + 1] - accumulatedDims[keys_[pos]]) += Ab_(
+      MapD(y + accumulatedDims[keys_[pos]], accumulatedDims[keys_[pos] + 1] - accumulatedDims[keys_[pos]]) += Ab_(
           pos).transpose() * Ax;
     }
   }
 
+  /** Raw memory access version of multiplyHessianAdd */
   void multiplyHessianAdd(double alpha, const double* x, double* y) const {
 
-    // Use eigen magic to access raw memory
-    typedef Eigen::Matrix<double, D, 1> DVector;
-    typedef Eigen::Map<DVector> DMap;
-    typedef Eigen::Map<const DVector> ConstDMap;
-
     if (empty()) return;
     Vector Ax = zero(Ab_.rows());
 
@@ -122,19 +126,16 @@ public:
       DMap(y + D * keys_[pos]) += Ab_(pos).transpose() * Ax;
   }
 
-  /// Return the diagonal of the Hessian for this factor
+//  /// Return the diagonal of the Hessian for this factor
-  VectorValues hessianDiagonal() const {
+//  VectorValues hessianDiagonal() const {
-    return JacobianFactor::hessianDiagonal();
+//    return JacobianFactor::hessianDiagonal();
-  }
+//  }
 
-  /// Raw memory access version of hessianDiagonal
+  /** Raw memory access version of hessianDiagonal
-  /* ************************************************************************* */
+   * TODO: currently assumes all variables of the same size D (templated) and keys arranged from 0 to n
-  // TODO: currently assumes all variables of the same size D (templated) and keys arranged from 0 to n
+   *
+   */
   void hessianDiagonal(double* d) const {
-    // Use eigen magic to access raw memory
-    typedef Eigen::Matrix<double, D, 1> DVector;
-    typedef Eigen::Map<DVector> DMap;
-
     // Loop over all variables in the factor
     for (DenseIndex j = 0; j < (DenseIndex) size(); ++j) {
       // Get the diagonal block, and insert its diagonal
@@ -152,12 +153,28 @@ public:
     }
   }
 
+  /** // Gradient is really -A'*b / sigma^2 */
   VectorValues gradientAtZero() const {
     return JacobianFactor::gradientAtZero();
   }
 
+  /** Raw memory access version of gradientAtZero */
   void gradientAtZero(double* d) const {
-    //throw std::runtime_error("gradientAtZero not implemented for Jacobian factor");
+    // Get vector b not weighted
+    Vector b = getb();
+    Vector b_sigma = model_ ? (model_->whiten(b)*model_->whiten(b)) : b;
+
+    // gradient -= A'*b/sigma^2
+    // Loop over all variables in the factor
+    for (DenseIndex j = 0; j < (DenseIndex) size(); ++j) {
+      // Get the diagonal block, and insert its diagonal
+      DVector dj;
+      for (size_t k = 0; k < D; ++k){
+        Vector column_k = Ab_(j).col(k);
+        dj(k) = -1.0*dot(b_sigma,column_k);
+      }
+      DMap(d + D * j) += dj;
+    }
   }
 
 };