replace sparseJacobian with "fast" version
parent
8063b9ae95
commit
2590b3b980
|
|
@ -100,24 +100,15 @@ namespace gtsam {
|
|||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
/** Performs in-place population of a sparse jacobian. Contains the
|
||||
* common functionality amongst different sparseJacobian functions.
|
||||
* @param graph the factor graph to get the Jacobian from
|
||||
* @param entries a container of triplets that supports
|
||||
* `emplace_back(size_t, size_t, double)
|
||||
* @param ordering the variable ordering
|
||||
* @param[out] nrows the nurmber of rows in the Jacobian
|
||||
* @param[out] ncols the number of columns in the Jacobian
|
||||
*/
|
||||
template <typename T>
|
||||
void sparseJacobianInPlace(const GaussianFactorGraph& graph, T& entries,
|
||||
const Ordering& ordering, size_t& nrows,
|
||||
size_t& ncols) {
|
||||
gttic_(GaussianFactorGraph_sparseJacobianInPlace);
|
||||
using SparseTriplets = std::vector<std::tuple<int, int, double> >;
|
||||
SparseTriplets GaussianFactorGraph::sparseJacobian(const Ordering& ordering,
|
||||
size_t& nrows,
|
||||
size_t& ncols) const {
|
||||
gttic_(GaussianFactorGraph_sparseJacobian);
|
||||
// First find dimensions of each variable
|
||||
typedef std::map<Key, size_t> KeySizeMap;
|
||||
KeySizeMap dims;
|
||||
for (const auto& factor : graph) {
|
||||
for (const auto& factor : *this) {
|
||||
if (!static_cast<bool>(factor)) continue;
|
||||
|
||||
for (auto it = factor->begin(); it != factor->end(); ++it) {
|
||||
|
|
@ -134,8 +125,10 @@ namespace gtsam {
|
|||
}
|
||||
|
||||
// Iterate over all factors, adding sparse scalar entries
|
||||
SparseTriplets entries;
|
||||
entries.reserve(60 * size());
|
||||
nrows = 0;
|
||||
for (const auto& factor : graph) {
|
||||
for (const auto& factor : *this) {
|
||||
if (!static_cast<bool>(factor)) continue;
|
||||
|
||||
// Convert to JacobianFactor if necessary
|
||||
|
|
@ -179,16 +172,13 @@ namespace gtsam {
|
|||
}
|
||||
|
||||
ncols++; // +1 for b-column
|
||||
return entries;
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
using BoostTriplets = std::vector<boost::tuple<size_t, size_t, double> >;
|
||||
BoostTriplets GaussianFactorGraph::sparseJacobian() const {
|
||||
BoostTriplets entries;
|
||||
entries.reserve(60 * size());
|
||||
SparseTriplets GaussianFactorGraph::sparseJacobian() const {
|
||||
size_t nrows, ncols;
|
||||
sparseJacobianInPlace(*this, entries, Ordering(this->keys()), nrows, ncols);
|
||||
return entries;
|
||||
return sparseJacobian(Ordering(this->keys()), nrows, ncols);
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
|
|
@ -202,23 +192,13 @@ namespace gtsam {
|
|||
Matrix IJS(3, nzmax);
|
||||
for (size_t k = 0; k < result.size(); k++) {
|
||||
const auto& entry = result[k];
|
||||
IJS(0, k) = double(entry.get<0>() + 1);
|
||||
IJS(1, k) = double(entry.get<1>() + 1);
|
||||
IJS(2, k) = entry.get<2>();
|
||||
IJS(0, k) = double(std::get<0>(entry) + 1);
|
||||
IJS(1, k) = double(std::get<1>(entry) + 1);
|
||||
IJS(2, k) = std::get<2>(entry);
|
||||
}
|
||||
return IJS;
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
using GtsamTriplets = std::vector<std::tuple<int, int, double> >;
|
||||
GtsamTriplets GaussianFactorGraph::sparseJacobianFast(
|
||||
const Ordering& ordering, size_t& nrows, size_t& ncols) const {
|
||||
GtsamTriplets entries;
|
||||
entries.reserve(60 * size());
|
||||
sparseJacobianInPlace(*this, entries, ordering, nrows, ncols);
|
||||
return entries;
|
||||
}
|
||||
|
||||
/* ************************************************************************* */
|
||||
Matrix GaussianFactorGraph::augmentedJacobian(
|
||||
const Ordering& ordering) const {
|
||||
|
|
|
|||
|
|
@ -181,13 +181,20 @@ namespace gtsam {
|
|||
///@{
|
||||
|
||||
/**
|
||||
* Return vector of i, j, and s to generate an m-by-n sparse augmented
|
||||
* Jacobian matrix, where i(k) and j(k) are the base 0 row and column
|
||||
* indices, s(k) a double.
|
||||
* Returns a sparse augmented Jacbian matrix as a vector of i, j, and s,
|
||||
* where i(k) and j(k) are the base 0 row and column indices, and s(k) is
|
||||
* the entry as a double.
|
||||
* The standard deviations are baked into A and b
|
||||
* @return the sparse matrix as a std::vector of boost tuples
|
||||
* @return the sparse matrix as a std::vector of std::tuples
|
||||
* @param ordering the column ordering
|
||||
* @param[out] nrows The number of rows in the augmented Jacobian
|
||||
* @param[out] ncols The number of columns in the augmented Jacobian
|
||||
*/
|
||||
std::vector<boost::tuple<size_t, size_t, double> > sparseJacobian() const;
|
||||
std::vector<std::tuple<int, int, double> > sparseJacobian(
|
||||
const Ordering& ordering, size_t& nrows, size_t& ncols) const;
|
||||
|
||||
/** Returns a sparse augmented Jacobian matrix with default ordering */
|
||||
std::vector<std::tuple<int, int, double> > sparseJacobian() const;
|
||||
|
||||
/**
|
||||
* Matrix version of sparseJacobian: generates a 3*m matrix with [i,j,s]
|
||||
|
|
@ -197,15 +204,6 @@ namespace gtsam {
|
|||
*/
|
||||
Matrix sparseJacobian_() const;
|
||||
|
||||
/** Returns a sparse matrix with `int` indices instead of `size_t` for
|
||||
* slightly faster performance
|
||||
* @param ordering the column ordering
|
||||
* @param[out] nrows The number of rows in the Jacobian
|
||||
* @param[out] ncols The number of columns in the Jacobian
|
||||
*/
|
||||
std::vector<std::tuple<int, int, double> > sparseJacobianFast(
|
||||
const Ordering& ordering, size_t& nrows, size_t& ncols) const;
|
||||
|
||||
/**
|
||||
* Return a dense \f$ [ \;A\;b\; ] \in \mathbb{R}^{m \times n+1} \f$
|
||||
* Jacobian matrix, augmented with b with the noise models baked
|
||||
|
|
|
|||
|
|
@ -41,7 +41,7 @@ SparseEigen sparseJacobianEigen(
|
|||
// intermediate `entries` vector is kind of unavoidable due to how expensive
|
||||
// factor->rows() is, which prevents us from populating SparseEigen directly.
|
||||
size_t nrows, ncols;
|
||||
auto entries = gfg.sparseJacobianFast(ordering, nrows, ncols);
|
||||
auto entries = gfg.sparseJacobian(ordering, nrows, ncols);
|
||||
// declare sparse matrix
|
||||
SparseEigen Ab(nrows, ncols);
|
||||
// See Eigen::set_from_triplets. This is about 5% faster.
|
||||
|
|
|
|||
|
|
@ -36,16 +36,16 @@ using namespace boost::assign;
|
|||
using namespace std;
|
||||
using namespace gtsam;
|
||||
|
||||
typedef boost::tuple<size_t, size_t, double> BoostTriplet;
|
||||
bool triplet_equal(BoostTriplet a, BoostTriplet b) {
|
||||
if (a.get<0>() == b.get<0>() && a.get<1>() == b.get<1>() &&
|
||||
a.get<2>() == b.get<2>()) return true;
|
||||
typedef std::tuple<size_t, size_t, double> SparseTriplet;
|
||||
bool triplet_equal(SparseTriplet a, SparseTriplet b) {
|
||||
if (get<0>(a) == get<0>(b) && get<1>(a) == get<1>(b) &&
|
||||
get<2>(a) == get<2>(b)) return true;
|
||||
|
||||
cout << "not equal:" << endl;
|
||||
cout << "\texpected: "
|
||||
"(" << a.get<0>() << ", " << a.get<1>() << ") = " << a.get<2>() << endl;
|
||||
"(" << get<0>(a) << ", " << get<1>(a) << ") = " << get<2>(a) << endl;
|
||||
cout << "\tactual: "
|
||||
"(" << b.get<0>() << ", " << b.get<1>() << ") = " << b.get<2>() << endl;
|
||||
"(" << get<0>(b) << ", " << get<1>(b) << ") = " << get<2>(b) << endl;
|
||||
return false;
|
||||
}
|
||||
|
||||
|
|
@ -119,14 +119,14 @@ TEST(GaussianFactorGraph, sparseJacobian) {
|
|||
|
||||
EXPECT(assert_equal(expectedMatlab, actual));
|
||||
|
||||
// BoostTriplets
|
||||
// SparseTriplets
|
||||
auto boostActual = gfg.sparseJacobian();
|
||||
// check the triplets size...
|
||||
EXPECT_LONGS_EQUAL(16, boostActual.size());
|
||||
// check content
|
||||
for (int i = 0; i < 16; i++) {
|
||||
EXPECT(triplet_equal(
|
||||
BoostTriplet(expected(i, 0) - 1, expected(i, 1) - 1, expected(i, 2)),
|
||||
SparseTriplet(expected(i, 0) - 1, expected(i, 1) - 1, expected(i, 2)),
|
||||
boostActual.at(i)));
|
||||
}
|
||||
}
|
||||
|
|
|
|||
Loading…
Reference in New Issue