wrap custom factor in a separate file

gtsam/nonlinear/custom.i

@@ -0,0 +1,38 @@
+//*************************************************************************
+// Custom Factor wrapping
+//*************************************************************************
+
+namespace gtsam {
+
+#include <gtsam/nonlinear/CustomFactor.h>
+virtual class CustomFactor : gtsam::NoiseModelFactor {
+  /*
+   * Note CustomFactor will not be wrapped for MATLAB, as there is no supporting
+   * machinery there. This is achieved by adding `gtsam::CustomFactor` to the
+   * ignore list in `matlab/CMakeLists.txt`.
+   */
+  CustomFactor();
+  /*
+   * Example:
+   * ```
+   * def error_func(this: CustomFactor, v: gtsam.Values, H: List[np.ndarray]):
+   *    <calculated error>
+   *    if not H is None:
+   *        <calculate the Jacobian>
+   *        H[0] = J1 # 2-d numpy array for a Jacobian block
+   *        H[1] = J2
+   *        ...
+   *    return error # 1-d numpy array
+   *
+   * cf = CustomFactor(noise_model, keys, error_func)
+   * ```
+   */
+  CustomFactor(const gtsam::SharedNoiseModel& noiseModel,
+               const gtsam::KeyVector& keys,
+               const gtsam::CustomErrorFunction& errorFunction);
+
+  void print(string s = "",
+             gtsam::KeyFormatter keyFormatter = gtsam::DefaultKeyFormatter);
+};
+
+}

matlab/CMakeLists.txt

@@ -73,6 +73,7 @@ set(interface_files
     ${GTSAM_SOURCE_DIR}/gtsam/geometry/geometry.i
     ${GTSAM_SOURCE_DIR}/gtsam/linear/linear.i
     ${GTSAM_SOURCE_DIR}/gtsam/nonlinear/nonlinear.i
+    ${GTSAM_SOURCE_DIR}/gtsam/nonlinear/custom.i
     ${GTSAM_SOURCE_DIR}/gtsam/symbolic/symbolic.i
     ${GTSAM_SOURCE_DIR}/gtsam/sam/sam.i
     ${GTSAM_SOURCE_DIR}/gtsam/slam/slam.i

python/CMakeLists.txt

@@ -61,6 +61,7 @@ set(interface_headers
     ${PROJECT_SOURCE_DIR}/gtsam/geometry/geometry.i
     ${PROJECT_SOURCE_DIR}/gtsam/linear/linear.i
     ${PROJECT_SOURCE_DIR}/gtsam/nonlinear/nonlinear.i
+    ${PROJECT_SOURCE_DIR}/gtsam/nonlinear/custom.i
     ${PROJECT_SOURCE_DIR}/gtsam/symbolic/symbolic.i
     ${PROJECT_SOURCE_DIR}/gtsam/sam/sam.i
     ${PROJECT_SOURCE_DIR}/gtsam/slam/slam.i

python/gtsam/preamble/custom.h

@@ -0,0 +1,12 @@
+/* Please refer to:
+ * https://pybind11.readthedocs.io/en/stable/advanced/cast/stl.html
+ * These are required to save one copy operation on Python calls.
+ *
+ * NOTES
+ * =================
+ *
+ * `PYBIND11_MAKE_OPAQUE` will mark the type as "opaque" for the pybind11
+ * automatic STL binding, such that the raw objects can be accessed in Python.
+ * Without this they will be automatically converted to a Python object, and all
+ * mutations on Python side will not be reflected on C++.
+ */

python/gtsam/preamble/nonlinear.h

@@ -10,3 +10,4 @@
  * Without this they will be automatically converted to a Python object, and all
  * mutations on Python side will not be reflected on C++.
  */
+#include <pybind11/stl.h>

python/gtsam/specializations/custom.h

@@ -0,0 +1,12 @@
+/* Please refer to:
+ * https://pybind11.readthedocs.io/en/stable/advanced/cast/stl.html
+ * These are required to save one copy operation on Python calls.
+ *
+ * NOTES
+ * =================
+ *
+ * `py::bind_vector` and similar machinery gives the std container a Python-like
+ * interface, but without the `<pybind11/stl.h>` copying mechanism. Combined
+ * with `PYBIND11_MAKE_OPAQUE` this allows the types to be modified with Python,
+ * and saves one copy operation.
+ */