Merge branch 'master' into retraction_name
parent
5798868ab7
commit
42a3963c7e
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@ -37,7 +37,7 @@ sources += DSFVector.cpp
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check_PROGRAMS += tests/testBTree tests/testDSF tests/testDSFVector
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# Timing tests
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noinst_PROGRAMS = tests/timeMatrix tests/timeVirtual tests/timeTest
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noinst_PROGRAMS = tests/timeMatrix tests/timeVirtual tests/timeVirtual2 tests/timeTest
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noinst_PROGRAMS += tests/timeMatrixOps
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#----------------------------------------------------------------------------------------------------
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@ -1,3 +1,14 @@
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/* ----------------------------------------------------------------------------
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* GTSAM Copyright 2010, Georgia Tech Research Corporation,
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* Atlanta, Georgia 30332-0415
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* All Rights Reserved
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* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
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* See LICENSE for the license information
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* -------------------------------------------------------------------------- */
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/**
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* @file timeVirtual.cpp
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* @brief Time the overhead of using virtual destructors and methods
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@ -0,0 +1,135 @@
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/* ----------------------------------------------------------------------------
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* GTSAM Copyright 2010, Georgia Tech Research Corporation,
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* Atlanta, Georgia 30332-0415
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* All Rights Reserved
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* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
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* See LICENSE for the license information
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* -------------------------------------------------------------------------- */
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/**
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* @file timeVirtual.cpp
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* @brief Time the overhead of using virtual destructors and methods
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* @author Richard Roberts
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* @date Nov 6, 2011
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*/
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#include <gtsam/base/timing.h>
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#include <boost/shared_ptr.hpp>
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#include <boost/intrusive_ptr.hpp>
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#include <iostream>
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using namespace std;
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using namespace boost;
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struct DtorTestBase {
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DtorTestBase() { cout << " DtorTestBase" << endl; }
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virtual ~DtorTestBase() { cout << " ~DtorTestBase" << endl; }
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};
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struct DtorTestDerived : public DtorTestBase {
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DtorTestDerived() { cout << " DtorTestDerived" << endl; }
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virtual ~DtorTestDerived() { cout << " ~DtorTestDerived" << endl; }
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};
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struct VirtualBase {
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VirtualBase() { }
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virtual void method() = 0;
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virtual ~VirtualBase() { }
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};
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struct VirtualDerived : public VirtualBase {
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double data;
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VirtualDerived() { data = rand(); }
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virtual void method() { data = rand(); }
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virtual ~VirtualDerived() { }
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};
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struct NonVirtualBase {
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NonVirtualBase() { }
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~NonVirtualBase() { }
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};
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struct NonVirtualDerived : public NonVirtualBase {
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double data;
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NonVirtualDerived() { data = rand(); }
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void method() { data = rand(); }
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~NonVirtualDerived() { }
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};
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int main(int argc, char *argv[]) {
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// Virtual destructor test
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cout << "Stack objects:" << endl;
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cout << "Base:" << endl;
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{ DtorTestBase b; }
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cout << "Derived:" << endl;
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{ DtorTestDerived d; }
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cout << "Heap objects:" << endl;
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cout << "Base:" << endl;
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{ DtorTestBase *b = new DtorTestBase(); delete b; }
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cout << "Derived:" << endl;
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{ DtorTestDerived *d = new DtorTestDerived(); delete d; }
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cout << "Derived with base pointer:" << endl;
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{ DtorTestBase *b = new DtorTestDerived(); delete b; }
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int n = 10000000;
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VirtualBase** b = new VirtualBase*[n];
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tic_(0, "Virtual");
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tic_(0, "new");
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for(int i=0; i<n; ++i)
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b[i] = new VirtualDerived();
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toc_(0, "new");
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tic_(1, "method");
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for(int i=0; i<n; ++i)
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b[i]->method();
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toc_(1, "method");
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tic_(2, "dynamic_cast");
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for(int i=0; i<n; ++i) {
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VirtualDerived* d = dynamic_cast<VirtualDerived*>(b[i]);
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if(d)
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d->method();
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}
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toc_(2, "dynamic_cast");
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tic_(3, "delete");
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for(int i=0; i<n; ++i)
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delete b[i];
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toc_(3, "delete");
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toc_(0, "Virtual");
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delete[] b;
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NonVirtualDerived** d = new NonVirtualDerived*[n];
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tic_(1, "NonVirtual");
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tic_(0, "new");
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for(int i=0; i<n; ++i)
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d[i] = new NonVirtualDerived();
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toc_(0, "new");
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tic_(1, "method");
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for(int i=0; i<n; ++i)
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d[i]->method();
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toc_(1, "method");
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tic_(2, "dynamic_cast (does nothing)");
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for(int i=0; i<n; ++i)
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d[i]->method();
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toc_(2, "dynamic_cast (does nothing)");
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tic_(3, "delete");
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for(int i=0; i<n; ++i)
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delete d[i];
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toc_(3, "delete");
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toc_(1, "NonVirtual");
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delete[] d;
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tictoc_finishedIteration_();
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tictoc_print_();
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return 0;
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}
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@ -9,33 +9,33 @@
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namespace gtsam {
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/* ************************************************************************* */
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VectorValues DoglegOptimizerImpl::ComputeDoglegPoint(
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double Delta, const VectorValues& x_u, const VectorValues& x_n) {
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double Delta, const VectorValues& x_u, const VectorValues& x_n, const bool verbose) {
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// Get magnitude of each update and find out which segment Delta falls in
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assert(Delta >= 0.0);
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double DeltaSq = Delta*Delta;
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double x_u_norm_sq = x_u.vector().squaredNorm();
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double x_n_norm_sq = x_n.vector().squaredNorm();
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cout << "Steepest descent magnitude " << sqrt(x_u_norm_sq) << ", Newton's method magnitude " << sqrt(x_n_norm_sq) << endl;
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if(verbose) cout << "Steepest descent magnitude " << sqrt(x_u_norm_sq) << ", Newton's method magnitude " << sqrt(x_n_norm_sq) << endl;
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if(DeltaSq < x_u_norm_sq) {
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// Trust region is smaller than steepest descent update
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VectorValues x_d = VectorValues::SameStructure(x_u);
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x_d.vector() = x_u.vector() * sqrt(DeltaSq / x_u_norm_sq);
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cout << "In steepest descent region with fraction " << sqrt(DeltaSq / x_u_norm_sq) << " of steepest descent magnitude" << endl;
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if(verbose) cout << "In steepest descent region with fraction " << sqrt(DeltaSq / x_u_norm_sq) << " of steepest descent magnitude" << endl;
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return x_d;
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} else if(DeltaSq < x_n_norm_sq) {
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// Trust region boundary is between steepest descent point and Newton's method point
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return ComputeBlend(Delta, x_u, x_n);
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} else {
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assert(DeltaSq >= x_n_norm_sq);
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cout << "In pure Newton's method region" << endl;
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if(verbose) cout << "In pure Newton's method region" << endl;
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// Trust region is larger than Newton's method point
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return x_n;
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}
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}
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/* ************************************************************************* */
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VectorValues DoglegOptimizerImpl::ComputeBlend(double Delta, const VectorValues& x_u, const VectorValues& x_n) {
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VectorValues DoglegOptimizerImpl::ComputeBlend(double Delta, const VectorValues& x_u, const VectorValues& x_n, const bool verbose) {
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// See doc/trustregion.lyx or doc/trustregion.pdf
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}
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// Compute blended point
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cout << "In blend region with fraction " << tau << " of Newton's method point" << endl;
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if(verbose) cout << "In blend region with fraction " << tau << " of Newton's method point" << endl;
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VectorValues blend = VectorValues::SameStructure(x_u);
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blend.vector() = (1. - tau) * x_u.vector() + tau * x_n.vector();
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return blend;
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template<class M, class F, class VALUES>
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static IterationResult Iterate(
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double Delta, TrustRegionAdaptationMode mode, const M& Rd,
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const F& f, const VALUES& x0, const Ordering& ordering, double f_error);
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const F& f, const VALUES& x0, const Ordering& ordering, const double f_error, const bool verbose=false);
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/**
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* Compute the dogleg point given a trust region radius \f$ \Delta \f$. The
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* @param bayesNet The Bayes' net \f$ (R,d) \f$ as described above.
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* @return The dogleg point \f$ \delta x_d \f$
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*/
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static VectorValues ComputeDoglegPoint(double Delta, const VectorValues& x_u, const VectorValues& x_n);
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static VectorValues ComputeDoglegPoint(double Delta, const VectorValues& x_u, const VectorValues& x_n, const bool verbose=false);
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/** Compute the minimizer \f$ \delta x_u \f$ of the line search along the gradient direction \f$ g \f$ of
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* the function
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* @param xu Steepest descent minimizer
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* @param xn Newton's method minimizer
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*/
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static VectorValues ComputeBlend(double Delta, const VectorValues& x_u, const VectorValues& x_n);
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static VectorValues ComputeBlend(double Delta, const VectorValues& x_u, const VectorValues& x_n, const bool verbose=false);
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};
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template<class M, class F, class VALUES>
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typename DoglegOptimizerImpl::IterationResult DoglegOptimizerImpl::Iterate(
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double Delta, TrustRegionAdaptationMode mode, const M& Rd,
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const F& f, const VALUES& x0, const Ordering& ordering, double f_error) {
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const F& f, const VALUES& x0, const Ordering& ordering, const double f_error, const bool verbose) {
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// Compute steepest descent and Newton's method points
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VectorValues dx_u = ComputeSteepestDescentPoint(Rd);
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// Compute dog leg point
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result.dx_d = ComputeDoglegPoint(Delta, dx_u, dx_n);
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cout << "Delta = " << Delta << ", dx_d_norm = " << result.dx_d.vector().norm() << endl;
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if(verbose) cout << "Delta = " << Delta << ", dx_d_norm = " << result.dx_d.vector().norm() << endl;
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// Compute expmapped solution
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const VALUES x_d(x0.retract(result.dx_d, ordering));
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// Compute decrease in M
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const double new_M_error = jfg.error(result.dx_d);
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cout << "f error: " << f_error << " -> " << result.f_error << endl;
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cout << "M error: " << M_error << " -> " << new_M_error << endl;
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if(verbose) cout << "f error: " << f_error << " -> " << result.f_error << endl;
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if(verbose) cout << "M error: " << M_error << " -> " << new_M_error << endl;
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// Compute gain ratio. Here we take advantage of the invariant that the
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// Bayes' net error at zero is equal to the nonlinear error
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0.5 :
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(f_error - result.f_error) / (M_error - new_M_error);
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cout << "rho = " << rho << endl;
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if(verbose) cout << "rho = " << rho << endl;
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if(rho >= 0.75) {
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// M agrees very well with f, so try to increase lambda
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@ -14,8 +14,7 @@ check_PROGRAMS += testGraph
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check_PROGRAMS += testInference
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check_PROGRAMS += testGaussianJunctionTree
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check_PROGRAMS += testNonlinearEquality testNonlinearFactor testNonlinearFactorGraph
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check_PROGRAMS += testNonlinearOptimizer
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# check_PROGRAMS += testDoglegOptimizer # Uses debugging prints so commented out in SVN
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check_PROGRAMS += testNonlinearOptimizer testDoglegOptimizer
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check_PROGRAMS += testSymbolicBayesNet testSymbolicFactorGraph
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check_PROGRAMS += testTupleValues
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check_PROGRAMS += testNonlinearISAM
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