Fix a bug in getb and replace it with negated values of gradientAtZero. Add some comments about a bug.
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f9d6c3da22
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60f43c7a4b
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@ -3,6 +3,7 @@
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*
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* Created on: Feb 14, 2012
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* Author: ydjian
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* Author: Sungtae An
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*/
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#include <gtsam/linear/GaussianFactorGraph.h>
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@ -80,9 +81,13 @@ void GaussianFactorGraphSystem::residual(const Vector &x, Vector &r) const {
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void GaussianFactorGraphSystem::multiply(const Vector &x, Vector& AtAx) const {
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/* implement A^t*A*x, assume x and AtAx are pre-allocated */
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// Build a VectorValues for Vector x
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VectorValues vvX = buildVectorValues(x,keyInfo_);
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// VectorValues form of A'Ax for multiplyHessianAdd
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VectorValues vvAtAx;
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// vvAtAx += 1.0 * A'Ax for each factor
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gfg_.multiplyHessianAdd(1.0, vvX, vvAtAx);
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// Make the result as Vector form
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AtAx = vvAtAx.vector();
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}
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@ -91,30 +96,46 @@ void GaussianFactorGraphSystem::multiply(const Vector &x, Vector& AtAx) const {
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void GaussianFactorGraphSystem::getb(Vector &b) const {
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/* compute rhs, assume b pre-allocated */
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/* reset */
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b.setZero();
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/* ------------------------------------------------------------------------
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* Multiply and getb functions (build function in preconditioner.cpp also)
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* Yong-Dian's code had a bug that they do not consider noise model
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* which means that they do not whiten A and b.
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* It has no problem when the associated noise model has a form of Isotropic
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* because it can be cancelled out on both l.h.s and r.h.s of equation.
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* However, it cause a wrong result with non-isotropic noise model.
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* The unit test for PCSSolver (testPCGSolver.cpp) Yond-Dian made use a
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* example factor graph which has isotropic noise model and
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* that is the reason why there was no unit test error.
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* ------------------------------------------------------------------------*/
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// /* reset */
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// b.setZero();
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//
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// BOOST_FOREACH ( const GaussianFactor::shared_ptr &gf, gfg_ ) {
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// if ( JacobianFactor::shared_ptr jf = boost::dynamic_pointer_cast<JacobianFactor>(gf) ) {
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// const Vector rhs = jf->getb();
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// /* accumulate At rhs */
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// for ( JacobianFactor::const_iterator it = jf->begin() ; it != jf->end() ; ++it ) {
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// /* this map lookup should be replaced */
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// const KeyInfoEntry &entry = keyInfo_.find(*it)->second;
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// b.segment(entry.colstart(), entry.dim()) += jf->getA(it).transpose() * rhs ;
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// }
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// }
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// else if ( HessianFactor::shared_ptr hf = boost::dynamic_pointer_cast<HessianFactor>(gf) ) {
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// /* accumulate g */
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// for (HessianFactor::const_iterator it = hf->begin(); it != hf->end(); it++) {
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// const KeyInfoEntry &entry = keyInfo_.find(*it)->second;
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// b.segment(entry.colstart(), entry.dim()) += hf->linearTerm(it);
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// }
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// }
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// else {
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// throw invalid_argument("GaussianFactorGraphSystem::getb gfg contains a factor that is neither a JacobianFactor nor a HessianFactor.");
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// }
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// }
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BOOST_FOREACH ( const GaussianFactor::shared_ptr &gf, gfg_ ) {
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if ( JacobianFactor::shared_ptr jf = boost::dynamic_pointer_cast<JacobianFactor>(gf) ) {
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const Vector rhs = jf->getb();
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/* accumulate At rhs */
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for ( JacobianFactor::const_iterator it = jf->begin() ; it != jf->end() ; ++it ) {
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/* this map lookup should be replaced */
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const KeyInfoEntry &entry = keyInfo_.find(*it)->second;
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b.segment(entry.colstart(), entry.dim()) += jf->getA(it).transpose() * rhs ;
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}
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}
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else if ( HessianFactor::shared_ptr hf = boost::dynamic_pointer_cast<HessianFactor>(gf) ) {
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/* accumulate g */
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for (HessianFactor::const_iterator it = hf->begin(); it != hf->end(); it++) {
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const KeyInfoEntry &entry = keyInfo_.find(*it)->second;
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b.segment(entry.colstart(), entry.dim()) += hf->linearTerm(it);
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}
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}
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else {
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throw invalid_argument("GaussianFactorGraphSystem::getb gfg contains a factor that is neither a JacobianFactor nor a HessianFactor.");
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}
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}
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// Get whitened r.h.s (b vector) from each factor in the form of VectorValues
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VectorValues vvb = gfg_.gradientAtZero();
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// Make the result as Vector form
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b = -vvb.vector();
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}
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/**********************************************************************************/
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