Format using BORG conventions

release/4.3a0
dellaert 2014-02-15 11:47:25 -05:00
parent 9af77a9d93
commit 6a8084ee02
1 changed files with 349 additions and 293 deletions

View File

@ -1,20 +1,20 @@
/* ---------------------------------------------------------------------------- /* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation, * GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415 * Atlanta, Georgia 30332-0415
* All Rights Reserved * All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list) * Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information * See LICENSE for the license information
* -------------------------------------------------------------------------- */ * -------------------------------------------------------------------------- */
/** /**
* @file SymmetricBlockMatrix.h * @file SymmetricBlockMatrix.h
* @brief Access to matrices via blocks of pre-defined sizes. Used in GaussianFactor and GaussianConditional. * @brief Access to matrices via blocks of pre-defined sizes. Used in GaussianFactor and GaussianConditional.
* @author Richard Roberts * @author Richard Roberts
* @date Sep 18, 2010 * @date Sep 18, 2010
*/ */
#pragma once #pragma once
#include <gtsam/base/Matrix.h> #include <gtsam/base/Matrix.h>
@ -23,38 +23,42 @@
namespace gtsam { namespace gtsam {
// Forward declarations // Forward declarations
class VerticalBlockMatrix; class VerticalBlockMatrix;
/** /**
* This class stores a dense matrix and allows it to be accessed as a collection of blocks. When * This class stores a dense matrix and allows it to be accessed as a
* constructed, the caller must provide the dimensions of the blocks. * collection of blocks. When constructed, the caller must provide the
* dimensions of the blocks.
* *
* The block structure is symmetric, but the underlying matrix does not necessarily need to be. * The block structure is symmetric, but the underlying matrix does not
* necessarily need to be.
* *
* This class also has a parameter that can be changed after construction to change the apparent * This class also has a parameter that can be changed after construction to
* matrix view. firstBlock() determines the block that appears to have index 0 for all operations * change the apparent matrix view. firstBlock() determines the block that
* (except re-setting firstBlock()). * appears to have index 0 for all operations (except re-setting firstBlock).
* *
* @addtogroup base */ * @addtogroup base */
class GTSAM_EXPORT SymmetricBlockMatrix class GTSAM_EXPORT SymmetricBlockMatrix {
{ public:
public:
typedef SymmetricBlockMatrix This; typedef SymmetricBlockMatrix This;
typedef SymmetricBlockMatrixBlockExpr<This> Block; typedef SymmetricBlockMatrixBlockExpr<This> Block;
typedef SymmetricBlockMatrixBlockExpr<const This> constBlock; typedef SymmetricBlockMatrixBlockExpr<const This> constBlock;
protected: protected:
Matrix matrix_; ///< The full matrix Matrix matrix_; ///< The full matrix
FastVector<DenseIndex> variableColOffsets_; ///< the starting columns of each block (0-based)
DenseIndex blockStart_; ///< Changes apparent matrix view, see main class comment. /// the starting columns of each block (0-based)
FastVector<DenseIndex> variableColOffsets_;
public: /// Changes apparent matrix view, see main class comment.
DenseIndex blockStart_;
public:
/// Construct from an empty matrix (asserts that the matrix is empty) /// Construct from an empty matrix (asserts that the matrix is empty)
SymmetricBlockMatrix() : SymmetricBlockMatrix() :
blockStart_(0) blockStart_(0) {
{
variableColOffsets_.push_back(0); variableColOffsets_.push_back(0);
assertInvariants(); assertInvariants();
} }
@ -62,8 +66,7 @@ namespace gtsam {
/// Construct from a container of the sizes of each block. /// Construct from a container of the sizes of each block.
template<typename CONTAINER> template<typename CONTAINER>
SymmetricBlockMatrix(const CONTAINER& dimensions) : SymmetricBlockMatrix(const CONTAINER& dimensions) :
blockStart_(0) blockStart_(0) {
{
fillOffsets(dimensions.begin(), dimensions.end()); fillOffsets(dimensions.begin(), dimensions.end());
matrix_.resize(variableColOffsets_.back(), variableColOffsets_.back()); matrix_.resize(variableColOffsets_.back(), variableColOffsets_.back());
assertInvariants(); assertInvariants();
@ -72,142 +75,195 @@ namespace gtsam {
/// Construct from iterator over the sizes of each vertical block. /// Construct from iterator over the sizes of each vertical block.
template<typename ITERATOR> template<typename ITERATOR>
SymmetricBlockMatrix(ITERATOR firstBlockDim, ITERATOR lastBlockDim) : SymmetricBlockMatrix(ITERATOR firstBlockDim, ITERATOR lastBlockDim) :
blockStart_(0) blockStart_(0) {
{
fillOffsets(firstBlockDim, lastBlockDim); fillOffsets(firstBlockDim, lastBlockDim);
matrix_.resize(variableColOffsets_.back(), variableColOffsets_.back()); matrix_.resize(variableColOffsets_.back(), variableColOffsets_.back());
assertInvariants(); assertInvariants();
} }
/// Construct from a container of the sizes of each vertical block and a pre-prepared matrix. /**
* @brief Construct from a container of the sizes of each vertical block
* and a pre-prepared matrix.
*/
template<typename CONTAINER> template<typename CONTAINER>
SymmetricBlockMatrix(const CONTAINER& dimensions, const Matrix& matrix) : SymmetricBlockMatrix(const CONTAINER& dimensions, const Matrix& matrix) :
blockStart_(0) blockStart_(0) {
{
matrix_.resize(matrix.rows(), matrix.cols()); matrix_.resize(matrix.rows(), matrix.cols());
matrix_.triangularView<Eigen::Upper>() = matrix.triangularView<Eigen::Upper>(); matrix_.triangularView<Eigen::Upper>() =
matrix.triangularView<Eigen::Upper>();
fillOffsets(dimensions.begin(), dimensions.end()); fillOffsets(dimensions.begin(), dimensions.end());
if(matrix_.rows() != matrix_.cols()) if (matrix_.rows() != matrix_.cols())
throw std::invalid_argument("Requested to create a SymmetricBlockMatrix from a non-square matrix."); throw std::invalid_argument("Requested to create a SymmetricBlockMatrix"
if(variableColOffsets_.back() != matrix_.cols()) " from a non-square matrix.");
throw std::invalid_argument("Requested to create a SymmetricBlockMatrix with dimensions that do not sum to the total size of the provided matrix."); if (variableColOffsets_.back() != matrix_.cols())
throw std::invalid_argument(
"Requested to create a SymmetricBlockMatrix with dimensions "
"that do not sum to the total size of the provided matrix.");
assertInvariants(); assertInvariants();
} }
/// Copy the block structure, but do not copy the matrix data. If blockStart() has been /**
/// modified, this copies the structure of the corresponding matrix view. In the destination * Copy the block structure, but do not copy the matrix data. If blockStart()
/// SymmetricBlockMatrix, blockStart() will be 0. * has been modified, this copies the structure of the corresponding matrix.
static SymmetricBlockMatrix LikeActiveViewOf(const SymmetricBlockMatrix& other); * In the destination SymmetricBlockMatrix, blockStart() will be 0.
*/
static SymmetricBlockMatrix LikeActiveViewOf(
const SymmetricBlockMatrix& other);
/// Copy the block structure, but do not copy the matrix data. If blockStart() has been /**
/// modified, this copies the structure of the corresponding matrix view. In the destination * Copy the block structure, but do not copy the matrix data. If blockStart()
/// SymmetricBlockMatrix, blockStart() will be 0. * has been modified, this copies the structure of the corresponding matrix.
static SymmetricBlockMatrix LikeActiveViewOf(const VerticalBlockMatrix& other); * In the destination SymmetricBlockMatrix, blockStart() will be 0.
*/
static SymmetricBlockMatrix LikeActiveViewOf(
const VerticalBlockMatrix& other);
/// Row size /// Row size
DenseIndex rows() const { assertInvariants(); return variableColOffsets_.back() - variableColOffsets_[blockStart_]; } DenseIndex rows() const {
assertInvariants();
return variableColOffsets_.back() - variableColOffsets_[blockStart_];
}
/// Column size /// Column size
DenseIndex cols() const { return rows(); } DenseIndex cols() const {
return rows();
}
/// Block count /// Block count
DenseIndex nBlocks() const { assertInvariants(); return variableColOffsets_.size() - 1 - blockStart_; } DenseIndex nBlocks() const {
assertInvariants();
return variableColOffsets_.size() - 1 - blockStart_;
}
/// Access the block with vertical block index \c i_block and horizontal block index \c j_block. /**
/// Note that the actual block accessed in the underlying matrix is relative to blockStart(). * Access the block with vertical block index \c i_block and horizontal block
* index \c j_block. Note that the actual block accessed in the underlying
* matrix is relative to blockStart().
*/
Block operator()(DenseIndex i_block, DenseIndex j_block) { Block operator()(DenseIndex i_block, DenseIndex j_block) {
return Block(*this, i_block, j_block); return Block(*this, i_block, j_block);
} }
/// Access the block with vertical block index \c i_block and horizontal block index \c j_block. /**
/// Note that the actual block accessed in the underlying matrix is relative to blockStart(). * Access the block with vertical block index \c i_block and horizontal block
* index \c j_block. Note that the actual block accessed in the underlying
* matrix is relative to blockStart().
*/
constBlock operator()(DenseIndex i_block, DenseIndex j_block) const { constBlock operator()(DenseIndex i_block, DenseIndex j_block) const {
return constBlock(*this, i_block, j_block); return constBlock(*this, i_block, j_block);
} }
/// Access the range of blocks starting with vertical block index \c i_startBlock, ending with /**
/// vertical block index \c i_endBlock, starting with horizontal block index \c j_startBlock, * Access the range of blocks starting with vertical block index
/// and ending with horizontal block index \c j_endBlock. End block indices are exclusive. Note * \c i_startBlock, ending with vertical block index \c i_endBlock, starting
/// that the actual blocks accessed in the underlying matrix are relative to blockStart(). * with horizontal block index \c j_startBlock, and ending with horizontal
Block range(DenseIndex i_startBlock, DenseIndex i_endBlock, DenseIndex j_startBlock, DenseIndex j_endBlock) { * block index \c j_endBlock. End block indices are exclusive. Note that the
* actual blocks accessed in the underlying matrix are relative to blockStart().
*/
Block range(DenseIndex i_startBlock, DenseIndex i_endBlock,
DenseIndex j_startBlock, DenseIndex j_endBlock) {
assertInvariants(); assertInvariants();
return Block(*this, i_startBlock, j_startBlock, i_endBlock - i_startBlock, j_endBlock - j_startBlock); return Block(*this, i_startBlock, j_startBlock, i_endBlock - i_startBlock,
j_endBlock - j_startBlock);
} }
/// Access the range of blocks starting with vertical block index \c i_startBlock, ending with /**
/// vertical block index \c i_endBlock, starting with horizontal block index \c j_startBlock, * Access the range of blocks starting with vertical block index
/// and ending with horizontal block index \c j_endBlock. End block indices are exclusive. Note * \c i_startBlock, ending with vertical block index \c i_endBlock, starting
/// that the actual blocks accessed in the underlying matrix are relative to blockStart(). * with horizontal block index \c j_startBlock, and ending with horizontal
constBlock range(DenseIndex i_startBlock, DenseIndex i_endBlock, DenseIndex j_startBlock, DenseIndex j_endBlock) const { * block index \c j_endBlock. End block indices are exclusive. Note that the
* actual blocks accessed in the underlying matrix are relative to blockStart().
*/
constBlock range(DenseIndex i_startBlock, DenseIndex i_endBlock,
DenseIndex j_startBlock, DenseIndex j_endBlock) const {
assertInvariants(); assertInvariants();
return constBlock(*this, i_startBlock, j_startBlock, i_endBlock - i_startBlock, j_endBlock - j_startBlock); return constBlock(*this, i_startBlock, j_startBlock,
i_endBlock - i_startBlock, j_endBlock - j_startBlock);
} }
/** Return the full matrix, *not* including any portions excluded by firstBlock(). */ /**
Block full() * Return the full matrix, *not* including any portions excluded by
{ * firstBlock().
*/
Block full() {
return Block(*this, 0, nBlocks(), 0); return Block(*this, 0, nBlocks(), 0);
} }
/** Return the full matrix, *not* including any portions excluded by firstBlock(). */ /**
constBlock full() const * Return the full matrix, *not* including any portions excluded by
{ * firstBlock().
*/
constBlock full() const {
return constBlock(*this, 0, nBlocks(), 0); return constBlock(*this, 0, nBlocks(), 0);
} }
/** Access to full matrix, including any portions excluded by firstBlock() to other operations. */ /**
Eigen::SelfAdjointView<const Matrix, Eigen::Upper> matrix() const * Access to full matrix, including any portions excluded by firstBlock()
{ * to other operations.
*/
Eigen::SelfAdjointView<const Matrix, Eigen::Upper> matrix() const {
return matrix_; return matrix_;
} }
/** Access to full matrix, including any portions excluded by firstBlock() to other operations. */ /** Access to full matrix, including any portions excluded by firstBlock()
Eigen::SelfAdjointView<Matrix, Eigen::Upper> matrix() * to other operations.
{ */
Eigen::SelfAdjointView<Matrix, Eigen::Upper> matrix() {
return matrix_; return matrix_;
} }
/// Return the absolute offset in the underlying matrix of the start of the specified \c block. /**
DenseIndex offset(DenseIndex block) const * Return the absolute offset in the underlying matrix
{ * of the start of the specified \c block.
*/
DenseIndex offset(DenseIndex block) const {
assertInvariants(); assertInvariants();
DenseIndex actualBlock = block + blockStart_; DenseIndex actualBlock = block + blockStart_;
checkBlock(actualBlock); checkBlock(actualBlock);
return variableColOffsets_[actualBlock]; return variableColOffsets_[actualBlock];
} }
/// Retrieve or modify the first logical block, i.e. the block referenced by block index 0. /**
/// Blocks before it will be inaccessible, except by accessing the underlying matrix using * Retrieve or modify the first logical block, i.e. the block referenced by
/// matrix(). * block index 0. Blocks before it will be inaccessible, except by accessing
DenseIndex& blockStart() { return blockStart_; } * the underlying matrix using matrix().
*/
DenseIndex& blockStart() {
return blockStart_;
}
/// Retrieve the first logical block, i.e. the block referenced by block index 0. Blocks before /**
/// it will be inaccessible, except by accessing the underlying matrix using matrix(). * Retrieve the first logical block, i.e. the block referenced by block index 0.
DenseIndex blockStart() const { return blockStart_; } * Blocks before it will be inaccessible, except by accessing the underlying
* matrix using matrix().
*/
DenseIndex blockStart() const {
return blockStart_;
}
/// Do partial Cholesky in-place and return the eliminated block matrix, leaving the remaining /**
/// symmetric matrix in place. * Do partial Cholesky in-place and return the eliminated block matrix,
* leaving the remaining symmetric matrix in place.
*/
VerticalBlockMatrix choleskyPartial(DenseIndex nFrontals); VerticalBlockMatrix choleskyPartial(DenseIndex nFrontals);
protected: protected:
void assertInvariants() const void assertInvariants() const {
{
assert(matrix_.rows() == matrix_.cols()); assert(matrix_.rows() == matrix_.cols());
assert(matrix_.cols() == variableColOffsets_.back()); assert(matrix_.cols() == variableColOffsets_.back());
assert(blockStart_ < (DenseIndex)variableColOffsets_.size()); assert(blockStart_ < (DenseIndex)variableColOffsets_.size());
} }
void checkBlock(DenseIndex block) const void checkBlock(DenseIndex block) const {
{
assert(matrix_.rows() == matrix_.cols()); assert(matrix_.rows() == matrix_.cols());
assert(matrix_.cols() == variableColOffsets_.back()); assert(matrix_.cols() == variableColOffsets_.back());
assert(block >= 0); assert(block >= 0);
assert(block < (DenseIndex)variableColOffsets_.size()-1); assert(block < (DenseIndex)variableColOffsets_.size()-1);
assert(variableColOffsets_[block] < matrix_.cols() && variableColOffsets_[block+1] <= matrix_.cols()); assert(
variableColOffsets_[block] < matrix_.cols() && variableColOffsets_[block+1] <= matrix_.cols());
} }
DenseIndex offsetUnchecked(DenseIndex block) const DenseIndex offsetUnchecked(DenseIndex block) const {
{
return variableColOffsets_[block + blockStart_]; return variableColOffsets_[block + blockStart_];
} }
@ -281,21 +337,20 @@ namespace gtsam {
//} //}
template<typename ITERATOR> template<typename ITERATOR>
void fillOffsets(ITERATOR firstBlockDim, ITERATOR lastBlockDim) void fillOffsets(ITERATOR firstBlockDim, ITERATOR lastBlockDim) {
{ variableColOffsets_.resize((lastBlockDim - firstBlockDim) + 1);
variableColOffsets_.resize((lastBlockDim-firstBlockDim)+1);
variableColOffsets_[0] = 0; variableColOffsets_[0] = 0;
DenseIndex j=0; DenseIndex j = 0;
for(ITERATOR dim=firstBlockDim; dim!=lastBlockDim; ++dim) { for (ITERATOR dim = firstBlockDim; dim != lastBlockDim; ++dim) {
variableColOffsets_[j+1] = variableColOffsets_[j] + *dim; variableColOffsets_[j + 1] = variableColOffsets_[j] + *dim;
++ j; ++j;
} }
} }
friend class VerticalBlockMatrix; friend class VerticalBlockMatrix;
template<typename SymmetricBlockMatrixType> friend class SymmetricBlockMatrixBlockExpr; template<typename SymmetricBlockMatrixType> friend class SymmetricBlockMatrixBlockExpr;
private: private:
/** Serialization function */ /** Serialization function */
friend class boost::serialization::access; friend class boost::serialization::access;
template<class ARCHIVE> template<class ARCHIVE>
@ -304,15 +359,16 @@ namespace gtsam {
ar & BOOST_SERIALIZATION_NVP(variableColOffsets_); ar & BOOST_SERIALIZATION_NVP(variableColOffsets_);
ar & BOOST_SERIALIZATION_NVP(blockStart_); ar & BOOST_SERIALIZATION_NVP(blockStart_);
} }
}; };
/* ************************************************************************* */ /* ************************************************************************* */
class CholeskyFailed : public gtsam::ThreadsafeException<CholeskyFailed> class CholeskyFailed: public gtsam::ThreadsafeException<CholeskyFailed> {
{ public:
public: CholeskyFailed() throw () {
CholeskyFailed() throw() {} }
virtual ~CholeskyFailed() throw() {} virtual ~CholeskyFailed() throw () {
}; }
};
} } //\ namespace gtsam