Format using BORG conventions
dellaert
parent
9af77a9d93
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6a8084ee02
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@ -1,20 +1,20 @@
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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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* 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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* See LICENSE for the license information
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* -------------------------------------------------------------------------- */
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* -------------------------------------------------------------------------- */
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/**
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* @file SymmetricBlockMatrix.h
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* @brief Access to matrices via blocks of pre-defined sizes. Used in GaussianFactor and GaussianConditional.
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* @author Richard Roberts
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* @date Sep 18, 2010
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*/
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* @file SymmetricBlockMatrix.h
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* @brief Access to matrices via blocks of pre-defined sizes. Used in GaussianFactor and GaussianConditional.
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* @author Richard Roberts
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* @date Sep 18, 2010
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*/
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#pragma once
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#include <gtsam/base/Matrix.h>
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@ -23,38 +23,42 @@
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namespace gtsam {
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// Forward declarations
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class VerticalBlockMatrix;
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// Forward declarations
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class VerticalBlockMatrix;
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/**
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* This class stores a dense matrix and allows it to be accessed as a collection of blocks. When
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* constructed, the caller must provide the dimensions of the blocks.
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/**
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* This class stores a dense matrix and allows it to be accessed as a
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* collection of blocks. When constructed, the caller must provide the
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* dimensions of the blocks.
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*
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* The block structure is symmetric, but the underlying matrix does not necessarily need to be.
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* The block structure is symmetric, but the underlying matrix does not
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* necessarily need to be.
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*
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* This class also has a parameter that can be changed after construction to change the apparent
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* matrix view. firstBlock() determines the block that appears to have index 0 for all operations
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* (except re-setting firstBlock()).
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* This class also has a parameter that can be changed after construction to
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* change the apparent matrix view. firstBlock() determines the block that
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* appears to have index 0 for all operations (except re-setting firstBlock).
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*
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* @addtogroup base */
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class GTSAM_EXPORT SymmetricBlockMatrix
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{
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public:
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class GTSAM_EXPORT SymmetricBlockMatrix {
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public:
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typedef SymmetricBlockMatrix This;
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typedef SymmetricBlockMatrixBlockExpr<This> Block;
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typedef SymmetricBlockMatrixBlockExpr<const This> constBlock;
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protected:
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protected:
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Matrix matrix_; ///< The full matrix
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FastVector<DenseIndex> variableColOffsets_; ///< the starting columns of each block (0-based)
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DenseIndex blockStart_; ///< Changes apparent matrix view, see main class comment.
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/// the starting columns of each block (0-based)
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FastVector<DenseIndex> variableColOffsets_;
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public:
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/// Changes apparent matrix view, see main class comment.
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DenseIndex blockStart_;
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public:
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/// Construct from an empty matrix (asserts that the matrix is empty)
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SymmetricBlockMatrix() :
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blockStart_(0)
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{
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blockStart_(0) {
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variableColOffsets_.push_back(0);
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assertInvariants();
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}
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@ -62,8 +66,7 @@ namespace gtsam {
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/// Construct from a container of the sizes of each block.
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template<typename CONTAINER>
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SymmetricBlockMatrix(const CONTAINER& dimensions) :
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blockStart_(0)
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{
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blockStart_(0) {
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fillOffsets(dimensions.begin(), dimensions.end());
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matrix_.resize(variableColOffsets_.back(), variableColOffsets_.back());
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assertInvariants();
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@ -72,142 +75,195 @@ namespace gtsam {
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/// Construct from iterator over the sizes of each vertical block.
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template<typename ITERATOR>
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SymmetricBlockMatrix(ITERATOR firstBlockDim, ITERATOR lastBlockDim) :
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blockStart_(0)
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{
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blockStart_(0) {
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fillOffsets(firstBlockDim, lastBlockDim);
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matrix_.resize(variableColOffsets_.back(), variableColOffsets_.back());
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assertInvariants();
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}
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/// Construct from a container of the sizes of each vertical block and a pre-prepared matrix.
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/**
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* @brief Construct from a container of the sizes of each vertical block
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* and a pre-prepared matrix.
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*/
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template<typename CONTAINER>
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SymmetricBlockMatrix(const CONTAINER& dimensions, const Matrix& matrix) :
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blockStart_(0)
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{
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blockStart_(0) {
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matrix_.resize(matrix.rows(), matrix.cols());
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matrix_.triangularView<Eigen::Upper>() = matrix.triangularView<Eigen::Upper>();
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matrix_.triangularView<Eigen::Upper>() =
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matrix.triangularView<Eigen::Upper>();
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fillOffsets(dimensions.begin(), dimensions.end());
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if(matrix_.rows() != matrix_.cols())
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throw std::invalid_argument("Requested to create a SymmetricBlockMatrix from a non-square matrix.");
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if(variableColOffsets_.back() != matrix_.cols())
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throw std::invalid_argument("Requested to create a SymmetricBlockMatrix with dimensions that do not sum to the total size of the provided matrix.");
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if (matrix_.rows() != matrix_.cols())
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throw std::invalid_argument("Requested to create a SymmetricBlockMatrix"
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" from a non-square matrix.");
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if (variableColOffsets_.back() != matrix_.cols())
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throw std::invalid_argument(
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"Requested to create a SymmetricBlockMatrix with dimensions "
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"that do not sum to the total size of the provided matrix.");
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assertInvariants();
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}
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/// Copy the block structure, but do not copy the matrix data. If blockStart() has been
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/// modified, this copies the structure of the corresponding matrix view. In the destination
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/// SymmetricBlockMatrix, blockStart() will be 0.
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static SymmetricBlockMatrix LikeActiveViewOf(const SymmetricBlockMatrix& other);
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/**
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* Copy the block structure, but do not copy the matrix data. If blockStart()
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* has been modified, this copies the structure of the corresponding matrix.
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* In the destination SymmetricBlockMatrix, blockStart() will be 0.
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*/
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static SymmetricBlockMatrix LikeActiveViewOf(
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const SymmetricBlockMatrix& other);
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/// Copy the block structure, but do not copy the matrix data. If blockStart() has been
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/// modified, this copies the structure of the corresponding matrix view. In the destination
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/// SymmetricBlockMatrix, blockStart() will be 0.
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static SymmetricBlockMatrix LikeActiveViewOf(const VerticalBlockMatrix& other);
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/**
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* Copy the block structure, but do not copy the matrix data. If blockStart()
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* has been modified, this copies the structure of the corresponding matrix.
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* In the destination SymmetricBlockMatrix, blockStart() will be 0.
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*/
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static SymmetricBlockMatrix LikeActiveViewOf(
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const VerticalBlockMatrix& other);
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/// Row size
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DenseIndex rows() const { assertInvariants(); return variableColOffsets_.back() - variableColOffsets_[blockStart_]; }
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DenseIndex rows() const {
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assertInvariants();
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return variableColOffsets_.back() - variableColOffsets_[blockStart_];
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}
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/// Column size
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DenseIndex cols() const { return rows(); }
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DenseIndex cols() const {
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return rows();
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}
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/// Block count
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DenseIndex nBlocks() const { assertInvariants(); return variableColOffsets_.size() - 1 - blockStart_; }
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DenseIndex nBlocks() const {
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assertInvariants();
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return variableColOffsets_.size() - 1 - blockStart_;
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}
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/// Access the block with vertical block index \c i_block and horizontal block index \c j_block.
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/// Note that the actual block accessed in the underlying matrix is relative to blockStart().
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/**
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* Access the block with vertical block index \c i_block and horizontal block
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* index \c j_block. Note that the actual block accessed in the underlying
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* matrix is relative to blockStart().
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*/
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Block operator()(DenseIndex i_block, DenseIndex j_block) {
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return Block(*this, i_block, j_block);
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}
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/// Access the block with vertical block index \c i_block and horizontal block index \c j_block.
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/// Note that the actual block accessed in the underlying matrix is relative to blockStart().
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/**
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* Access the block with vertical block index \c i_block and horizontal block
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* index \c j_block. Note that the actual block accessed in the underlying
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* matrix is relative to blockStart().
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*/
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constBlock operator()(DenseIndex i_block, DenseIndex j_block) const {
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return constBlock(*this, i_block, j_block);
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}
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/// Access the range of blocks starting with vertical block index \c i_startBlock, ending with
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/// vertical block index \c i_endBlock, starting with horizontal block index \c j_startBlock,
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/// and ending with horizontal block index \c j_endBlock. End block indices are exclusive. Note
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/// that the actual blocks accessed in the underlying matrix are relative to blockStart().
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Block range(DenseIndex i_startBlock, DenseIndex i_endBlock, DenseIndex j_startBlock, DenseIndex j_endBlock) {
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/**
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* Access the range of blocks starting with vertical block index
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* \c i_startBlock, ending with vertical block index \c i_endBlock, starting
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* with horizontal block index \c j_startBlock, and ending with horizontal
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* block index \c j_endBlock. End block indices are exclusive. Note that the
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* actual blocks accessed in the underlying matrix are relative to blockStart().
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*/
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Block range(DenseIndex i_startBlock, DenseIndex i_endBlock,
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DenseIndex j_startBlock, DenseIndex j_endBlock) {
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assertInvariants();
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return Block(*this, i_startBlock, j_startBlock, i_endBlock - i_startBlock, j_endBlock - j_startBlock);
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return Block(*this, i_startBlock, j_startBlock, i_endBlock - i_startBlock,
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j_endBlock - j_startBlock);
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}
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/// Access the range of blocks starting with vertical block index \c i_startBlock, ending with
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/// vertical block index \c i_endBlock, starting with horizontal block index \c j_startBlock,
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/// and ending with horizontal block index \c j_endBlock. End block indices are exclusive. Note
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/// that the actual blocks accessed in the underlying matrix are relative to blockStart().
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constBlock range(DenseIndex i_startBlock, DenseIndex i_endBlock, DenseIndex j_startBlock, DenseIndex j_endBlock) const {
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/**
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* Access the range of blocks starting with vertical block index
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* \c i_startBlock, ending with vertical block index \c i_endBlock, starting
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* with horizontal block index \c j_startBlock, and ending with horizontal
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* block index \c j_endBlock. End block indices are exclusive. Note that the
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* actual blocks accessed in the underlying matrix are relative to blockStart().
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*/
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constBlock range(DenseIndex i_startBlock, DenseIndex i_endBlock,
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DenseIndex j_startBlock, DenseIndex j_endBlock) const {
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assertInvariants();
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return constBlock(*this, i_startBlock, j_startBlock, i_endBlock - i_startBlock, j_endBlock - j_startBlock);
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return constBlock(*this, i_startBlock, j_startBlock,
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i_endBlock - i_startBlock, j_endBlock - j_startBlock);
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}
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/** Return the full matrix, *not* including any portions excluded by firstBlock(). */
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Block full()
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{
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/**
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* Return the full matrix, *not* including any portions excluded by
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* firstBlock().
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*/
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Block full() {
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return Block(*this, 0, nBlocks(), 0);
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}
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/** Return the full matrix, *not* including any portions excluded by firstBlock(). */
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constBlock full() const
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{
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/**
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* Return the full matrix, *not* including any portions excluded by
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* firstBlock().
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*/
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constBlock full() const {
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return constBlock(*this, 0, nBlocks(), 0);
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}
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/** Access to full matrix, including any portions excluded by firstBlock() to other operations. */
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Eigen::SelfAdjointView<const Matrix, Eigen::Upper> matrix() const
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{
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/**
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* Access to full matrix, including any portions excluded by firstBlock()
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* to other operations.
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*/
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Eigen::SelfAdjointView<const Matrix, Eigen::Upper> matrix() const {
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return matrix_;
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}
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/** Access to full matrix, including any portions excluded by firstBlock() to other operations. */
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Eigen::SelfAdjointView<Matrix, Eigen::Upper> matrix()
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{
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/** Access to full matrix, including any portions excluded by firstBlock()
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* to other operations.
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*/
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Eigen::SelfAdjointView<Matrix, Eigen::Upper> matrix() {
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return matrix_;
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}
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/// Return the absolute offset in the underlying matrix of the start of the specified \c block.
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DenseIndex offset(DenseIndex block) const
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{
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/**
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* Return the absolute offset in the underlying matrix
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* of the start of the specified \c block.
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*/
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DenseIndex offset(DenseIndex block) const {
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assertInvariants();
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DenseIndex actualBlock = block + blockStart_;
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checkBlock(actualBlock);
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return variableColOffsets_[actualBlock];
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}
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/// Retrieve or modify the first logical block, i.e. the block referenced by block index 0.
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/// Blocks before it will be inaccessible, except by accessing the underlying matrix using
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/// matrix().
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DenseIndex& blockStart() { return blockStart_; }
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/**
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* Retrieve or modify the first logical block, i.e. the block referenced by
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* block index 0. Blocks before it will be inaccessible, except by accessing
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* the underlying matrix using matrix().
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*/
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DenseIndex& blockStart() {
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return blockStart_;
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}
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/// Retrieve the first logical block, i.e. the block referenced by block index 0. Blocks before
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/// it will be inaccessible, except by accessing the underlying matrix using matrix().
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DenseIndex blockStart() const { return blockStart_; }
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/**
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* Retrieve the first logical block, i.e. the block referenced by block index 0.
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* Blocks before it will be inaccessible, except by accessing the underlying
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* matrix using matrix().
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*/
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DenseIndex blockStart() const {
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return blockStart_;
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}
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/// Do partial Cholesky in-place and return the eliminated block matrix, leaving the remaining
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/// symmetric matrix in place.
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/**
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* Do partial Cholesky in-place and return the eliminated block matrix,
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* leaving the remaining symmetric matrix in place.
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*/
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VerticalBlockMatrix choleskyPartial(DenseIndex nFrontals);
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protected:
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void assertInvariants() const
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{
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protected:
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void assertInvariants() const {
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assert(matrix_.rows() == matrix_.cols());
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assert(matrix_.cols() == variableColOffsets_.back());
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assert(blockStart_ < (DenseIndex)variableColOffsets_.size());
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}
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void checkBlock(DenseIndex block) const
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{
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void checkBlock(DenseIndex block) const {
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assert(matrix_.rows() == matrix_.cols());
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assert(matrix_.cols() == variableColOffsets_.back());
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assert(block >= 0);
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assert(block < (DenseIndex)variableColOffsets_.size()-1);
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assert(variableColOffsets_[block] < matrix_.cols() && variableColOffsets_[block+1] <= matrix_.cols());
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assert(
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variableColOffsets_[block] < matrix_.cols() && variableColOffsets_[block+1] <= matrix_.cols());
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}
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DenseIndex offsetUnchecked(DenseIndex block) const
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{
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DenseIndex offsetUnchecked(DenseIndex block) const {
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return variableColOffsets_[block + blockStart_];
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}
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@ -281,21 +337,20 @@ namespace gtsam {
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//}
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template<typename ITERATOR>
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void fillOffsets(ITERATOR firstBlockDim, ITERATOR lastBlockDim)
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{
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variableColOffsets_.resize((lastBlockDim-firstBlockDim)+1);
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void fillOffsets(ITERATOR firstBlockDim, ITERATOR lastBlockDim) {
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variableColOffsets_.resize((lastBlockDim - firstBlockDim) + 1);
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variableColOffsets_[0] = 0;
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DenseIndex j=0;
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for(ITERATOR dim=firstBlockDim; dim!=lastBlockDim; ++dim) {
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variableColOffsets_[j+1] = variableColOffsets_[j] + *dim;
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++ j;
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DenseIndex j = 0;
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for (ITERATOR dim = firstBlockDim; dim != lastBlockDim; ++dim) {
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variableColOffsets_[j + 1] = variableColOffsets_[j] + *dim;
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++j;
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}
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}
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friend class VerticalBlockMatrix;
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template<typename SymmetricBlockMatrixType> friend class SymmetricBlockMatrixBlockExpr;
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private:
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private:
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/** Serialization function */
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friend class boost::serialization::access;
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template<class ARCHIVE>
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@ -304,15 +359,16 @@ namespace gtsam {
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ar & BOOST_SERIALIZATION_NVP(variableColOffsets_);
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ar & BOOST_SERIALIZATION_NVP(blockStart_);
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}
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};
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};
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/* ************************************************************************* */
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class CholeskyFailed : public gtsam::ThreadsafeException<CholeskyFailed>
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{
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public:
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CholeskyFailed() throw() {}
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virtual ~CholeskyFailed() throw() {}
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};
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/* ************************************************************************* */
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class CholeskyFailed: public gtsam::ThreadsafeException<CholeskyFailed> {
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public:
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CholeskyFailed() throw () {
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}
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virtual ~CholeskyFailed() throw () {
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}
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};
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}
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} //\ namespace gtsam
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