Merge remote-tracking branch 'origin/develop' into feature/AHRSFactor

release/4.3a0
krunalchande 2014-11-13 12:52:15 -05:00
commit 9afee71399
196 changed files with 150790 additions and 3979 deletions

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@ -1,19 +1,17 @@
<?xml version="1.0" encoding="UTF-8" standalone="no"?> <?xml version="1.0" encoding="UTF-8" standalone="no"?>
<?fileVersion 4.0.0?> <?fileVersion 4.0.0?><cproject storage_type_id="org.eclipse.cdt.core.XmlProjectDescriptionStorage">
<cproject storage_type_id="org.eclipse.cdt.core.XmlProjectDescriptionStorage">
<storageModule moduleId="org.eclipse.cdt.core.settings"> <storageModule moduleId="org.eclipse.cdt.core.settings">
<cconfiguration id="cdt.managedbuild.toolchain.gnu.macosx.base.1359703544"> <cconfiguration id="cdt.managedbuild.toolchain.gnu.macosx.base.1359703544">
<storageModule buildSystemId="org.eclipse.cdt.managedbuilder.core.configurationDataProvider" id="cdt.managedbuild.toolchain.gnu.macosx.base.1359703544" moduleId="org.eclipse.cdt.core.settings" name="MacOSX GCC"> <storageModule buildSystemId="org.eclipse.cdt.managedbuilder.core.configurationDataProvider" id="cdt.managedbuild.toolchain.gnu.macosx.base.1359703544" moduleId="org.eclipse.cdt.core.settings" name="MacOSX GCC">
<externalSettings/> <externalSettings/>
<extensions> <extensions>
<extension id="org.eclipse.cdt.core.ELF" point="org.eclipse.cdt.core.BinaryParser"/>
<extension id="org.eclipse.cdt.core.MachO64" point="org.eclipse.cdt.core.BinaryParser"/>
<extension id="org.eclipse.cdt.core.GASErrorParser" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.GASErrorParser" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.GLDErrorParser" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.GLDErrorParser" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.GCCErrorParser" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.GCCErrorParser" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.GmakeErrorParser" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.GmakeErrorParser" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.CWDLocator" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.CWDLocator" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.ELF" point="org.eclipse.cdt.core.BinaryParser"/>
<extension id="org.eclipse.cdt.core.MachO64" point="org.eclipse.cdt.core.BinaryParser"/>
</extensions> </extensions>
</storageModule> </storageModule>
<storageModule moduleId="cdtBuildSystem" version="4.0.0"> <storageModule moduleId="cdtBuildSystem" version="4.0.0">
@ -62,13 +60,13 @@
<storageModule buildSystemId="org.eclipse.cdt.managedbuilder.core.configurationDataProvider" id="cdt.managedbuild.toolchain.gnu.macosx.base.1359703544.1441575890" moduleId="org.eclipse.cdt.core.settings" name="Timing"> <storageModule buildSystemId="org.eclipse.cdt.managedbuilder.core.configurationDataProvider" id="cdt.managedbuild.toolchain.gnu.macosx.base.1359703544.1441575890" moduleId="org.eclipse.cdt.core.settings" name="Timing">
<externalSettings/> <externalSettings/>
<extensions> <extensions>
<extension id="org.eclipse.cdt.core.ELF" point="org.eclipse.cdt.core.BinaryParser"/>
<extension id="org.eclipse.cdt.core.MachO64" point="org.eclipse.cdt.core.BinaryParser"/>
<extension id="org.eclipse.cdt.core.GASErrorParser" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.GASErrorParser" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.GLDErrorParser" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.GLDErrorParser" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.GCCErrorParser" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.GCCErrorParser" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.GmakeErrorParser" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.GmakeErrorParser" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.CWDLocator" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.CWDLocator" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.ELF" point="org.eclipse.cdt.core.BinaryParser"/>
<extension id="org.eclipse.cdt.core.MachO64" point="org.eclipse.cdt.core.BinaryParser"/>
</extensions> </extensions>
</storageModule> </storageModule>
<storageModule moduleId="cdtBuildSystem" version="4.0.0"> <storageModule moduleId="cdtBuildSystem" version="4.0.0">
@ -118,13 +116,13 @@
<storageModule buildSystemId="org.eclipse.cdt.managedbuilder.core.configurationDataProvider" id="cdt.managedbuild.toolchain.gnu.macosx.base.1359703544.127261216" moduleId="org.eclipse.cdt.core.settings" name="fast"> <storageModule buildSystemId="org.eclipse.cdt.managedbuilder.core.configurationDataProvider" id="cdt.managedbuild.toolchain.gnu.macosx.base.1359703544.127261216" moduleId="org.eclipse.cdt.core.settings" name="fast">
<externalSettings/> <externalSettings/>
<extensions> <extensions>
<extension id="org.eclipse.cdt.core.ELF" point="org.eclipse.cdt.core.BinaryParser"/>
<extension id="org.eclipse.cdt.core.MachO64" point="org.eclipse.cdt.core.BinaryParser"/>
<extension id="org.eclipse.cdt.core.GASErrorParser" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.GASErrorParser" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.GLDErrorParser" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.GLDErrorParser" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.GCCErrorParser" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.GCCErrorParser" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.GmakeErrorParser" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.GmakeErrorParser" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.CWDLocator" point="org.eclipse.cdt.core.ErrorParser"/> <extension id="org.eclipse.cdt.core.CWDLocator" point="org.eclipse.cdt.core.ErrorParser"/>
<extension id="org.eclipse.cdt.core.ELF" point="org.eclipse.cdt.core.BinaryParser"/>
<extension id="org.eclipse.cdt.core.MachO64" point="org.eclipse.cdt.core.BinaryParser"/>
</extensions> </extensions>
</storageModule> </storageModule>
<storageModule moduleId="cdtBuildSystem" version="4.0.0"> <storageModule moduleId="cdtBuildSystem" version="4.0.0">
@ -2654,6 +2652,30 @@
<useDefaultCommand>true</useDefaultCommand> <useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders> <runAllBuilders>true</runAllBuilders>
</target> </target>
<target name="testGPSFactor.run" path="build/gtsam/slam/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testGPSFactor.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussMarkov1stOrderFactor.run" path="build/gtsam/slam/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testGaussMarkov1stOrderFactor.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testImplicitSchurFactor.run" path="build/gtsam/slam/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j5</buildArguments>
<buildTarget>testImplicitSchurFactor.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="SimpleRotation.run" path="build/examples" targetID="org.eclipse.cdt.build.MakeTargetBuilder"> <target name="SimpleRotation.run" path="build/examples" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand> <buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments> <buildArguments>-j2</buildArguments>

3
.gitignore vendored
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@ -3,4 +3,5 @@
*.pyc *.pyc
*.DS_Store *.DS_Store
/examples/Data/dubrovnik-3-7-pre-rewritten.txt /examples/Data/dubrovnik-3-7-pre-rewritten.txt
/examples/Data/pose2example-rewritten.txt /examples/Data/pose2example-rewritten.txt
/examples/Data/pose3example-rewritten.txt

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@ -2,6 +2,12 @@
project(GTSAM CXX C) project(GTSAM CXX C)
cmake_minimum_required(VERSION 2.6) cmake_minimum_required(VERSION 2.6)
# new feature to Cmake Version > 2.8.12
# Mac ONLY. Define Relative Path on Mac OS
if(NOT DEFINED CMAKE_MACOSX_RPATH)
set(CMAKE_MACOSX_RPATH 0)
endif()
# Set the version number for the library # Set the version number for the library
set (GTSAM_VERSION_MAJOR 3) set (GTSAM_VERSION_MAJOR 3)
set (GTSAM_VERSION_MINOR 1) set (GTSAM_VERSION_MINOR 1)
@ -123,6 +129,11 @@ else()
endif() endif()
if(${Boost_VERSION} EQUAL 105600)
message("Ignoring Boost restriction on optional lvalue assignment from rvalues")
add_definitions(-DBOOST_OPTIONAL_ALLOW_BINDING_TO_RVALUES)
endif()
############################################################################### ###############################################################################
# Find TBB # Find TBB
find_package(TBB) find_package(TBB)
@ -169,9 +180,9 @@ endif()
############################################################################### ###############################################################################
# Find OpenMP (if we're also using MKL) # Find OpenMP (if we're also using MKL)
if(GTSAM_WITH_EIGEN_MKL AND GTSAM_USE_EIGEN_MKL_OPENMP AND GTSAM_USE_EIGEN_MKL) find_package(OpenMP) # do this here to generate correct message if disabled
find_package(OpenMP)
if(GTSAM_WITH_EIGEN_MKL AND GTSAM_WITH_EIGEN_MKL_OPENMP AND GTSAM_USE_EIGEN_MKL)
if(OPENMP_FOUND AND GTSAM_USE_EIGEN_MKL AND GTSAM_WITH_EIGEN_MKL_OPENMP) if(OPENMP_FOUND AND GTSAM_USE_EIGEN_MKL AND GTSAM_WITH_EIGEN_MKL_OPENMP)
set(GTSAM_USE_EIGEN_MKL_OPENMP 1) # This will go into config.h set(GTSAM_USE_EIGEN_MKL_OPENMP 1) # This will go into config.h
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${OpenMP_CXX_FLAGS}") set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${OpenMP_CXX_FLAGS}")

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@ -58,6 +58,7 @@ FIND_PATH(MKL_ROOT_DIR
/opt/intel/mkl/*/ /opt/intel/mkl/*/
/opt/intel/cmkl/ /opt/intel/cmkl/
/opt/intel/cmkl/*/ /opt/intel/cmkl/*/
/opt/intel/*/mkl/
/Library/Frameworks/Intel_MKL.framework/Versions/Current/lib/universal /Library/Frameworks/Intel_MKL.framework/Versions/Current/lib/universal
"C:/Program Files (x86)/Intel/ComposerXE-2011/mkl" "C:/Program Files (x86)/Intel/ComposerXE-2011/mkl"
"C:/Program Files (x86)/Intel/Composer XE 2013/mkl" "C:/Program Files (x86)/Intel/Composer XE 2013/mkl"
@ -136,13 +137,16 @@ ELSE() # UNIX and macOS
${MKL_ROOT_DIR}/lib/${MKL_ARCH_DIR} ${MKL_ROOT_DIR}/lib/${MKL_ARCH_DIR}
${MKL_ROOT_DIR}/lib/ ${MKL_ROOT_DIR}/lib/
) )
FIND_LIBRARY(MKL_GNUTHREAD_LIBRARY # MKL on Mac OS doesn't ship with GNU thread versions, only Intel versions (see above)
mkl_gnu_thread IF(NOT APPLE)
PATHS FIND_LIBRARY(MKL_GNUTHREAD_LIBRARY
${MKL_ROOT_DIR}/lib/${MKL_ARCH_DIR} mkl_gnu_thread
${MKL_ROOT_DIR}/lib/ PATHS
) ${MKL_ROOT_DIR}/lib/${MKL_ARCH_DIR}
${MKL_ROOT_DIR}/lib/
)
ENDIF()
# Intel Libraries # Intel Libraries
IF("${MKL_ARCH_DIR}" STREQUAL "32") IF("${MKL_ARCH_DIR}" STREQUAL "32")
@ -226,7 +230,12 @@ ELSE() # UNIX and macOS
endforeach() endforeach()
endforeach() endforeach()
SET(MKL_LIBRARIES ${MKL_LP_GNUTHREAD_LIBRARIES}) IF(APPLE)
SET(MKL_LIBRARIES ${MKL_LP_INTELTHREAD_LIBRARIES})
ELSE()
SET(MKL_LIBRARIES ${MKL_LP_GNUTHREAD_LIBRARIES})
ENDIF()
MARK_AS_ADVANCED(MKL_CORE_LIBRARY MKL_LP_LIBRARY MKL_ILP_LIBRARY MARK_AS_ADVANCED(MKL_CORE_LIBRARY MKL_LP_LIBRARY MKL_ILP_LIBRARY
MKL_SEQUENTIAL_LIBRARY MKL_INTELTHREAD_LIBRARY MKL_GNUTHREAD_LIBRARY) MKL_SEQUENTIAL_LIBRARY MKL_INTELTHREAD_LIBRARY MKL_GNUTHREAD_LIBRARY)
ENDIF() ENDIF()

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@ -28,13 +28,13 @@ endif()
# finding the LaTeX mex program (totally unrelated to MATLAB Mex) when LaTeX is # finding the LaTeX mex program (totally unrelated to MATLAB Mex) when LaTeX is
# on the system path. # on the system path.
list(REVERSE matlab_bin_directories) # Reverse list so the highest version (sorted alphabetically) is preferred list(REVERSE matlab_bin_directories) # Reverse list so the highest version (sorted alphabetically) is preferred
find_program(mex_command ${mex_program_name} find_program(MEX_COMMAND ${mex_program_name}
PATHS ${matlab_bin_directories} ENV PATH PATHS ${matlab_bin_directories} ENV PATH
NO_DEFAULT_PATH) NO_DEFAULT_PATH)
mark_as_advanced(FORCE mex_command) mark_as_advanced(FORCE MEX_COMMAND)
# Now that we have mex, trace back to find the Matlab installation root # Now that we have mex, trace back to find the Matlab installation root
get_filename_component(mex_command "${mex_command}" REALPATH) get_filename_component(MEX_COMMAND "${MEX_COMMAND}" REALPATH)
get_filename_component(mex_path "${mex_command}" PATH) get_filename_component(mex_path "${MEX_COMMAND}" PATH)
get_filename_component(MATLAB_ROOT "${mex_path}/.." ABSOLUTE) get_filename_component(MATLAB_ROOT "${mex_path}/.." ABSOLUTE)
set(MATLAB_ROOT "${MATLAB_ROOT}" CACHE PATH "Path to MATLAB installation root (e.g. /usr/local/MATLAB/R2012a)") set(MATLAB_ROOT "${MATLAB_ROOT}" CACHE PATH "Path to MATLAB installation root (e.g. /usr/local/MATLAB/R2012a)")

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@ -0,0 +1 @@
718.856 718.856 0.0 607.1928 185.2157 0.5371657189

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@ -0,0 +1 @@
718.856 718.856 0.0 607.1928 185.2157 0.5371657189

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@ -0,0 +1,135 @@
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2 0.999969 -0.00120771 -0.00772489 -0.0100328 0.00117985 0.999993 -0.003611 -0.0111185 0.00772919 0.00360178 0.999964 1.37125 0 0 0 1
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VERTEX_SE3:QUAT 4 0.999908 1.055073 0.020212 -0.035697 -0.462490 0.445933 0.765488
EDGE_SE3:QUAT 0 1 1.001367 0.015390 0.004948 0.190253 0.283162 -0.392318 0.854230 10000.000000 0.000000 0.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 10000.000000 0.000000 10000.000000
EDGE_SE3:QUAT 1 2 0.523923 0.776654 0.326659 0.311512 0.656877 -0.678505 0.105373 10000.000000 0.000000 0.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 10000.000000 0.000000 10000.000000
EDGE_SE3:QUAT 2 3 0.910927 0.055169 -0.411761 0.595795 -0.561677 0.079353 0.568551 10000.000000 0.000000 0.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 10000.000000 0.000000 10000.000000
EDGE_SE3:QUAT 3 4 0.775288 0.228798 -0.596923 -0.592077 0.303380 -0.513226 0.542221 10000.000000 0.000000 0.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 10000.000000 0.000000 10000.000000
EDGE_SE3:QUAT 1 4 -0.577841 0.628016 -0.543592 -0.125250 -0.534379 0.769122 0.327419 10000.000000 0.000000 0.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 10000.000000 0.000000 10000.000000
EDGE_SE3:QUAT 3 0 -0.623267 0.086928 0.773222 0.104639 0.627755 0.766795 0.083672 10000.000000 0.000000 0.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 0.000000 10000.000000 0.000000 0.000000 10000.000000 0.000000 10000.000000

View File

@ -0,0 +1,11 @@
VERTEX_SE3:QUAT 0 0.000000 0.000000 0.000000 0.0008187 0.0011723 0.0895466 0.9959816
VERTEX_SE3:QUAT 1 0.000000 -0.000000 0.000000 0.0010673 0.0015636 0.1606931 0.9870026
VERTEX_SE3:QUAT 2 -0.388822 0.632954 0.001223 0.0029920 0.0014066 0.0258235 0.9996610
VERTEX_SE3:QUAT 3 -1.143204 0.050638 0.006026 -0.0012800 -0.0002767 -0.2850291 0.9585180
VERTEX_SE3:QUAT 4 -0.512416 0.486441 0.005171 0.0002681 0.0023574 0.0171476 0.9998502
EDGE_SE3:QUAT 1 2 1.000000 2.000000 0.000000 0.0000000 0.0000000 0.7071068 0.7071068 100.000000 0.000000 0.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 100.000000 0.000000 100.000000
EDGE_SE3:QUAT 2 3 -0.000000 1.000000 0.000000 0.0000000 0.0000000 0.7071068 0.7071068 100.000000 0.000000 0.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 100.000000 0.000000 100.000000
EDGE_SE3:QUAT 3 4 1.000000 1.000000 0.000000 0.0000000 0.0000000 0.7071068 0.7071068 100.000000 0.000000 0.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 100.000000 0.000000 100.000000
EDGE_SE3:QUAT 3 1 0.000001 2.000000 0.000000 0.0000000 0.0000000 1.0000000 0.0000002 100.000000 0.000000 0.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 100.000000 0.000000 100.000000
EDGE_SE3:QUAT 1 4 -1.000000 1.000000 0.000000 0.0000000 0.0000000 -0.7071068 0.7071068 100.000000 0.000000 0.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 100.000000 0.000000 100.000000
EDGE_SE3:QUAT 0 1 0.000000 0.000000 0.000000 0.0000000 0.0000000 0.0000000 1.0000000 100.000000 0.000000 0.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 0.000000 100.000000 0.000000 0.000000 100.000000 0.000000 100.000000

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@ -120,15 +120,15 @@ int main(int argc, char** argv) {
// For simplicity, we will use the same noise model for each odometry factor // For simplicity, we will use the same noise model for each odometry factor
noiseModel::Diagonal::shared_ptr odometryNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.2, 0.2, 0.1)); noiseModel::Diagonal::shared_ptr odometryNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.2, 0.2, 0.1));
// Create odometry (Between) factors between consecutive poses // Create odometry (Between) factors between consecutive poses
graph.push_back(BetweenFactor<Pose2>(1, 2, Pose2(2.0, 0.0, 0.0), odometryNoise)); graph.add(BetweenFactor<Pose2>(1, 2, Pose2(2.0, 0.0, 0.0), odometryNoise));
graph.push_back(BetweenFactor<Pose2>(2, 3, Pose2(2.0, 0.0, 0.0), odometryNoise)); graph.add(BetweenFactor<Pose2>(2, 3, Pose2(2.0, 0.0, 0.0), odometryNoise));
// 2b. Add "GPS-like" measurements // 2b. Add "GPS-like" measurements
// We will use our custom UnaryFactor for this. // We will use our custom UnaryFactor for this.
noiseModel::Diagonal::shared_ptr unaryNoise = noiseModel::Diagonal::Sigmas((Vector(2) << 0.1, 0.1)); // 10cm std on x,y noiseModel::Diagonal::shared_ptr unaryNoise = noiseModel::Diagonal::Sigmas((Vector(2) << 0.1, 0.1)); // 10cm std on x,y
graph.push_back(boost::make_shared<UnaryFactor>(1, 0.0, 0.0, unaryNoise)); graph.add(boost::make_shared<UnaryFactor>(1, 0.0, 0.0, unaryNoise));
graph.push_back(boost::make_shared<UnaryFactor>(2, 2.0, 0.0, unaryNoise)); graph.add(boost::make_shared<UnaryFactor>(2, 2.0, 0.0, unaryNoise));
graph.push_back(boost::make_shared<UnaryFactor>(3, 4.0, 0.0, unaryNoise)); graph.add(boost::make_shared<UnaryFactor>(3, 4.0, 0.0, unaryNoise));
graph.print("\nFactor Graph:\n"); // print graph.print("\nFactor Graph:\n"); // print
// 3. Create the data structure to hold the initialEstimate estimate to the solution // 3. Create the data structure to hold the initialEstimate estimate to the solution

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@ -65,15 +65,15 @@ int main(int argc, char** argv) {
// A prior factor consists of a mean and a noise model (covariance matrix) // A prior factor consists of a mean and a noise model (covariance matrix)
Pose2 priorMean(0.0, 0.0, 0.0); // prior at origin Pose2 priorMean(0.0, 0.0, 0.0); // prior at origin
noiseModel::Diagonal::shared_ptr priorNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.3, 0.3, 0.1)); noiseModel::Diagonal::shared_ptr priorNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.3, 0.3, 0.1));
graph.push_back(PriorFactor<Pose2>(1, priorMean, priorNoise)); graph.add(PriorFactor<Pose2>(1, priorMean, priorNoise));
// Add odometry factors // Add odometry factors
Pose2 odometry(2.0, 0.0, 0.0); Pose2 odometry(2.0, 0.0, 0.0);
// For simplicity, we will use the same noise model for each odometry factor // For simplicity, we will use the same noise model for each odometry factor
noiseModel::Diagonal::shared_ptr odometryNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.2, 0.2, 0.1)); noiseModel::Diagonal::shared_ptr odometryNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.2, 0.2, 0.1));
// Create odometry (Between) factors between consecutive poses // Create odometry (Between) factors between consecutive poses
graph.push_back(BetweenFactor<Pose2>(1, 2, odometry, odometryNoise)); graph.add(BetweenFactor<Pose2>(1, 2, odometry, odometryNoise));
graph.push_back(BetweenFactor<Pose2>(2, 3, odometry, odometryNoise)); graph.add(BetweenFactor<Pose2>(2, 3, odometry, odometryNoise));
graph.print("\nFactor Graph:\n"); // print graph.print("\nFactor Graph:\n"); // print
// Create the data structure to hold the initialEstimate estimate to the solution // Create the data structure to hold the initialEstimate estimate to the solution

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@ -81,13 +81,13 @@ int main(int argc, char** argv) {
// Add a prior on pose x1 at the origin. A prior factor consists of a mean and a noise model (covariance matrix) // Add a prior on pose x1 at the origin. A prior factor consists of a mean and a noise model (covariance matrix)
Pose2 prior(0.0, 0.0, 0.0); // prior mean is at origin Pose2 prior(0.0, 0.0, 0.0); // prior mean is at origin
noiseModel::Diagonal::shared_ptr priorNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.3, 0.3, 0.1)); // 30cm std on x,y, 0.1 rad on theta noiseModel::Diagonal::shared_ptr priorNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.3, 0.3, 0.1)); // 30cm std on x,y, 0.1 rad on theta
graph.push_back(PriorFactor<Pose2>(x1, prior, priorNoise)); // add directly to graph graph.add(PriorFactor<Pose2>(x1, prior, priorNoise)); // add directly to graph
// Add two odometry factors // Add two odometry factors
Pose2 odometry(2.0, 0.0, 0.0); // create a measurement for both factors (the same in this case) Pose2 odometry(2.0, 0.0, 0.0); // create a measurement for both factors (the same in this case)
noiseModel::Diagonal::shared_ptr odometryNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.2, 0.2, 0.1)); // 20cm std on x,y, 0.1 rad on theta noiseModel::Diagonal::shared_ptr odometryNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.2, 0.2, 0.1)); // 20cm std on x,y, 0.1 rad on theta
graph.push_back(BetweenFactor<Pose2>(x1, x2, odometry, odometryNoise)); graph.add(BetweenFactor<Pose2>(x1, x2, odometry, odometryNoise));
graph.push_back(BetweenFactor<Pose2>(x2, x3, odometry, odometryNoise)); graph.add(BetweenFactor<Pose2>(x2, x3, odometry, odometryNoise));
// Add Range-Bearing measurements to two different landmarks // Add Range-Bearing measurements to two different landmarks
// create a noise model for the landmark measurements // create a noise model for the landmark measurements
@ -101,9 +101,9 @@ int main(int argc, char** argv) {
range32 = 2.0; range32 = 2.0;
// Add Bearing-Range factors // Add Bearing-Range factors
graph.push_back(BearingRangeFactor<Pose2, Point2>(x1, l1, bearing11, range11, measurementNoise)); graph.add(BearingRangeFactor<Pose2, Point2>(x1, l1, bearing11, range11, measurementNoise));
graph.push_back(BearingRangeFactor<Pose2, Point2>(x2, l1, bearing21, range21, measurementNoise)); graph.add(BearingRangeFactor<Pose2, Point2>(x2, l1, bearing21, range21, measurementNoise));
graph.push_back(BearingRangeFactor<Pose2, Point2>(x3, l2, bearing32, range32, measurementNoise)); graph.add(BearingRangeFactor<Pose2, Point2>(x3, l2, bearing32, range32, measurementNoise));
// Print // Print
graph.print("Factor Graph:\n"); graph.print("Factor Graph:\n");

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@ -72,23 +72,23 @@ int main(int argc, char** argv) {
// 2a. Add a prior on the first pose, setting it to the origin // 2a. Add a prior on the first pose, setting it to the origin
// A prior factor consists of a mean and a noise model (covariance matrix) // A prior factor consists of a mean and a noise model (covariance matrix)
noiseModel::Diagonal::shared_ptr priorNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.3, 0.3, 0.1)); noiseModel::Diagonal::shared_ptr priorNoise = noiseModel::Diagonal::Sigmas((Vector(3) << 0.3, 0.3, 0.1));
graph.push_back(PriorFactor<Pose2>(1, Pose2(0, 0, 0), priorNoise)); graph.add(PriorFactor<Pose2>(1, Pose2(0, 0, 0), priorNoise));
// For simplicity, we will use the same noise model for odometry and loop closures // For simplicity, we will use the same noise model for odometry and loop closures
noiseModel::Diagonal::shared_ptr model = noiseModel::Diagonal::Sigmas((Vector(3) << 0.2, 0.2, 0.1)); noiseModel::Diagonal::shared_ptr model = noiseModel::Diagonal::Sigmas((Vector(3) << 0.2, 0.2, 0.1));
// 2b. Add odometry factors // 2b. Add odometry factors
// Create odometry (Between) factors between consecutive poses // Create odometry (Between) factors between consecutive poses
graph.push_back(BetweenFactor<Pose2>(1, 2, Pose2(2, 0, 0 ), model)); graph.add(BetweenFactor<Pose2>(1, 2, Pose2(2, 0, 0 ), model));
graph.push_back(BetweenFactor<Pose2>(2, 3, Pose2(2, 0, M_PI_2), model)); graph.add(BetweenFactor<Pose2>(2, 3, Pose2(2, 0, M_PI_2), model));
graph.push_back(BetweenFactor<Pose2>(3, 4, Pose2(2, 0, M_PI_2), model)); graph.add(BetweenFactor<Pose2>(3, 4, Pose2(2, 0, M_PI_2), model));
graph.push_back(BetweenFactor<Pose2>(4, 5, Pose2(2, 0, M_PI_2), model)); graph.add(BetweenFactor<Pose2>(4, 5, Pose2(2, 0, M_PI_2), model));
// 2c. Add the loop closure constraint // 2c. Add the loop closure constraint
// This factor encodes the fact that we have returned to the same pose. In real systems, // This factor encodes the fact that we have returned to the same pose. In real systems,
// these constraints may be identified in many ways, such as appearance-based techniques // these constraints may be identified in many ways, such as appearance-based techniques
// with camera images. We will use another Between Factor to enforce this constraint: // with camera images. We will use another Between Factor to enforce this constraint:
graph.push_back(BetweenFactor<Pose2>(5, 2, Pose2(2, 0, M_PI_2), model)); graph.add(BetweenFactor<Pose2>(5, 2, Pose2(2, 0, M_PI_2), model));
graph.print("\nFactor Graph:\n"); // print graph.print("\nFactor Graph:\n"); // print
// 3. Create the data structure to hold the initialEstimate estimate to the solution // 3. Create the data structure to hold the initialEstimate estimate to the solution

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@ -26,36 +26,72 @@
using namespace std; using namespace std;
using namespace gtsam; using namespace gtsam;
// HOWTO: ./Pose2SLAMExample_g2o inputFile outputFile (maxIterations) (tukey/huber)
int main(const int argc, const char *argv[]) { int main(const int argc, const char *argv[]) {
// Read graph from file string kernelType = "none";
string g2oFile; int maxIterations = 100; // default
if (argc < 2) string g2oFile = findExampleDataFile("noisyToyGraph.txt"); // default
g2oFile = findExampleDataFile("noisyToyGraph.txt");
else
g2oFile = argv[1];
// Parse user's inputs
if (argc > 1){
g2oFile = argv[1]; // input dataset filename
// outputFile = g2oFile = argv[2]; // done later
}
if (argc > 3){
maxIterations = atoi(argv[3]); // user can specify either tukey or huber
}
if (argc > 4){
kernelType = argv[4]; // user can specify either tukey or huber
}
// reading file and creating factor graph
NonlinearFactorGraph::shared_ptr graph; NonlinearFactorGraph::shared_ptr graph;
Values::shared_ptr initial; Values::shared_ptr initial;
boost::tie(graph, initial) = readG2o(g2oFile); bool is3D = false;
if(kernelType.compare("none") == 0){
boost::tie(graph, initial) = readG2o(g2oFile,is3D);
}
if(kernelType.compare("huber") == 0){
std::cout << "Using robust kernel: huber " << std::endl;
boost::tie(graph, initial) = readG2o(g2oFile,is3D, KernelFunctionTypeHUBER);
}
if(kernelType.compare("tukey") == 0){
std::cout << "Using robust kernel: tukey " << std::endl;
boost::tie(graph, initial) = readG2o(g2oFile,is3D, KernelFunctionTypeTUKEY);
}
// Add prior on the pose having index (key) = 0 // Add prior on the pose having index (key) = 0
NonlinearFactorGraph graphWithPrior = *graph; NonlinearFactorGraph graphWithPrior = *graph;
noiseModel::Diagonal::shared_ptr priorModel = // noiseModel::Diagonal::shared_ptr priorModel = //
noiseModel::Diagonal::Variances((Vector(3) << 1e-6, 1e-6, 1e-8)); noiseModel::Diagonal::Variances((Vector(3) << 1e-6, 1e-6, 1e-8));
graphWithPrior.add(PriorFactor<Pose2>(0, Pose2(), priorModel)); graphWithPrior.add(PriorFactor<Pose2>(0, Pose2(), priorModel));
std::cout << "Adding prior on pose 0 " << std::endl;
GaussNewtonParams params;
params.setVerbosity("TERMINATION");
if (argc > 3) {
params.maxIterations = maxIterations;
std::cout << "User required to perform maximum " << params.maxIterations << " iterations "<< std::endl;
}
std::cout << "Optimizing the factor graph" << std::endl; std::cout << "Optimizing the factor graph" << std::endl;
GaussNewtonOptimizer optimizer(graphWithPrior, *initial); GaussNewtonOptimizer optimizer(graphWithPrior, *initial, params);
Values result = optimizer.optimize(); Values result = optimizer.optimize();
std::cout << "Optimization complete" << std::endl; std::cout << "Optimization complete" << std::endl;
std::cout << "initial error=" <<graph->error(*initial)<< std::endl;
std::cout << "final error=" <<graph->error(result)<< std::endl;
if (argc < 3) { if (argc < 3) {
result.print("result"); result.print("result");
} else { } else {
const string outputFile = argv[2]; const string outputFile = argv[2];
std::cout << "Writing results to file: " << outputFile << std::endl; std::cout << "Writing results to file: " << outputFile << std::endl;
writeG2o(*graph, result, outputFile); NonlinearFactorGraph::shared_ptr graphNoKernel;
Values::shared_ptr initial2;
boost::tie(graphNoKernel, initial2) = readG2o(g2oFile);
writeG2o(*graphNoKernel, result, outputFile);
std::cout << "done! " << std::endl; std::cout << "done! " << std::endl;
} }
return 0; return 0;

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@ -0,0 +1,89 @@
/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file Pose3SLAMExample_initializePose3.cpp
* @brief A 3D Pose SLAM example that reads input from g2o, and initializes the Pose3 using InitializePose3
* Syntax for the script is ./Pose3SLAMExample_changeKeys input.g2o rewritted.g2o
* @date Aug 25, 2014
* @author Luca Carlone
*/
#include <gtsam/slam/dataset.h>
#include <gtsam/slam/BetweenFactor.h>
#include <gtsam/slam/PriorFactor.h>
#include <fstream>
using namespace std;
using namespace gtsam;
int main(const int argc, const char *argv[]) {
// Read graph from file
string g2oFile;
if (argc < 2)
g2oFile = findExampleDataFile("pose3example.txt");
else
g2oFile = argv[1];
NonlinearFactorGraph::shared_ptr graph;
Values::shared_ptr initial;
bool is3D = true;
boost::tie(graph, initial) = readG2o(g2oFile, is3D);
bool add = false;
Key firstKey = 8646911284551352320;
std::cout << "Using reference key: " << firstKey << std::endl;
if(add)
std::cout << "adding key " << std::endl;
else
std::cout << "subtracting key " << std::endl;
if (argc < 3) {
std::cout << "Please provide output file to write " << std::endl;
} else {
const string inputFileRewritten = argv[2];
std::cout << "Rewriting input to file: " << inputFileRewritten << std::endl;
// Additional: rewrite input with simplified keys 0,1,...
Values simpleInitial;
BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, *initial) {
Key key;
if(add)
key = key_value.key + firstKey;
else
key = key_value.key - firstKey;
simpleInitial.insert(key, initial->at(key_value.key));
}
NonlinearFactorGraph simpleGraph;
BOOST_FOREACH(const boost::shared_ptr<NonlinearFactor>& factor, *graph) {
boost::shared_ptr<BetweenFactor<Pose3> > pose3Between =
boost::dynamic_pointer_cast<BetweenFactor<Pose3> >(factor);
if (pose3Between){
Key key1, key2;
if(add){
key1 = pose3Between->key1() + firstKey;
key2 = pose3Between->key2() + firstKey;
}else{
key1 = pose3Between->key1() - firstKey;
key2 = pose3Between->key2() - firstKey;
}
NonlinearFactor::shared_ptr simpleFactor(
new BetweenFactor<Pose3>(key1, key2, pose3Between->measured(), pose3Between->get_noiseModel()));
simpleGraph.add(simpleFactor);
}
}
writeG2o(simpleGraph, simpleInitial, inputFileRewritten);
}
return 0;
}

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@ -0,0 +1,74 @@
/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file Pose3SLAMExample_initializePose3.cpp
* @brief A 3D Pose SLAM example that reads input from g2o, and initializes the Pose3 using InitializePose3
* Syntax for the script is ./Pose3SLAMExample_initializePose3 input.g2o output.g2o
* @date Aug 25, 2014
* @author Luca Carlone
*/
#include <gtsam/slam/dataset.h>
#include <gtsam/slam/BetweenFactor.h>
#include <gtsam/slam/PriorFactor.h>
#include <gtsam/nonlinear/GaussNewtonOptimizer.h>
#include <fstream>
using namespace std;
using namespace gtsam;
int main(const int argc, const char *argv[]) {
// Read graph from file
string g2oFile;
if (argc < 2)
g2oFile = findExampleDataFile("pose3example.txt");
else
g2oFile = argv[1];
NonlinearFactorGraph::shared_ptr graph;
Values::shared_ptr initial;
bool is3D = true;
boost::tie(graph, initial) = readG2o(g2oFile, is3D);
// Add prior on the first key
NonlinearFactorGraph graphWithPrior = *graph;
noiseModel::Diagonal::shared_ptr priorModel = //
noiseModel::Diagonal::Variances((Vector(6) << 1e-6, 1e-6, 1e-6, 1e-4, 1e-4, 1e-4));
Key firstKey = 0;
BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, *initial) {
std::cout << "Adding prior to g2o file " << std::endl;
firstKey = key_value.key;
graphWithPrior.add(PriorFactor<Pose3>(firstKey, Pose3(), priorModel));
break;
}
std::cout << "Optimizing the factor graph" << std::endl;
GaussNewtonParams params;
params.setVerbosity("TERMINATION"); // this will show info about stopping conditions
GaussNewtonOptimizer optimizer(graphWithPrior, *initial, params);
Values result = optimizer.optimize();
std::cout << "Optimization complete" << std::endl;
std::cout << "initial error=" <<graph->error(*initial)<< std::endl;
std::cout << "final error=" <<graph->error(result)<< std::endl;
if (argc < 3) {
result.print("result");
} else {
const string outputFile = argv[2];
std::cout << "Writing results to file: " << outputFile << std::endl;
writeG2o(*graph, result, outputFile);
std::cout << "done! " << std::endl;
}
return 0;
}

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@ -0,0 +1,68 @@
/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file Pose3SLAMExample_initializePose3.cpp
* @brief A 3D Pose SLAM example that reads input from g2o, and initializes the Pose3 using InitializePose3
* Syntax for the script is ./Pose3SLAMExample_initializePose3 input.g2o output.g2o
* @date Aug 25, 2014
* @author Luca Carlone
*/
#include <gtsam/slam/InitializePose3.h>
#include <gtsam/slam/dataset.h>
#include <gtsam/slam/BetweenFactor.h>
#include <gtsam/slam/PriorFactor.h>
#include <fstream>
using namespace std;
using namespace gtsam;
int main(const int argc, const char *argv[]) {
// Read graph from file
string g2oFile;
if (argc < 2)
g2oFile = findExampleDataFile("pose3example.txt");
else
g2oFile = argv[1];
NonlinearFactorGraph::shared_ptr graph;
Values::shared_ptr initial;
bool is3D = true;
boost::tie(graph, initial) = readG2o(g2oFile, is3D);
// Add prior on the first key
NonlinearFactorGraph graphWithPrior = *graph;
noiseModel::Diagonal::shared_ptr priorModel = //
noiseModel::Diagonal::Variances((Vector(6) << 1e-6, 1e-6, 1e-6, 1e-4, 1e-4, 1e-4));
Key firstKey = 0;
BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, *initial) {
std::cout << "Adding prior to g2o file " << std::endl;
firstKey = key_value.key;
graphWithPrior.add(PriorFactor<Pose3>(firstKey, Pose3(), priorModel));
break;
}
std::cout << "Initializing Pose3 - chordal relaxation" << std::endl;
Values initialization = InitializePose3::initialize(graphWithPrior);
std::cout << "done!" << std::endl;
if (argc < 3) {
initialization.print("initialization");
} else {
const string outputFile = argv[2];
std::cout << "Writing results to file: " << outputFile << std::endl;
writeG2o(*graph, initialization, outputFile);
std::cout << "done! " << std::endl;
}
return 0;
}

View File

@ -0,0 +1,72 @@
/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file Pose3SLAMExample_initializePose3.cpp
* @brief A 3D Pose SLAM example that reads input from g2o, and initializes the Pose3 using InitializePose3
* Syntax for the script is ./Pose3SLAMExample_initializePose3 input.g2o output.g2o
* @date Aug 25, 2014
* @author Luca Carlone
*/
#include <gtsam/slam/InitializePose3.h>
#include <gtsam/slam/dataset.h>
#include <gtsam/slam/BetweenFactor.h>
#include <gtsam/slam/PriorFactor.h>
#include <fstream>
using namespace std;
using namespace gtsam;
int main(const int argc, const char *argv[]) {
// Read graph from file
string g2oFile;
if (argc < 2)
g2oFile = findExampleDataFile("pose3example.txt");
else
g2oFile = argv[1];
NonlinearFactorGraph::shared_ptr graph;
Values::shared_ptr initial;
bool is3D = true;
boost::tie(graph, initial) = readG2o(g2oFile, is3D);
// Add prior on the first key
NonlinearFactorGraph graphWithPrior = *graph;
noiseModel::Diagonal::shared_ptr priorModel = //
noiseModel::Diagonal::Variances((Vector(6) << 1e-6, 1e-6, 1e-6, 1e-4, 1e-4, 1e-4));
Key firstKey = 0;
BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, *initial) {
std::cout << "Adding prior to g2o file " << std::endl;
firstKey = key_value.key;
graphWithPrior.add(PriorFactor<Pose3>(firstKey, Pose3(), priorModel));
break;
}
std::cout << "Initializing Pose3 - Riemannian gradient" << std::endl;
bool useGradient = true;
Values initialization = InitializePose3::initialize(graphWithPrior, *initial, useGradient);
std::cout << "done!" << std::endl;
std::cout << "initial error=" <<graph->error(*initial)<< std::endl;
std::cout << "initialization error=" <<graph->error(initialization)<< std::endl;
if (argc < 3) {
initialization.print("initialization");
} else {
const string outputFile = argv[2];
std::cout << "Writing results to file: " << outputFile << std::endl;
writeG2o(*graph, initialization, outputFile);
std::cout << "done! " << std::endl;
}
return 0;
}

View File

@ -13,6 +13,22 @@
* @brief Incremental and batch solving, timing, and accuracy comparisons * @brief Incremental and batch solving, timing, and accuracy comparisons
* @author Richard Roberts * @author Richard Roberts
* @date August, 2013 * @date August, 2013
*
* Here is an example. Below, to run in batch mode, we first generate an initialization in incremental mode.
*
* Solve in incremental and write to file w_inc:
* ./SolverComparer --incremental -d w10000 -o w_inc
*
* You can then perturb that initialization to get batch something to optimize.
* Read in w_inc, perturb it with noise of stddev 0.6, and write to w_pert:
* ./SolverComparer --perturb 0.6 -i w_inc -o w_pert
*
* Then optimize with batch, read in w_pert, solve in batch, and write to w_batch:
* ./SolverComparer --batch -d w10000 -i w_pert -o w_batch
*
* And finally compare solutions in w_inc and w_batch to check that batch converged to the global minimum
* ./SolverComparer --compare w_inc w_batch
*
*/ */
#include <gtsam/base/timing.h> #include <gtsam/base/timing.h>

View File

@ -14,6 +14,7 @@
* @brief A visualSLAM example for the structure-from-motion problem on a simulated dataset * @brief A visualSLAM example for the structure-from-motion problem on a simulated dataset
* This version uses iSAM to solve the problem incrementally * This version uses iSAM to solve the problem incrementally
* @author Duy-Nguyen Ta * @author Duy-Nguyen Ta
* @author Frank Dellaert
*/ */
/** /**
@ -61,7 +62,8 @@ int main(int argc, char* argv[]) {
Cal3_S2::shared_ptr K(new Cal3_S2(50.0, 50.0, 0.0, 50.0, 50.0)); Cal3_S2::shared_ptr K(new Cal3_S2(50.0, 50.0, 0.0, 50.0, 50.0));
// Define the camera observation noise model // Define the camera observation noise model
noiseModel::Isotropic::shared_ptr measurementNoise = noiseModel::Isotropic::Sigma(2, 1.0); // one pixel in u and v noiseModel::Isotropic::shared_ptr noise = //
noiseModel::Isotropic::Sigma(2, 1.0); // one pixel in u and v
// Create the set of ground-truth landmarks // Create the set of ground-truth landmarks
vector<Point3> points = createPoints(); vector<Point3> points = createPoints();
@ -69,7 +71,8 @@ int main(int argc, char* argv[]) {
// Create the set of ground-truth poses // Create the set of ground-truth poses
vector<Pose3> poses = createPoses(); vector<Pose3> poses = createPoses();
// Create a NonlinearISAM object which will relinearize and reorder the variables every "relinearizeInterval" updates // Create a NonlinearISAM object which will relinearize and reorder the variables
// every "relinearizeInterval" updates
int relinearizeInterval = 3; int relinearizeInterval = 3;
NonlinearISAM isam(relinearizeInterval); NonlinearISAM isam(relinearizeInterval);
@ -82,32 +85,44 @@ int main(int argc, char* argv[]) {
// Add factors for each landmark observation // Add factors for each landmark observation
for (size_t j = 0; j < points.size(); ++j) { for (size_t j = 0; j < points.size(); ++j) {
// Create ground truth measurement
SimpleCamera camera(poses[i], *K); SimpleCamera camera(poses[i], *K);
Point2 measurement = camera.project(points[j]); Point2 measurement = camera.project(points[j]);
graph.push_back(GenericProjectionFactor<Pose3, Point3, Cal3_S2>(measurement, measurementNoise, Symbol('x', i), Symbol('l', j), K)); // Add measurement
graph.add(
GenericProjectionFactor<Pose3, Point3, Cal3_S2>(measurement, noise,
Symbol('x', i), Symbol('l', j), K));
} }
// Add an initial guess for the current pose
// Intentionally initialize the variables off from the ground truth // Intentionally initialize the variables off from the ground truth
initialEstimate.insert(Symbol('x', i), poses[i].compose(Pose3(Rot3::rodriguez(-0.1, 0.2, 0.25), Point3(0.05, -0.10, 0.20)))); Pose3 noise(Rot3::rodriguez(-0.1, 0.2, 0.25), Point3(0.05, -0.10, 0.20));
Pose3 initial_xi = poses[i].compose(noise);
// Add an initial guess for the current pose
initialEstimate.insert(Symbol('x', i), initial_xi);
// If this is the first iteration, add a prior on the first pose to set the coordinate frame // If this is the first iteration, add a prior on the first pose to set the coordinate frame
// and a prior on the first landmark to set the scale // and a prior on the first landmark to set the scale
// Also, as iSAM solves incrementally, we must wait until each is observed at least twice before // Also, as iSAM solves incrementally, we must wait until each is observed at least twice before
// adding it to iSAM. // adding it to iSAM.
if( i == 0) { if (i == 0) {
// Add a prior on pose x0 // Add a prior on pose x0, with 30cm std on x,y,z 0.1 rad on roll,pitch,yaw
noiseModel::Diagonal::shared_ptr poseNoise = noiseModel::Diagonal::Sigmas((Vector(6) << Vector3::Constant(0.3), Vector3::Constant(0.1))); // 30cm std on x,y,z 0.1 rad on roll,pitch,yaw noiseModel::Diagonal::shared_ptr poseNoise = noiseModel::Diagonal::Sigmas(
graph.push_back(PriorFactor<Pose3>(Symbol('x', 0), poses[0], poseNoise)); (Vector(6) << Vector3::Constant(0.3), Vector3::Constant(0.1)));
graph.add(PriorFactor<Pose3>(Symbol('x', 0), poses[0], poseNoise));
// Add a prior on landmark l0 // Add a prior on landmark l0
noiseModel::Isotropic::shared_ptr pointNoise = noiseModel::Isotropic::Sigma(3, 0.1); noiseModel::Isotropic::shared_ptr pointNoise =
graph.push_back(PriorFactor<Point3>(Symbol('l', 0), points[0], pointNoise)); // add directly to graph noiseModel::Isotropic::Sigma(3, 0.1);
graph.add(PriorFactor<Point3>(Symbol('l', 0), points[0], pointNoise));
// Add initial guesses to all observed landmarks // Add initial guesses to all observed landmarks
// Intentionally initialize the variables off from the ground truth Point3 noise(-0.25, 0.20, 0.15);
for (size_t j = 0; j < points.size(); ++j) for (size_t j = 0; j < points.size(); ++j) {
initialEstimate.insert(Symbol('l', j), points[j].compose(Point3(-0.25, 0.20, 0.15))); // Intentionally initialize the variables off from the ground truth
Point3 initial_lj = points[j].compose(noise);
initialEstimate.insert(Symbol('l', j), initial_lj);
}
} else { } else {
// Update iSAM with the new factors // Update iSAM with the new factors

View File

@ -4,14 +4,10 @@
## # The following are required to uses Dart and the Cdash dashboard ## # The following are required to uses Dart and the Cdash dashboard
## ENABLE_TESTING() ## ENABLE_TESTING()
## INCLUDE(CTest) ## INCLUDE(CTest)
set(CTEST_PROJECT_NAME "Eigen") set(CTEST_PROJECT_NAME "Eigen3.2")
set(CTEST_NIGHTLY_START_TIME "00:00:00 UTC") set(CTEST_NIGHTLY_START_TIME "00:00:00 UTC")
set(CTEST_DROP_METHOD "http") set(CTEST_DROP_METHOD "http")
set(CTEST_DROP_SITE "manao.inria.fr") set(CTEST_DROP_SITE "manao.inria.fr")
set(CTEST_DROP_LOCATION "/CDash/submit.php?project=Eigen") set(CTEST_DROP_LOCATION "/CDash/submit.php?project=Eigen3.2")
set(CTEST_DROP_SITE_CDASH TRUE) set(CTEST_DROP_SITE_CDASH TRUE)
set(CTEST_PROJECT_SUBPROJECTS
Official
Unsupported
)

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@ -95,7 +95,7 @@
extern "C" { extern "C" {
// In theory we should only include immintrin.h and not the other *mmintrin.h header files directly. // In theory we should only include immintrin.h and not the other *mmintrin.h header files directly.
// Doing so triggers some issues with ICC. However old gcc versions seems to not have this file, thus: // Doing so triggers some issues with ICC. However old gcc versions seems to not have this file, thus:
#ifdef __INTEL_COMPILER #if defined(__INTEL_COMPILER) && __INTEL_COMPILER >= 1110
#include <immintrin.h> #include <immintrin.h>
#else #else
#include <emmintrin.h> #include <emmintrin.h>
@ -165,7 +165,7 @@
#endif #endif
// required for __cpuid, needs to be included after cmath // required for __cpuid, needs to be included after cmath
#if defined(_MSC_VER) && (defined(_M_IX86)||defined(_M_X64)) #if defined(_MSC_VER) && (defined(_M_IX86)||defined(_M_X64)) && (!defined(_WIN32_WCE))
#include <intrin.h> #include <intrin.h>
#endif #endif

View File

@ -274,30 +274,13 @@ template<> struct ldlt_inplace<Lower>
return true; return true;
} }
RealScalar cutoff(0), biggest_in_corner;
for (Index k = 0; k < size; ++k) for (Index k = 0; k < size; ++k)
{ {
// Find largest diagonal element // Find largest diagonal element
Index index_of_biggest_in_corner; Index index_of_biggest_in_corner;
biggest_in_corner = mat.diagonal().tail(size-k).cwiseAbs().maxCoeff(&index_of_biggest_in_corner); mat.diagonal().tail(size-k).cwiseAbs().maxCoeff(&index_of_biggest_in_corner);
index_of_biggest_in_corner += k; index_of_biggest_in_corner += k;
if(k == 0)
{
// The biggest overall is the point of reference to which further diagonals
// are compared; if any diagonal is negligible compared
// to the largest overall, the algorithm bails.
cutoff = abs(NumTraits<Scalar>::epsilon() * biggest_in_corner);
}
// Finish early if the matrix is not full rank.
if(biggest_in_corner < cutoff)
{
for(Index i = k; i < size; i++) transpositions.coeffRef(i) = i;
break;
}
transpositions.coeffRef(k) = index_of_biggest_in_corner; transpositions.coeffRef(k) = index_of_biggest_in_corner;
if(k != index_of_biggest_in_corner) if(k != index_of_biggest_in_corner)
{ {
@ -328,15 +311,20 @@ template<> struct ldlt_inplace<Lower>
if(k>0) if(k>0)
{ {
temp.head(k) = mat.diagonal().head(k).asDiagonal() * A10.adjoint(); temp.head(k) = mat.diagonal().real().head(k).asDiagonal() * A10.adjoint();
mat.coeffRef(k,k) -= (A10 * temp.head(k)).value(); mat.coeffRef(k,k) -= (A10 * temp.head(k)).value();
if(rs>0) if(rs>0)
A21.noalias() -= A20 * temp.head(k); A21.noalias() -= A20 * temp.head(k);
} }
if((rs>0) && (abs(mat.coeffRef(k,k)) > cutoff))
A21 /= mat.coeffRef(k,k); // In some previous versions of Eigen (e.g., 3.2.1), the scaling was omitted if the pivot
// was smaller than the cutoff value. However, soince LDLT is not rank-revealing
// we should only make sure we do not introduce INF or NaN values.
// LAPACK also uses 0 as the cutoff value.
RealScalar realAkk = numext::real(mat.coeffRef(k,k)); RealScalar realAkk = numext::real(mat.coeffRef(k,k));
if((rs>0) && (abs(realAkk) > RealScalar(0)))
A21 /= realAkk;
if (sign == PositiveSemiDef) { if (sign == PositiveSemiDef) {
if (realAkk < 0) sign = Indefinite; if (realAkk < 0) sign = Indefinite;
} else if (sign == NegativeSemiDef) { } else if (sign == NegativeSemiDef) {
@ -516,14 +504,20 @@ struct solve_retval<LDLT<_MatrixType,_UpLo>, Rhs>
typedef typename LDLTType::MatrixType MatrixType; typedef typename LDLTType::MatrixType MatrixType;
typedef typename LDLTType::Scalar Scalar; typedef typename LDLTType::Scalar Scalar;
typedef typename LDLTType::RealScalar RealScalar; typedef typename LDLTType::RealScalar RealScalar;
const Diagonal<const MatrixType> vectorD = dec().vectorD(); const typename Diagonal<const MatrixType>::RealReturnType vectorD(dec().vectorD());
RealScalar tolerance = (max)(vectorD.array().abs().maxCoeff() * NumTraits<Scalar>::epsilon(), // In some previous versions, tolerance was set to the max of 1/highest and the maximal diagonal entry * epsilon
RealScalar(1) / NumTraits<RealScalar>::highest()); // motivated by LAPACK's xGELSS // as motivated by LAPACK's xGELSS:
// RealScalar tolerance = (max)(vectorD.array().abs().maxCoeff() *NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest());
// However, LDLT is not rank revealing, and so adjusting the tolerance wrt to the highest
// diagonal element is not well justified and to numerical issues in some cases.
// Moreover, Lapack's xSYTRS routines use 0 for the tolerance.
RealScalar tolerance = RealScalar(1) / NumTraits<RealScalar>::highest();
for (Index i = 0; i < vectorD.size(); ++i) { for (Index i = 0; i < vectorD.size(); ++i) {
if(abs(vectorD(i)) > tolerance) if(abs(vectorD(i)) > tolerance)
dst.row(i) /= vectorD(i); dst.row(i) /= vectorD(i);
else else
dst.row(i).setZero(); dst.row(i).setZero();
} }
// dst = L^-T (D^-1 L^-1 P b) // dst = L^-T (D^-1 L^-1 P b)
@ -576,7 +570,7 @@ MatrixType LDLT<MatrixType,_UpLo>::reconstructedMatrix() const
// L^* P // L^* P
res = matrixU() * res; res = matrixU() * res;
// D(L^*P) // D(L^*P)
res = vectorD().asDiagonal() * res; res = vectorD().real().asDiagonal() * res;
// L(DL^*P) // L(DL^*P)
res = matrixL() * res; res = matrixL() * res;
// P^T (LDL^*P) // P^T (LDL^*P)

View File

@ -81,7 +81,7 @@ struct traits<Block<XprType, BlockRows, BlockCols, InnerPanel> > : traits<XprTyp
&& (InnerStrideAtCompileTime == 1) && (InnerStrideAtCompileTime == 1)
? PacketAccessBit : 0, ? PacketAccessBit : 0,
MaskAlignedBit = (InnerPanel && (OuterStrideAtCompileTime!=Dynamic) && (((OuterStrideAtCompileTime * int(sizeof(Scalar))) % 16) == 0)) ? AlignedBit : 0, MaskAlignedBit = (InnerPanel && (OuterStrideAtCompileTime!=Dynamic) && (((OuterStrideAtCompileTime * int(sizeof(Scalar))) % 16) == 0)) ? AlignedBit : 0,
FlagsLinearAccessBit = (RowsAtCompileTime == 1 || ColsAtCompileTime == 1) ? LinearAccessBit : 0, FlagsLinearAccessBit = (RowsAtCompileTime == 1 || ColsAtCompileTime == 1 || (InnerPanel && (traits<XprType>::Flags&LinearAccessBit))) ? LinearAccessBit : 0,
FlagsLvalueBit = is_lvalue<XprType>::value ? LvalueBit : 0, FlagsLvalueBit = is_lvalue<XprType>::value ? LvalueBit : 0,
FlagsRowMajorBit = IsRowMajor ? RowMajorBit : 0, FlagsRowMajorBit = IsRowMajor ? RowMajorBit : 0,
Flags0 = traits<XprType>::Flags & ( (HereditaryBits & ~RowMajorBit) | Flags0 = traits<XprType>::Flags & ( (HereditaryBits & ~RowMajorBit) |

View File

@ -47,6 +47,17 @@ struct CommaInitializer :
m_xpr.block(0, 0, other.rows(), other.cols()) = other; m_xpr.block(0, 0, other.rows(), other.cols()) = other;
} }
/* Copy/Move constructor which transfers ownership. This is crucial in
* absence of return value optimization to avoid assertions during destruction. */
// FIXME in C++11 mode this could be replaced by a proper RValue constructor
inline CommaInitializer(const CommaInitializer& o)
: m_xpr(o.m_xpr), m_row(o.m_row), m_col(o.m_col), m_currentBlockRows(o.m_currentBlockRows) {
// Mark original object as finished. In absence of R-value references we need to const_cast:
const_cast<CommaInitializer&>(o).m_row = m_xpr.rows();
const_cast<CommaInitializer&>(o).m_col = m_xpr.cols();
const_cast<CommaInitializer&>(o).m_currentBlockRows = 0;
}
/* inserts a scalar value in the target matrix */ /* inserts a scalar value in the target matrix */
CommaInitializer& operator,(const Scalar& s) CommaInitializer& operator,(const Scalar& s)
{ {

View File

@ -0,0 +1,154 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#ifndef EIGEN_COMMAINITIALIZER_H
#define EIGEN_COMMAINITIALIZER_H
namespace Eigen {
/** \class CommaInitializer
* \ingroup Core_Module
*
* \brief Helper class used by the comma initializer operator
*
* This class is internally used to implement the comma initializer feature. It is
* the return type of MatrixBase::operator<<, and most of the time this is the only
* way it is used.
*
* \sa \ref MatrixBaseCommaInitRef "MatrixBase::operator<<", CommaInitializer::finished()
*/
template<typename XprType>
struct CommaInitializer
{
typedef typename XprType::Scalar Scalar;
typedef typename XprType::Index Index;
inline CommaInitializer(XprType& xpr, const Scalar& s)
: m_xpr(xpr), m_row(0), m_col(1), m_currentBlockRows(1)
{
m_xpr.coeffRef(0,0) = s;
}
template<typename OtherDerived>
inline CommaInitializer(XprType& xpr, const DenseBase<OtherDerived>& other)
: m_xpr(xpr), m_row(0), m_col(other.cols()), m_currentBlockRows(other.rows())
{
m_xpr.block(0, 0, other.rows(), other.cols()) = other;
}
/* Copy/Move constructor which transfers ownership. This is crucial in
* absence of return value optimization to avoid assertions during destruction. */
// FIXME in C++11 mode this could be replaced by a proper RValue constructor
inline CommaInitializer(const CommaInitializer& o)
: m_xpr(o.m_xpr), m_row(o.m_row), m_col(o.m_col), m_currentBlockRows(o.m_currentBlockRows) {
// Mark original object as finished. In absence of R-value references we need to const_cast:
const_cast<CommaInitializer&>(o).m_row = m_xpr.rows();
const_cast<CommaInitializer&>(o).m_col = m_xpr.cols();
const_cast<CommaInitializer&>(o).m_currentBlockRows = 0;
}
/* inserts a scalar value in the target matrix */
CommaInitializer& operator,(const Scalar& s)
{
if (m_col==m_xpr.cols())
{
m_row+=m_currentBlockRows;
m_col = 0;
m_currentBlockRows = 1;
eigen_assert(m_row<m_xpr.rows()
&& "Too many rows passed to comma initializer (operator<<)");
}
eigen_assert(m_col<m_xpr.cols()
&& "Too many coefficients passed to comma initializer (operator<<)");
eigen_assert(m_currentBlockRows==1);
m_xpr.coeffRef(m_row, m_col++) = s;
return *this;
}
/* inserts a matrix expression in the target matrix */
template<typename OtherDerived>
CommaInitializer& operator,(const DenseBase<OtherDerived>& other)
{
if(other.cols()==0 || other.rows()==0)
return *this;
if (m_col==m_xpr.cols())
{
m_row+=m_currentBlockRows;
m_col = 0;
m_currentBlockRows = other.rows();
eigen_assert(m_row+m_currentBlockRows<=m_xpr.rows()
&& "Too many rows passed to comma initializer (operator<<)");
}
eigen_assert(m_col<m_xpr.cols()
&& "Too many coefficients passed to comma initializer (operator<<)");
eigen_assert(m_currentBlockRows==other.rows());
if (OtherDerived::SizeAtCompileTime != Dynamic)
m_xpr.template block<OtherDerived::RowsAtCompileTime != Dynamic ? OtherDerived::RowsAtCompileTime : 1,
OtherDerived::ColsAtCompileTime != Dynamic ? OtherDerived::ColsAtCompileTime : 1>
(m_row, m_col) = other;
else
m_xpr.block(m_row, m_col, other.rows(), other.cols()) = other;
m_col += other.cols();
return *this;
}
inline ~CommaInitializer()
{
eigen_assert((m_row+m_currentBlockRows) == m_xpr.rows()
&& m_col == m_xpr.cols()
&& "Too few coefficients passed to comma initializer (operator<<)");
}
/** \returns the built matrix once all its coefficients have been set.
* Calling finished is 100% optional. Its purpose is to write expressions
* like this:
* \code
* quaternion.fromRotationMatrix((Matrix3f() << axis0, axis1, axis2).finished());
* \endcode
*/
inline XprType& finished() { return m_xpr; }
XprType& m_xpr; // target expression
Index m_row; // current row id
Index m_col; // current col id
Index m_currentBlockRows; // current block height
};
/** \anchor MatrixBaseCommaInitRef
* Convenient operator to set the coefficients of a matrix.
*
* The coefficients must be provided in a row major order and exactly match
* the size of the matrix. Otherwise an assertion is raised.
*
* Example: \include MatrixBase_set.cpp
* Output: \verbinclude MatrixBase_set.out
*
* \note According the c++ standard, the argument expressions of this comma initializer are evaluated in arbitrary order.
*
* \sa CommaInitializer::finished(), class CommaInitializer
*/
template<typename Derived>
inline CommaInitializer<Derived> DenseBase<Derived>::operator<< (const Scalar& s)
{
return CommaInitializer<Derived>(*static_cast<Derived*>(this), s);
}
/** \sa operator<<(const Scalar&) */
template<typename Derived>
template<typename OtherDerived>
inline CommaInitializer<Derived>
DenseBase<Derived>::operator<<(const DenseBase<OtherDerived>& other)
{
return CommaInitializer<Derived>(*static_cast<Derived *>(this), other);
}
} // end namespace Eigen
#endif // EIGEN_COMMAINITIALIZER_H

View File

@ -24,6 +24,14 @@ namespace internal {
struct constructor_without_unaligned_array_assert {}; struct constructor_without_unaligned_array_assert {};
template<typename T, int Size> void check_static_allocation_size()
{
// if EIGEN_STACK_ALLOCATION_LIMIT is defined to 0, then no limit
#if EIGEN_STACK_ALLOCATION_LIMIT
EIGEN_STATIC_ASSERT(Size * sizeof(T) <= EIGEN_STACK_ALLOCATION_LIMIT, OBJECT_ALLOCATED_ON_STACK_IS_TOO_BIG);
#endif
}
/** \internal /** \internal
* Static array. If the MatrixOrArrayOptions require auto-alignment, the array will be automatically aligned: * Static array. If the MatrixOrArrayOptions require auto-alignment, the array will be automatically aligned:
* to 16 bytes boundary if the total size is a multiple of 16 bytes. * to 16 bytes boundary if the total size is a multiple of 16 bytes.
@ -38,12 +46,12 @@ struct plain_array
plain_array() plain_array()
{ {
EIGEN_STATIC_ASSERT(Size * sizeof(T) <= 128 * 128 * 8, OBJECT_ALLOCATED_ON_STACK_IS_TOO_BIG); check_static_allocation_size<T,Size>();
} }
plain_array(constructor_without_unaligned_array_assert) plain_array(constructor_without_unaligned_array_assert)
{ {
EIGEN_STATIC_ASSERT(Size * sizeof(T) <= 128 * 128 * 8, OBJECT_ALLOCATED_ON_STACK_IS_TOO_BIG); check_static_allocation_size<T,Size>();
} }
}; };
@ -76,12 +84,12 @@ struct plain_array<T, Size, MatrixOrArrayOptions, 16>
plain_array() plain_array()
{ {
EIGEN_MAKE_UNALIGNED_ARRAY_ASSERT(0xf); EIGEN_MAKE_UNALIGNED_ARRAY_ASSERT(0xf);
EIGEN_STATIC_ASSERT(Size * sizeof(T) <= 128 * 128 * 8, OBJECT_ALLOCATED_ON_STACK_IS_TOO_BIG); check_static_allocation_size<T,Size>();
} }
plain_array(constructor_without_unaligned_array_assert) plain_array(constructor_without_unaligned_array_assert)
{ {
EIGEN_STATIC_ASSERT(Size * sizeof(T) <= 128 * 128 * 8, OBJECT_ALLOCATED_ON_STACK_IS_TOO_BIG); check_static_allocation_size<T,Size>();
} }
}; };

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@ -589,7 +589,7 @@ struct linspaced_op_impl<Scalar,true>
template<typename Index> template<typename Index>
EIGEN_STRONG_INLINE const Packet packetOp(Index i) const EIGEN_STRONG_INLINE const Packet packetOp(Index i) const
{ return internal::padd(m_lowPacket, pmul(m_stepPacket, padd(pset1<Packet>(i),m_interPacket))); } { return internal::padd(m_lowPacket, pmul(m_stepPacket, padd(pset1<Packet>(Scalar(i)),m_interPacket))); }
const Scalar m_low; const Scalar m_low;
const Scalar m_step; const Scalar m_step;
@ -609,7 +609,7 @@ template <typename Scalar, bool RandomAccess> struct functor_traits< linspaced_o
template <typename Scalar, bool RandomAccess> struct linspaced_op template <typename Scalar, bool RandomAccess> struct linspaced_op
{ {
typedef typename packet_traits<Scalar>::type Packet; typedef typename packet_traits<Scalar>::type Packet;
linspaced_op(const Scalar& low, const Scalar& high, DenseIndex num_steps) : impl((num_steps==1 ? high : low), (num_steps==1 ? Scalar() : (high-low)/(num_steps-1))) {} linspaced_op(const Scalar& low, const Scalar& high, DenseIndex num_steps) : impl((num_steps==1 ? high : low), (num_steps==1 ? Scalar() : (high-low)/Scalar(num_steps-1))) {}
template<typename Index> template<typename Index>
EIGEN_STRONG_INLINE const Scalar operator() (Index i) const { return impl(i); } EIGEN_STRONG_INLINE const Scalar operator() (Index i) const { return impl(i); }

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@ -237,6 +237,8 @@ template<typename Derived> class MapBase<Derived, WriteAccessors>
using Base::Base::operator=; using Base::Base::operator=;
}; };
#undef EIGEN_STATIC_ASSERT_INDEX_BASED_ACCESS
} // end namespace Eigen } // end namespace Eigen
#endif // EIGEN_MAPBASE_H #endif // EIGEN_MAPBASE_H

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@ -101,7 +101,7 @@ struct traits<Ref<_PlainObjectType, _Options, _StrideType> >
template<typename Derived> struct match { template<typename Derived> struct match {
enum { enum {
HasDirectAccess = internal::has_direct_access<Derived>::ret, HasDirectAccess = internal::has_direct_access<Derived>::ret,
StorageOrderMatch = PlainObjectType::IsVectorAtCompileTime || ((PlainObjectType::Flags&RowMajorBit)==(Derived::Flags&RowMajorBit)), StorageOrderMatch = PlainObjectType::IsVectorAtCompileTime || Derived::IsVectorAtCompileTime || ((PlainObjectType::Flags&RowMajorBit)==(Derived::Flags&RowMajorBit)),
InnerStrideMatch = int(StrideType::InnerStrideAtCompileTime)==int(Dynamic) InnerStrideMatch = int(StrideType::InnerStrideAtCompileTime)==int(Dynamic)
|| int(StrideType::InnerStrideAtCompileTime)==int(Derived::InnerStrideAtCompileTime) || int(StrideType::InnerStrideAtCompileTime)==int(Derived::InnerStrideAtCompileTime)
|| (int(StrideType::InnerStrideAtCompileTime)==0 && int(Derived::InnerStrideAtCompileTime)==1), || (int(StrideType::InnerStrideAtCompileTime)==0 && int(Derived::InnerStrideAtCompileTime)==1),
@ -172,8 +172,12 @@ protected:
} }
else else
::new (static_cast<Base*>(this)) Base(expr.data(), expr.rows(), expr.cols()); ::new (static_cast<Base*>(this)) Base(expr.data(), expr.rows(), expr.cols());
::new (&m_stride) StrideBase(StrideType::OuterStrideAtCompileTime==0?0:expr.outerStride(),
StrideType::InnerStrideAtCompileTime==0?0:expr.innerStride()); if(Expression::IsVectorAtCompileTime && (!PlainObjectType::IsVectorAtCompileTime) && ((Expression::Flags&RowMajorBit)!=(PlainObjectType::Flags&RowMajorBit)))
::new (&m_stride) StrideBase(expr.innerStride(), StrideType::InnerStrideAtCompileTime==0?0:1);
else
::new (&m_stride) StrideBase(StrideType::OuterStrideAtCompileTime==0?0:expr.outerStride(),
StrideType::InnerStrideAtCompileTime==0?0:expr.innerStride());
} }
StrideBase m_stride; StrideBase m_stride;

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@ -278,21 +278,21 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView
/** Efficient triangular matrix times vector/matrix product */ /** Efficient triangular matrix times vector/matrix product */
template<typename OtherDerived> template<typename OtherDerived>
TriangularProduct<Mode,true,MatrixType,false,OtherDerived, OtherDerived::IsVectorAtCompileTime> TriangularProduct<Mode, true, MatrixType, false, OtherDerived, OtherDerived::ColsAtCompileTime==1>
operator*(const MatrixBase<OtherDerived>& rhs) const operator*(const MatrixBase<OtherDerived>& rhs) const
{ {
return TriangularProduct return TriangularProduct
<Mode,true,MatrixType,false,OtherDerived,OtherDerived::IsVectorAtCompileTime> <Mode, true, MatrixType, false, OtherDerived, OtherDerived::ColsAtCompileTime==1>
(m_matrix, rhs.derived()); (m_matrix, rhs.derived());
} }
/** Efficient vector/matrix times triangular matrix product */ /** Efficient vector/matrix times triangular matrix product */
template<typename OtherDerived> friend template<typename OtherDerived> friend
TriangularProduct<Mode,false,OtherDerived,OtherDerived::IsVectorAtCompileTime,MatrixType,false> TriangularProduct<Mode, false, OtherDerived, OtherDerived::RowsAtCompileTime==1, MatrixType, false>
operator*(const MatrixBase<OtherDerived>& lhs, const TriangularView& rhs) operator*(const MatrixBase<OtherDerived>& lhs, const TriangularView& rhs)
{ {
return TriangularProduct return TriangularProduct
<Mode,false,OtherDerived,OtherDerived::IsVectorAtCompileTime,MatrixType,false> <Mode, false, OtherDerived, OtherDerived::RowsAtCompileTime==1, MatrixType, false>
(lhs.derived(),rhs.m_matrix); (lhs.derived(),rhs.m_matrix);
} }

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@ -54,8 +54,25 @@
#endif #endif
#if defined EIGEN_USE_MKL #if defined EIGEN_USE_MKL
# include <mkl.h>
/*Check IMKL version for compatibility: < 10.3 is not usable with Eigen*/
# ifndef INTEL_MKL_VERSION
# undef EIGEN_USE_MKL /* INTEL_MKL_VERSION is not even defined on older versions */
# elif INTEL_MKL_VERSION < 100305 /* the intel-mkl-103-release-notes say this was when the lapacke.h interface was added*/
# undef EIGEN_USE_MKL
# endif
# ifndef EIGEN_USE_MKL
/*If the MKL version is too old, undef everything*/
# undef EIGEN_USE_MKL_ALL
# undef EIGEN_USE_BLAS
# undef EIGEN_USE_LAPACKE
# undef EIGEN_USE_MKL_VML
# undef EIGEN_USE_LAPACKE_STRICT
# undef EIGEN_USE_LAPACKE
# endif
#endif
#include <mkl.h> #if defined EIGEN_USE_MKL
#include <mkl_lapacke.h> #include <mkl_lapacke.h>
#define EIGEN_MKL_VML_THRESHOLD 128 #define EIGEN_MKL_VML_THRESHOLD 128

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@ -13,7 +13,7 @@
#define EIGEN_WORLD_VERSION 3 #define EIGEN_WORLD_VERSION 3
#define EIGEN_MAJOR_VERSION 2 #define EIGEN_MAJOR_VERSION 2
#define EIGEN_MINOR_VERSION 1 #define EIGEN_MINOR_VERSION 2
#define EIGEN_VERSION_AT_LEAST(x,y,z) (EIGEN_WORLD_VERSION>x || (EIGEN_WORLD_VERSION>=x && \ #define EIGEN_VERSION_AT_LEAST(x,y,z) (EIGEN_WORLD_VERSION>x || (EIGEN_WORLD_VERSION>=x && \
(EIGEN_MAJOR_VERSION>y || (EIGEN_MAJOR_VERSION>=y && \ (EIGEN_MAJOR_VERSION>y || (EIGEN_MAJOR_VERSION>=y && \
@ -289,7 +289,8 @@ namespace Eigen {
#endif #endif
#ifndef EIGEN_STACK_ALLOCATION_LIMIT #ifndef EIGEN_STACK_ALLOCATION_LIMIT
#define EIGEN_STACK_ALLOCATION_LIMIT 20000 // 131072 == 128 KB
#define EIGEN_STACK_ALLOCATION_LIMIT 131072
#endif #endif
#ifndef EIGEN_DEFAULT_IO_FORMAT #ifndef EIGEN_DEFAULT_IO_FORMAT

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@ -272,12 +272,12 @@ inline void* aligned_realloc(void *ptr, size_t new_size, size_t old_size)
// The defined(_mm_free) is just here to verify that this MSVC version // The defined(_mm_free) is just here to verify that this MSVC version
// implements _mm_malloc/_mm_free based on the corresponding _aligned_ // implements _mm_malloc/_mm_free based on the corresponding _aligned_
// functions. This may not always be the case and we just try to be safe. // functions. This may not always be the case and we just try to be safe.
#if defined(_MSC_VER) && defined(_mm_free) #if defined(_MSC_VER) && (!defined(_WIN32_WCE)) && defined(_mm_free)
result = _aligned_realloc(ptr,new_size,16); result = _aligned_realloc(ptr,new_size,16);
#else #else
result = generic_aligned_realloc(ptr,new_size,old_size); result = generic_aligned_realloc(ptr,new_size,old_size);
#endif #endif
#elif defined(_MSC_VER) #elif defined(_MSC_VER) && (!defined(_WIN32_WCE))
result = _aligned_realloc(ptr,new_size,16); result = _aligned_realloc(ptr,new_size,16);
#else #else
result = handmade_aligned_realloc(ptr,new_size,old_size); result = handmade_aligned_realloc(ptr,new_size,old_size);
@ -630,6 +630,8 @@ template<typename T> class aligned_stack_memory_handler
} \ } \
void operator delete(void * ptr) throw() { Eigen::internal::conditional_aligned_free<NeedsToAlign>(ptr); } \ void operator delete(void * ptr) throw() { Eigen::internal::conditional_aligned_free<NeedsToAlign>(ptr); } \
void operator delete[](void * ptr) throw() { Eigen::internal::conditional_aligned_free<NeedsToAlign>(ptr); } \ void operator delete[](void * ptr) throw() { Eigen::internal::conditional_aligned_free<NeedsToAlign>(ptr); } \
void operator delete(void * ptr, std::size_t /* sz */) throw() { Eigen::internal::conditional_aligned_free<NeedsToAlign>(ptr); } \
void operator delete[](void * ptr, std::size_t /* sz */) throw() { Eigen::internal::conditional_aligned_free<NeedsToAlign>(ptr); } \
/* in-place new and delete. since (at least afaik) there is no actual */ \ /* in-place new and delete. since (at least afaik) there is no actual */ \
/* memory allocated we can safely let the default implementation handle */ \ /* memory allocated we can safely let the default implementation handle */ \
/* this particular case. */ \ /* this particular case. */ \
@ -777,9 +779,9 @@ namespace internal {
#ifdef EIGEN_CPUID #ifdef EIGEN_CPUID
inline bool cpuid_is_vendor(int abcd[4], const char* vendor) inline bool cpuid_is_vendor(int abcd[4], const int vendor[3])
{ {
return abcd[1]==(reinterpret_cast<const int*>(vendor))[0] && abcd[3]==(reinterpret_cast<const int*>(vendor))[1] && abcd[2]==(reinterpret_cast<const int*>(vendor))[2]; return abcd[1]==vendor[0] && abcd[3]==vendor[1] && abcd[2]==vendor[2];
} }
inline void queryCacheSizes_intel_direct(int& l1, int& l2, int& l3) inline void queryCacheSizes_intel_direct(int& l1, int& l2, int& l3)
@ -921,13 +923,16 @@ inline void queryCacheSizes(int& l1, int& l2, int& l3)
{ {
#ifdef EIGEN_CPUID #ifdef EIGEN_CPUID
int abcd[4]; int abcd[4];
const int GenuineIntel[] = {0x756e6547, 0x49656e69, 0x6c65746e};
const int AuthenticAMD[] = {0x68747541, 0x69746e65, 0x444d4163};
const int AMDisbetter_[] = {0x69444d41, 0x74656273, 0x21726574}; // "AMDisbetter!"
// identify the CPU vendor // identify the CPU vendor
EIGEN_CPUID(abcd,0x0,0); EIGEN_CPUID(abcd,0x0,0);
int max_std_funcs = abcd[1]; int max_std_funcs = abcd[1];
if(cpuid_is_vendor(abcd,"GenuineIntel")) if(cpuid_is_vendor(abcd,GenuineIntel))
queryCacheSizes_intel(l1,l2,l3,max_std_funcs); queryCacheSizes_intel(l1,l2,l3,max_std_funcs);
else if(cpuid_is_vendor(abcd,"AuthenticAMD") || cpuid_is_vendor(abcd,"AMDisbetter!")) else if(cpuid_is_vendor(abcd,AuthenticAMD) || cpuid_is_vendor(abcd,AMDisbetter_))
queryCacheSizes_amd(l1,l2,l3); queryCacheSizes_amd(l1,l2,l3);
else else
// by default let's use Intel's API // by default let's use Intel's API

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@ -203,6 +203,8 @@ public:
* \li \c Quaternionf for \c float * \li \c Quaternionf for \c float
* \li \c Quaterniond for \c double * \li \c Quaterniond for \c double
* *
* \warning Operations interpreting the quaternion as rotation have undefined behavior if the quaternion is not normalized.
*
* \sa class AngleAxis, class Transform * \sa class AngleAxis, class Transform
*/ */
@ -344,7 +346,7 @@ class Map<const Quaternion<_Scalar>, _Options >
/** Constructs a Mapped Quaternion object from the pointer \a coeffs /** Constructs a Mapped Quaternion object from the pointer \a coeffs
* *
* The pointer \a coeffs must reference the four coeffecients of Quaternion in the following order: * The pointer \a coeffs must reference the four coefficients of Quaternion in the following order:
* \code *coeffs == {x, y, z, w} \endcode * \code *coeffs == {x, y, z, w} \endcode
* *
* If the template parameter _Options is set to #Aligned, then the pointer coeffs must be aligned. */ * If the template parameter _Options is set to #Aligned, then the pointer coeffs must be aligned. */
@ -464,7 +466,7 @@ QuaternionBase<Derived>::_transformVector(Vector3 v) const
// Note that this algorithm comes from the optimization by hand // Note that this algorithm comes from the optimization by hand
// of the conversion to a Matrix followed by a Matrix/Vector product. // of the conversion to a Matrix followed by a Matrix/Vector product.
// It appears to be much faster than the common algorithm found // It appears to be much faster than the common algorithm found
// in the litterature (30 versus 39 flops). It also requires two // in the literature (30 versus 39 flops). It also requires two
// Vector3 as temporaries. // Vector3 as temporaries.
Vector3 uv = this->vec().cross(v); Vector3 uv = this->vec().cross(v);
uv += uv; uv += uv;
@ -584,7 +586,7 @@ inline Derived& QuaternionBase<Derived>::setFromTwoVectors(const MatrixBase<Deri
// which yields a singular value problem // which yields a singular value problem
if (c < Scalar(-1)+NumTraits<Scalar>::dummy_precision()) if (c < Scalar(-1)+NumTraits<Scalar>::dummy_precision())
{ {
c = max<Scalar>(c,-1); c = (max)(c,Scalar(-1));
Matrix<Scalar,2,3> m; m << v0.transpose(), v1.transpose(); Matrix<Scalar,2,3> m; m << v0.transpose(), v1.transpose();
JacobiSVD<Matrix<Scalar,2,3> > svd(m, ComputeFullV); JacobiSVD<Matrix<Scalar,2,3> > svd(m, ComputeFullV);
Vector3 axis = svd.matrixV().col(2); Vector3 axis = svd.matrixV().col(2);
@ -667,10 +669,10 @@ QuaternionBase<Derived>::angularDistance(const QuaternionBase<OtherDerived>& oth
{ {
using std::acos; using std::acos;
using std::abs; using std::abs;
double d = abs(this->dot(other)); Scalar d = abs(this->dot(other));
if (d>=1.0) if (d>=Scalar(1))
return Scalar(0); return Scalar(0);
return static_cast<Scalar>(2 * acos(d)); return Scalar(2) * acos(d);
} }

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@ -194,9 +194,9 @@ public:
/** type of the matrix used to represent the linear part of the transformation */ /** type of the matrix used to represent the linear part of the transformation */
typedef Matrix<Scalar,Dim,Dim,Options> LinearMatrixType; typedef Matrix<Scalar,Dim,Dim,Options> LinearMatrixType;
/** type of read/write reference to the linear part of the transformation */ /** type of read/write reference to the linear part of the transformation */
typedef Block<MatrixType,Dim,Dim,int(Mode)==(AffineCompact)> LinearPart; typedef Block<MatrixType,Dim,Dim,int(Mode)==(AffineCompact) && (Options&RowMajor)==0> LinearPart;
/** type of read reference to the linear part of the transformation */ /** type of read reference to the linear part of the transformation */
typedef const Block<ConstMatrixType,Dim,Dim,int(Mode)==(AffineCompact)> ConstLinearPart; typedef const Block<ConstMatrixType,Dim,Dim,int(Mode)==(AffineCompact) && (Options&RowMajor)==0> ConstLinearPart;
/** type of read/write reference to the affine part of the transformation */ /** type of read/write reference to the affine part of the transformation */
typedef typename internal::conditional<int(Mode)==int(AffineCompact), typedef typename internal::conditional<int(Mode)==int(AffineCompact),
MatrixType&, MatrixType&,

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@ -113,7 +113,7 @@ umeyama(const MatrixBase<Derived>& src, const MatrixBase<OtherDerived>& dst, boo
const Index n = src.cols(); // number of measurements const Index n = src.cols(); // number of measurements
// required for demeaning ... // required for demeaning ...
const RealScalar one_over_n = 1 / static_cast<RealScalar>(n); const RealScalar one_over_n = RealScalar(1) / static_cast<RealScalar>(n);
// computation of mean // computation of mean
const VectorType src_mean = src.rowwise().sum() * one_over_n; const VectorType src_mean = src.rowwise().sum() * one_over_n;
@ -136,16 +136,16 @@ umeyama(const MatrixBase<Derived>& src, const MatrixBase<OtherDerived>& dst, boo
// Eq. (39) // Eq. (39)
VectorType S = VectorType::Ones(m); VectorType S = VectorType::Ones(m);
if (sigma.determinant()<0) S(m-1) = -1; if (sigma.determinant()<Scalar(0)) S(m-1) = Scalar(-1);
// Eq. (40) and (43) // Eq. (40) and (43)
const VectorType& d = svd.singularValues(); const VectorType& d = svd.singularValues();
Index rank = 0; for (Index i=0; i<m; ++i) if (!internal::isMuchSmallerThan(d.coeff(i),d.coeff(0))) ++rank; Index rank = 0; for (Index i=0; i<m; ++i) if (!internal::isMuchSmallerThan(d.coeff(i),d.coeff(0))) ++rank;
if (rank == m-1) { if (rank == m-1) {
if ( svd.matrixU().determinant() * svd.matrixV().determinant() > 0 ) { if ( svd.matrixU().determinant() * svd.matrixV().determinant() > Scalar(0) ) {
Rt.block(0,0,m,m).noalias() = svd.matrixU()*svd.matrixV().transpose(); Rt.block(0,0,m,m).noalias() = svd.matrixU()*svd.matrixV().transpose();
} else { } else {
const Scalar s = S(m-1); S(m-1) = -1; const Scalar s = S(m-1); S(m-1) = Scalar(-1);
Rt.block(0,0,m,m).noalias() = svd.matrixU() * S.asDiagonal() * svd.matrixV().transpose(); Rt.block(0,0,m,m).noalias() = svd.matrixU() * S.asDiagonal() * svd.matrixV().transpose();
S(m-1) = s; S(m-1) = s;
} }
@ -156,7 +156,7 @@ umeyama(const MatrixBase<Derived>& src, const MatrixBase<OtherDerived>& dst, boo
if (with_scaling) if (with_scaling)
{ {
// Eq. (42) // Eq. (42)
const Scalar c = 1/src_var * svd.singularValues().dot(S); const Scalar c = Scalar(1)/src_var * svd.singularValues().dot(S);
// Eq. (41) // Eq. (41)
Rt.col(m).head(m) = dst_mean; Rt.col(m).head(m) = dst_mean;

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@ -48,7 +48,7 @@ void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vec
typedef typename MatrixType::Index Index; typedef typename MatrixType::Index Index;
enum { TFactorSize = MatrixType::ColsAtCompileTime }; enum { TFactorSize = MatrixType::ColsAtCompileTime };
Index nbVecs = vectors.cols(); Index nbVecs = vectors.cols();
Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize> T(nbVecs,nbVecs); Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize, ColMajor> T(nbVecs,nbVecs);
make_block_householder_triangular_factor(T, vectors, hCoeffs); make_block_householder_triangular_factor(T, vectors, hCoeffs);
const TriangularView<const VectorsType, UnitLower>& V(vectors); const TriangularView<const VectorsType, UnitLower>& V(vectors);

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@ -61,6 +61,7 @@ bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
VectorType s(n), t(n); VectorType s(n), t(n);
RealScalar tol2 = tol*tol; RealScalar tol2 = tol*tol;
RealScalar eps2 = NumTraits<Scalar>::epsilon()*NumTraits<Scalar>::epsilon();
int i = 0; int i = 0;
int restarts = 0; int restarts = 0;
@ -69,7 +70,7 @@ bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
Scalar rho_old = rho; Scalar rho_old = rho;
rho = r0.dot(r); rho = r0.dot(r);
if (internal::isMuchSmallerThan(rho,r0_sqnorm)) if (abs(rho) < eps2*r0_sqnorm)
{ {
// The new residual vector became too orthogonal to the arbitrarily choosen direction r0 // The new residual vector became too orthogonal to the arbitrarily choosen direction r0
// Let's restart with a new r0: // Let's restart with a new r0:

View File

@ -20,10 +20,11 @@ namespace Eigen {
* *
* \param MatrixType the type of the matrix of which we are computing the LU decomposition * \param MatrixType the type of the matrix of which we are computing the LU decomposition
* *
* This class represents a LU decomposition of any matrix, with complete pivoting: the matrix A * This class represents a LU decomposition of any matrix, with complete pivoting: the matrix A is
* is decomposed as A = PLUQ where L is unit-lower-triangular, U is upper-triangular, and P and Q * decomposed as \f$ A = P^{-1} L U Q^{-1} \f$ where L is unit-lower-triangular, U is
* are permutation matrices. This is a rank-revealing LU decomposition. The eigenvalues (diagonal * upper-triangular, and P and Q are permutation matrices. This is a rank-revealing LU
* coefficients) of U are sorted in such a way that any zeros are at the end. * decomposition. The eigenvalues (diagonal coefficients) of U are sorted in such a way that any
* zeros are at the end.
* *
* This decomposition provides the generic approach to solving systems of linear equations, computing * This decomposition provides the generic approach to solving systems of linear equations, computing
* the rank, invertibility, inverse, kernel, and determinant. * the rank, invertibility, inverse, kernel, and determinant.
@ -511,8 +512,8 @@ typename internal::traits<MatrixType>::Scalar FullPivLU<MatrixType>::determinant
} }
/** \returns the matrix represented by the decomposition, /** \returns the matrix represented by the decomposition,
* i.e., it returns the product: P^{-1} L U Q^{-1}. * i.e., it returns the product: \f$ P^{-1} L U Q^{-1} \f$.
* This function is provided for debug purpose. */ * This function is provided for debug purposes. */
template<typename MatrixType> template<typename MatrixType>
MatrixType FullPivLU<MatrixType>::reconstructedMatrix() const MatrixType FullPivLU<MatrixType>::reconstructedMatrix() const
{ {

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@ -109,7 +109,7 @@ class NaturalOrdering
* \class COLAMDOrdering * \class COLAMDOrdering
* *
* Functor computing the \em column \em approximate \em minimum \em degree ordering * Functor computing the \em column \em approximate \em minimum \em degree ordering
* The matrix should be in column-major format * The matrix should be in column-major and \b compressed format (see SparseMatrix::makeCompressed()).
*/ */
template<typename Index> template<typename Index>
class COLAMDOrdering class COLAMDOrdering
@ -118,10 +118,14 @@ class COLAMDOrdering
typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType; typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
typedef Matrix<Index, Dynamic, 1> IndexVector; typedef Matrix<Index, Dynamic, 1> IndexVector;
/** Compute the permutation vector form a sparse matrix */ /** Compute the permutation vector \a perm form the sparse matrix \a mat
* \warning The input sparse matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
*/
template <typename MatrixType> template <typename MatrixType>
void operator() (const MatrixType& mat, PermutationType& perm) void operator() (const MatrixType& mat, PermutationType& perm)
{ {
eigen_assert(mat.isCompressed() && "COLAMDOrdering requires a sparse matrix in compressed mode. Call .makeCompressed() before passing it to COLAMDOrdering");
Index m = mat.rows(); Index m = mat.rows();
Index n = mat.cols(); Index n = mat.cols();
Index nnz = mat.nonZeros(); Index nnz = mat.nonZeros();
@ -132,12 +136,12 @@ class COLAMDOrdering
Index stats [COLAMD_STATS]; Index stats [COLAMD_STATS];
internal::colamd_set_defaults(knobs); internal::colamd_set_defaults(knobs);
Index info;
IndexVector p(n+1), A(Alen); IndexVector p(n+1), A(Alen);
for(Index i=0; i <= n; i++) p(i) = mat.outerIndexPtr()[i]; for(Index i=0; i <= n; i++) p(i) = mat.outerIndexPtr()[i];
for(Index i=0; i < nnz; i++) A(i) = mat.innerIndexPtr()[i]; for(Index i=0; i < nnz; i++) A(i) = mat.innerIndexPtr()[i];
// Call Colamd routine to compute the ordering // Call Colamd routine to compute the ordering
info = internal::colamd(m, n, Alen, A.data(), p.data(), knobs, stats); Index info = internal::colamd(m, n, Alen, A.data(), p.data(), knobs, stats);
EIGEN_UNUSED_VARIABLE(info);
eigen_assert( info && "COLAMD failed " ); eigen_assert( info && "COLAMD failed " );
perm.resize(n); perm.resize(n);

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@ -76,7 +76,8 @@ template<typename _MatrixType> class ColPivHouseholderQR
m_colsTranspositions(), m_colsTranspositions(),
m_temp(), m_temp(),
m_colSqNorms(), m_colSqNorms(),
m_isInitialized(false) {} m_isInitialized(false),
m_usePrescribedThreshold(false) {}
/** \brief Default Constructor with memory preallocation /** \brief Default Constructor with memory preallocation
* *

View File

@ -375,17 +375,19 @@ struct svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner, true>
Scalar z; Scalar z;
JacobiRotation<Scalar> rot; JacobiRotation<Scalar> rot;
RealScalar n = sqrt(numext::abs2(work_matrix.coeff(p,p)) + numext::abs2(work_matrix.coeff(q,p))); RealScalar n = sqrt(numext::abs2(work_matrix.coeff(p,p)) + numext::abs2(work_matrix.coeff(q,p)));
if(n==0) if(n==0)
{ {
z = abs(work_matrix.coeff(p,q)) / work_matrix.coeff(p,q); z = abs(work_matrix.coeff(p,q)) / work_matrix.coeff(p,q);
work_matrix.row(p) *= z; work_matrix.row(p) *= z;
if(svd.computeU()) svd.m_matrixU.col(p) *= conj(z); if(svd.computeU()) svd.m_matrixU.col(p) *= conj(z);
if(work_matrix.coeff(q,q)!=Scalar(0)) if(work_matrix.coeff(q,q)!=Scalar(0))
{
z = abs(work_matrix.coeff(q,q)) / work_matrix.coeff(q,q); z = abs(work_matrix.coeff(q,q)) / work_matrix.coeff(q,q);
else work_matrix.row(q) *= z;
z = Scalar(0); if(svd.computeU()) svd.m_matrixU.col(q) *= conj(z);
work_matrix.row(q) *= z; }
if(svd.computeU()) svd.m_matrixU.col(q) *= conj(z); // otherwise the second row is already zero, so we have nothing to do.
} }
else else
{ {
@ -415,6 +417,7 @@ void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q,
JacobiRotation<RealScalar> *j_right) JacobiRotation<RealScalar> *j_right)
{ {
using std::sqrt; using std::sqrt;
using std::abs;
Matrix<RealScalar,2,2> m; Matrix<RealScalar,2,2> m;
m << numext::real(matrix.coeff(p,p)), numext::real(matrix.coeff(p,q)), m << numext::real(matrix.coeff(p,p)), numext::real(matrix.coeff(p,q)),
numext::real(matrix.coeff(q,p)), numext::real(matrix.coeff(q,q)); numext::real(matrix.coeff(q,p)), numext::real(matrix.coeff(q,q));
@ -428,9 +431,11 @@ void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q,
} }
else else
{ {
RealScalar u = d / t; RealScalar t2d2 = numext::hypot(t,d);
rot1.c() = RealScalar(1) / sqrt(RealScalar(1) + numext::abs2(u)); rot1.c() = abs(t)/t2d2;
rot1.s() = rot1.c() * u; rot1.s() = d/t2d2;
if(t<RealScalar(0))
rot1.s() = -rot1.s();
} }
m.applyOnTheLeft(0,1,rot1); m.applyOnTheLeft(0,1,rot1);
j_right->makeJacobi(m,0,1); j_right->makeJacobi(m,0,1);
@ -531,8 +536,9 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
JacobiSVD() JacobiSVD()
: m_isInitialized(false), : m_isInitialized(false),
m_isAllocated(false), m_isAllocated(false),
m_usePrescribedThreshold(false),
m_computationOptions(0), m_computationOptions(0),
m_rows(-1), m_cols(-1) m_rows(-1), m_cols(-1), m_diagSize(0)
{} {}
@ -545,6 +551,7 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
JacobiSVD(Index rows, Index cols, unsigned int computationOptions = 0) JacobiSVD(Index rows, Index cols, unsigned int computationOptions = 0)
: m_isInitialized(false), : m_isInitialized(false),
m_isAllocated(false), m_isAllocated(false),
m_usePrescribedThreshold(false),
m_computationOptions(0), m_computationOptions(0),
m_rows(-1), m_cols(-1) m_rows(-1), m_cols(-1)
{ {
@ -564,6 +571,7 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
JacobiSVD(const MatrixType& matrix, unsigned int computationOptions = 0) JacobiSVD(const MatrixType& matrix, unsigned int computationOptions = 0)
: m_isInitialized(false), : m_isInitialized(false),
m_isAllocated(false), m_isAllocated(false),
m_usePrescribedThreshold(false),
m_computationOptions(0), m_computationOptions(0),
m_rows(-1), m_cols(-1) m_rows(-1), m_cols(-1)
{ {
@ -665,6 +673,69 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
eigen_assert(m_isInitialized && "JacobiSVD is not initialized."); eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
return m_nonzeroSingularValues; return m_nonzeroSingularValues;
} }
/** \returns the rank of the matrix of which \c *this is the SVD.
*
* \note This method has to determine which singular values should be considered nonzero.
* For that, it uses the threshold value that you can control by calling
* setThreshold(const RealScalar&).
*/
inline Index rank() const
{
using std::abs;
eigen_assert(m_isInitialized && "JacobiSVD is not initialized.");
if(m_singularValues.size()==0) return 0;
RealScalar premultiplied_threshold = m_singularValues.coeff(0) * threshold();
Index i = m_nonzeroSingularValues-1;
while(i>=0 && m_singularValues.coeff(i) < premultiplied_threshold) --i;
return i+1;
}
/** Allows to prescribe a threshold to be used by certain methods, such as rank() and solve(),
* which need to determine when singular values are to be considered nonzero.
* This is not used for the SVD decomposition itself.
*
* When it needs to get the threshold value, Eigen calls threshold().
* The default is \c NumTraits<Scalar>::epsilon()
*
* \param threshold The new value to use as the threshold.
*
* A singular value will be considered nonzero if its value is strictly greater than
* \f$ \vert singular value \vert \leqslant threshold \times \vert max singular value \vert \f$.
*
* If you want to come back to the default behavior, call setThreshold(Default_t)
*/
JacobiSVD& setThreshold(const RealScalar& threshold)
{
m_usePrescribedThreshold = true;
m_prescribedThreshold = threshold;
return *this;
}
/** Allows to come back to the default behavior, letting Eigen use its default formula for
* determining the threshold.
*
* You should pass the special object Eigen::Default as parameter here.
* \code svd.setThreshold(Eigen::Default); \endcode
*
* See the documentation of setThreshold(const RealScalar&).
*/
JacobiSVD& setThreshold(Default_t)
{
m_usePrescribedThreshold = false;
return *this;
}
/** Returns the threshold that will be used by certain methods such as rank().
*
* See the documentation of setThreshold(const RealScalar&).
*/
RealScalar threshold() const
{
eigen_assert(m_isInitialized || m_usePrescribedThreshold);
return m_usePrescribedThreshold ? m_prescribedThreshold
: (std::max<Index>)(1,m_diagSize)*NumTraits<Scalar>::epsilon();
}
inline Index rows() const { return m_rows; } inline Index rows() const { return m_rows; }
inline Index cols() const { return m_cols; } inline Index cols() const { return m_cols; }
@ -677,11 +748,12 @@ template<typename _MatrixType, int QRPreconditioner> class JacobiSVD
MatrixVType m_matrixV; MatrixVType m_matrixV;
SingularValuesType m_singularValues; SingularValuesType m_singularValues;
WorkMatrixType m_workMatrix; WorkMatrixType m_workMatrix;
bool m_isInitialized, m_isAllocated; bool m_isInitialized, m_isAllocated, m_usePrescribedThreshold;
bool m_computeFullU, m_computeThinU; bool m_computeFullU, m_computeThinU;
bool m_computeFullV, m_computeThinV; bool m_computeFullV, m_computeThinV;
unsigned int m_computationOptions; unsigned int m_computationOptions;
Index m_nonzeroSingularValues, m_rows, m_cols, m_diagSize; Index m_nonzeroSingularValues, m_rows, m_cols, m_diagSize;
RealScalar m_prescribedThreshold;
template<typename __MatrixType, int _QRPreconditioner, bool _IsComplex> template<typename __MatrixType, int _QRPreconditioner, bool _IsComplex>
friend struct internal::svd_precondition_2x2_block_to_be_real; friend struct internal::svd_precondition_2x2_block_to_be_real;
@ -764,6 +836,11 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig
if(m_computeFullV) m_matrixV.setIdentity(m_cols,m_cols); if(m_computeFullV) m_matrixV.setIdentity(m_cols,m_cols);
if(m_computeThinV) m_matrixV.setIdentity(m_cols, m_diagSize); if(m_computeThinV) m_matrixV.setIdentity(m_cols, m_diagSize);
} }
// Scaling factor to reduce over/under-flows
RealScalar scale = m_workMatrix.cwiseAbs().maxCoeff();
if(scale==RealScalar(0)) scale = RealScalar(1);
m_workMatrix /= scale;
/*** step 2. The main Jacobi SVD iteration. ***/ /*** step 2. The main Jacobi SVD iteration. ***/
@ -833,6 +910,8 @@ JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsig
if(computeV()) m_matrixV.col(pos).swap(m_matrixV.col(i)); if(computeV()) m_matrixV.col(pos).swap(m_matrixV.col(i));
} }
} }
m_singularValues *= scale;
m_isInitialized = true; m_isInitialized = true;
return *this; return *this;
@ -854,11 +933,11 @@ struct solve_retval<JacobiSVD<_MatrixType, QRPreconditioner>, Rhs>
// So A^{-1} = V S^{-1} U^* // So A^{-1} = V S^{-1} U^*
Matrix<Scalar, Dynamic, Rhs::ColsAtCompileTime, 0, _MatrixType::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime> tmp; Matrix<Scalar, Dynamic, Rhs::ColsAtCompileTime, 0, _MatrixType::MaxRowsAtCompileTime, Rhs::MaxColsAtCompileTime> tmp;
Index nonzeroSingVals = dec().nonzeroSingularValues(); Index rank = dec().rank();
tmp.noalias() = dec().matrixU().leftCols(nonzeroSingVals).adjoint() * rhs(); tmp.noalias() = dec().matrixU().leftCols(rank).adjoint() * rhs();
tmp = dec().singularValues().head(nonzeroSingVals).asDiagonal().inverse() * tmp; tmp = dec().singularValues().head(rank).asDiagonal().inverse() * tmp;
dst = dec().matrixV().leftCols(nonzeroSingVals) * tmp; dst = dec().matrixV().leftCols(rank) * tmp;
} }
}; };
} // end namespace internal } // end namespace internal

View File

@ -37,6 +37,7 @@ class SimplicialCholeskyBase : internal::noncopyable
{ {
public: public:
typedef typename internal::traits<Derived>::MatrixType MatrixType; typedef typename internal::traits<Derived>::MatrixType MatrixType;
typedef typename internal::traits<Derived>::OrderingType OrderingType;
enum { UpLo = internal::traits<Derived>::UpLo }; enum { UpLo = internal::traits<Derived>::UpLo };
typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar; typedef typename MatrixType::RealScalar RealScalar;
@ -240,15 +241,16 @@ class SimplicialCholeskyBase : internal::noncopyable
RealScalar m_shiftScale; RealScalar m_shiftScale;
}; };
template<typename _MatrixType, int _UpLo = Lower> class SimplicialLLT; template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::Index> > class SimplicialLLT;
template<typename _MatrixType, int _UpLo = Lower> class SimplicialLDLT; template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::Index> > class SimplicialLDLT;
template<typename _MatrixType, int _UpLo = Lower> class SimplicialCholesky; template<typename _MatrixType, int _UpLo = Lower, typename _Ordering = AMDOrdering<typename _MatrixType::Index> > class SimplicialCholesky;
namespace internal { namespace internal {
template<typename _MatrixType, int _UpLo> struct traits<SimplicialLLT<_MatrixType,_UpLo> > template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
{ {
typedef _MatrixType MatrixType; typedef _MatrixType MatrixType;
typedef _Ordering OrderingType;
enum { UpLo = _UpLo }; enum { UpLo = _UpLo };
typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::Index Index; typedef typename MatrixType::Index Index;
@ -259,9 +261,10 @@ template<typename _MatrixType, int _UpLo> struct traits<SimplicialLLT<_MatrixTyp
static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); } static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); }
}; };
template<typename _MatrixType,int _UpLo> struct traits<SimplicialLDLT<_MatrixType,_UpLo> > template<typename _MatrixType,int _UpLo, typename _Ordering> struct traits<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
{ {
typedef _MatrixType MatrixType; typedef _MatrixType MatrixType;
typedef _Ordering OrderingType;
enum { UpLo = _UpLo }; enum { UpLo = _UpLo };
typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::Index Index; typedef typename MatrixType::Index Index;
@ -272,9 +275,10 @@ template<typename _MatrixType,int _UpLo> struct traits<SimplicialLDLT<_MatrixTyp
static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); } static inline MatrixU getU(const MatrixType& m) { return m.adjoint(); }
}; };
template<typename _MatrixType, int _UpLo> struct traits<SimplicialCholesky<_MatrixType,_UpLo> > template<typename _MatrixType, int _UpLo, typename _Ordering> struct traits<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
{ {
typedef _MatrixType MatrixType; typedef _MatrixType MatrixType;
typedef _Ordering OrderingType;
enum { UpLo = _UpLo }; enum { UpLo = _UpLo };
}; };
@ -294,11 +298,12 @@ template<typename _MatrixType, int _UpLo> struct traits<SimplicialCholesky<_Matr
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
* or Upper. Default is Lower. * or Upper. Default is Lower.
* \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
* *
* \sa class SimplicialLDLT * \sa class SimplicialLDLT, class AMDOrdering, class NaturalOrdering
*/ */
template<typename _MatrixType, int _UpLo> template<typename _MatrixType, int _UpLo, typename _Ordering>
class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<_MatrixType,_UpLo> > class SimplicialLLT : public SimplicialCholeskyBase<SimplicialLLT<_MatrixType,_UpLo,_Ordering> >
{ {
public: public:
typedef _MatrixType MatrixType; typedef _MatrixType MatrixType;
@ -382,11 +387,12 @@ public:
* \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<> * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
* \tparam _UpLo the triangular part that will be used for the computations. It can be Lower * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
* or Upper. Default is Lower. * or Upper. Default is Lower.
* \tparam _Ordering The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<>
* *
* \sa class SimplicialLLT * \sa class SimplicialLLT, class AMDOrdering, class NaturalOrdering
*/ */
template<typename _MatrixType, int _UpLo> template<typename _MatrixType, int _UpLo, typename _Ordering>
class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<_MatrixType,_UpLo> > class SimplicialLDLT : public SimplicialCholeskyBase<SimplicialLDLT<_MatrixType,_UpLo,_Ordering> >
{ {
public: public:
typedef _MatrixType MatrixType; typedef _MatrixType MatrixType;
@ -467,8 +473,8 @@ public:
* *
* \sa class SimplicialLDLT, class SimplicialLLT * \sa class SimplicialLDLT, class SimplicialLLT
*/ */
template<typename _MatrixType, int _UpLo> template<typename _MatrixType, int _UpLo, typename _Ordering>
class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo> > class SimplicialCholesky : public SimplicialCholeskyBase<SimplicialCholesky<_MatrixType,_UpLo,_Ordering> >
{ {
public: public:
typedef _MatrixType MatrixType; typedef _MatrixType MatrixType;
@ -612,15 +618,13 @@ void SimplicialCholeskyBase<Derived>::ordering(const MatrixType& a, CholMatrixTy
{ {
eigen_assert(a.rows()==a.cols()); eigen_assert(a.rows()==a.cols());
const Index size = a.rows(); const Index size = a.rows();
// TODO allows to configure the permutation
// Note that amd compute the inverse permutation // Note that amd compute the inverse permutation
{ {
CholMatrixType C; CholMatrixType C;
C = a.template selfadjointView<UpLo>(); C = a.template selfadjointView<UpLo>();
// remove diagonal entries:
// seems not to be needed OrderingType ordering;
// C.prune(keep_diag()); ordering(C,m_Pinv);
internal::minimum_degree_ordering(C, m_Pinv);
} }
if(m_Pinv.size()>0) if(m_Pinv.size()>0)

View File

@ -51,8 +51,8 @@ class CompressedStorage
CompressedStorage& operator=(const CompressedStorage& other) CompressedStorage& operator=(const CompressedStorage& other)
{ {
resize(other.size()); resize(other.size());
memcpy(m_values, other.m_values, m_size * sizeof(Scalar)); internal::smart_copy(other.m_values, other.m_values + m_size, m_values);
memcpy(m_indices, other.m_indices, m_size * sizeof(Index)); internal::smart_copy(other.m_indices, other.m_indices + m_size, m_indices);
return *this; return *this;
} }
@ -83,10 +83,10 @@ class CompressedStorage
reallocate(m_size); reallocate(m_size);
} }
void resize(size_t size, float reserveSizeFactor = 0) void resize(size_t size, double reserveSizeFactor = 0)
{ {
if (m_allocatedSize<size) if (m_allocatedSize<size)
reallocate(size + size_t(reserveSizeFactor*size)); reallocate(size + size_t(reserveSizeFactor*double(size)));
m_size = size; m_size = size;
} }

View File

@ -73,7 +73,8 @@ class CwiseBinaryOpImpl<BinaryOp,Lhs,Rhs,Sparse>::InnerIterator
typedef internal::sparse_cwise_binary_op_inner_iterator_selector< typedef internal::sparse_cwise_binary_op_inner_iterator_selector<
BinaryOp,Lhs,Rhs, InnerIterator> Base; BinaryOp,Lhs,Rhs, InnerIterator> Base;
EIGEN_STRONG_INLINE InnerIterator(const CwiseBinaryOpImpl& binOp, Index outer) // NOTE: we have to prefix Index by "typename Lhs::" to avoid an ICE with VC11
EIGEN_STRONG_INLINE InnerIterator(const CwiseBinaryOpImpl& binOp, typename Lhs::Index outer)
: Base(binOp.derived(),outer) : Base(binOp.derived(),outer)
{} {}
}; };

View File

@ -19,7 +19,10 @@ template<typename Lhs, typename Rhs, int InnerSize> struct SparseDenseProductRet
template<typename Lhs, typename Rhs> struct SparseDenseProductReturnType<Lhs,Rhs,1> template<typename Lhs, typename Rhs> struct SparseDenseProductReturnType<Lhs,Rhs,1>
{ {
typedef SparseDenseOuterProduct<Lhs,Rhs,false> Type; typedef typename internal::conditional<
Lhs::IsRowMajor,
SparseDenseOuterProduct<Rhs,Lhs,true>,
SparseDenseOuterProduct<Lhs,Rhs,false> >::type Type;
}; };
template<typename Lhs, typename Rhs, int InnerSize> struct DenseSparseProductReturnType template<typename Lhs, typename Rhs, int InnerSize> struct DenseSparseProductReturnType
@ -29,7 +32,10 @@ template<typename Lhs, typename Rhs, int InnerSize> struct DenseSparseProductRet
template<typename Lhs, typename Rhs> struct DenseSparseProductReturnType<Lhs,Rhs,1> template<typename Lhs, typename Rhs> struct DenseSparseProductReturnType<Lhs,Rhs,1>
{ {
typedef SparseDenseOuterProduct<Rhs,Lhs,true> Type; typedef typename internal::conditional<
Rhs::IsRowMajor,
SparseDenseOuterProduct<Rhs,Lhs,true>,
SparseDenseOuterProduct<Lhs,Rhs,false> >::type Type;
}; };
namespace internal { namespace internal {
@ -114,17 +120,30 @@ class SparseDenseOuterProduct<Lhs,Rhs,Transpose>::InnerIterator : public _LhsNes
typedef typename SparseDenseOuterProduct::Index Index; typedef typename SparseDenseOuterProduct::Index Index;
public: public:
EIGEN_STRONG_INLINE InnerIterator(const SparseDenseOuterProduct& prod, Index outer) EIGEN_STRONG_INLINE InnerIterator(const SparseDenseOuterProduct& prod, Index outer)
: Base(prod.lhs(), 0), m_outer(outer), m_factor(prod.rhs().coeff(outer)) : Base(prod.lhs(), 0), m_outer(outer), m_factor(get(prod.rhs(), outer, typename internal::traits<Rhs>::StorageKind() ))
{ { }
}
inline Index outer() const { return m_outer; } inline Index outer() const { return m_outer; }
inline Index row() const { return Transpose ? Base::row() : m_outer; } inline Index row() const { return Transpose ? m_outer : Base::index(); }
inline Index col() const { return Transpose ? m_outer : Base::row(); } inline Index col() const { return Transpose ? Base::index() : m_outer; }
inline Scalar value() const { return Base::value() * m_factor; } inline Scalar value() const { return Base::value() * m_factor; }
protected: protected:
static Scalar get(const _RhsNested &rhs, Index outer, Dense = Dense())
{
return rhs.coeff(outer);
}
static Scalar get(const _RhsNested &rhs, Index outer, Sparse = Sparse())
{
typename Traits::_RhsNested::InnerIterator it(rhs, outer);
if (it && it.index()==0)
return it.value();
return Scalar(0);
}
Index m_outer; Index m_outer;
Scalar m_factor; Scalar m_factor;
}; };

View File

@ -940,7 +940,7 @@ void set_from_triplets(const InputIterator& begin, const InputIterator& end, Spa
enum { IsRowMajor = SparseMatrixType::IsRowMajor }; enum { IsRowMajor = SparseMatrixType::IsRowMajor };
typedef typename SparseMatrixType::Scalar Scalar; typedef typename SparseMatrixType::Scalar Scalar;
typedef typename SparseMatrixType::Index Index; typedef typename SparseMatrixType::Index Index;
SparseMatrix<Scalar,IsRowMajor?ColMajor:RowMajor> trMat(mat.rows(),mat.cols()); SparseMatrix<Scalar,IsRowMajor?ColMajor:RowMajor,Index> trMat(mat.rows(),mat.cols());
if(begin!=end) if(begin!=end)
{ {
@ -1178,7 +1178,7 @@ EIGEN_DONT_INLINE typename SparseMatrix<_Scalar,_Options,_Index>::Scalar& Sparse
size_t p = m_outerIndex[outer+1]; size_t p = m_outerIndex[outer+1];
++m_outerIndex[outer+1]; ++m_outerIndex[outer+1];
float reallocRatio = 1; double reallocRatio = 1;
if (m_data.allocatedSize()<=m_data.size()) if (m_data.allocatedSize()<=m_data.size())
{ {
// if there is no preallocated memory, let's reserve a minimum of 32 elements // if there is no preallocated memory, let's reserve a minimum of 32 elements
@ -1190,13 +1190,13 @@ EIGEN_DONT_INLINE typename SparseMatrix<_Scalar,_Options,_Index>::Scalar& Sparse
{ {
// we need to reallocate the data, to reduce multiple reallocations // we need to reallocate the data, to reduce multiple reallocations
// we use a smart resize algorithm based on the current filling ratio // we use a smart resize algorithm based on the current filling ratio
// in addition, we use float to avoid integers overflows // in addition, we use double to avoid integers overflows
float nnzEstimate = float(m_outerIndex[outer])*float(m_outerSize)/float(outer+1); double nnzEstimate = double(m_outerIndex[outer])*double(m_outerSize)/double(outer+1);
reallocRatio = (nnzEstimate-float(m_data.size()))/float(m_data.size()); reallocRatio = (nnzEstimate-double(m_data.size()))/double(m_data.size());
// furthermore we bound the realloc ratio to: // furthermore we bound the realloc ratio to:
// 1) reduce multiple minor realloc when the matrix is almost filled // 1) reduce multiple minor realloc when the matrix is almost filled
// 2) avoid to allocate too much memory when the matrix is almost empty // 2) avoid to allocate too much memory when the matrix is almost empty
reallocRatio = (std::min)((std::max)(reallocRatio,1.5f),8.f); reallocRatio = (std::min)((std::max)(reallocRatio,1.5),8.);
} }
} }
m_data.resize(m_data.size()+1,reallocRatio); m_data.resize(m_data.size()+1,reallocRatio);

View File

@ -26,7 +26,7 @@ template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>
inline Index nonZeros() const { return derived().nestedExpression().nonZeros(); } inline Index nonZeros() const { return derived().nestedExpression().nonZeros(); }
}; };
// NOTE: VC10 trigger an ICE if don't put typename TransposeImpl<MatrixType,Sparse>:: in front of Index, // NOTE: VC10 and VC11 trigger an ICE if don't put typename TransposeImpl<MatrixType,Sparse>:: in front of Index,
// a typedef typename TransposeImpl<MatrixType,Sparse>::Index Index; // a typedef typename TransposeImpl<MatrixType,Sparse>::Index Index;
// does not fix the issue. // does not fix the issue.
// An alternative is to define the nested class in the parent class itself. // An alternative is to define the nested class in the parent class itself.
@ -40,8 +40,8 @@ template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>::InnerItera
EIGEN_STRONG_INLINE InnerIterator(const TransposeImpl& trans, typename TransposeImpl<MatrixType,Sparse>::Index outer) EIGEN_STRONG_INLINE InnerIterator(const TransposeImpl& trans, typename TransposeImpl<MatrixType,Sparse>::Index outer)
: Base(trans.derived().nestedExpression(), outer) : Base(trans.derived().nestedExpression(), outer)
{} {}
Index row() const { return Base::col(); } typename TransposeImpl<MatrixType,Sparse>::Index row() const { return Base::col(); }
Index col() const { return Base::row(); } typename TransposeImpl<MatrixType,Sparse>::Index col() const { return Base::row(); }
}; };
template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>::ReverseInnerIterator template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>::ReverseInnerIterator
@ -54,8 +54,8 @@ template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>::ReverseInn
EIGEN_STRONG_INLINE ReverseInnerIterator(const TransposeImpl& xpr, typename TransposeImpl<MatrixType,Sparse>::Index outer) EIGEN_STRONG_INLINE ReverseInnerIterator(const TransposeImpl& xpr, typename TransposeImpl<MatrixType,Sparse>::Index outer)
: Base(xpr.derived().nestedExpression(), outer) : Base(xpr.derived().nestedExpression(), outer)
{} {}
Index row() const { return Base::col(); } typename TransposeImpl<MatrixType,Sparse>::Index row() const { return Base::col(); }
Index col() const { return Base::row(); } typename TransposeImpl<MatrixType,Sparse>::Index col() const { return Base::row(); }
}; };
} // end namespace Eigen } // end namespace Eigen

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@ -84,8 +84,10 @@ template<typename Lhs, typename Rhs> class DenseTimeSparseProduct;
template<typename Lhs, typename Rhs, bool Transpose> class SparseDenseOuterProduct; template<typename Lhs, typename Rhs, bool Transpose> class SparseDenseOuterProduct;
template<typename Lhs, typename Rhs> struct SparseSparseProductReturnType; template<typename Lhs, typename Rhs> struct SparseSparseProductReturnType;
template<typename Lhs, typename Rhs, int InnerSize = internal::traits<Lhs>::ColsAtCompileTime> struct DenseSparseProductReturnType; template<typename Lhs, typename Rhs,
template<typename Lhs, typename Rhs, int InnerSize = internal::traits<Lhs>::ColsAtCompileTime> struct SparseDenseProductReturnType; int InnerSize = EIGEN_SIZE_MIN_PREFER_FIXED(internal::traits<Lhs>::ColsAtCompileTime,internal::traits<Rhs>::RowsAtCompileTime)> struct DenseSparseProductReturnType;
template<typename Lhs, typename Rhs,
int InnerSize = EIGEN_SIZE_MIN_PREFER_FIXED(internal::traits<Lhs>::ColsAtCompileTime,internal::traits<Rhs>::RowsAtCompileTime)> struct SparseDenseProductReturnType;
template<typename MatrixType,int UpLo> class SparseSymmetricPermutationProduct; template<typename MatrixType,int UpLo> class SparseSymmetricPermutationProduct;
namespace internal { namespace internal {

View File

@ -2,7 +2,7 @@
// for linear algebra. // for linear algebra.
// //
// Copyright (C) 2012-2013 Desire Nuentsa <desire.nuentsa_wakam@inria.fr> // Copyright (C) 2012-2013 Desire Nuentsa <desire.nuentsa_wakam@inria.fr>
// Copyright (C) 2012-2013 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2012-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
// //
// This Source Code Form is subject to the terms of the Mozilla // This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed // Public License v. 2.0. If a copy of the MPL was not distributed
@ -58,6 +58,7 @@ namespace internal {
* \tparam _OrderingType The fill-reducing ordering method. See the \link OrderingMethods_Module * \tparam _OrderingType The fill-reducing ordering method. See the \link OrderingMethods_Module
* OrderingMethods \endlink module for the list of built-in and external ordering methods. * OrderingMethods \endlink module for the list of built-in and external ordering methods.
* *
* \warning The input sparse matrix A must be in compressed mode (see SparseMatrix::makeCompressed()).
* *
*/ */
template<typename _MatrixType, typename _OrderingType> template<typename _MatrixType, typename _OrderingType>
@ -77,10 +78,23 @@ class SparseQR
SparseQR () : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false) SparseQR () : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false)
{ } { }
/** Construct a QR factorization of the matrix \a mat.
*
* \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
*
* \sa compute()
*/
SparseQR(const MatrixType& mat) : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false) SparseQR(const MatrixType& mat) : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false)
{ {
compute(mat); compute(mat);
} }
/** Computes the QR factorization of the sparse matrix \a mat.
*
* \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
*
* \sa analyzePattern(), factorize()
*/
void compute(const MatrixType& mat) void compute(const MatrixType& mat)
{ {
analyzePattern(mat); analyzePattern(mat);
@ -166,7 +180,7 @@ class SparseQR
y.bottomRows(y.rows()-rank).setZero(); y.bottomRows(y.rows()-rank).setZero();
// Apply the column permutation // Apply the column permutation
if (m_perm_c.size()) dest.topRows(cols()) = colsPermutation() * y.topRows(cols()); if (m_perm_c.size()) dest = colsPermutation() * y.topRows(cols());
else dest = y.topRows(cols()); else dest = y.topRows(cols());
m_info = Success; m_info = Success;
@ -206,7 +220,7 @@ class SparseQR
/** \brief Reports whether previous computation was successful. /** \brief Reports whether previous computation was successful.
* *
* \returns \c Success if computation was succesful, * \returns \c Success if computation was successful,
* \c NumericalIssue if the QR factorization reports a numerical problem * \c NumericalIssue if the QR factorization reports a numerical problem
* \c InvalidInput if the input matrix is invalid * \c InvalidInput if the input matrix is invalid
* *
@ -255,20 +269,24 @@ class SparseQR
}; };
/** \brief Preprocessing step of a QR factorization /** \brief Preprocessing step of a QR factorization
*
* \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
* *
* In this step, the fill-reducing permutation is computed and applied to the columns of A * In this step, the fill-reducing permutation is computed and applied to the columns of A
* and the column elimination tree is computed as well. Only the sparcity pattern of \a mat is exploited. * and the column elimination tree is computed as well. Only the sparsity pattern of \a mat is exploited.
* *
* \note In this step it is assumed that there is no empty row in the matrix \a mat. * \note In this step it is assumed that there is no empty row in the matrix \a mat.
*/ */
template <typename MatrixType, typename OrderingType> template <typename MatrixType, typename OrderingType>
void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat) void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat)
{ {
eigen_assert(mat.isCompressed() && "SparseQR requires a sparse matrix in compressed mode. Call .makeCompressed() before passing it to SparseQR");
// Compute the column fill reducing ordering // Compute the column fill reducing ordering
OrderingType ord; OrderingType ord;
ord(mat, m_perm_c); ord(mat, m_perm_c);
Index n = mat.cols(); Index n = mat.cols();
Index m = mat.rows(); Index m = mat.rows();
Index diagSize = (std::min)(m,n);
if (!m_perm_c.size()) if (!m_perm_c.size())
{ {
@ -280,20 +298,20 @@ void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat)
m_outputPerm_c = m_perm_c.inverse(); m_outputPerm_c = m_perm_c.inverse();
internal::coletree(mat, m_etree, m_firstRowElt, m_outputPerm_c.indices().data()); internal::coletree(mat, m_etree, m_firstRowElt, m_outputPerm_c.indices().data());
m_R.resize(n, n); m_R.resize(m, n);
m_Q.resize(m, n); m_Q.resize(m, diagSize);
// Allocate space for nonzero elements : rough estimation // Allocate space for nonzero elements : rough estimation
m_R.reserve(2*mat.nonZeros()); //FIXME Get a more accurate estimation through symbolic factorization with the etree m_R.reserve(2*mat.nonZeros()); //FIXME Get a more accurate estimation through symbolic factorization with the etree
m_Q.reserve(2*mat.nonZeros()); m_Q.reserve(2*mat.nonZeros());
m_hcoeffs.resize(n); m_hcoeffs.resize(diagSize);
m_analysisIsok = true; m_analysisIsok = true;
} }
/** \brief Performs the numerical QR factorization of the input matrix /** \brief Performs the numerical QR factorization of the input matrix
* *
* The function SparseQR::analyzePattern(const MatrixType&) must have been called beforehand with * The function SparseQR::analyzePattern(const MatrixType&) must have been called beforehand with
* a matrix having the same sparcity pattern than \a mat. * a matrix having the same sparsity pattern than \a mat.
* *
* \param mat The sparse column-major matrix * \param mat The sparse column-major matrix
*/ */
@ -306,11 +324,12 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
eigen_assert(m_analysisIsok && "analyzePattern() should be called before this step"); eigen_assert(m_analysisIsok && "analyzePattern() should be called before this step");
Index m = mat.rows(); Index m = mat.rows();
Index n = mat.cols(); Index n = mat.cols();
IndexVector mark(m); mark.setConstant(-1); // Record the visited nodes Index diagSize = (std::min)(m,n);
IndexVector Ridx(n), Qidx(m); // Store temporarily the row indexes for the current column of R and Q IndexVector mark((std::max)(m,n)); mark.setConstant(-1); // Record the visited nodes
Index nzcolR, nzcolQ; // Number of nonzero for the current column of R and Q IndexVector Ridx(n), Qidx(m); // Store temporarily the row indexes for the current column of R and Q
ScalarVector tval(m); // The dense vector used to compute the current column Index nzcolR, nzcolQ; // Number of nonzero for the current column of R and Q
bool found_diag; ScalarVector tval(m); // The dense vector used to compute the current column
RealScalar pivotThreshold = m_threshold;
m_pmat = mat; m_pmat = mat;
m_pmat.uncompress(); // To have the innerNonZeroPtr allocated m_pmat.uncompress(); // To have the innerNonZeroPtr allocated
@ -322,7 +341,7 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
m_pmat.innerNonZeroPtr()[p] = mat.outerIndexPtr()[i+1] - mat.outerIndexPtr()[i]; m_pmat.innerNonZeroPtr()[p] = mat.outerIndexPtr()[i+1] - mat.outerIndexPtr()[i];
} }
/* Compute the default threshold, see : /* Compute the default threshold as in MatLab, see:
* Tim Davis, "Algorithm 915, SuiteSparseQR: Multifrontal Multithreaded Rank-Revealing * Tim Davis, "Algorithm 915, SuiteSparseQR: Multifrontal Multithreaded Rank-Revealing
* Sparse QR Factorization, ACM Trans. on Math. Soft. 38(1), 2011, Page 8:3 * Sparse QR Factorization, ACM Trans. on Math. Soft. 38(1), 2011, Page 8:3
*/ */
@ -330,24 +349,24 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
{ {
RealScalar max2Norm = 0.0; RealScalar max2Norm = 0.0;
for (int j = 0; j < n; j++) max2Norm = (max)(max2Norm, m_pmat.col(j).norm()); for (int j = 0; j < n; j++) max2Norm = (max)(max2Norm, m_pmat.col(j).norm());
m_threshold = 20 * (m + n) * max2Norm * NumTraits<RealScalar>::epsilon(); pivotThreshold = 20 * (m + n) * max2Norm * NumTraits<RealScalar>::epsilon();
} }
// Initialize the numerical permutation // Initialize the numerical permutation
m_pivotperm.setIdentity(n); m_pivotperm.setIdentity(n);
Index nonzeroCol = 0; // Record the number of valid pivots Index nonzeroCol = 0; // Record the number of valid pivots
m_Q.startVec(0);
// Left looking rank-revealing QR factorization: compute a column of R and Q at a time // Left looking rank-revealing QR factorization: compute a column of R and Q at a time
for (Index col = 0; col < (std::min)(n,m); ++col) for (Index col = 0; col < n; ++col)
{ {
mark.setConstant(-1); mark.setConstant(-1);
m_R.startVec(col); m_R.startVec(col);
m_Q.startVec(col);
mark(nonzeroCol) = col; mark(nonzeroCol) = col;
Qidx(0) = nonzeroCol; Qidx(0) = nonzeroCol;
nzcolR = 0; nzcolQ = 1; nzcolR = 0; nzcolQ = 1;
found_diag = col>=m; bool found_diag = nonzeroCol>=m;
tval.setZero(); tval.setZero();
// Symbolic factorization: find the nonzero locations of the column k of the factors R and Q, i.e., // Symbolic factorization: find the nonzero locations of the column k of the factors R and Q, i.e.,
@ -356,7 +375,7 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
// thus the trick with found_diag that permits to do one more iteration on the diagonal element if this one has not been found. // thus the trick with found_diag that permits to do one more iteration on the diagonal element if this one has not been found.
for (typename MatrixType::InnerIterator itp(m_pmat, col); itp || !found_diag; ++itp) for (typename MatrixType::InnerIterator itp(m_pmat, col); itp || !found_diag; ++itp)
{ {
Index curIdx = nonzeroCol ; Index curIdx = nonzeroCol;
if(itp) curIdx = itp.row(); if(itp) curIdx = itp.row();
if(curIdx == nonzeroCol) found_diag = true; if(curIdx == nonzeroCol) found_diag = true;
@ -398,7 +417,7 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
// Browse all the indexes of R(:,col) in reverse order // Browse all the indexes of R(:,col) in reverse order
for (Index i = nzcolR-1; i >= 0; i--) for (Index i = nzcolR-1; i >= 0; i--)
{ {
Index curIdx = m_pivotperm.indices()(Ridx(i)); Index curIdx = Ridx(i);
// Apply the curIdx-th householder vector to the current column (temporarily stored into tval) // Apply the curIdx-th householder vector to the current column (temporarily stored into tval)
Scalar tdot(0); Scalar tdot(0);
@ -427,33 +446,37 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
} }
} }
} // End update current column } // End update current column
// Compute the Householder reflection that eliminate the current column
// FIXME this step should call the Householder module.
Scalar tau; Scalar tau;
RealScalar beta; RealScalar beta = 0;
Scalar c0 = nzcolQ ? tval(Qidx(0)) : Scalar(0);
// First, the squared norm of Q((col+1):m, col) if(nonzeroCol < diagSize)
RealScalar sqrNorm = 0.;
for (Index itq = 1; itq < nzcolQ; ++itq) sqrNorm += numext::abs2(tval(Qidx(itq)));
if(sqrNorm == RealScalar(0) && numext::imag(c0) == RealScalar(0))
{ {
tau = RealScalar(0); // Compute the Householder reflection that eliminate the current column
beta = numext::real(c0); // FIXME this step should call the Householder module.
tval(Qidx(0)) = 1; Scalar c0 = nzcolQ ? tval(Qidx(0)) : Scalar(0);
}
else // First, the squared norm of Q((col+1):m, col)
{ RealScalar sqrNorm = 0.;
beta = std::sqrt(numext::abs2(c0) + sqrNorm); for (Index itq = 1; itq < nzcolQ; ++itq) sqrNorm += numext::abs2(tval(Qidx(itq)));
if(numext::real(c0) >= RealScalar(0)) if(sqrNorm == RealScalar(0) && numext::imag(c0) == RealScalar(0))
beta = -beta; {
tval(Qidx(0)) = 1; tau = RealScalar(0);
for (Index itq = 1; itq < nzcolQ; ++itq) beta = numext::real(c0);
tval(Qidx(itq)) /= (c0 - beta); tval(Qidx(0)) = 1;
tau = numext::conj((beta-c0) / beta); }
else
{
using std::sqrt;
beta = sqrt(numext::abs2(c0) + sqrNorm);
if(numext::real(c0) >= RealScalar(0))
beta = -beta;
tval(Qidx(0)) = 1;
for (Index itq = 1; itq < nzcolQ; ++itq)
tval(Qidx(itq)) /= (c0 - beta);
tau = numext::conj((beta-c0) / beta);
}
} }
// Insert values in R // Insert values in R
@ -467,24 +490,25 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
} }
} }
if(abs(beta) >= m_threshold) if(nonzeroCol < diagSize && abs(beta) >= pivotThreshold)
{ {
m_R.insertBackByOuterInner(col, nonzeroCol) = beta; m_R.insertBackByOuterInner(col, nonzeroCol) = beta;
nonzeroCol++;
// The householder coefficient // The householder coefficient
m_hcoeffs(col) = tau; m_hcoeffs(nonzeroCol) = tau;
// Record the householder reflections // Record the householder reflections
for (Index itq = 0; itq < nzcolQ; ++itq) for (Index itq = 0; itq < nzcolQ; ++itq)
{ {
Index iQ = Qidx(itq); Index iQ = Qidx(itq);
m_Q.insertBackByOuterInnerUnordered(col,iQ) = tval(iQ); m_Q.insertBackByOuterInnerUnordered(nonzeroCol,iQ) = tval(iQ);
tval(iQ) = Scalar(0.); tval(iQ) = Scalar(0.);
} }
nonzeroCol++;
if(nonzeroCol<diagSize)
m_Q.startVec(nonzeroCol);
} }
else else
{ {
// Zero pivot found: move implicitly this column to the end // Zero pivot found: move implicitly this column to the end
m_hcoeffs(col) = Scalar(0);
for (Index j = nonzeroCol; j < n-1; j++) for (Index j = nonzeroCol; j < n-1; j++)
std::swap(m_pivotperm.indices()(j), m_pivotperm.indices()[j+1]); std::swap(m_pivotperm.indices()(j), m_pivotperm.indices()[j+1]);
@ -493,6 +517,8 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
} }
} }
m_hcoeffs.tail(diagSize-nonzeroCol).setZero();
// Finalize the column pointers of the sparse matrices R and Q // Finalize the column pointers of the sparse matrices R and Q
m_Q.finalize(); m_Q.finalize();
m_Q.makeCompressed(); m_Q.makeCompressed();
@ -561,14 +587,16 @@ struct SparseQR_QProduct : ReturnByValue<SparseQR_QProduct<SparseQRType, Derived
template<typename DesType> template<typename DesType>
void evalTo(DesType& res) const void evalTo(DesType& res) const
{ {
Index m = m_qr.rows();
Index n = m_qr.cols(); Index n = m_qr.cols();
Index diagSize = (std::min)(m,n);
res = m_other; res = m_other;
if (m_transpose) if (m_transpose)
{ {
eigen_assert(m_qr.m_Q.rows() == m_other.rows() && "Non conforming object sizes"); eigen_assert(m_qr.m_Q.rows() == m_other.rows() && "Non conforming object sizes");
//Compute res = Q' * other column by column //Compute res = Q' * other column by column
for(Index j = 0; j < res.cols(); j++){ for(Index j = 0; j < res.cols(); j++){
for (Index k = 0; k < n; k++) for (Index k = 0; k < diagSize; k++)
{ {
Scalar tau = Scalar(0); Scalar tau = Scalar(0);
tau = m_qr.m_Q.col(k).dot(res.col(j)); tau = m_qr.m_Q.col(k).dot(res.col(j));
@ -581,10 +609,10 @@ struct SparseQR_QProduct : ReturnByValue<SparseQR_QProduct<SparseQRType, Derived
else else
{ {
eigen_assert(m_qr.m_Q.rows() == m_other.rows() && "Non conforming object sizes"); eigen_assert(m_qr.m_Q.rows() == m_other.rows() && "Non conforming object sizes");
// Compute res = Q' * other column by column // Compute res = Q * other column by column
for(Index j = 0; j < res.cols(); j++) for(Index j = 0; j < res.cols(); j++)
{ {
for (Index k = n-1; k >=0; k--) for (Index k = diagSize-1; k >=0; k--)
{ {
Scalar tau = Scalar(0); Scalar tau = Scalar(0);
tau = m_qr.m_Q.col(k).dot(res.col(j)); tau = m_qr.m_Q.col(k).dot(res.col(j));
@ -618,7 +646,7 @@ struct SparseQRMatrixQReturnType : public EigenBase<SparseQRMatrixQReturnType<Sp
return SparseQRMatrixQTransposeReturnType<SparseQRType>(m_qr); return SparseQRMatrixQTransposeReturnType<SparseQRType>(m_qr);
} }
inline Index rows() const { return m_qr.rows(); } inline Index rows() const { return m_qr.rows(); }
inline Index cols() const { return m_qr.cols(); } inline Index cols() const { return (std::min)(m_qr.rows(),m_qr.cols()); }
// To use for operations with the transpose of Q // To use for operations with the transpose of Q
SparseQRMatrixQTransposeReturnType<SparseQRType> transpose() const SparseQRMatrixQTransposeReturnType<SparseQRType> transpose() const
{ {

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@ -11,7 +11,7 @@
#ifndef EIGEN_STDDEQUE_H #ifndef EIGEN_STDDEQUE_H
#define EIGEN_STDDEQUE_H #define EIGEN_STDDEQUE_H
#include "Eigen/src/StlSupport/details.h" #include "details.h"
// Define the explicit instantiation (e.g. necessary for the Intel compiler) // Define the explicit instantiation (e.g. necessary for the Intel compiler)
#if defined(__INTEL_COMPILER) || defined(__GNUC__) #if defined(__INTEL_COMPILER) || defined(__GNUC__)

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@ -10,7 +10,7 @@
#ifndef EIGEN_STDLIST_H #ifndef EIGEN_STDLIST_H
#define EIGEN_STDLIST_H #define EIGEN_STDLIST_H
#include "Eigen/src/StlSupport/details.h" #include "details.h"
// Define the explicit instantiation (e.g. necessary for the Intel compiler) // Define the explicit instantiation (e.g. necessary for the Intel compiler)
#if defined(__INTEL_COMPILER) || defined(__GNUC__) #if defined(__INTEL_COMPILER) || defined(__GNUC__)

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@ -11,7 +11,7 @@
#ifndef EIGEN_STDVECTOR_H #ifndef EIGEN_STDVECTOR_H
#define EIGEN_STDVECTOR_H #define EIGEN_STDVECTOR_H
#include "Eigen/src/StlSupport/details.h" #include "details.h"
/** /**
* This section contains a convenience MACRO which allows an easy specialization of * This section contains a convenience MACRO which allows an easy specialization of

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@ -1,9 +1,6 @@
This directory contains a BLAS library built on top of Eigen. This directory contains a BLAS library built on top of Eigen.
This is currently a work in progress which is far to be ready for use,
but feel free to contribute to it if you wish.
This module is not built by default. In order to compile it, you need to This module is not built by default. In order to compile it, you need to
type 'make blas' from within your build dir. type 'make blas' from within your build dir.

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@ -41,7 +41,7 @@ endif()
# copy ctest properties, which currently # copy ctest properties, which currently
# o raise the warning levels # o raise the warning levels
configure_file(${CMAKE_BINARY_DIR}/DartConfiguration.tcl ${CMAKE_BINARY_DIR}/DartConfiguration.tcl) configure_file(${CMAKE_CURRENT_BINARY_DIR}/DartConfiguration.tcl ${CMAKE_BINARY_DIR}/DartConfiguration.tcl)
# restore default CMAKE_MAKE_PROGRAM # restore default CMAKE_MAKE_PROGRAM
set(CMAKE_MAKE_PROGRAM ${CMAKE_MAKE_PROGRAM_SAVE}) set(CMAKE_MAKE_PROGRAM ${CMAKE_MAKE_PROGRAM_SAVE})
@ -50,7 +50,7 @@ set(CMAKE_MAKE_PROGRAM ${CMAKE_MAKE_PROGRAM_SAVE})
set(CMAKE_MAKE_PROGRAM_SAVE) set(CMAKE_MAKE_PROGRAM_SAVE)
set(EIGEN_MAKECOMMAND_PLACEHOLDER) set(EIGEN_MAKECOMMAND_PLACEHOLDER)
configure_file(${CMAKE_SOURCE_DIR}/CTestCustom.cmake.in ${CMAKE_BINARY_DIR}/CTestCustom.cmake) configure_file(${CMAKE_CURRENT_SOURCE_DIR}/CTestCustom.cmake.in ${CMAKE_BINARY_DIR}/CTestCustom.cmake)
# some documentation of this function would be nice # some documentation of this function would be nice
ei_init_testing() ei_init_testing()

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@ -41,8 +41,8 @@ MatrixXd::Ones(rows,cols) // ones(rows,cols)
C.setOnes(rows,cols) // C = ones(rows,cols) C.setOnes(rows,cols) // C = ones(rows,cols)
MatrixXd::Random(rows,cols) // rand(rows,cols)*2-1 // MatrixXd::Random returns uniform random numbers in (-1, 1). MatrixXd::Random(rows,cols) // rand(rows,cols)*2-1 // MatrixXd::Random returns uniform random numbers in (-1, 1).
C.setRandom(rows,cols) // C = rand(rows,cols)*2-1 C.setRandom(rows,cols) // C = rand(rows,cols)*2-1
VectorXd::LinSpace(size,low,high) // linspace(low,high,size)' VectorXd::LinSpaced(size,low,high) // linspace(low,high,size)'
v.setLinSpace(size,low,high) // v = linspace(low,high,size)' v.setLinSpaced(size,low,high) // v = linspace(low,high,size)'
// Matrix slicing and blocks. All expressions listed here are read/write. // Matrix slicing and blocks. All expressions listed here are read/write.
@ -91,6 +91,8 @@ R.adjoint() // R'
R.transpose() // R.' or conj(R') R.transpose() // R.' or conj(R')
R.diagonal() // diag(R) R.diagonal() // diag(R)
x.asDiagonal() // diag(x) x.asDiagonal() // diag(x)
R.transpose().colwise().reverse(); // rot90(R)
R.conjugate() // conj(R)
// All the same as Matlab, but matlab doesn't have *= style operators. // All the same as Matlab, but matlab doesn't have *= style operators.
// Matrix-vector. Matrix-matrix. Matrix-scalar. // Matrix-vector. Matrix-matrix. Matrix-scalar.
@ -167,6 +169,8 @@ x.cross(y) // cross(x, y) Requires #include <Eigen/Geometry>
A.cast<double>(); // double(A) A.cast<double>(); // double(A)
A.cast<float>(); // single(A) A.cast<float>(); // single(A)
A.cast<int>(); // int32(A) A.cast<int>(); // int32(A)
A.real(); // real(A)
A.imag(); // imag(A)
// if the original type equals destination type, no work is done // if the original type equals destination type, no work is done
// Note that for most operations Eigen requires all operands to have the same type: // Note that for most operations Eigen requires all operands to have the same type:

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@ -1,27 +0,0 @@
namespace Eigen {
/** \eigenManualPage LinearLeastSquares Solving linear least squares problems
lede
\eigenAutoToc
\section LinearLeastSquaresCopied Copied
The best way to do least squares solving is with a SVD decomposition. Eigen provides one as the JacobiSVD class, and its solve()
is doing least-squares solving.
Here is an example:
<table class="example">
<tr><th>Example:</th><th>Output:</th></tr>
<tr>
<td>\include TutorialLinAlgSVDSolve.cpp </td>
<td>\verbinclude TutorialLinAlgSVDSolve.out </td>
</tr>
</table>
For more information, including faster but less reliable methods, read our page concentrating on \ref LinearLeastSquares "linear least squares problems".
*/
}

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@ -62,6 +62,8 @@ run time. However, these assertions do cost time and can thus be turned off.
expect that any objects passed to it are aligned. This will turn off vectorization. Not defined by default. expect that any objects passed to it are aligned. This will turn off vectorization. Not defined by default.
- \b EIGEN_DONT_ALIGN_STATICALLY - disables alignment of arrays on the stack. Not defined by default, unless - \b EIGEN_DONT_ALIGN_STATICALLY - disables alignment of arrays on the stack. Not defined by default, unless
\c EIGEN_DONT_ALIGN is defined. \c EIGEN_DONT_ALIGN is defined.
- \b EIGEN_DONT_PARALLELIZE - if defined, this disables multi-threading. This is only relevant if you enabled OpenMP.
See \ref TopicMultiThreading for details.
- \b EIGEN_DONT_VECTORIZE - disables explicit vectorization when defined. Not defined by default, unless - \b EIGEN_DONT_VECTORIZE - disables explicit vectorization when defined. Not defined by default, unless
alignment is disabled by %Eigen's platform test or the user defining \c EIGEN_DONT_ALIGN. alignment is disabled by %Eigen's platform test or the user defining \c EIGEN_DONT_ALIGN.
- \b EIGEN_FAST_MATH - enables some optimizations which might affect the accuracy of the result. This currently - \b EIGEN_FAST_MATH - enables some optimizations which might affect the accuracy of the result. This currently
@ -69,7 +71,10 @@ run time. However, these assertions do cost time and can thus be turned off.
Define it to 0 to disable. Define it to 0 to disable.
- \b EIGEN_UNROLLING_LIMIT - defines the size of a loop to enable meta unrolling. Set it to zero to disable - \b EIGEN_UNROLLING_LIMIT - defines the size of a loop to enable meta unrolling. Set it to zero to disable
unrolling. The size of a loop here is expressed in %Eigen's own notion of "number of FLOPS", it does not unrolling. The size of a loop here is expressed in %Eigen's own notion of "number of FLOPS", it does not
correspond to the number of iterations or the number of instructions. The default is value 100. correspond to the number of iterations or the number of instructions. The default is value 100.
- \b EIGEN_STACK_ALLOCATION_LIMIT - defines the maximum bytes for a buffer to be allocated on the stack. For internal
temporary buffers, dynamic memory allocation is employed as a fall back. For fixed-size matrices or arrays, exceeding
this threshold raises a compile time assertion. Use 0 to set no limit. Default is 128 KB.
\section TopicPreprocessorDirectivesPlugins Plugins \section TopicPreprocessorDirectivesPlugins Plugins

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@ -253,12 +253,15 @@ SparseMatrix<double> A, B;
B = SparseMatrix<double>(A.transpose()) + A; B = SparseMatrix<double>(A.transpose()) + A;
\endcode \endcode
Binary coefficient wise operators can also mix sparse and dense expressions: Some binary coefficient-wise operators can also mix sparse and dense expressions:
\code \code
sm2 = sm1.cwiseProduct(dm1); sm2 = sm1.cwiseProduct(dm1);
dm2 = sm1 + dm1; dm1 += sm1;
\endcode \endcode
However, it is not yet possible to add a sparse and a dense matrix as in <tt>dm2 = sm1 + dm1</tt>.
Please write this as the equivalent <tt>dm2 = dm1; dm2 += sm1</tt> (we plan to lift this restriction
in the next release of %Eigen).
%Sparse expressions also support transposition: %Sparse expressions also support transposition:
\code \code

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@ -10,6 +10,26 @@
#define EIGEN_NO_STATIC_ASSERT // otherwise we fail at compile time on unused paths #define EIGEN_NO_STATIC_ASSERT // otherwise we fail at compile time on unused paths
#include "main.h" #include "main.h"
template<typename MatrixType, typename Index, typename Scalar>
typename Eigen::internal::enable_if<!NumTraits<typename MatrixType::Scalar>::IsComplex,typename MatrixType::Scalar>::type
block_real_only(const MatrixType &m1, Index r1, Index r2, Index c1, Index c2, const Scalar& s1) {
// check cwise-Functions:
VERIFY_IS_APPROX(m1.row(r1).cwiseMax(s1), m1.cwiseMax(s1).row(r1));
VERIFY_IS_APPROX(m1.col(c1).cwiseMin(s1), m1.cwiseMin(s1).col(c1));
VERIFY_IS_APPROX(m1.block(r1,c1,r2-r1+1,c2-c1+1).cwiseMin(s1), m1.cwiseMin(s1).block(r1,c1,r2-r1+1,c2-c1+1));
VERIFY_IS_APPROX(m1.block(r1,c1,r2-r1+1,c2-c1+1).cwiseMax(s1), m1.cwiseMax(s1).block(r1,c1,r2-r1+1,c2-c1+1));
return Scalar(0);
}
template<typename MatrixType, typename Index, typename Scalar>
typename Eigen::internal::enable_if<NumTraits<typename MatrixType::Scalar>::IsComplex,typename MatrixType::Scalar>::type
block_real_only(const MatrixType &, Index, Index, Index, Index, const Scalar&) {
return Scalar(0);
}
template<typename MatrixType> void block(const MatrixType& m) template<typename MatrixType> void block(const MatrixType& m)
{ {
typedef typename MatrixType::Index Index; typedef typename MatrixType::Index Index;
@ -37,6 +57,8 @@ template<typename MatrixType> void block(const MatrixType& m)
Index c1 = internal::random<Index>(0,cols-1); Index c1 = internal::random<Index>(0,cols-1);
Index c2 = internal::random<Index>(c1,cols-1); Index c2 = internal::random<Index>(c1,cols-1);
block_real_only(m1, r1, r2, c1, c1, s1);
//check row() and col() //check row() and col()
VERIFY_IS_EQUAL(m1.col(c1).transpose(), m1.transpose().row(c1)); VERIFY_IS_EQUAL(m1.col(c1).transpose(), m1.transpose().row(c1));
//check operator(), both constant and non-constant, on row() and col() //check operator(), both constant and non-constant, on row() and col()
@ -51,7 +73,8 @@ template<typename MatrixType> void block(const MatrixType& m)
VERIFY_IS_APPROX(m1.col(c1), m1_copy.col(c1) + s1 * m1_copy.col(c2)); VERIFY_IS_APPROX(m1.col(c1), m1_copy.col(c1) + s1 * m1_copy.col(c2));
m1.col(c1).col(0) += s1 * m1_copy.col(c2); m1.col(c1).col(0) += s1 * m1_copy.col(c2);
VERIFY_IS_APPROX(m1.col(c1), m1_copy.col(c1) + Scalar(2) * s1 * m1_copy.col(c2)); VERIFY_IS_APPROX(m1.col(c1), m1_copy.col(c1) + Scalar(2) * s1 * m1_copy.col(c2));
//check block() //check block()
Matrix<Scalar,Dynamic,Dynamic> b1(1,1); b1(0,0) = m1(r1,c1); Matrix<Scalar,Dynamic,Dynamic> b1(1,1); b1(0,0) = m1(r1,c1);

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@ -68,6 +68,7 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
Index cols = m.cols(); Index cols = m.cols();
typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType; typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MatrixType::RowsAtCompileTime> SquareMatrixType;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType; typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
@ -179,6 +180,57 @@ template<typename MatrixType> void cholesky(const MatrixType& m)
// restore // restore
if(sign == -1) if(sign == -1)
symm = -symm; symm = -symm;
// check matrices coming from linear constraints with Lagrange multipliers
if(rows>=3)
{
SquareMatrixType A = symm;
int c = internal::random<int>(0,rows-2);
A.bottomRightCorner(c,c).setZero();
// Make sure a solution exists:
vecX.setRandom();
vecB = A * vecX;
vecX.setZero();
ldltlo.compute(A);
VERIFY_IS_APPROX(A, ldltlo.reconstructedMatrix());
vecX = ldltlo.solve(vecB);
VERIFY_IS_APPROX(A * vecX, vecB);
}
// check non-full rank matrices
if(rows>=3)
{
int r = internal::random<int>(1,rows-1);
Matrix<Scalar,Dynamic,Dynamic> a = Matrix<Scalar,Dynamic,Dynamic>::Random(rows,r);
SquareMatrixType A = a * a.adjoint();
// Make sure a solution exists:
vecX.setRandom();
vecB = A * vecX;
vecX.setZero();
ldltlo.compute(A);
VERIFY_IS_APPROX(A, ldltlo.reconstructedMatrix());
vecX = ldltlo.solve(vecB);
VERIFY_IS_APPROX(A * vecX, vecB);
}
// check matrices with a wide spectrum
if(rows>=3)
{
RealScalar s = (std::min)(16,std::numeric_limits<RealScalar>::max_exponent10/8);
Matrix<Scalar,Dynamic,Dynamic> a = Matrix<Scalar,Dynamic,Dynamic>::Random(rows,rows);
Matrix<RealScalar,Dynamic,1> d = Matrix<RealScalar,Dynamic,1>::Random(rows);
for(int k=0; k<rows; ++k)
d(k) = d(k)*std::pow(RealScalar(10),internal::random<RealScalar>(-s,s));
SquareMatrixType A = a * d.asDiagonal() * a.adjoint();
// Make sure a solution exists:
vecX.setRandom();
vecB = A * vecX;
vecX.setZero();
ldltlo.compute(A);
VERIFY_IS_APPROX(A, ldltlo.reconstructedMatrix());
vecX = ldltlo.solve(vecB);
VERIFY_IS_APPROX(A * vecX, vecB);
}
} }
// update/downdate // update/downdate

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@ -53,7 +53,7 @@ void check_aligned_new()
void check_aligned_stack_alloc() void check_aligned_stack_alloc()
{ {
for(int i = 1; i < 1000; i++) for(int i = 1; i < 400; i++)
{ {
ei_declare_aligned_stack_constructed_variable(float,p,i,0); ei_declare_aligned_stack_constructed_variable(float,p,i,0);
VERIFY(size_t(p)%ALIGNMENT==0); VERIFY(size_t(p)%ALIGNMENT==0);
@ -87,6 +87,32 @@ template<typename T> void check_dynaligned()
delete obj; delete obj;
} }
template<typename T> void check_custom_new_delete()
{
{
T* t = new T;
delete t;
}
{
std::size_t N = internal::random<std::size_t>(1,10);
T* t = new T[N];
delete[] t;
}
#ifdef EIGEN_ALIGN
{
T* t = static_cast<T *>((T::operator new)(sizeof(T)));
(T::operator delete)(t, sizeof(T));
}
{
T* t = static_cast<T *>((T::operator new)(sizeof(T)));
(T::operator delete)(t);
}
#endif
}
void test_dynalloc() void test_dynalloc()
{ {
// low level dynamic memory allocation // low level dynamic memory allocation
@ -102,6 +128,12 @@ void test_dynalloc()
CALL_SUBTEST(check_dynaligned<Matrix4f>() ); CALL_SUBTEST(check_dynaligned<Matrix4f>() );
CALL_SUBTEST(check_dynaligned<Vector4d>() ); CALL_SUBTEST(check_dynaligned<Vector4d>() );
CALL_SUBTEST(check_dynaligned<Vector4i>() ); CALL_SUBTEST(check_dynaligned<Vector4i>() );
CALL_SUBTEST(check_dynaligned<Vector8f>() );
CALL_SUBTEST( check_custom_new_delete<Vector4f>() );
CALL_SUBTEST( check_custom_new_delete<Vector2f>() );
CALL_SUBTEST( check_custom_new_delete<Matrix4f>() );
CALL_SUBTEST( check_custom_new_delete<MatrixXi>() );
} }
// check static allocation, who knows ? // check static allocation, who knows ?

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@ -67,6 +67,7 @@ template<typename MatrixType, int QRPreconditioner>
void jacobisvd_solve(const MatrixType& m, unsigned int computationOptions) void jacobisvd_solve(const MatrixType& m, unsigned int computationOptions)
{ {
typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef typename MatrixType::Index Index; typedef typename MatrixType::Index Index;
Index rows = m.rows(); Index rows = m.rows();
Index cols = m.cols(); Index cols = m.cols();
@ -81,9 +82,90 @@ void jacobisvd_solve(const MatrixType& m, unsigned int computationOptions)
RhsType rhs = RhsType::Random(rows, internal::random<Index>(1, cols)); RhsType rhs = RhsType::Random(rows, internal::random<Index>(1, cols));
JacobiSVD<MatrixType, QRPreconditioner> svd(m, computationOptions); JacobiSVD<MatrixType, QRPreconditioner> svd(m, computationOptions);
if(internal::is_same<RealScalar,double>::value) svd.setThreshold(1e-8);
else if(internal::is_same<RealScalar,float>::value) svd.setThreshold(1e-4);
SolutionType x = svd.solve(rhs); SolutionType x = svd.solve(rhs);
RealScalar residual = (m*x-rhs).norm();
// Check that there is no significantly better solution in the neighborhood of x
if(!test_isMuchSmallerThan(residual,rhs.norm()))
{
// If the residual is very small, then we have an exact solution, so we are already good.
for(int k=0;k<x.rows();++k)
{
SolutionType y(x);
y.row(k).array() += 2*NumTraits<RealScalar>::epsilon();
RealScalar residual_y = (m*y-rhs).norm();
VERIFY( test_isApprox(residual_y,residual) || residual < residual_y );
y.row(k) = x.row(k).array() - 2*NumTraits<RealScalar>::epsilon();
residual_y = (m*y-rhs).norm();
VERIFY( test_isApprox(residual_y,residual) || residual < residual_y );
}
}
// evaluate normal equation which works also for least-squares solutions // evaluate normal equation which works also for least-squares solutions
VERIFY_IS_APPROX(m.adjoint()*m*x,m.adjoint()*rhs); if(internal::is_same<RealScalar,double>::value)
{
// This test is not stable with single precision.
// This is probably because squaring m signicantly affects the precision.
VERIFY_IS_APPROX(m.adjoint()*m*x,m.adjoint()*rhs);
}
// check minimal norm solutions
{
// generate a full-rank m x n problem with m<n
enum {
RankAtCompileTime2 = ColsAtCompileTime==Dynamic ? Dynamic : (ColsAtCompileTime)/2+1,
RowsAtCompileTime3 = ColsAtCompileTime==Dynamic ? Dynamic : ColsAtCompileTime+1
};
typedef Matrix<Scalar, RankAtCompileTime2, ColsAtCompileTime> MatrixType2;
typedef Matrix<Scalar, RankAtCompileTime2, 1> RhsType2;
typedef Matrix<Scalar, ColsAtCompileTime, RankAtCompileTime2> MatrixType2T;
Index rank = RankAtCompileTime2==Dynamic ? internal::random<Index>(1,cols) : Index(RankAtCompileTime2);
MatrixType2 m2(rank,cols);
int guard = 0;
do {
m2.setRandom();
} while(m2.jacobiSvd().setThreshold(test_precision<Scalar>()).rank()!=rank && (++guard)<10);
VERIFY(guard<10);
RhsType2 rhs2 = RhsType2::Random(rank);
// use QR to find a reference minimal norm solution
HouseholderQR<MatrixType2T> qr(m2.adjoint());
Matrix<Scalar,Dynamic,1> tmp = qr.matrixQR().topLeftCorner(rank,rank).template triangularView<Upper>().adjoint().solve(rhs2);
tmp.conservativeResize(cols);
tmp.tail(cols-rank).setZero();
SolutionType x21 = qr.householderQ() * tmp;
// now check with SVD
JacobiSVD<MatrixType2, ColPivHouseholderQRPreconditioner> svd2(m2, computationOptions);
SolutionType x22 = svd2.solve(rhs2);
VERIFY_IS_APPROX(m2*x21, rhs2);
VERIFY_IS_APPROX(m2*x22, rhs2);
VERIFY_IS_APPROX(x21, x22);
// Now check with a rank deficient matrix
typedef Matrix<Scalar, RowsAtCompileTime3, ColsAtCompileTime> MatrixType3;
typedef Matrix<Scalar, RowsAtCompileTime3, 1> RhsType3;
Index rows3 = RowsAtCompileTime3==Dynamic ? internal::random<Index>(rank+1,2*cols) : Index(RowsAtCompileTime3);
Matrix<Scalar,RowsAtCompileTime3,Dynamic> C = Matrix<Scalar,RowsAtCompileTime3,Dynamic>::Random(rows3,rank);
MatrixType3 m3 = C * m2;
RhsType3 rhs3 = C * rhs2;
JacobiSVD<MatrixType3, ColPivHouseholderQRPreconditioner> svd3(m3, computationOptions);
SolutionType x3 = svd3.solve(rhs3);
if(svd3.rank()!=rank) {
std::cout << m3 << "\n\n";
std::cout << svd3.singularValues().transpose() << "\n";
std::cout << svd3.rank() << " == " << rank << "\n";
std::cout << x21.norm() << " == " << x3.norm() << "\n";
}
// VERIFY_IS_APPROX(m3*x3, rhs3);
VERIFY_IS_APPROX(m3*x21, rhs3);
VERIFY_IS_APPROX(m2*x3, rhs2);
VERIFY_IS_APPROX(x21, x3);
}
} }
template<typename MatrixType, int QRPreconditioner> template<typename MatrixType, int QRPreconditioner>
@ -92,10 +174,9 @@ void jacobisvd_test_all_computation_options(const MatrixType& m)
if (QRPreconditioner == NoQRPreconditioner && m.rows() != m.cols()) if (QRPreconditioner == NoQRPreconditioner && m.rows() != m.cols())
return; return;
JacobiSVD<MatrixType, QRPreconditioner> fullSvd(m, ComputeFullU|ComputeFullV); JacobiSVD<MatrixType, QRPreconditioner> fullSvd(m, ComputeFullU|ComputeFullV);
CALL_SUBTEST(( jacobisvd_check_full(m, fullSvd) ));
jacobisvd_check_full(m, fullSvd); CALL_SUBTEST(( jacobisvd_solve<MatrixType, QRPreconditioner>(m, ComputeFullU | ComputeFullV) ));
jacobisvd_solve<MatrixType, QRPreconditioner>(m, ComputeFullU | ComputeFullV);
#if defined __INTEL_COMPILER #if defined __INTEL_COMPILER
// remark #111: statement is unreachable // remark #111: statement is unreachable
#pragma warning disable 111 #pragma warning disable 111
@ -103,20 +184,20 @@ void jacobisvd_test_all_computation_options(const MatrixType& m)
if(QRPreconditioner == FullPivHouseholderQRPreconditioner) if(QRPreconditioner == FullPivHouseholderQRPreconditioner)
return; return;
jacobisvd_compare_to_full(m, ComputeFullU, fullSvd); CALL_SUBTEST(( jacobisvd_compare_to_full(m, ComputeFullU, fullSvd) ));
jacobisvd_compare_to_full(m, ComputeFullV, fullSvd); CALL_SUBTEST(( jacobisvd_compare_to_full(m, ComputeFullV, fullSvd) ));
jacobisvd_compare_to_full(m, 0, fullSvd); CALL_SUBTEST(( jacobisvd_compare_to_full(m, 0, fullSvd) ));
if (MatrixType::ColsAtCompileTime == Dynamic) { if (MatrixType::ColsAtCompileTime == Dynamic) {
// thin U/V are only available with dynamic number of columns // thin U/V are only available with dynamic number of columns
jacobisvd_compare_to_full(m, ComputeFullU|ComputeThinV, fullSvd); CALL_SUBTEST(( jacobisvd_compare_to_full(m, ComputeFullU|ComputeThinV, fullSvd) ));
jacobisvd_compare_to_full(m, ComputeThinV, fullSvd); CALL_SUBTEST(( jacobisvd_compare_to_full(m, ComputeThinV, fullSvd) ));
jacobisvd_compare_to_full(m, ComputeThinU|ComputeFullV, fullSvd); CALL_SUBTEST(( jacobisvd_compare_to_full(m, ComputeThinU|ComputeFullV, fullSvd) ));
jacobisvd_compare_to_full(m, ComputeThinU , fullSvd); CALL_SUBTEST(( jacobisvd_compare_to_full(m, ComputeThinU , fullSvd) ));
jacobisvd_compare_to_full(m, ComputeThinU|ComputeThinV, fullSvd); CALL_SUBTEST(( jacobisvd_compare_to_full(m, ComputeThinU|ComputeThinV, fullSvd) ));
jacobisvd_solve<MatrixType, QRPreconditioner>(m, ComputeFullU | ComputeThinV); CALL_SUBTEST(( jacobisvd_solve<MatrixType, QRPreconditioner>(m, ComputeFullU | ComputeThinV) ));
jacobisvd_solve<MatrixType, QRPreconditioner>(m, ComputeThinU | ComputeFullV); CALL_SUBTEST(( jacobisvd_solve<MatrixType, QRPreconditioner>(m, ComputeThinU | ComputeFullV) ));
jacobisvd_solve<MatrixType, QRPreconditioner>(m, ComputeThinU | ComputeThinV); CALL_SUBTEST(( jacobisvd_solve<MatrixType, QRPreconditioner>(m, ComputeThinU | ComputeThinV) ));
// test reconstruction // test reconstruction
typedef typename MatrixType::Index Index; typedef typename MatrixType::Index Index;
@ -129,12 +210,29 @@ void jacobisvd_test_all_computation_options(const MatrixType& m)
template<typename MatrixType> template<typename MatrixType>
void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true) void jacobisvd(const MatrixType& a = MatrixType(), bool pickrandom = true)
{ {
MatrixType m = pickrandom ? MatrixType::Random(a.rows(), a.cols()) : a; MatrixType m = a;
if(pickrandom)
{
typedef typename MatrixType::Scalar Scalar;
typedef typename MatrixType::RealScalar RealScalar;
typedef typename MatrixType::Index Index;
Index diagSize = (std::min)(a.rows(), a.cols());
RealScalar s = std::numeric_limits<RealScalar>::max_exponent10/4;
s = internal::random<RealScalar>(1,s);
Matrix<RealScalar,Dynamic,1> d = Matrix<RealScalar,Dynamic,1>::Random(diagSize);
for(Index k=0; k<diagSize; ++k)
d(k) = d(k)*std::pow(RealScalar(10),internal::random<RealScalar>(-s,s));
m = Matrix<Scalar,Dynamic,Dynamic>::Random(a.rows(),diagSize) * d.asDiagonal() * Matrix<Scalar,Dynamic,Dynamic>::Random(diagSize,a.cols());
// cancel some coeffs
Index n = internal::random<Index>(0,m.size()-1);
for(Index i=0; i<n; ++i)
m(internal::random<Index>(0,m.rows()-1), internal::random<Index>(0,m.cols()-1)) = Scalar(0);
}
jacobisvd_test_all_computation_options<MatrixType, FullPivHouseholderQRPreconditioner>(m); CALL_SUBTEST(( jacobisvd_test_all_computation_options<MatrixType, FullPivHouseholderQRPreconditioner>(m) ));
jacobisvd_test_all_computation_options<MatrixType, ColPivHouseholderQRPreconditioner>(m); CALL_SUBTEST(( jacobisvd_test_all_computation_options<MatrixType, ColPivHouseholderQRPreconditioner>(m) ));
jacobisvd_test_all_computation_options<MatrixType, HouseholderQRPreconditioner>(m); CALL_SUBTEST(( jacobisvd_test_all_computation_options<MatrixType, HouseholderQRPreconditioner>(m) ));
jacobisvd_test_all_computation_options<MatrixType, NoQRPreconditioner>(m); CALL_SUBTEST(( jacobisvd_test_all_computation_options<MatrixType, NoQRPreconditioner>(m) ));
} }
template<typename MatrixType> void jacobisvd_verify_assert(const MatrixType& m) template<typename MatrixType> void jacobisvd_verify_assert(const MatrixType& m)
@ -328,6 +426,7 @@ void test_jacobisvd()
TEST_SET_BUT_UNUSED_VARIABLE(r) TEST_SET_BUT_UNUSED_VARIABLE(r)
TEST_SET_BUT_UNUSED_VARIABLE(c) TEST_SET_BUT_UNUSED_VARIABLE(c)
CALL_SUBTEST_10(( jacobisvd<MatrixXd>(MatrixXd(r,c)) ));
CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) )); CALL_SUBTEST_7(( jacobisvd<MatrixXf>(MatrixXf(r,c)) ));
CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) )); CALL_SUBTEST_8(( jacobisvd<MatrixXcd>(MatrixXcd(r,c)) ));
(void) r; (void) r;

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@ -154,59 +154,79 @@ template<typename PlainObjectType> void check_const_correctness(const PlainObjec
VERIFY( !(Ref<ConstPlainObjectType, Aligned>::Flags & LvalueBit) ); VERIFY( !(Ref<ConstPlainObjectType, Aligned>::Flags & LvalueBit) );
} }
EIGEN_DONT_INLINE void call_ref_1(Ref<VectorXf> ) { } template<typename B>
EIGEN_DONT_INLINE void call_ref_2(const Ref<const VectorXf>& ) { } EIGEN_DONT_INLINE void call_ref_1(Ref<VectorXf> a, const B &b) { VERIFY_IS_EQUAL(a,b); }
EIGEN_DONT_INLINE void call_ref_3(Ref<VectorXf,0,InnerStride<> > ) { } template<typename B>
EIGEN_DONT_INLINE void call_ref_4(const Ref<const VectorXf,0,InnerStride<> >& ) { } EIGEN_DONT_INLINE void call_ref_2(const Ref<const VectorXf>& a, const B &b) { VERIFY_IS_EQUAL(a,b); }
EIGEN_DONT_INLINE void call_ref_5(Ref<MatrixXf,0,OuterStride<> > ) { } template<typename B>
EIGEN_DONT_INLINE void call_ref_6(const Ref<const MatrixXf,0,OuterStride<> >& ) { } EIGEN_DONT_INLINE void call_ref_3(Ref<VectorXf,0,InnerStride<> > a, const B &b) { VERIFY_IS_EQUAL(a,b); }
template<typename B>
EIGEN_DONT_INLINE void call_ref_4(const Ref<const VectorXf,0,InnerStride<> >& a, const B &b) { VERIFY_IS_EQUAL(a,b); }
template<typename B>
EIGEN_DONT_INLINE void call_ref_5(Ref<MatrixXf,0,OuterStride<> > a, const B &b) { VERIFY_IS_EQUAL(a,b); }
template<typename B>
EIGEN_DONT_INLINE void call_ref_6(const Ref<const MatrixXf,0,OuterStride<> >& a, const B &b) { VERIFY_IS_EQUAL(a,b); }
template<typename B>
EIGEN_DONT_INLINE void call_ref_7(Ref<Matrix<float,Dynamic,3> > a, const B &b) { VERIFY_IS_EQUAL(a,b); }
void call_ref() void call_ref()
{ {
VectorXcf ca(10); VectorXcf ca = VectorXcf::Random(10);
VectorXf a(10); VectorXf a = VectorXf::Random(10);
RowVectorXf b = RowVectorXf::Random(10);
MatrixXf A = MatrixXf::Random(10,10);
RowVector3f c = RowVector3f::Random();
const VectorXf& ac(a); const VectorXf& ac(a);
VectorBlock<VectorXf> ab(a,0,3); VectorBlock<VectorXf> ab(a,0,3);
MatrixXf A(10,10);
const VectorBlock<VectorXf> abc(a,0,3); const VectorBlock<VectorXf> abc(a,0,3);
VERIFY_EVALUATION_COUNT( call_ref_1(a), 0); VERIFY_EVALUATION_COUNT( call_ref_1(a,a), 0);
//call_ref_1(ac); // does not compile because ac is const VERIFY_EVALUATION_COUNT( call_ref_1(b,b.transpose()), 0);
VERIFY_EVALUATION_COUNT( call_ref_1(ab), 0); // call_ref_1(ac); // does not compile because ac is const
VERIFY_EVALUATION_COUNT( call_ref_1(a.head(4)), 0); VERIFY_EVALUATION_COUNT( call_ref_1(ab,ab), 0);
VERIFY_EVALUATION_COUNT( call_ref_1(abc), 0); VERIFY_EVALUATION_COUNT( call_ref_1(a.head(4),a.head(4)), 0);
VERIFY_EVALUATION_COUNT( call_ref_1(A.col(3)), 0); VERIFY_EVALUATION_COUNT( call_ref_1(abc,abc), 0);
// call_ref_1(A.row(3)); // does not compile because innerstride!=1 VERIFY_EVALUATION_COUNT( call_ref_1(A.col(3),A.col(3)), 0);
VERIFY_EVALUATION_COUNT( call_ref_3(A.row(3)), 0); // call_ref_1(A.row(3)); // does not compile because innerstride!=1
VERIFY_EVALUATION_COUNT( call_ref_4(A.row(3)), 0); VERIFY_EVALUATION_COUNT( call_ref_3(A.row(3),A.row(3).transpose()), 0);
//call_ref_1(a+a); // does not compile for obvious reason VERIFY_EVALUATION_COUNT( call_ref_4(A.row(3),A.row(3).transpose()), 0);
// call_ref_1(a+a); // does not compile for obvious reason
VERIFY_EVALUATION_COUNT( call_ref_2(A*A.col(1)), 1); // evaluated into a temp MatrixXf tmp = A*A.col(1);
VERIFY_EVALUATION_COUNT( call_ref_2(ac.head(5)), 0); VERIFY_EVALUATION_COUNT( call_ref_2(A*A.col(1), tmp), 1); // evaluated into a temp
VERIFY_EVALUATION_COUNT( call_ref_2(ac), 0); VERIFY_EVALUATION_COUNT( call_ref_2(ac.head(5),ac.head(5)), 0);
VERIFY_EVALUATION_COUNT( call_ref_2(a), 0); VERIFY_EVALUATION_COUNT( call_ref_2(ac,ac), 0);
VERIFY_EVALUATION_COUNT( call_ref_2(ab), 0); VERIFY_EVALUATION_COUNT( call_ref_2(a,a), 0);
VERIFY_EVALUATION_COUNT( call_ref_2(a.head(4)), 0); VERIFY_EVALUATION_COUNT( call_ref_2(ab,ab), 0);
VERIFY_EVALUATION_COUNT( call_ref_2(a+a), 1); // evaluated into a temp VERIFY_EVALUATION_COUNT( call_ref_2(a.head(4),a.head(4)), 0);
VERIFY_EVALUATION_COUNT( call_ref_2(ca.imag()), 1); // evaluated into a temp tmp = a+a;
VERIFY_EVALUATION_COUNT( call_ref_2(a+a,tmp), 1); // evaluated into a temp
VERIFY_EVALUATION_COUNT( call_ref_2(ca.imag(),ca.imag()), 1); // evaluated into a temp
VERIFY_EVALUATION_COUNT( call_ref_4(ac.head(5)), 0); VERIFY_EVALUATION_COUNT( call_ref_4(ac.head(5),ac.head(5)), 0);
VERIFY_EVALUATION_COUNT( call_ref_4(a+a), 1); // evaluated into a temp tmp = a+a;
VERIFY_EVALUATION_COUNT( call_ref_4(ca.imag()), 0); VERIFY_EVALUATION_COUNT( call_ref_4(a+a,tmp), 1); // evaluated into a temp
VERIFY_EVALUATION_COUNT( call_ref_4(ca.imag(),ca.imag()), 0);
VERIFY_EVALUATION_COUNT( call_ref_5(a), 0); VERIFY_EVALUATION_COUNT( call_ref_5(a,a), 0);
VERIFY_EVALUATION_COUNT( call_ref_5(a.head(3)), 0); VERIFY_EVALUATION_COUNT( call_ref_5(a.head(3),a.head(3)), 0);
VERIFY_EVALUATION_COUNT( call_ref_5(A), 0); VERIFY_EVALUATION_COUNT( call_ref_5(A,A), 0);
// call_ref_5(A.transpose()); // does not compile // call_ref_5(A.transpose()); // does not compile
VERIFY_EVALUATION_COUNT( call_ref_5(A.block(1,1,2,2)), 0); VERIFY_EVALUATION_COUNT( call_ref_5(A.block(1,1,2,2),A.block(1,1,2,2)), 0);
VERIFY_EVALUATION_COUNT( call_ref_5(b,b), 0); // storage order do not match, but this is a degenerate case that should work
VERIFY_EVALUATION_COUNT( call_ref_5(a.row(3),a.row(3)), 0);
VERIFY_EVALUATION_COUNT( call_ref_6(a), 0); VERIFY_EVALUATION_COUNT( call_ref_6(a,a), 0);
VERIFY_EVALUATION_COUNT( call_ref_6(a.head(3)), 0); VERIFY_EVALUATION_COUNT( call_ref_6(a.head(3),a.head(3)), 0);
VERIFY_EVALUATION_COUNT( call_ref_6(A.row(3)), 1); // evaluated into a temp thouth it could be avoided by viewing it as a 1xn matrix VERIFY_EVALUATION_COUNT( call_ref_6(A.row(3),A.row(3)), 1); // evaluated into a temp thouth it could be avoided by viewing it as a 1xn matrix
VERIFY_EVALUATION_COUNT( call_ref_6(A+A), 1); // evaluated into a temp tmp = A+A;
VERIFY_EVALUATION_COUNT( call_ref_6(A), 0); VERIFY_EVALUATION_COUNT( call_ref_6(A+A,tmp), 1); // evaluated into a temp
VERIFY_EVALUATION_COUNT( call_ref_6(A.transpose()), 1); // evaluated into a temp because the storage orders do not match VERIFY_EVALUATION_COUNT( call_ref_6(A,A), 0);
VERIFY_EVALUATION_COUNT( call_ref_6(A.block(1,1,2,2)), 0); VERIFY_EVALUATION_COUNT( call_ref_6(A.transpose(),A.transpose()), 1); // evaluated into a temp because the storage orders do not match
VERIFY_EVALUATION_COUNT( call_ref_6(A.block(1,1,2,2),A.block(1,1,2,2)), 0);
VERIFY_EVALUATION_COUNT( call_ref_7(c,c), 0);
} }
void test_ref() void test_ref()

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@ -11,26 +11,31 @@
template<typename T> void test_simplicial_cholesky_T() template<typename T> void test_simplicial_cholesky_T()
{ {
SimplicialCholesky<SparseMatrix<T>, Lower> chol_colmajor_lower; SimplicialCholesky<SparseMatrix<T>, Lower> chol_colmajor_lower_amd;
SimplicialCholesky<SparseMatrix<T>, Upper> chol_colmajor_upper; SimplicialCholesky<SparseMatrix<T>, Upper> chol_colmajor_upper_amd;
SimplicialLLT<SparseMatrix<T>, Lower> llt_colmajor_lower; SimplicialLLT<SparseMatrix<T>, Lower> llt_colmajor_lower_amd;
SimplicialLDLT<SparseMatrix<T>, Upper> llt_colmajor_upper; SimplicialLLT<SparseMatrix<T>, Upper> llt_colmajor_upper_amd;
SimplicialLDLT<SparseMatrix<T>, Lower> ldlt_colmajor_lower; SimplicialLDLT<SparseMatrix<T>, Lower> ldlt_colmajor_lower_amd;
SimplicialLDLT<SparseMatrix<T>, Upper> ldlt_colmajor_upper; SimplicialLDLT<SparseMatrix<T>, Upper> ldlt_colmajor_upper_amd;
SimplicialLDLT<SparseMatrix<T>, Lower, NaturalOrdering<int> > ldlt_colmajor_lower_nat;
SimplicialLDLT<SparseMatrix<T>, Upper, NaturalOrdering<int> > ldlt_colmajor_upper_nat;
check_sparse_spd_solving(chol_colmajor_lower); check_sparse_spd_solving(chol_colmajor_lower_amd);
check_sparse_spd_solving(chol_colmajor_upper); check_sparse_spd_solving(chol_colmajor_upper_amd);
check_sparse_spd_solving(llt_colmajor_lower); check_sparse_spd_solving(llt_colmajor_lower_amd);
check_sparse_spd_solving(llt_colmajor_upper); check_sparse_spd_solving(llt_colmajor_upper_amd);
check_sparse_spd_solving(ldlt_colmajor_lower); check_sparse_spd_solving(ldlt_colmajor_lower_amd);
check_sparse_spd_solving(ldlt_colmajor_upper); check_sparse_spd_solving(ldlt_colmajor_upper_amd);
check_sparse_spd_determinant(chol_colmajor_lower); check_sparse_spd_determinant(chol_colmajor_lower_amd);
check_sparse_spd_determinant(chol_colmajor_upper); check_sparse_spd_determinant(chol_colmajor_upper_amd);
check_sparse_spd_determinant(llt_colmajor_lower); check_sparse_spd_determinant(llt_colmajor_lower_amd);
check_sparse_spd_determinant(llt_colmajor_upper); check_sparse_spd_determinant(llt_colmajor_upper_amd);
check_sparse_spd_determinant(ldlt_colmajor_lower); check_sparse_spd_determinant(ldlt_colmajor_lower_amd);
check_sparse_spd_determinant(ldlt_colmajor_upper); check_sparse_spd_determinant(ldlt_colmajor_upper_amd);
check_sparse_spd_solving(ldlt_colmajor_lower_nat);
check_sparse_spd_solving(ldlt_colmajor_upper_nat);
} }
void test_simplicial_cholesky() void test_simplicial_cholesky()

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@ -2,24 +2,24 @@
// for linear algebra. // for linear algebra.
// //
// Copyright (C) 2012 Desire Nuentsa Wakam <desire.nuentsa_wakam@inria.fr> // Copyright (C) 2012 Desire Nuentsa Wakam <desire.nuentsa_wakam@inria.fr>
// Copyright (C) 2014 Gael Guennebaud <gael.guennebaud@inria.fr>
// //
// This Source Code Form is subject to the terms of the Mozilla // This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed // Public License v. 2.0. If a copy of the MPL was not distributed
#include "sparse.h" #include "sparse.h"
#include <Eigen/SparseQR> #include <Eigen/SparseQR>
template<typename MatrixType,typename DenseMat> template<typename MatrixType,typename DenseMat>
int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows = 300, int maxCols = 300) int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows = 300, int maxCols = 150)
{ {
eigen_assert(maxRows >= maxCols); eigen_assert(maxRows >= maxCols);
typedef typename MatrixType::Scalar Scalar; typedef typename MatrixType::Scalar Scalar;
int rows = internal::random<int>(1,maxRows); int rows = internal::random<int>(1,maxRows);
int cols = internal::random<int>(1,rows); int cols = internal::random<int>(1,maxCols);
double density = (std::max)(8./(rows*cols), 0.01); double density = (std::max)(8./(rows*cols), 0.01);
A.resize(rows,rows); A.resize(rows,cols);
dA.resize(rows,rows); dA.resize(rows,cols);
initSparse<Scalar>(density, dA, A,ForceNonZeroDiag); initSparse<Scalar>(density, dA, A,ForceNonZeroDiag);
A.makeCompressed(); A.makeCompressed();
int nop = internal::random<int>(0, internal::random<double>(0,1) > 0.5 ? cols/2 : 0); int nop = internal::random<int>(0, internal::random<double>(0,1) > 0.5 ? cols/2 : 0);
@ -31,6 +31,13 @@ int generate_sparse_rectangular_problem(MatrixType& A, DenseMat& dA, int maxRows
A.col(j0) = s * A.col(j1); A.col(j0) = s * A.col(j1);
dA.col(j0) = s * dA.col(j1); dA.col(j0) = s * dA.col(j1);
} }
// if(rows<cols) {
// A.conservativeResize(cols,cols);
// dA.conservativeResize(cols,cols);
// dA.bottomRows(cols-rows).setZero();
// }
return rows; return rows;
} }
@ -42,11 +49,10 @@ template<typename Scalar> void test_sparseqr_scalar()
MatrixType A; MatrixType A;
DenseMat dA; DenseMat dA;
DenseVector refX,x,b; DenseVector refX,x,b;
SparseQR<MatrixType, AMDOrdering<int> > solver; SparseQR<MatrixType, COLAMDOrdering<int> > solver;
generate_sparse_rectangular_problem(A,dA); generate_sparse_rectangular_problem(A,dA);
int n = A.cols(); b = dA * DenseVector::Random(A.cols());
b = DenseVector::Random(n);
solver.compute(A); solver.compute(A);
if (solver.info() != Success) if (solver.info() != Success)
{ {
@ -60,17 +66,19 @@ template<typename Scalar> void test_sparseqr_scalar()
std::cerr << "sparse QR factorization failed\n"; std::cerr << "sparse QR factorization failed\n";
exit(0); exit(0);
return; return;
} }
VERIFY_IS_APPROX(A * x, b);
//Compare with a dense QR solver //Compare with a dense QR solver
ColPivHouseholderQR<DenseMat> dqr(dA); ColPivHouseholderQR<DenseMat> dqr(dA);
refX = dqr.solve(b); refX = dqr.solve(b);
VERIFY_IS_EQUAL(dqr.rank(), solver.rank()); VERIFY_IS_EQUAL(dqr.rank(), solver.rank());
if(solver.rank()==A.cols()) // full rank
if(solver.rank()<A.cols())
VERIFY((dA * refX - b).norm() * 2 > (A * x - b).norm() );
else
VERIFY_IS_APPROX(x, refX); VERIFY_IS_APPROX(x, refX);
// else
// VERIFY((dA * refX - b).norm() * 2 > (A * x - b).norm() );
// Compute explicitly the matrix Q // Compute explicitly the matrix Q
MatrixType Q, QtQ, idM; MatrixType Q, QtQ, idM;
@ -88,3 +96,4 @@ void test_sparseqr()
CALL_SUBTEST_2(test_sparseqr_scalar<std::complex<double> >()); CALL_SUBTEST_2(test_sparseqr_scalar<std::complex<double> >());
} }
} }

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@ -2,7 +2,7 @@
// for linear algebra. // for linear algebra.
// //
// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr> // Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2012 Kolja Brix <brix@igpm.rwth-aaachen.de> // Copyright (C) 2012, 2014 Kolja Brix <brix@igpm.rwth-aaachen.de>
// //
// This Source Code Form is subject to the terms of the Mozilla // This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed // Public License v. 2.0. If a copy of the MPL was not distributed
@ -72,16 +72,20 @@ bool gmres(const MatrixType & mat, const Rhs & rhs, Dest & x, const Precondition
VectorType p0 = rhs - mat*x; VectorType p0 = rhs - mat*x;
VectorType r0 = precond.solve(p0); VectorType r0 = precond.solve(p0);
// RealScalar r0_sqnorm = r0.squaredNorm();
// is initial guess already good enough?
if(abs(r0.norm()) < tol) {
return true;
}
VectorType w = VectorType::Zero(restart + 1); VectorType w = VectorType::Zero(restart + 1);
FMatrixType H = FMatrixType::Zero(m, restart + 1); FMatrixType H = FMatrixType::Zero(m, restart + 1); // Hessenberg matrix
VectorType tau = VectorType::Zero(restart + 1); VectorType tau = VectorType::Zero(restart + 1);
std::vector < JacobiRotation < Scalar > > G(restart); std::vector < JacobiRotation < Scalar > > G(restart);
// generate first Householder vector // generate first Householder vector
VectorType e; VectorType e(m-1);
RealScalar beta; RealScalar beta;
r0.makeHouseholder(e, tau.coeffRef(0), beta); r0.makeHouseholder(e, tau.coeffRef(0), beta);
w(0)=(Scalar) beta; w(0)=(Scalar) beta;

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@ -127,46 +127,47 @@ template<typename Func> void forward_jacobian(const Func& f)
VERIFY_IS_APPROX(j, jref); VERIFY_IS_APPROX(j, jref);
} }
// TODO also check actual derivatives!
void test_autodiff_scalar() void test_autodiff_scalar()
{ {
std::cerr << foo<float>(1,2) << "\n"; Vector2f p = Vector2f::Random();
typedef AutoDiffScalar<Vector2f> AD; typedef AutoDiffScalar<Vector2f> AD;
AD ax(1,Vector2f::UnitX()); AD ax(p.x(),Vector2f::UnitX());
AD ay(2,Vector2f::UnitY()); AD ay(p.y(),Vector2f::UnitY());
AD res = foo<AD>(ax,ay); AD res = foo<AD>(ax,ay);
std::cerr << res.value() << " <> " VERIFY_IS_APPROX(res.value(), foo(p.x(),p.y()));
<< res.derivatives().transpose() << "\n\n";
} }
// TODO also check actual derivatives!
void test_autodiff_vector() void test_autodiff_vector()
{ {
std::cerr << foo<Vector2f>(Vector2f(1,2)) << "\n"; Vector2f p = Vector2f::Random();
typedef AutoDiffScalar<Vector2f> AD; typedef AutoDiffScalar<Vector2f> AD;
typedef Matrix<AD,2,1> VectorAD; typedef Matrix<AD,2,1> VectorAD;
VectorAD p(AD(1),AD(-1)); VectorAD ap = p.cast<AD>();
p.x().derivatives() = Vector2f::UnitX(); ap.x().derivatives() = Vector2f::UnitX();
p.y().derivatives() = Vector2f::UnitY(); ap.y().derivatives() = Vector2f::UnitY();
AD res = foo<VectorAD>(p); AD res = foo<VectorAD>(ap);
std::cerr << res.value() << " <> " VERIFY_IS_APPROX(res.value(), foo(p));
<< res.derivatives().transpose() << "\n\n";
} }
void test_autodiff_jacobian() void test_autodiff_jacobian()
{ {
for(int i = 0; i < g_repeat; i++) { CALL_SUBTEST(( forward_jacobian(TestFunc1<double,2,2>()) ));
CALL_SUBTEST(( forward_jacobian(TestFunc1<double,2,2>()) )); CALL_SUBTEST(( forward_jacobian(TestFunc1<double,2,3>()) ));
CALL_SUBTEST(( forward_jacobian(TestFunc1<double,2,3>()) )); CALL_SUBTEST(( forward_jacobian(TestFunc1<double,3,2>()) ));
CALL_SUBTEST(( forward_jacobian(TestFunc1<double,3,2>()) )); CALL_SUBTEST(( forward_jacobian(TestFunc1<double,3,3>()) ));
CALL_SUBTEST(( forward_jacobian(TestFunc1<double,3,3>()) )); CALL_SUBTEST(( forward_jacobian(TestFunc1<double>(3,3)) ));
CALL_SUBTEST(( forward_jacobian(TestFunc1<double>(3,3)) ));
}
} }
void test_autodiff() void test_autodiff()
{ {
test_autodiff_scalar(); for(int i = 0; i < g_repeat; i++) {
test_autodiff_vector(); CALL_SUBTEST_1( test_autodiff_scalar() );
// test_autodiff_jacobian(); CALL_SUBTEST_2( test_autodiff_vector() );
CALL_SUBTEST_3( test_autodiff_jacobian() );
}
} }

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@ -17,6 +17,10 @@
#pragma once #pragma once
#ifndef MKL_BLAS
#define MKL_BLAS MKL_DOMAIN_BLAS
#endif
#cmakedefine EIGEN_USE_MKL_ALL // This is also defined in config.h #cmakedefine EIGEN_USE_MKL_ALL // This is also defined in config.h
#include <@GTSAM_EIGEN_INCLUDE_PREFIX@Eigen/Dense> #include <@GTSAM_EIGEN_INCLUDE_PREFIX@Eigen/Dense>
#include <@GTSAM_EIGEN_INCLUDE_PREFIX@Eigen/QR> #include <@GTSAM_EIGEN_INCLUDE_PREFIX@Eigen/QR>

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@ -9,7 +9,9 @@ if ("${CMAKE_CXX_COMPILER_ID}" STREQUAL "Clang")
endif() endif()
endif() endif()
add_definitions(-Wno-unknown-pragmas) if(NOT ("${CMAKE_C_COMPILER_ID}" MATCHES "MSVC" OR "${CMAKE_CXX_COMPILER_ID}" MATCHES "MSVC"))
#add_definitions(-Wno-unknown-pragmas)
endif()
if(CMAKE_CXX_COMPILER_ID STREQUAL "GNU") if(CMAKE_CXX_COMPILER_ID STREQUAL "GNU")
if (CMAKE_CXX_COMPILER_VERSION VERSION_GREATER 4.6 OR CMAKE_CXX_COMPILER_VERSION VERSION_EQUAL 4.6) if (CMAKE_CXX_COMPILER_VERSION VERSION_GREATER 4.6 OR CMAKE_CXX_COMPILER_VERSION VERSION_EQUAL 4.6)

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@ -59,9 +59,10 @@ typedef ptrdiff_t ssize_t;
#endif #endif
#ifdef __MSC__ #ifdef __MSC__
#if(_MSC_VER < 1700)
/* MSC does not have rint() function */ /* MSC does not have rint() function */
#define rint(x) ((int)((x)+0.5)) #define rint(x) ((int)((x)+0.5))
#endif
/* MSC does not have INFINITY defined */ /* MSC does not have INFINITY defined */
#ifndef INFINITY #ifndef INFINITY
#define INFINITY FLT_MAX #define INFINITY FLT_MAX

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@ -16,8 +16,9 @@
*/ */
#pragma once #pragma once
#include <boost/make_shared.hpp>
#include <gtsam/base/Value.h> #include <gtsam/base/Value.h>
#include <boost/make_shared.hpp>
////////////////// //////////////////
// The following includes windows.h in some MSVC versions, so we undef min, max, and ERROR // The following includes windows.h in some MSVC versions, so we undef min, max, and ERROR

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@ -19,9 +19,9 @@
#include <cstdarg> #include <cstdarg>
#include <gtsam/base/DerivedValue.h>
#include <gtsam/base/Lie.h> #include <gtsam/base/Lie.h>
#include <gtsam/base/Matrix.h> #include <gtsam/base/Matrix.h>
#include <gtsam/base/DerivedValue.h>
#include <boost/serialization/nvp.hpp> #include <boost/serialization/nvp.hpp>
namespace gtsam { namespace gtsam {
@ -40,9 +40,12 @@ struct LieMatrix : public Matrix, public DerivedValue<LieMatrix> {
/** initialize from a normal matrix */ /** initialize from a normal matrix */
LieMatrix(const Matrix& v) : Matrix(v) {} LieMatrix(const Matrix& v) : Matrix(v) {}
// Currently TMP constructor causes ICE on MSVS 2013
#if (_MSC_VER < 1800)
/** initialize from a fixed size normal vector */ /** initialize from a fixed size normal vector */
template<int M, int N> template<int M, int N>
LieMatrix(const Eigen::Matrix<double, M, N>& v) : Matrix(v) {} LieMatrix(const Eigen::Matrix<double, M, N>& v) : Matrix(v) {}
#endif
/** constructor with size and initial data, row order ! */ /** constructor with size and initial data, row order ! */
LieMatrix(size_t m, size_t n, const double* const data) : LieMatrix(size_t m, size_t n, const double* const data) :
@ -82,6 +85,7 @@ struct LieMatrix : public Matrix, public DerivedValue<LieMatrix> {
inline LieMatrix retract(const Vector& v) const { inline LieMatrix retract(const Vector& v) const {
if(v.size() != this->size()) if(v.size() != this->size())
throw std::invalid_argument("LieMatrix::retract called with Vector of incorrect size"); throw std::invalid_argument("LieMatrix::retract called with Vector of incorrect size");
return LieMatrix(*this + return LieMatrix(*this +
Eigen::Map<const Eigen::Matrix<double,Eigen::Dynamic,Eigen::Dynamic,Eigen::RowMajor> >( Eigen::Map<const Eigen::Matrix<double,Eigen::Dynamic,Eigen::Dynamic,Eigen::RowMajor> >(
&v(0), this->rows(), this->cols())); &v(0), this->rows(), this->cols()));
@ -153,7 +157,7 @@ struct LieMatrix : public Matrix, public DerivedValue<LieMatrix> {
result.data(), p.rows(), p.cols()) = p; result.data(), p.rows(), p.cols()) = p;
return result; return result;
} }
/// @} /// @}
private: private:

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@ -33,10 +33,13 @@ struct LieVector : public Vector, public DerivedValue<LieVector> {
/** initialize from a normal vector */ /** initialize from a normal vector */
LieVector(const Vector& v) : Vector(v) {} LieVector(const Vector& v) : Vector(v) {}
// Currently TMP constructor causes ICE on MSVS 2013
#if (_MSC_VER < 1800)
/** initialize from a fixed size normal vector */ /** initialize from a fixed size normal vector */
template<int N> template<int N>
LieVector(const Eigen::Matrix<double, N, 1>& v) : Vector(v) {} LieVector(const Eigen::Matrix<double, N, 1>& v) : Vector(v) {}
#endif
/** wrap a double */ /** wrap a double */
LieVector(double d) : Vector((Vector(1) << d)) {} LieVector(double d) : Vector((Vector(1) << d)) {}

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@ -543,8 +543,7 @@ Matrix collect(size_t nrMatrices, ...)
void vector_scale_inplace(const Vector& v, Matrix& A, bool inf_mask) { void vector_scale_inplace(const Vector& v, Matrix& A, bool inf_mask) {
const DenseIndex m = A.rows(); const DenseIndex m = A.rows();
if (inf_mask) { if (inf_mask) {
// only scale the first v.size() rows of A to support augmented Matrix for (DenseIndex i=0; i<m; ++i) {
for (DenseIndex i=0; i<v.size(); ++i) {
const double& vi = v(i); const double& vi = v(i);
if (std::isfinite(vi)) if (std::isfinite(vi))
A.row(i) *= vi; A.row(i) *= vi;

View File

@ -398,7 +398,6 @@ GTSAM_EXPORT Matrix collect(size_t nrMatrices, ...);
* Arguments (Matrix, Vector) scales the columns, * Arguments (Matrix, Vector) scales the columns,
* (Vector, Matrix) scales the rows * (Vector, Matrix) scales the rows
* @param inf_mask when true, will not scale with a NaN or inf value. * @param inf_mask when true, will not scale with a NaN or inf value.
* The inplace version also allows v.size()<A.rows() and only scales the first v.size() rows of A.
*/ */
GTSAM_EXPORT void vector_scale_inplace(const Vector& v, Matrix& A, bool inf_mask = false); // row GTSAM_EXPORT void vector_scale_inplace(const Vector& v, Matrix& A, bool inf_mask = false); // row
GTSAM_EXPORT Matrix vector_scale(const Vector& v, const Matrix& A, bool inf_mask = false); // row GTSAM_EXPORT Matrix vector_scale(const Vector& v, const Matrix& A, bool inf_mask = false); // row
@ -467,7 +466,7 @@ GTSAM_EXPORT Matrix Cayley(const Matrix& A);
/// Implementation of Cayley transform using fixed size matrices to let /// Implementation of Cayley transform using fixed size matrices to let
/// Eigen do more optimization /// Eigen do more optimization
template<int N> template<int N>
Eigen::Matrix<double, N, N> Cayley(const Eigen::Matrix<double, N, N>& A) { Eigen::Matrix<double, N, N> CayleyFixed(const Eigen::Matrix<double, N, N>& A) {
typedef Eigen::Matrix<double, N, N> FMat; typedef Eigen::Matrix<double, N, N> FMat;
return (FMat::Identity() - A)*(FMat::Identity() + A).inverse(); return (FMat::Identity() - A)*(FMat::Identity() + A).inverse();
} }

View File

@ -36,18 +36,19 @@ namespace gtsam {
* Values can operate generically on Value objects, retracting or computing * Values can operate generically on Value objects, retracting or computing
* local coordinates for many Value objects of different types. * local coordinates for many Value objects of different types.
* *
* When you implement retract_(), localCoordinates_(), and equals_(), we * Inheriting from the DerivedValue class templated provides a generic implementation of
* suggest first implementing versions of these functions that work directly * the pure virtual functions retract_(), localCoordinates_(), and equals_(), eliminating
* with derived objects, then using the provided helper functions to * the need to implement these functions in your class. Note that you must inherit from
* implement the generic Value versions. This makes your implementation * DerivedValue templated on the class you are defining. For example you cannot define
* easier, and also improves performance in situations where the derived type * the following
* is in fact known, such as in most implementations of \c evaluateError() in * \code
* classes derived from NonlinearFactor. * class Rot3 : public DerivedValue<Point3>{ \\classdef }
* \endcode
* *
* Using the above practice, here is an example of implementing a typical * Using the above practice, here is an example of implementing a typical
* class derived from Value: * class derived from Value:
* \code * \code
class Rot3 : public Value { class GTSAM_EXPORT Rot3 : public DerivedValue<Rot3> {
public: public:
// Constructor, there is never a need to call the Value base class constructor. // Constructor, there is never a need to call the Value base class constructor.
Rot3() { ... } Rot3() { ... }
@ -74,27 +75,6 @@ namespace gtsam {
// Math to implement 3D rotation localCoordinates, e.g. logarithm map // Math to implement 3D rotation localCoordinates, e.g. logarithm map
return Vector(result); return Vector(result);
} }
// Equals implementing the generic Value interface (virtual, implements Value::equals_())
virtual bool equals_(const Value& other, double tol = 1e-9) const {
// Call our provided helper function to call your Rot3-specific
// equals with appropriate casting.
return CallDerivedEquals(this, other, tol);
}
// retract implementing the generic Value interface (virtual, implements Value::retract_())
virtual std::auto_ptr<Value> retract_(const Vector& delta) const {
// Call our provided helper function to call your Rot3-specific
// retract and do the appropriate casting and allocation.
return CallDerivedRetract(this, delta);
}
// localCoordinates implementing the generic Value interface (virtual, implements Value::localCoordinates_())
virtual Vector localCoordinates_(const Value& value) const {
// Call our provided helper function to call your Rot3-specific
// localCoordinates and do the appropriate casting.
return CallDerivedLocalCoordinates(this, value);
}
}; };
\endcode \endcode
*/ */

View File

@ -30,55 +30,11 @@
#include <gtsam/base/Vector.h> #include <gtsam/base/Vector.h>
//#ifdef WIN32
//#include <Windows.h>
//#endif
using namespace std; using namespace std;
namespace gtsam { namespace gtsam {
/* ************************************************************************* */
void odprintf_(const char *format, ostream& stream, ...) {
char buf[4096], *p = buf;
va_list args;
va_start(args, stream);
#ifdef WIN32
_vsnprintf(p, sizeof buf - 3, format, args); // buf-3 is room for CR/LF/NUL
#else
vsnprintf(p, sizeof buf - 3, format, args); // buf-3 is room for CR/LF/NUL
#endif
va_end(args);
//#ifdef WIN32
// OutputDebugString(buf);
//#else
stream << buf;
//#endif
}
/* ************************************************************************* */
void odprintf(const char *format, ...) {
char buf[4096], *p = buf;
va_list args;
va_start(args, format);
#ifdef WIN32
_vsnprintf(p, sizeof buf - 3, format, args); // buf-3 is room for CR/LF/NUL
#else
vsnprintf(p, sizeof buf - 3, format, args); // buf-3 is room for CR/LF/NUL
#endif
va_end(args);
//#ifdef WIN32
// OutputDebugString(buf);
//#else
cout << buf;
//#endif
}
/* ************************************************************************* */ /* ************************************************************************* */
bool zero(const Vector& v) { bool zero(const Vector& v) {
bool result = true; bool result = true;
@ -101,10 +57,12 @@ Vector delta(size_t n, size_t i, double value) {
/* ************************************************************************* */ /* ************************************************************************* */
void print(const Vector& v, const string& s, ostream& stream) { void print(const Vector& v, const string& s, ostream& stream) {
size_t n = v.size(); size_t n = v.size();
odprintf_("%s [", stream, s.c_str());
for(size_t i=0; i<n; i++) stream << s << "[";
odprintf_("%g%s", stream, v[i], (i<n-1 ? "; " : "")); for(size_t i=0; i<n; i++) {
odprintf_("];\n", stream); stream << setprecision(9) << v(i) << (i<n-1 ? "; " : "");
}
stream << "];" << endl;
} }
/* ************************************************************************* */ /* ************************************************************************* */

View File

@ -41,11 +41,6 @@ typedef Eigen::Matrix<double, 6, 1> Vector6;
typedef Eigen::VectorBlock<Vector> SubVector; typedef Eigen::VectorBlock<Vector> SubVector;
typedef Eigen::VectorBlock<const Vector> ConstSubVector; typedef Eigen::VectorBlock<const Vector> ConstSubVector;
/**
* An auxiliary function to printf for Win32 compatibility, added by Kai
*/
GTSAM_EXPORT void odprintf(const char *format, ...);
/** /**
* Create vector initialized to a constant value * Create vector initialized to a constant value
* @param n is the size of the vector * @param n is the size of the vector

View File

@ -1127,6 +1127,12 @@ TEST( matrix, svd2 )
svd(sampleA, U, s, V); svd(sampleA, U, s, V);
// take care of sign ambiguity
if (U(0, 1) > 0) {
U = -U;
V = -V;
}
EXPECT(assert_equal(expectedU,U)); EXPECT(assert_equal(expectedU,U));
EXPECT(assert_equal(expected_s,s,1e-9)); EXPECT(assert_equal(expected_s,s,1e-9));
EXPECT(assert_equal(expectedV,V)); EXPECT(assert_equal(expectedV,V));
@ -1143,6 +1149,13 @@ TEST( matrix, svd3 )
Matrix expectedV = (Matrix(3, 2) << 0.,1.,0.,0.,-1.,0.); Matrix expectedV = (Matrix(3, 2) << 0.,1.,0.,0.,-1.,0.);
svd(sampleAt, U, s, V); svd(sampleAt, U, s, V);
// take care of sign ambiguity
if (U(0, 0) > 0) {
U = -U;
V = -V;
}
Matrix S = diag(s); Matrix S = diag(s);
Matrix t = U * S; Matrix t = U * S;
Matrix Vt = trans(V); Matrix Vt = trans(V);
@ -1176,6 +1189,17 @@ TEST( matrix, svd4 )
0.6723, 0.7403); 0.6723, 0.7403);
svd(A, U, s, V); svd(A, U, s, V);
// take care of sign ambiguity
if (U(0, 0) < 0) {
U.col(0) = -U.col(0);
V.col(0) = -V.col(0);
}
if (U(0, 1) < 0) {
U.col(1) = -U.col(1);
V.col(1) = -V.col(1);
}
Matrix reconstructed = U * diag(s) * trans(V); Matrix reconstructed = U * diag(s) * trans(V);
EXPECT(assert_equal(A, reconstructed, 1e-4)); EXPECT(assert_equal(A, reconstructed, 1e-4));

View File

@ -299,6 +299,8 @@ namespace gtsam {
// Define some common g++ functions and macros we use that MSVC does not have // Define some common g++ functions and macros we use that MSVC does not have
#if (_MSC_VER < 1800)
#include <boost/math/special_functions/fpclassify.hpp> #include <boost/math/special_functions/fpclassify.hpp>
namespace std { namespace std {
template<typename T> inline int isfinite(T a) { template<typename T> inline int isfinite(T a) {
@ -309,6 +311,8 @@ namespace std {
return (int)boost::math::isinf(a); } return (int)boost::math::isinf(a); }
} }
#endif
#include <boost/math/constants/constants.hpp> #include <boost/math/constants/constants.hpp>
#ifndef M_PI #ifndef M_PI
#define M_PI (boost::math::constants::pi<double>()) #define M_PI (boost::math::constants::pi<double>())

View File

@ -53,6 +53,8 @@ public:
*/ */
Cal3Bundler(double f, double k1, double k2, double u0 = 0, double v0 = 0); Cal3Bundler(double f, double k1, double k2, double u0 = 0, double v0 = 0);
virtual ~Cal3Bundler() {}
/// @} /// @}
/// @name Testable /// @name Testable
/// @{ /// @{

View File

@ -23,24 +23,9 @@
namespace gtsam { namespace gtsam {
/* ************************************************************************* */
Cal3DS2::Cal3DS2(const Vector &v):
fx_(v[0]), fy_(v[1]), s_(v[2]), u0_(v[3]), v0_(v[4]), k1_(v[5]), k2_(v[6]), p1_(v[7]), p2_(v[8]){}
/* ************************************************************************* */
Matrix Cal3DS2::K() const {
return (Matrix(3, 3) << fx_, s_, u0_, 0.0, fy_, v0_, 0.0, 0.0, 1.0);
}
/* ************************************************************************* */
Vector Cal3DS2::vector() const {
return (Vector(9) << fx_, fy_, s_, u0_, v0_, k1_, k2_, p1_, p2_);
}
/* ************************************************************************* */ /* ************************************************************************* */
void Cal3DS2::print(const std::string& s_) const { void Cal3DS2::print(const std::string& s_) const {
gtsam::print(K(), s_ + ".K"); Base::print(s_);
gtsam::print(Vector(k()), s_ + ".k");
} }
/* ************************************************************************* */ /* ************************************************************************* */
@ -52,135 +37,6 @@ bool Cal3DS2::equals(const Cal3DS2& K, double tol) const {
return true; return true;
} }
/* ************************************************************************* */
static Eigen::Matrix<double, 2, 9> D2dcalibration(double x, double y, double xx,
double yy, double xy, double rr, double r4, double pnx, double pny,
const Eigen::Matrix<double, 2, 2>& DK) {
Eigen::Matrix<double, 2, 5> DR1;
DR1 << pnx, 0.0, pny, 1.0, 0.0, 0.0, pny, 0.0, 0.0, 1.0;
Eigen::Matrix<double, 2, 4> DR2;
DR2 << x * rr, x * r4, 2 * xy, rr + 2 * xx, //
y * rr, y * r4, rr + 2 * yy, 2 * xy;
Eigen::Matrix<double, 2, 9> D;
D << DR1, DK * DR2;
return D;
}
/* ************************************************************************* */
static Eigen::Matrix<double, 2, 2> D2dintrinsic(double x, double y, double rr,
double g, double k1, double k2, double p1, double p2,
const Eigen::Matrix<double, 2, 2>& DK) {
const double drdx = 2. * x;
const double drdy = 2. * y;
const double dgdx = k1 * drdx + k2 * 2. * rr * drdx;
const double dgdy = k1 * drdy + k2 * 2. * rr * drdy;
// Dx = 2*p1*xy + p2*(rr+2*xx);
// Dy = 2*p2*xy + p1*(rr+2*yy);
const double dDxdx = 2. * p1 * y + p2 * (drdx + 4. * x);
const double dDxdy = 2. * p1 * x + p2 * drdy;
const double dDydx = 2. * p2 * y + p1 * drdx;
const double dDydy = 2. * p2 * x + p1 * (drdy + 4. * y);
Eigen::Matrix<double, 2, 2> DR;
DR << g + x * dgdx + dDxdx, x * dgdy + dDxdy, //
y * dgdx + dDydx, g + y * dgdy + dDydy;
return DK * DR;
}
/* ************************************************************************* */
Point2 Cal3DS2::uncalibrate(const Point2& p, boost::optional<Matrix&> H1,
boost::optional<Matrix&> H2) const {
// rr = x^2 + y^2;
// g = (1 + k(1)*rr + k(2)*rr^2);
// dp = [2*k(3)*x*y + k(4)*(rr + 2*x^2); 2*k(4)*x*y + k(3)*(rr + 2*y^2)];
// pi(:,i) = g * pn(:,i) + dp;
const double x = p.x(), y = p.y(), xy = x * y, xx = x * x, yy = y * y;
const double rr = xx + yy;
const double r4 = rr * rr;
const double g = 1. + k1_ * rr + k2_ * r4; // scaling factor
// tangential component
const double dx = 2. * p1_ * xy + p2_ * (rr + 2. * xx);
const double dy = 2. * p2_ * xy + p1_ * (rr + 2. * yy);
// Radial and tangential distortion applied
const double pnx = g * x + dx;
const double pny = g * y + dy;
Eigen::Matrix<double, 2, 2> DK;
if (H1 || H2) DK << fx_, s_, 0.0, fy_;
// Derivative for calibration
if (H1)
*H1 = D2dcalibration(x, y, xx, yy, xy, rr, r4, pnx, pny, DK);
// Derivative for points
if (H2)
*H2 = D2dintrinsic(x, y, rr, g, k1_, k2_, p1_, p2_, DK);
// Regular uncalibrate after distortion
return Point2(fx_ * pnx + s_ * pny + u0_, fy_ * pny + v0_);
}
/* ************************************************************************* */
Point2 Cal3DS2::calibrate(const Point2& pi, const double tol) const {
// Use the following fixed point iteration to invert the radial distortion.
// pn_{t+1} = (inv(K)*pi - dp(pn_{t})) / g(pn_{t})
const Point2 invKPi ((1 / fx_) * (pi.x() - u0_ - (s_ / fy_) * (pi.y() - v0_)),
(1 / fy_) * (pi.y() - v0_));
// initialize by ignoring the distortion at all, might be problematic for pixels around boundary
Point2 pn = invKPi;
// iterate until the uncalibrate is close to the actual pixel coordinate
const int maxIterations = 10;
int iteration;
for (iteration = 0; iteration < maxIterations; ++iteration) {
if (uncalibrate(pn).distance(pi) <= tol) break;
const double x = pn.x(), y = pn.y(), xy = x * y, xx = x * x, yy = y * y;
const double rr = xx + yy;
const double g = (1 + k1_ * rr + k2_ * rr * rr);
const double dx = 2 * p1_ * xy + p2_ * (rr + 2 * xx);
const double dy = 2 * p2_ * xy + p1_ * (rr + 2 * yy);
pn = (invKPi - Point2(dx, dy)) / g;
}
if ( iteration >= maxIterations )
throw std::runtime_error("Cal3DS2::calibrate fails to converge. need a better initialization");
return pn;
}
/* ************************************************************************* */
Matrix Cal3DS2::D2d_intrinsic(const Point2& p) const {
const double x = p.x(), y = p.y(), xx = x * x, yy = y * y;
const double rr = xx + yy;
const double r4 = rr * rr;
const double g = (1 + k1_ * rr + k2_ * r4);
Eigen::Matrix<double, 2, 2> DK;
DK << fx_, s_, 0.0, fy_;
return D2dintrinsic(x, y, rr, g, k1_, k2_, p1_, p2_, DK);
}
/* ************************************************************************* */
Matrix Cal3DS2::D2d_calibration(const Point2& p) const {
const double x = p.x(), y = p.y(), xx = x * x, yy = y * y, xy = x * y;
const double rr = xx + yy;
const double r4 = rr * rr;
const double g = (1 + k1_ * rr + k2_ * r4);
const double dx = 2 * p1_ * xy + p2_ * (rr + 2 * xx);
const double dy = 2 * p2_ * xy + p1_ * (rr + 2 * yy);
const double pnx = g * x + dx;
const double pny = g * y + dy;
Eigen::Matrix<double, 2, 2> DK;
DK << fx_, s_, 0.0, fy_;
return D2dcalibration(x, y, xx, yy, xy, rr, r4, pnx, pny, DK);
}
/* ************************************************************************* */ /* ************************************************************************* */
Cal3DS2 Cal3DS2::retract(const Vector& d) const { Cal3DS2 Cal3DS2::retract(const Vector& d) const {
return Cal3DS2(vector() + d); return Cal3DS2(vector() + d);

View File

@ -11,7 +11,7 @@
/** /**
* @file Cal3DS2.h * @file Cal3DS2.h
* @brief Calibration of a camera with radial distortion * @brief Calibration of a camera with radial distortion, calculations in base class Cal3DS2_Base
* @date Feb 28, 2010 * @date Feb 28, 2010
* @author ydjian * @author ydjian
*/ */
@ -19,7 +19,7 @@
#pragma once #pragma once
#include <gtsam/base/DerivedValue.h> #include <gtsam/base/DerivedValue.h>
#include <gtsam/geometry/Point2.h> #include <gtsam/geometry/Cal3DS2_Base.h>
namespace gtsam { namespace gtsam {
@ -37,34 +37,29 @@ namespace gtsam {
* k3 (rr + 2 Pn.y^2) + 2*k4 pn.x pn.y ] * k3 (rr + 2 Pn.y^2) + 2*k4 pn.x pn.y ]
* pi = K*pn * pi = K*pn
*/ */
class GTSAM_EXPORT Cal3DS2 : public DerivedValue<Cal3DS2> { class GTSAM_EXPORT Cal3DS2 : public Cal3DS2_Base, public DerivedValue<Cal3DS2> {
protected: typedef Cal3DS2_Base Base;
double fx_, fy_, s_, u0_, v0_ ; // focal length, skew and principal point
double k1_, k2_ ; // radial 2nd-order and 4th-order
double p1_, p2_ ; // tangential distortion
public: public:
Matrix K() const ;
Eigen::Vector4d k() const { return Eigen::Vector4d(k1_, k2_, p1_, p2_); }
Vector vector() const ;
/// @name Standard Constructors /// @name Standard Constructors
/// @{ /// @{
/// Default Constructor with only unit focal length /// Default Constructor with only unit focal length
Cal3DS2() : fx_(1), fy_(1), s_(0), u0_(0), v0_(0), k1_(0), k2_(0), p1_(0), p2_(0) {} Cal3DS2() : Base() {}
Cal3DS2(double fx, double fy, double s, double u0, double v0, Cal3DS2(double fx, double fy, double s, double u0, double v0,
double k1, double k2, double p1 = 0.0, double p2 = 0.0) : double k1, double k2, double p1 = 0.0, double p2 = 0.0) :
fx_(fx), fy_(fy), s_(s), u0_(u0), v0_(v0), k1_(k1), k2_(k2), p1_(p1), p2_(p2) {} Base(fx, fy, s, u0, v0, k1, k2, p1, p2) {}
virtual ~Cal3DS2() {}
/// @} /// @}
/// @name Advanced Constructors /// @name Advanced Constructors
/// @{ /// @{
Cal3DS2(const Vector &v) ; Cal3DS2(const Vector &v) : Base(v) {}
/// @} /// @}
/// @name Testable /// @name Testable
@ -76,57 +71,6 @@ public:
/// assert equality up to a tolerance /// assert equality up to a tolerance
bool equals(const Cal3DS2& K, double tol = 10e-9) const; bool equals(const Cal3DS2& K, double tol = 10e-9) const;
/// @}
/// @name Standard Interface
/// @{
/// focal length x
inline double fx() const { return fx_;}
/// focal length x
inline double fy() const { return fy_;}
/// skew
inline double skew() const { return s_;}
/// image center in x
inline double px() const { return u0_;}
/// image center in y
inline double py() const { return v0_;}
/// First distortion coefficient
inline double k1() const { return k1_;}
/// Second distortion coefficient
inline double k2() const { return k2_;}
/// First tangential distortion coefficient
inline double p1() const { return p1_;}
/// Second tangential distortion coefficient
inline double p2() const { return p2_;}
/**
* convert intrinsic coordinates xy to (distorted) image coordinates uv
* @param p point in intrinsic coordinates
* @param Dcal optional 2*9 Jacobian wrpt Cal3DS2 parameters
* @param Dp optional 2*2 Jacobian wrpt intrinsic coordinates
* @return point in (distorted) image coordinates
*/
Point2 uncalibrate(const Point2& p,
boost::optional<Matrix&> Dcal = boost::none,
boost::optional<Matrix&> Dp = boost::none) const ;
/// Convert (distorted) image coordinates uv to intrinsic coordinates xy
Point2 calibrate(const Point2& p, const double tol=1e-5) const;
/// Derivative of uncalibrate wrpt intrinsic coordinates
Matrix D2d_intrinsic(const Point2& p) const ;
/// Derivative of uncalibrate wrpt the calibration parameters
Matrix D2d_calibration(const Point2& p) const ;
/// @} /// @}
/// @name Manifold /// @name Manifold
/// @{ /// @{
@ -156,18 +100,10 @@ private:
{ {
ar & boost::serialization::make_nvp("Cal3DS2", ar & boost::serialization::make_nvp("Cal3DS2",
boost::serialization::base_object<Value>(*this)); boost::serialization::base_object<Value>(*this));
ar & BOOST_SERIALIZATION_NVP(fx_); ar & boost::serialization::make_nvp("Cal3DS2",
ar & BOOST_SERIALIZATION_NVP(fy_); boost::serialization::base_object<Cal3DS2_Base>(*this));
ar & BOOST_SERIALIZATION_NVP(s_);
ar & BOOST_SERIALIZATION_NVP(u0_);
ar & BOOST_SERIALIZATION_NVP(v0_);
ar & BOOST_SERIALIZATION_NVP(k1_);
ar & BOOST_SERIALIZATION_NVP(k2_);
ar & BOOST_SERIALIZATION_NVP(p1_);
ar & BOOST_SERIALIZATION_NVP(p2_);
} }
/// @} /// @}
}; };

View File

@ -0,0 +1,187 @@
/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file Cal3DS2_Base.cpp
* @date Feb 28, 2010
* @author ydjian
*/
#include <gtsam/base/Vector.h>
#include <gtsam/base/Matrix.h>
#include <gtsam/geometry/Point2.h>
#include <gtsam/geometry/Point3.h>
#include <gtsam/geometry/Cal3DS2_Base.h>
namespace gtsam {
/* ************************************************************************* */
Cal3DS2_Base::Cal3DS2_Base(const Vector &v):
fx_(v[0]), fy_(v[1]), s_(v[2]), u0_(v[3]), v0_(v[4]), k1_(v[5]), k2_(v[6]), p1_(v[7]), p2_(v[8]){}
/* ************************************************************************* */
Matrix Cal3DS2_Base::K() const {
return (Matrix(3, 3) << fx_, s_, u0_, 0.0, fy_, v0_, 0.0, 0.0, 1.0);
}
/* ************************************************************************* */
Vector Cal3DS2_Base::vector() const {
return (Vector(9) << fx_, fy_, s_, u0_, v0_, k1_, k2_, p1_, p2_);
}
/* ************************************************************************* */
void Cal3DS2_Base::print(const std::string& s_) const {
gtsam::print(K(), s_ + ".K");
gtsam::print(Vector(k()), s_ + ".k");
}
/* ************************************************************************* */
bool Cal3DS2_Base::equals(const Cal3DS2_Base& K, double tol) const {
if (fabs(fx_ - K.fx_) > tol || fabs(fy_ - K.fy_) > tol || fabs(s_ - K.s_) > tol ||
fabs(u0_ - K.u0_) > tol || fabs(v0_ - K.v0_) > tol || fabs(k1_ - K.k1_) > tol ||
fabs(k2_ - K.k2_) > tol || fabs(p1_ - K.p1_) > tol || fabs(p2_ - K.p2_) > tol)
return false;
return true;
}
/* ************************************************************************* */
static Eigen::Matrix<double, 2, 9> D2dcalibration(double x, double y, double xx,
double yy, double xy, double rr, double r4, double pnx, double pny,
const Eigen::Matrix<double, 2, 2>& DK) {
Eigen::Matrix<double, 2, 5> DR1;
DR1 << pnx, 0.0, pny, 1.0, 0.0, 0.0, pny, 0.0, 0.0, 1.0;
Eigen::Matrix<double, 2, 4> DR2;
DR2 << x * rr, x * r4, 2 * xy, rr + 2 * xx, //
y * rr, y * r4, rr + 2 * yy, 2 * xy;
Eigen::Matrix<double, 2, 9> D;
D << DR1, DK * DR2;
return D;
}
/* ************************************************************************* */
static Eigen::Matrix<double, 2, 2> D2dintrinsic(double x, double y, double rr,
double g, double k1, double k2, double p1, double p2,
const Eigen::Matrix<double, 2, 2>& DK) {
const double drdx = 2. * x;
const double drdy = 2. * y;
const double dgdx = k1 * drdx + k2 * 2. * rr * drdx;
const double dgdy = k1 * drdy + k2 * 2. * rr * drdy;
// Dx = 2*p1*xy + p2*(rr+2*xx);
// Dy = 2*p2*xy + p1*(rr+2*yy);
const double dDxdx = 2. * p1 * y + p2 * (drdx + 4. * x);
const double dDxdy = 2. * p1 * x + p2 * drdy;
const double dDydx = 2. * p2 * y + p1 * drdx;
const double dDydy = 2. * p2 * x + p1 * (drdy + 4. * y);
Eigen::Matrix<double, 2, 2> DR;
DR << g + x * dgdx + dDxdx, x * dgdy + dDxdy, //
y * dgdx + dDydx, g + y * dgdy + dDydy;
return DK * DR;
}
/* ************************************************************************* */
Point2 Cal3DS2_Base::uncalibrate(const Point2& p, boost::optional<Matrix&> H1,
boost::optional<Matrix&> H2) const {
// rr = x^2 + y^2;
// g = (1 + k(1)*rr + k(2)*rr^2);
// dp = [2*k(3)*x*y + k(4)*(rr + 2*x^2); 2*k(4)*x*y + k(3)*(rr + 2*y^2)];
// pi(:,i) = g * pn(:,i) + dp;
const double x = p.x(), y = p.y(), xy = x * y, xx = x * x, yy = y * y;
const double rr = xx + yy;
const double r4 = rr * rr;
const double g = 1. + k1_ * rr + k2_ * r4; // scaling factor
// tangential component
const double dx = 2. * p1_ * xy + p2_ * (rr + 2. * xx);
const double dy = 2. * p2_ * xy + p1_ * (rr + 2. * yy);
// Radial and tangential distortion applied
const double pnx = g * x + dx;
const double pny = g * y + dy;
Eigen::Matrix<double, 2, 2> DK;
if (H1 || H2) DK << fx_, s_, 0.0, fy_;
// Derivative for calibration
if (H1)
*H1 = D2dcalibration(x, y, xx, yy, xy, rr, r4, pnx, pny, DK);
// Derivative for points
if (H2)
*H2 = D2dintrinsic(x, y, rr, g, k1_, k2_, p1_, p2_, DK);
// Regular uncalibrate after distortion
return Point2(fx_ * pnx + s_ * pny + u0_, fy_ * pny + v0_);
}
/* ************************************************************************* */
Point2 Cal3DS2_Base::calibrate(const Point2& pi, const double tol) const {
// Use the following fixed point iteration to invert the radial distortion.
// pn_{t+1} = (inv(K)*pi - dp(pn_{t})) / g(pn_{t})
const Point2 invKPi ((1 / fx_) * (pi.x() - u0_ - (s_ / fy_) * (pi.y() - v0_)),
(1 / fy_) * (pi.y() - v0_));
// initialize by ignoring the distortion at all, might be problematic for pixels around boundary
Point2 pn = invKPi;
// iterate until the uncalibrate is close to the actual pixel coordinate
const int maxIterations = 10;
int iteration;
for (iteration = 0; iteration < maxIterations; ++iteration) {
if (uncalibrate(pn).distance(pi) <= tol) break;
const double x = pn.x(), y = pn.y(), xy = x * y, xx = x * x, yy = y * y;
const double rr = xx + yy;
const double g = (1 + k1_ * rr + k2_ * rr * rr);
const double dx = 2 * p1_ * xy + p2_ * (rr + 2 * xx);
const double dy = 2 * p2_ * xy + p1_ * (rr + 2 * yy);
pn = (invKPi - Point2(dx, dy)) / g;
}
if ( iteration >= maxIterations )
throw std::runtime_error("Cal3DS2::calibrate fails to converge. need a better initialization");
return pn;
}
/* ************************************************************************* */
Matrix Cal3DS2_Base::D2d_intrinsic(const Point2& p) const {
const double x = p.x(), y = p.y(), xx = x * x, yy = y * y;
const double rr = xx + yy;
const double r4 = rr * rr;
const double g = (1 + k1_ * rr + k2_ * r4);
Eigen::Matrix<double, 2, 2> DK;
DK << fx_, s_, 0.0, fy_;
return D2dintrinsic(x, y, rr, g, k1_, k2_, p1_, p2_, DK);
}
/* ************************************************************************* */
Matrix Cal3DS2_Base::D2d_calibration(const Point2& p) const {
const double x = p.x(), y = p.y(), xx = x * x, yy = y * y, xy = x * y;
const double rr = xx + yy;
const double r4 = rr * rr;
const double g = (1 + k1_ * rr + k2_ * r4);
const double dx = 2 * p1_ * xy + p2_ * (rr + 2 * xx);
const double dy = 2 * p2_ * xy + p1_ * (rr + 2 * yy);
const double pnx = g * x + dx;
const double pny = g * y + dy;
Eigen::Matrix<double, 2, 2> DK;
DK << fx_, s_, 0.0, fy_;
return D2dcalibration(x, y, xx, yy, xy, rr, r4, pnx, pny, DK);
}
}
/* ************************************************************************* */

View File

@ -0,0 +1,158 @@
/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file Cal3DS2.h
* @brief Calibration of a camera with radial distortion
* @date Feb 28, 2010
* @author ydjian
*/
#pragma once
#include <gtsam/base/DerivedValue.h>
#include <gtsam/geometry/Point2.h>
namespace gtsam {
/**
* @brief Calibration of a camera with radial distortion
* @addtogroup geometry
* \nosubgrouping
*
* Uses same distortionmodel as OpenCV, with
* http://docs.opencv.org/modules/calib3d/doc/camera_calibration_and_3d_reconstruction.html
* but using only k1,k2,p1, and p2 coefficients.
* K = [ fx s u0 ; 0 fy v0 ; 0 0 1 ]
* rr = Pn.x^2 + Pn.y^2
* \hat{pn} = (1 + k1*rr + k2*rr^2 ) pn + [ 2*k3 pn.x pn.y + k4 (rr + 2 Pn.x^2) ;
* k3 (rr + 2 Pn.y^2) + 2*k4 pn.x pn.y ]
* pi = K*pn
*/
class GTSAM_EXPORT Cal3DS2_Base {
protected:
double fx_, fy_, s_, u0_, v0_ ; // focal length, skew and principal point
double k1_, k2_ ; // radial 2nd-order and 4th-order
double p1_, p2_ ; // tangential distortion
public:
Matrix K() const ;
Eigen::Vector4d k() const { return Eigen::Vector4d(k1_, k2_, p1_, p2_); }
Vector vector() const ;
/// @name Standard Constructors
/// @{
/// Default Constructor with only unit focal length
Cal3DS2_Base() : fx_(1), fy_(1), s_(0), u0_(0), v0_(0), k1_(0), k2_(0), p1_(0), p2_(0) {}
Cal3DS2_Base(double fx, double fy, double s, double u0, double v0,
double k1, double k2, double p1 = 0.0, double p2 = 0.0) :
fx_(fx), fy_(fy), s_(s), u0_(u0), v0_(v0), k1_(k1), k2_(k2), p1_(p1), p2_(p2) {}
/// @}
/// @name Advanced Constructors
/// @{
Cal3DS2_Base(const Vector &v) ;
/// @}
/// @name Testable
/// @{
/// print with optional string
void print(const std::string& s = "") const ;
/// assert equality up to a tolerance
bool equals(const Cal3DS2_Base& K, double tol = 10e-9) const;
/// @}
/// @name Standard Interface
/// @{
/// focal length x
inline double fx() const { return fx_;}
/// focal length x
inline double fy() const { return fy_;}
/// skew
inline double skew() const { return s_;}
/// image center in x
inline double px() const { return u0_;}
/// image center in y
inline double py() const { return v0_;}
/// First distortion coefficient
inline double k1() const { return k1_;}
/// Second distortion coefficient
inline double k2() const { return k2_;}
/// First tangential distortion coefficient
inline double p1() const { return p1_;}
/// Second tangential distortion coefficient
inline double p2() const { return p2_;}
/**
* convert intrinsic coordinates xy to (distorted) image coordinates uv
* @param p point in intrinsic coordinates
* @param Dcal optional 2*9 Jacobian wrpt Cal3DS2 parameters
* @param Dp optional 2*2 Jacobian wrpt intrinsic coordinates
* @return point in (distorted) image coordinates
*/
Point2 uncalibrate(const Point2& p,
boost::optional<Matrix&> Dcal = boost::none,
boost::optional<Matrix&> Dp = boost::none) const ;
/// Convert (distorted) image coordinates uv to intrinsic coordinates xy
Point2 calibrate(const Point2& p, const double tol=1e-5) const;
/// Derivative of uncalibrate wrpt intrinsic coordinates
Matrix D2d_intrinsic(const Point2& p) const ;
/// Derivative of uncalibrate wrpt the calibration parameters
Matrix D2d_calibration(const Point2& p) const ;
private:
/// @}
/// @name Advanced Interface
/// @{
/** Serialization function */
friend class boost::serialization::access;
template<class Archive>
void serialize(Archive & ar, const unsigned int version)
{
ar & BOOST_SERIALIZATION_NVP(fx_);
ar & BOOST_SERIALIZATION_NVP(fy_);
ar & BOOST_SERIALIZATION_NVP(s_);
ar & BOOST_SERIALIZATION_NVP(u0_);
ar & BOOST_SERIALIZATION_NVP(v0_);
ar & BOOST_SERIALIZATION_NVP(k1_);
ar & BOOST_SERIALIZATION_NVP(k2_);
ar & BOOST_SERIALIZATION_NVP(p1_);
ar & BOOST_SERIALIZATION_NVP(p2_);
}
/// @}
};
}

View File

@ -22,8 +22,8 @@
#pragma once #pragma once
#include <gtsam/geometry/Cal3DS2.h> #include <gtsam/geometry/Cal3DS2_Base.h>
#include <gtsam/geometry/Point2.h> #include <gtsam/base/DerivedValue.h>
namespace gtsam { namespace gtsam {
@ -40,10 +40,10 @@ namespace gtsam {
* k3 (rr + 2 Pn.y^2) + 2*k4 pn.x pn.y ] * k3 (rr + 2 Pn.y^2) + 2*k4 pn.x pn.y ]
* pi = K*pn * pi = K*pn
*/ */
class GTSAM_EXPORT Cal3Unified : public Cal3DS2 { class GTSAM_EXPORT Cal3Unified : public Cal3DS2_Base, public DerivedValue<Cal3Unified> {
typedef Cal3Unified This; typedef Cal3Unified This;
typedef Cal3DS2 Base; typedef Cal3DS2_Base Base;
private: private:
@ -90,7 +90,7 @@ public:
/** /**
* convert intrinsic coordinates xy to image coordinates uv * convert intrinsic coordinates xy to image coordinates uv
* @param p point in intrinsic coordinates * @param p point in intrinsic coordinates
* @param Dcal optional 2*9 Jacobian wrpt Cal3DS2 parameters * @param Dcal optional 2*10 Jacobian wrpt Cal3Unified parameters
* @param Dp optional 2*2 Jacobian wrpt intrinsic coordinates * @param Dp optional 2*2 Jacobian wrpt intrinsic coordinates
* @return point in image coordinates * @return point in image coordinates
*/ */
@ -135,7 +135,9 @@ private:
void serialize(Archive & ar, const unsigned int version) void serialize(Archive & ar, const unsigned int version)
{ {
ar & boost::serialization::make_nvp("Cal3Unified", ar & boost::serialization::make_nvp("Cal3Unified",
boost::serialization::base_object<Cal3DS2>(*this)); boost::serialization::base_object<Value>(*this));
ar & boost::serialization::make_nvp("Cal3Unified",
boost::serialization::base_object<Cal3DS2_Base>(*this));
ar & BOOST_SERIALIZATION_NVP(xi_); ar & BOOST_SERIALIZATION_NVP(xi_);
} }

View File

@ -165,6 +165,16 @@ public:
*/ */
Vector3 calibrate(const Vector3& p) const; Vector3 calibrate(const Vector3& p) const;
/// "Between", subtracts calibrations. between(p,q) == compose(inverse(p),q)
inline Cal3_S2 between(const Cal3_S2& q,
boost::optional<Matrix&> H1=boost::none,
boost::optional<Matrix&> H2=boost::none) const {
if(H1) *H1 = -eye(5);
if(H2) *H2 = eye(5);
return Cal3_S2(q.fx_-fx_, q.fy_-fy_, q.s_-s_, q.u0_-u0_, q.v0_-v0_);
}
/// @} /// @}
/// @name Manifold /// @name Manifold
/// @{ /// @{

View File

@ -240,7 +240,7 @@ Rot3 Rot3::retract(const Vector& omega, Rot3::CoordinatesMode mode) const {
return retractCayley(omega); return retractCayley(omega);
} else if(mode == Rot3::SLOW_CAYLEY) { } else if(mode == Rot3::SLOW_CAYLEY) {
Matrix Omega = skewSymmetric(omega); Matrix Omega = skewSymmetric(omega);
return (*this)*Cayley<3>(-Omega/2); return (*this)*CayleyFixed<3>(-Omega/2);
} else { } else {
assert(false); assert(false);
exit(1); exit(1);
@ -269,7 +269,7 @@ Vector3 Rot3::localCoordinates(const Rot3& T, Rot3::CoordinatesMode mode) const
// Create a fixed-size matrix // Create a fixed-size matrix
Eigen::Matrix3d A(between(T).matrix()); Eigen::Matrix3d A(between(T).matrix());
// using templated version of Cayley // using templated version of Cayley
Eigen::Matrix3d Omega = Cayley<3>(A); Eigen::Matrix3d Omega = CayleyFixed<3>(A);
return -2*Vector3(Omega(2,1),Omega(0,2),Omega(1,0)); return -2*Vector3(Omega(2,1),Omega(0,2),Omega(1,0));
} else { } else {
assert(false); assert(false);

View File

@ -21,6 +21,7 @@
#include <boost/math/constants/constants.hpp> #include <boost/math/constants/constants.hpp>
#include <gtsam/geometry/Rot3.h> #include <gtsam/geometry/Rot3.h>
#include <cmath>
using namespace std; using namespace std;
@ -120,14 +121,31 @@ namespace gtsam {
} }
/* ************************************************************************* */ /* ************************************************************************* */
// Log map at identity - return the canonical coordinates of this rotation
Vector3 Rot3::Logmap(const Rot3& R) { Vector3 Rot3::Logmap(const Rot3& R) {
Eigen::AngleAxisd angleAxis(R.quaternion_); using std::acos;
if(angleAxis.angle() > M_PI) // Important: use the smallest possible using std::sqrt;
angleAxis.angle() -= 2.0*M_PI; // angle, e.g. no more than PI, to keep static const double twoPi = 2.0 * M_PI,
if(angleAxis.angle() < -M_PI) // error continuous. // define these compile time constants to avoid std::abs:
angleAxis.angle() += 2.0*M_PI; NearlyOne = 1.0 - 1e-10, NearlyNegativeOne = -1.0 + 1e-10;
return angleAxis.axis() * angleAxis.angle();
const Quaternion& q = R.quaternion_;
const double qw = q.w();
if (qw > NearlyOne) {
// Taylor expansion of (angle / s) at 1
return (2 - 2 * (qw - 1) / 3) * q.vec();
} else if (qw < NearlyNegativeOne) {
// Angle is zero, return zero vector
return Vector3::Zero();
} else {
// Normal, away from zero case
double angle = 2 * acos(qw), s = sqrt(1 - qw * qw);
// Important: convert to [-pi,pi] to keep error continuous
if (angle > M_PI)
angle -= twoPi;
else if (angle < -M_PI)
angle += twoPi;
return (angle / s) * q.vec();
}
} }
/* ************************************************************************* */ /* ************************************************************************* */

View File

@ -21,7 +21,16 @@
#include <gtsam/geometry/Unit3.h> #include <gtsam/geometry/Unit3.h>
#include <gtsam/geometry/Point2.h> #include <gtsam/geometry/Point2.h>
#include <boost/random/mersenne_twister.hpp> #include <boost/random/mersenne_twister.hpp>
#ifdef __clang__
# pragma clang diagnostic push
# pragma clang diagnostic ignored "-Wunused-variable"
#endif
#include <boost/random/uniform_on_sphere.hpp> #include <boost/random/uniform_on_sphere.hpp>
#ifdef __clang__
# pragma clang diagnostic pop
#endif
#include <boost/random/variate_generator.hpp> #include <boost/random/variate_generator.hpp>
#include <iostream> #include <iostream>
@ -58,11 +67,11 @@ Unit3 Unit3::Random(boost::mt19937 & rng) {
} }
/* ************************************************************************* */ /* ************************************************************************* */
const Matrix& Unit3::basis() const { const Unit3::Matrix32& Unit3::basis() const {
// Return cached version if exists // Return cached version if exists
if (B_.rows() == 3) if (B_)
return B_; return *B_;
// Get the axis of rotation with the minimum projected length of the point // Get the axis of rotation with the minimum projected length of the point
Point3 axis; Point3 axis;
@ -83,9 +92,9 @@ const Matrix& Unit3::basis() const {
b2 = b2 / b2.norm(); b2 = b2 / b2.norm();
// Create the basis matrix // Create the basis matrix
B_ = Matrix(3, 2); B_.reset(Unit3::Matrix32());
B_ << b1.x(), b2.x(), b1.y(), b2.y(), b1.z(), b2.z(); (*B_) << b1.x(), b2.x(), b1.y(), b2.y(), b1.z(), b2.z();
return B_; return *B_;
} }
/* ************************************************************************* */ /* ************************************************************************* */
@ -101,6 +110,7 @@ Matrix Unit3::skew() const {
/* ************************************************************************* */ /* ************************************************************************* */
Vector Unit3::error(const Unit3& q, boost::optional<Matrix&> H) const { Vector Unit3::error(const Unit3& q, boost::optional<Matrix&> H) const {
// 2D error is equal to B'*q, as B is 3x2 matrix and q is 3x1
Matrix Bt = basis().transpose(); Matrix Bt = basis().transpose();
Vector xi = Bt * q.p_.vector(); Vector xi = Bt * q.p_.vector();
if (H) if (H)

View File

@ -23,6 +23,7 @@
#include <gtsam/geometry/Point3.h> #include <gtsam/geometry/Point3.h>
#include <gtsam/base/DerivedValue.h> #include <gtsam/base/DerivedValue.h>
#include <boost/random/mersenne_twister.hpp> #include <boost/random/mersenne_twister.hpp>
#include <boost/optional.hpp>
namespace gtsam { namespace gtsam {
@ -31,8 +32,10 @@ class GTSAM_EXPORT Unit3: public DerivedValue<Unit3> {
private: private:
typedef Eigen::Matrix<double,3,2> Matrix32;
Point3 p_; ///< The location of the point on the unit sphere Point3 p_; ///< The location of the point on the unit sphere
mutable Matrix B_; ///< Cached basis mutable boost::optional<Matrix32> B_; ///< Cached basis
public: public:
@ -84,7 +87,7 @@ public:
* It is a 3*2 matrix [b1 b2] composed of two orthogonal directions * It is a 3*2 matrix [b1 b2] composed of two orthogonal directions
* tangent to the sphere at the current direction. * tangent to the sphere at the current direction.
*/ */
const Matrix& basis() const; const Matrix32& basis() const;
/// Return skew-symmetric associated with 3D point on unit sphere /// Return skew-symmetric associated with 3D point on unit sphere
Matrix skew() const; Matrix skew() const;

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