Merge branch 'develop' into city10000

gtsam/base/SymmetricBlockMatrix.h

@@ -256,11 +256,16 @@ namespace gtsam {
       full().triangularView<Eigen::Upper>() = xpr.template triangularView<Eigen::Upper>();
     }
 
-    /// Set the entire active matrix zero.
+    /// Set the entire *active* matrix zero.
     void setZero() {
       full().triangularView<Eigen::Upper>().setZero();
     }
 
+    /// Set entire matrix zero.
+    void setAllZero() {
+      matrix_.setZero();
+    }
+
     /// Negate the entire active matrix.
     void negate();
 

gtsam/base/VerticalBlockMatrix.h

@@ -57,13 +57,46 @@ namespace gtsam {
     DenseIndex blockStart_; ///< Changes apparent matrix view, see main class comment.
 
   public:
-
     /** Construct an empty VerticalBlockMatrix */
-    VerticalBlockMatrix() :
+    VerticalBlockMatrix() : rowStart_(0), rowEnd_(0), blockStart_(0) {
-      rowStart_(0), rowEnd_(0), blockStart_(0)
-    {
       variableColOffsets_.push_back(0);
-      assertInvariants();
+    }
+
+    // Destructor
+    ~VerticalBlockMatrix() = default;
+
+    // Copy constructor (default)
+    VerticalBlockMatrix(const VerticalBlockMatrix& other) = default;
+
+    // Copy assignment operator (default)
+    VerticalBlockMatrix& operator=(const VerticalBlockMatrix& other) = default;
+
+    // Move constructor
+    VerticalBlockMatrix(VerticalBlockMatrix&& other) noexcept
+      : matrix_(std::move(other.matrix_)),
+        variableColOffsets_(std::move(other.variableColOffsets_)),
+        rowStart_(other.rowStart_),
+        rowEnd_(other.rowEnd_),
+        blockStart_(other.blockStart_) {
+      other.rowStart_ = 0;
+      other.rowEnd_ = 0;
+      other.blockStart_ = 0;
+    }
+
+    // Move assignment operator
+    VerticalBlockMatrix& operator=(VerticalBlockMatrix&& other) noexcept {
+      if (this != &other) {
+        matrix_ = std::move(other.matrix_);
+        variableColOffsets_ = std::move(other.variableColOffsets_);
+        rowStart_ = other.rowStart_;
+        rowEnd_ = other.rowEnd_;
+        blockStart_ = other.blockStart_;
+
+        other.rowStart_ = 0;
+        other.rowEnd_ = 0;
+        other.blockStart_ = 0;
+      }
+      return *this;
     }
 
     /** Construct from a container of the sizes of each vertical block. */

gtsam/discrete/DiscreteBayesNet.cpp

@@ -18,6 +18,7 @@
 
 #include <gtsam/discrete/DiscreteBayesNet.h>
 #include <gtsam/discrete/DiscreteConditional.h>
+#include <gtsam/discrete/DiscreteMarginals.h>
 #include <gtsam/inference/FactorGraph-inst.h>
 
 namespace gtsam {
@@ -68,6 +69,59 @@ DiscreteValues DiscreteBayesNet::sample(DiscreteValues result) const {
   return result;
 }
 
+/* ************************************************************************* */
+// The implementation is: build the entire joint into one factor and then prune.
+// TODO(Frank): This can be quite expensive *unless* the factors have already
+// been pruned before. Another, possibly faster approach is branch and bound
+// search to find the K-best leaves and then create a single pruned conditional.
+DiscreteBayesNet DiscreteBayesNet::prune(
+    size_t maxNrLeaves, const std::optional<double>& marginalThreshold,
+    DiscreteValues* fixedValues) const {
+  // Multiply into one big conditional. NOTE: possibly quite expensive.
+  DiscreteConditional joint;
+  for (const DiscreteConditional::shared_ptr& conditional : *this)
+    joint = joint * (*conditional);
+
+  // Prune the joint. NOTE: imperative and, again, possibly quite expensive.
+  DiscreteConditional pruned = joint;
+  pruned.prune(maxNrLeaves);
+
+  DiscreteValues deadModesValues;
+  // If we have a dead mode threshold and discrete variables left after pruning,
+  // then we run dead mode removal.
+  if (marginalThreshold.has_value() && pruned.keys().size() > 0) {
+    DiscreteMarginals marginals(DiscreteFactorGraph{pruned});
+    for (auto dkey : pruned.discreteKeys()) {
+      const Vector probabilities = marginals.marginalProbabilities(dkey);
+
+      int index = -1;
+      auto threshold = (probabilities.array() > *marginalThreshold);
+      // If atleast 1 value is non-zero, then we can find the index
+      // Else if all are zero, index would be set to 0 which is incorrect
+      if (!threshold.isZero()) {
+        threshold.maxCoeff(&index);
+      }
+
+      if (index >= 0) {
+        deadModesValues.emplace(dkey.first, index);
+      }
+    }
+
+    // Remove the modes (imperative)
+    pruned.removeDiscreteModes(deadModesValues);
+
+    // Set the fixed values if requested.
+    if (fixedValues) {
+      *fixedValues = deadModesValues;
+    }
+  }
+
+  // Return the resulting DiscreteBayesNet.
+  DiscreteBayesNet result;
+  if (pruned.keys().size() > 0) result.push_back(pruned);
+  return result;
+}
+
 /* *********************************************************************** */
 std::string DiscreteBayesNet::markdown(
     const KeyFormatter& keyFormatter,

gtsam/discrete/DiscreteBayesNet.h

@@ -124,6 +124,18 @@ class GTSAM_EXPORT DiscreteBayesNet: public BayesNet<DiscreteConditional> {
      */
     DiscreteValues sample(DiscreteValues given) const;
 
+    /**
+     * @brief Prune the Bayes net
+     *
+     * @param maxNrLeaves The maximum number of leaves to keep.
+     * @param marginalThreshold If given, threshold on marginals to prune variables.
+     * @param fixedValues If given, return the fixed values removed.
+     * @return A new DiscreteBayesNet with pruned conditionals.
+     */
+    DiscreteBayesNet prune(size_t maxNrLeaves,
+                           const std::optional<double>& marginalThreshold = {},
+                           DiscreteValues* fixedValues = nullptr) const;
+
     ///@}
     /// @name Wrapper support
     /// @{

gtsam/discrete/DiscreteValues.h

@@ -73,23 +73,77 @@ class GTSAM_EXPORT DiscreteValues : public Assignment<Key> {
   }
 
   /**
-   * Insert key-assignment pair.
+   * @brief Insert key-assignment pair.
-   * Throws an invalid_argument exception if
+   *
-   * any keys to be inserted are already used. */
+   * @param assignment The key-assignment pair to insert.
+   * @return DiscreteValues& Reference to the updated DiscreteValues object.
+   * @throws std::invalid_argument if any keys to be inserted are already used.
+   */
   DiscreteValues& insert(const std::pair<Key, size_t>& assignment);
 
-  /** Insert all values from \c values.  Throws an invalid_argument exception if
+  /**
-   * any keys to be inserted are already used. */
+   * @brief Insert all values from another DiscreteValues object.
+   *
+   * @param values The DiscreteValues object containing values to insert.
+   * @return DiscreteValues& Reference to the updated DiscreteValues object.
+   * @throws std::invalid_argument if any keys to be inserted are already used.
+   */
   DiscreteValues& insert(const DiscreteValues& values);
 
-  /** For all key/value pairs in \c values, replace values with corresponding
+  /**
-   * keys in this object with those in \c values.  Throws std::out_of_range if
+   * @brief Update values with corresponding keys from another DiscreteValues
-   * any keys in \c values are not present in this object. */
+   * object.
+   *
+   * @param values The DiscreteValues object containing values to update.
+   * @return DiscreteValues& Reference to the updated DiscreteValues object.
+   * @throws std::out_of_range if any keys in values are not present in this
+   * object.
+   */
   DiscreteValues& update(const DiscreteValues& values);
 
   /**
-   * @brief Return a vector of DiscreteValues, one for each possible
+   * @brief Check if the DiscreteValues contains the given key.
-   * combination of values.
+   *
+   * @param key The key to check for.
+   * @return True if the key is present, false otherwise.
+   */
+  bool contains(Key key) const { return this->find(key) != this->end(); }
+
+  /**
+   * @brief Filter values by keys.
+   *
+   * @param keys The keys to filter by.
+   * @return DiscreteValues The filtered DiscreteValues object.
+   */
+  DiscreteValues filter(const DiscreteKeys& keys) const {
+    DiscreteValues result;
+    for (const auto& [key, _] : keys) {
+      if (auto it = this->find(key); it != this->end())
+        result[key] = it->second;
+    }
+    return result;
+  }
+
+  /**
+   * @brief Return the keys that are not present in the DiscreteValues object.
+   *
+   * @param keys The keys to check for.
+   * @return DiscreteKeys Keys not present in the DiscreteValues object.
+   */
+  DiscreteKeys missingKeys(const DiscreteKeys& keys) const {
+    DiscreteKeys result;
+    for (const auto& [key, cardinality] : keys) {
+      if (!this->contains(key)) result.emplace_back(key, cardinality);
+    }
+    return result;
+  }
+
+  /**
+   * @brief Return a vector of DiscreteValues, one for each possible combination
+   * of values.
+   *
+   * @param keys The keys to generate the Cartesian product for.
+   * @return std::vector<DiscreteValues> The vector of DiscreteValues.
    */
   static std::vector<DiscreteValues> CartesianProduct(
       const DiscreteKeys& keys) {
@@ -135,12 +189,14 @@ inline std::vector<DiscreteValues> cartesianProduct(const DiscreteKeys& keys) {
 }
 
 /// Free version of markdown.
-std::string GTSAM_EXPORT markdown(const DiscreteValues& values,
+std::string GTSAM_EXPORT
+markdown(const DiscreteValues& values,
          const KeyFormatter& keyFormatter = DefaultKeyFormatter,
          const DiscreteValues::Names& names = {});
 
 /// Free version of html.
-std::string GTSAM_EXPORT html(const DiscreteValues& values,
+std::string GTSAM_EXPORT
+html(const DiscreteValues& values,
      const KeyFormatter& keyFormatter = DefaultKeyFormatter,
      const DiscreteValues::Names& names = {});
 

gtsam/discrete/tests/testDiscreteValues.cpp

@@ -40,6 +40,24 @@ TEST(DiscreteValues, Update) {
                       DiscreteValues(kExample).update({{12, 2}})));
 }
 
+/* ************************************************************************* */
+// Test DiscreteValues::filter
+TEST(DiscreteValues, Filter) {
+  DiscreteValues values = {{12, 1}, {5, 0}, {13, 2}};
+  DiscreteKeys keys = {{12, 0}, {13, 0}, {99, 0}}; // 99 is missing in values
+
+  EXPECT(assert_equal(DiscreteValues({{12, 1}, {13, 2}}), values.filter(keys)));
+}
+
+/* ************************************************************************* */
+// Test DiscreteValues::missingKeys
+TEST(DiscreteValues, MissingKeys) {
+  DiscreteValues values = {{12, 1}, {5, 0}};
+  DiscreteKeys keys = {{12, 0}, {5, 0}, {99, 0}, {42, 0}}; // 99 and 42 are missing
+
+  EXPECT(assert_equal(DiscreteKeys({{99, 0}, {42, 0}}), values.missingKeys(keys)));
+}
+
 /* ************************************************************************* */
 // Check markdown representation with a value formatter.
 TEST(DiscreteValues, markdownWithValueFormatter) {

gtsam/hybrid/HybridBayesNet.cpp

@@ -19,7 +19,6 @@
 #include <gtsam/discrete/DiscreteBayesNet.h>
 #include <gtsam/discrete/DiscreteConditional.h>
 #include <gtsam/discrete/DiscreteFactorGraph.h>
-#include <gtsam/discrete/DiscreteMarginals.h>
 #include <gtsam/discrete/TableDistribution.h>
 #include <gtsam/hybrid/HybridBayesNet.h>
 #include <gtsam/hybrid/HybridValues.h>
@@ -43,130 +42,64 @@ bool HybridBayesNet::equals(const This &bn, double tol) const {
 }
 
 /* ************************************************************************* */
-// The implementation is: build the entire joint into one factor and then prune.
-// TODO(Frank): This can be quite expensive *unless* the factors have already
-// been pruned before. Another, possibly faster approach is branch and bound
-// search to find the K-best leaves and then create a single pruned conditional.
 HybridBayesNet HybridBayesNet::prune(
-    size_t maxNrLeaves, const std::optional<double> &deadModeThreshold) const {
+    size_t maxNrLeaves, const std::optional<double> &marginalThreshold,
+    DiscreteValues *fixedValues) const {
 #if GTSAM_HYBRID_TIMING
   gttic_(HybridPruning);
 #endif
   // Collect all the discrete conditionals. Could be small if already pruned.
   const DiscreteBayesNet marginal = discreteMarginal();
 
+  // Prune discrete Bayes net
+  DiscreteValues fixed;
+  auto prunedBN = marginal.prune(maxNrLeaves, marginalThreshold, &fixed);
+
   // Multiply into one big conditional. NOTE: possibly quite expensive.
-  DiscreteConditional joint;
+  DiscreteConditional pruned;
-  for (auto &&conditional : marginal) {
+  for (auto &&conditional : prunedBN) pruned = pruned * (*conditional);
-    joint = joint * (*conditional);
+
+  // Set the fixed values if requested.
+  if (marginalThreshold && fixedValues) {
+    *fixedValues = fixed;
   }
 
-  // Initialize the resulting HybridBayesNet.
   HybridBayesNet result;
 
-  // Prune the joint. NOTE: imperative and, again, possibly quite expensive.
+  // Go through all the Gaussian conditionals, restrict them according to
-  DiscreteConditional pruned = joint;
+  // fixed values, and then prune further.
-  pruned.prune(maxNrLeaves);
+  for (std::shared_ptr<gtsam::HybridConditional> conditional : *this) {
+    if (conditional->isDiscrete()) continue;
 
-  DiscreteValues deadModesValues;
+    // No-op if not a HybridGaussianConditional.
-  // If we have a dead mode threshold and discrete variables left after pruning,
+    if (marginalThreshold) conditional = conditional->restrict(fixed);
-  // then we run dead mode removal.
-  if (deadModeThreshold.has_value() && pruned.keys().size() > 0) {
-#if GTSAM_HYBRID_TIMING
-    gttic_(DeadModeRemoval);
-#endif
 
-    DiscreteMarginals marginals(DiscreteFactorGraph{pruned});
+    // Now decide on type what to do:
-    for (auto dkey : pruned.discreteKeys()) {
-      Vector probabilities = marginals.marginalProbabilities(dkey);
-
-      int index = -1;
-      auto threshold = (probabilities.array() > *deadModeThreshold);
-      // If atleast 1 value is non-zero, then we can find the index
-      // Else if all are zero, index would be set to 0 which is incorrect
-      if (!threshold.isZero()) {
-        threshold.maxCoeff(&index);
-      }
-
-      if (index >= 0) {
-        deadModesValues.emplace(dkey.first, index);
-      }
-    }
-
-    // Remove the modes (imperative)
-    pruned.removeDiscreteModes(deadModesValues);
-
-    /*
-      If the pruned discrete conditional has any keys left,
-      we add it to the HybridBayesNet.
-      If not, it means it is an orphan so we don't add this pruned joint,
-      and instead add only the marginals below.
-    */
-    if (pruned.keys().size() > 0) {
-      result.emplace_shared<DiscreteConditional>(pruned);
-    }
-
-    // Add the marginals for future factors
-    for (auto &&[key, _] : deadModesValues) {
-      result.push_back(
-          std::dynamic_pointer_cast<DiscreteConditional>(marginals(key)));
-    }
-
-#if GTSAM_HYBRID_TIMING
-    gttoc_(DeadModeRemoval);
-#endif
-
-  } else {
-    result.emplace_shared<DiscreteConditional>(pruned);
-  }
-
-  /* To prune, we visitWith every leaf in the HybridGaussianConditional.
-   * For each leaf, using the assignment we can check the discrete decision tree
-   * for 0.0 probability, then just set the leaf to a nullptr.
-   *
-   * We can later check the HybridGaussianConditional for just nullptrs.
-   */
-
-  // Go through all the Gaussian conditionals in the Bayes Net and prune them as
-  // per pruned discrete joint.
-  for (auto &&conditional : *this) {
     if (auto hgc = conditional->asHybrid()) {
       // Prune the hybrid Gaussian conditional!
       auto prunedHybridGaussianConditional = hgc->prune(pruned);
-
+      if (!prunedHybridGaussianConditional) {
-      if (deadModeThreshold.has_value()) {
+        throw std::runtime_error(
-        KeyVector deadKeys, conditionalDiscreteKeys;
+            "A HybridGaussianConditional had all its conditionals pruned");
-        for (const auto &kv : deadModesValues) {
-          deadKeys.push_back(kv.first);
       }
-        for (auto dkey : prunedHybridGaussianConditional->discreteKeys()) {
-          conditionalDiscreteKeys.push_back(dkey.first);
-        }
-        // The discrete keys in the conditional are the same as the keys in the
-        // dead modes, then we just get the corresponding Gaussian conditional.
-        if (deadKeys == conditionalDiscreteKeys) {
-          result.push_back(
-              prunedHybridGaussianConditional->choose(deadModesValues));
-        } else {
-          // Add as-is
-          result.push_back(prunedHybridGaussianConditional);
-        }
-      } else {
       // Type-erase and add to the pruned Bayes Net fragment.
       result.push_back(prunedHybridGaussianConditional);
-      }
-
     } else if (auto gc = conditional->asGaussian()) {
       // Add the non-HybridGaussianConditional conditional
       result.push_back(gc);
-    }
+    } else
-    // We ignore DiscreteConditional as they are already pruned and added.
+      throw std::runtime_error(
+          "HybrdiBayesNet::prune: Unknown HybridConditional type.");
   }
 
 #if GTSAM_HYBRID_TIMING
   gttoc_(HybridPruning);
 #endif
 
+  // Add the pruned discrete conditionals to the result.
+  for (const DiscreteConditional::shared_ptr &discrete : prunedBN)
+    result.push_back(discrete);
+
   return result;
 }
 

gtsam/hybrid/HybridBayesNet.h

@@ -217,16 +217,18 @@ class GTSAM_EXPORT HybridBayesNet : public BayesNet<HybridConditional> {
    * @brief Prune the Bayes Net such that we have at most maxNrLeaves leaves.
    *
    * @param maxNrLeaves Continuous values at which to compute the error.
-   * @param deadModeThreshold The threshold to check the mode marginals against.
+   * @param marginalThreshold The threshold to check the mode marginals against.
-   * If greater than this threshold, the mode gets assigned that value and is
+   * @param fixedValues The fixed values resulting from dead mode removal.
-   * considered "dead" for hybrid elimination.
+   *
-   * The mode can then be removed since it only has a single possible
+   * @note If marginal greater than this threshold, the mode gets assigned that
-   * assignment.
+   * value and is considered "dead" for hybrid elimination. The mode can then be
+   * removed since it only has a single possible assignment.
+   
    * @return A pruned HybridBayesNet
    */
-  HybridBayesNet prune(
+  HybridBayesNet prune(size_t maxNrLeaves,
-      size_t maxNrLeaves,
+                       const std::optional<double> &marginalThreshold = {},
-      const std::optional<double> &deadModeThreshold = {}) const;
+                       DiscreteValues *fixedValues = nullptr) const;
 
   /**
    * @brief Error method using HybridValues which returns specific error for

gtsam/hybrid/HybridConditional.cpp

@@ -169,4 +169,41 @@ double HybridConditional::evaluate(const HybridValues &values) const {
   return std::exp(logProbability(values));
 }
 
+/* ************************************************************************ */
+HybridConditional::shared_ptr HybridConditional::restrict(
+    const DiscreteValues &discreteValues) const {
+  if (auto gc = asGaussian()) {
+    return std::make_shared<HybridConditional>(gc);
+  } else if (auto dc = asDiscrete()) {
+    return std::make_shared<HybridConditional>(dc);
+  };
+
+  auto hgc = asHybrid();
+  if (!hgc)
+    throw std::runtime_error(
+        "HybridConditional::restrict: conditional type not handled");
+
+  // Case 1: Fully determined, return corresponding Gaussian conditional
+  auto parentValues = discreteValues.filter(discreteKeys_);
+  if (parentValues.size() == discreteKeys_.size()) {
+    return std::make_shared<HybridConditional>(hgc->choose(parentValues));
+  }
+
+  // Case 2: Some live parents remain, build a new tree
+  auto unspecifiedParentKeys = discreteValues.missingKeys(discreteKeys_);
+  if (!unspecifiedParentKeys.empty()) {
+    auto newTree = hgc->factors();
+    for (const auto &[key, value] : parentValues) {
+      newTree = newTree.choose(key, value);
+    }
+    return std::make_shared<HybridConditional>(
+        std::make_shared<HybridGaussianConditional>(unspecifiedParentKeys,
+                                                    newTree));
+  }
+
+  // Case 3: No changes needed, return original
+  return std::make_shared<HybridConditional>(hgc);
+}
+
+/* ************************************************************************ */
 }  // namespace gtsam

gtsam/hybrid/HybridConditional.h

@@ -215,6 +215,14 @@ class GTSAM_EXPORT HybridConditional
     return true;
   }
 
+  /**
+   * Return a HybridConditional by choosing branches based on the given discrete
+   * values. If all discrete parents are specified, return a HybridConditional
+   * which is just a GaussianConditional. If this conditional is *not* a hybrid
+   * conditional, just return that.
+   */
+  shared_ptr restrict(const DiscreteValues& discreteValues) const;
+
   /// @}
 
  private:

gtsam/hybrid/HybridSmoother.cpp

@@ -90,7 +90,7 @@ void HybridSmoother::update(const HybridGaussianFactorGraph &graph,
 #endif
     // `pruneBayesNet` sets the leaves with 0 in discreteFactor to nullptr in
     // all the conditionals with the same keys in bayesNetFragment.
-    bayesNetFragment = bayesNetFragment.prune(*maxNrLeaves, deadModeThreshold_);
+    bayesNetFragment = bayesNetFragment.prune(*maxNrLeaves, marginalThreshold_);
 #if GTSAM_HYBRID_TIMING
     gttoc_(HybridSmootherPrune);
 #endif

gtsam/hybrid/HybridSmoother.h

@@ -30,18 +30,19 @@ class GTSAM_EXPORT HybridSmoother {
   HybridGaussianFactorGraph remainingFactorGraph_;
 
   /// The threshold above which we make a decision about a mode.
-  std::optional<double> deadModeThreshold_;
+  std::optional<double> marginalThreshold_;
+  DiscreteValues fixedValues_;
 
  public:
   /**
    * @brief Constructor
    *
    * @param removeDeadModes Flag indicating whether to remove dead modes.
-   * @param deadModeThreshold The threshold above which a mode gets assigned a
+   * @param marginalThreshold The threshold above which a mode gets assigned a
    * value and is considered "dead". 0.99 is a good starting value.
    */
-  HybridSmoother(const std::optional<double> deadModeThreshold = {})
+  HybridSmoother(const std::optional<double> marginalThreshold = {})
-      : deadModeThreshold_(deadModeThreshold) {}
+      : marginalThreshold_(marginalThreshold) {}
 
   /**
    * Given new factors, perform an incremental update.

gtsam/hybrid/tests/testHybridBayesNet.cpp

@@ -166,8 +166,8 @@ TEST(HybridBayesNet, Tiny) {
 
   // prune
   auto pruned = bayesNet.prune(1);
-  CHECK(pruned.at(1)->asHybrid());
+  CHECK(pruned.at(0)->asHybrid());
-  EXPECT_LONGS_EQUAL(1, pruned.at(1)->asHybrid()->nrComponents());
+  EXPECT_LONGS_EQUAL(1, pruned.at(0)->asHybrid()->nrComponents());
   EXPECT(!pruned.equals(bayesNet));
 
   // error
@@ -437,20 +437,21 @@ TEST(HybridBayesNet, RemoveDeadNodes) {
   const double pruneDeadVariables = 0.99;
   auto prunedBayesNet = posterior->prune(2, pruneDeadVariables);
 
+  // First conditional is still the same: P( x0 | x1 m0)
+  EXPECT(prunedBayesNet.at(0)->isHybrid());
+
+  // Check that hybrid conditional that only depend on M1
+  // is now Gaussian and not Hybrid
+  EXPECT(prunedBayesNet.at(1)->isContinuous());
+
+  // Third conditional is still Hybrid: P( x1 | m0 m1) -> P( x1 | m0)
+  EXPECT(prunedBayesNet.at(0)->isHybrid());
+
   // Check that discrete joint only has M0 and not (M0, M1)
   // since M0 is removed
-  KeyVector actual_keys = prunedBayesNet.at(0)->asDiscrete()->keys();
+  auto joint = prunedBayesNet.at(3)->asDiscrete();
-  EXPECT(KeyVector{M(0)} == actual_keys);
+  EXPECT(joint);
-
+  EXPECT(joint->keys() == KeyVector{M(0)});
-  // Check that hybrid conditionals that only depend on M1
-  // are now Gaussian and not Hybrid
-  EXPECT(prunedBayesNet.at(0)->isDiscrete());
-  EXPECT(prunedBayesNet.at(1)->isDiscrete());
-  EXPECT(prunedBayesNet.at(2)->isHybrid());
-  // Only P(X2 | X1, M1) depends on M1,
-  // so it gets convert to a Gaussian P(X2 | X1)
-  EXPECT(prunedBayesNet.at(3)->isContinuous());
-  EXPECT(prunedBayesNet.at(4)->isHybrid());
 }
 
 /* ****************************************************************************/
@@ -479,13 +480,13 @@ TEST(HybridBayesNet, ErrorAfterPruning) {
   const HybridValues hybridValues{delta.continuous(), discrete_values};
   double pruned_logProbability = 0;
   pruned_logProbability +=
-      prunedBayesNet.at(0)->asDiscrete()->logProbability(hybridValues);
+      prunedBayesNet.at(0)->asHybrid()->logProbability(hybridValues);
   pruned_logProbability +=
       prunedBayesNet.at(1)->asHybrid()->logProbability(hybridValues);
   pruned_logProbability +=
       prunedBayesNet.at(2)->asHybrid()->logProbability(hybridValues);
   pruned_logProbability +=
-      prunedBayesNet.at(3)->asHybrid()->logProbability(hybridValues);
+      prunedBayesNet.at(3)->asDiscrete()->logProbability(hybridValues);
 
   double pruned_negLogConstant = prunedBayesNet.negLogConstant(discrete_values);
 
@@ -548,8 +549,8 @@ TEST(HybridBayesNet, UpdateDiscreteConditionals) {
   };
 
   // Get the pruned discrete conditionals as an AlgebraicDecisionTree
-  CHECK(pruned.at(0)->asDiscrete());
+  CHECK(pruned.at(4)->asDiscrete());
-  auto pruned_discrete_conditionals = pruned.at(0)->asDiscrete();
+  auto pruned_discrete_conditionals = pruned.at(4)->asDiscrete();
   auto discrete_conditional_tree =
       std::dynamic_pointer_cast<DecisionTreeFactor::ADT>(
           pruned_discrete_conditionals);

gtsam/hybrid/tests/testHybridGaussianConditional.cpp

@@ -21,6 +21,7 @@
 #include <gtsam/discrete/DecisionTree.h>
 #include <gtsam/discrete/DiscreteKey.h>
 #include <gtsam/discrete/DiscreteValues.h>
+#include <gtsam/hybrid/HybridConditional.h>
 #include <gtsam/hybrid/HybridGaussianConditional.h>
 #include <gtsam/hybrid/HybridGaussianFactor.h>
 #include <gtsam/hybrid/HybridValues.h>
@@ -238,22 +239,27 @@ TEST(HybridGaussianConditional, Likelihood2) {
   EXPECT_DOUBLES_EQUAL(ratio[0], ratio[1], 1e-8);
 }
 
+/* ************************************************************************* */
+namespace two_mode_measurement {
+// Create a two key conditional:
+const DiscreteKeys modes{{M(1), 2}, {M(2), 2}};
+const std::vector<GaussianConditional::shared_ptr> gcs = {
+    GaussianConditional::sharedMeanAndStddev(Z(0), Vector1(1), 1),
+    GaussianConditional::sharedMeanAndStddev(Z(0), Vector1(2), 2),
+    GaussianConditional::sharedMeanAndStddev(Z(0), Vector1(3), 3),
+    GaussianConditional::sharedMeanAndStddev(Z(0), Vector1(4), 4)};
+const HybridGaussianConditional::Conditionals conditionals(modes, gcs);
+const auto hgc =
+    std::make_shared<HybridGaussianConditional>(modes, conditionals);
+}  // namespace two_mode_measurement
+
 /* ************************************************************************* */
 // Test pruning a HybridGaussianConditional with two discrete keys, based on a
 // DecisionTreeFactor with 3 keys:
 TEST(HybridGaussianConditional, Prune) {
-  // Create a two key conditional:
+  using two_mode_measurement::hgc;
-  DiscreteKeys modes{{M(1), 2}, {M(2), 2}};
-  std::vector<GaussianConditional::shared_ptr> gcs;
-  for (size_t i = 0; i < 4; i++) {
-    gcs.push_back(
-        GaussianConditional::sharedMeanAndStddev(Z(0), Vector1(i + 1), i + 1));
-  }
-  auto empty = std::make_shared<GaussianConditional>();
-  HybridGaussianConditional::Conditionals conditionals(modes, gcs);
-  HybridGaussianConditional hgc(modes, conditionals);
 
-  DiscreteKeys keys = modes;
+  DiscreteKeys keys = two_mode_measurement::modes;
   keys.push_back({M(3), 2});
   {
     for (size_t i = 0; i < 8; i++) {
@@ -262,7 +268,7 @@ TEST(HybridGaussianConditional, Prune) {
       const DecisionTreeFactor decisionTreeFactor(keys, potentials);
       // Prune the HybridGaussianConditional
       const auto pruned =
-          hgc.prune(DiscreteConditional(keys.size(), decisionTreeFactor));
+          hgc->prune(DiscreteConditional(keys.size(), decisionTreeFactor));
       // Check that the pruned HybridGaussianConditional has 1 conditional
       EXPECT_LONGS_EQUAL(1, pruned->nrComponents());
     }
@@ -273,14 +279,14 @@ TEST(HybridGaussianConditional, Prune) {
     const DecisionTreeFactor decisionTreeFactor(keys, potentials);
 
     const auto pruned =
-        hgc.prune(DiscreteConditional(keys.size(), decisionTreeFactor));
+        hgc->prune(DiscreteConditional(keys.size(), decisionTreeFactor));
 
     // Check that the pruned HybridGaussianConditional has 2 conditionals
     EXPECT_LONGS_EQUAL(2, pruned->nrComponents());
 
     // Check that the minimum negLogConstant is set correctly
     EXPECT_DOUBLES_EQUAL(
-        hgc.conditionals()({{M(1), 0}, {M(2), 1}})->negLogConstant(),
+        hgc->conditionals()({{M(1), 0}, {M(2), 1}})->negLogConstant(),
         pruned->negLogConstant(), 1e-9);
   }
   {
@@ -289,18 +295,48 @@ TEST(HybridGaussianConditional, Prune) {
     const DecisionTreeFactor decisionTreeFactor(keys, potentials);
 
     const auto pruned =
-        hgc.prune(DiscreteConditional(keys.size(), decisionTreeFactor));
+        hgc->prune(DiscreteConditional(keys.size(), decisionTreeFactor));
 
     // Check that the pruned HybridGaussianConditional has 3 conditionals
     EXPECT_LONGS_EQUAL(3, pruned->nrComponents());
 
     // Check that the minimum negLogConstant is correct
-    EXPECT_DOUBLES_EQUAL(hgc.negLogConstant(), pruned->negLogConstant(), 1e-9);
+    EXPECT_DOUBLES_EQUAL(hgc->negLogConstant(), pruned->negLogConstant(), 1e-9);
   }
 }
 
 /* *************************************************************************
+ * This test verifies the behavior of the restrict method in different
+ * scenarios:
+ * - When no restrictions are applied.
+ * - When one parent is restricted.
+ * - When two parents are restricted.
+ * - When the restriction results in a Gaussian conditional.
  */
+TEST(HybridGaussianConditional, Restrict) {
+  // Create a HybridConditional with two discrete parents P(z0|m0,m1)
+  const auto hc =
+      std::make_shared<HybridConditional>(two_mode_measurement::hgc);
+
+  const HybridConditional::shared_ptr same = hc->restrict({});
+  EXPECT(same->isHybrid());
+  EXPECT(same->asHybrid()->nrComponents() == 4);
+
+  const HybridConditional::shared_ptr oneParent = hc->restrict({{M(1), 0}});
+  EXPECT(oneParent->isHybrid());
+  EXPECT(oneParent->asHybrid()->nrComponents() == 2);
+
+  const HybridConditional::shared_ptr oneParent2 =
+      hc->restrict({{M(7), 0}, {M(1), 0}});
+  EXPECT(oneParent2->isHybrid());
+  EXPECT(oneParent2->asHybrid()->nrComponents() == 2);
+
+  const HybridConditional::shared_ptr gaussian =
+      hc->restrict({{M(1), 0}, {M(2), 1}});
+  EXPECT(gaussian->asGaussian());
+}
+
+/* ************************************************************************* */
 int main() {
   TestResult tr;
   return TestRegistry::runAllTests(tr);

gtsam/hybrid/tests/testHybridSmoother.cpp

@@ -154,7 +154,7 @@ TEST(HybridSmoother, IncrementalSmoother) {
   }
 
   EXPECT_LONGS_EQUAL(11,
-                     smoother.hybridBayesNet().at(3)->asDiscrete()->nrValues());
+                     smoother.hybridBayesNet().at(5)->asDiscrete()->nrValues());
 
   // Get the continuous delta update as well as
   // the optimal discrete assignment.
@@ -208,7 +208,7 @@ TEST(HybridSmoother, ValidPruningError) {
   }
 
   EXPECT_LONGS_EQUAL(14,
-                     smoother.hybridBayesNet().at(6)->asDiscrete()->nrValues());
+                     smoother.hybridBayesNet().at(8)->asDiscrete()->nrValues());
 
   // Get the continuous delta update as well as
   // the optimal discrete assignment.

gtsam/linear/GaussianConditional-inl.h

@@ -33,4 +33,10 @@ namespace gtsam {
     const KEYS& keys, size_t nrFrontals, const VerticalBlockMatrix& augmentedMatrix, const SharedDiagonal& sigmas) :
   BaseFactor(keys, augmentedMatrix, sigmas), BaseConditional(nrFrontals) {}
 
+  /* ************************************************************************* */
+  template<typename KEYS>
+  GaussianConditional::GaussianConditional(
+    const KEYS& keys, size_t nrFrontals, VerticalBlockMatrix&& augmentedMatrix, const SharedDiagonal& sigmas) :
+  BaseFactor(keys, std::move(augmentedMatrix), sigmas), BaseConditional(nrFrontals) {}
+
 } // gtsam

gtsam/linear/GaussianConditional.h

@@ -75,13 +75,34 @@ namespace gtsam {
       size_t nrFrontals, const Vector& d,
       const SharedDiagonal& sigmas = SharedDiagonal());
 
-    /** Constructor with arbitrary number keys, and where the augmented matrix is given all together
+    /**
-     *  instead of in block terms.  Note that only the active view of the provided augmented matrix
+     * @brief Constructor with an arbitrary number of keys, where the augmented matrix
-     *  is used, and that the matrix data is copied into a newly-allocated matrix in the constructed
+     * is given all together instead of in block terms.
-     *  factor. */
+     *
+     * @tparam KEYS Type of the keys container.
+     * @param keys Container of keys.
+     * @param nrFrontals Number of frontal variables.
+     * @param augmentedMatrix The augmented matrix containing the coefficients.
+     * @param sigmas Optional noise model (default is an empty SharedDiagonal).
+     */
     template <typename KEYS>
-    GaussianConditional(
+    GaussianConditional(const KEYS& keys, size_t nrFrontals,
-      const KEYS& keys, size_t nrFrontals, const VerticalBlockMatrix& augmentedMatrix,
+                        const VerticalBlockMatrix& augmentedMatrix,
+                        const SharedDiagonal& sigmas = SharedDiagonal());
+
+    /**
+     * @brief Constructor with an arbitrary number of keys, where the augmented matrix
+     * is given all together instead of in block terms, using move semantics for efficiency.
+     *
+     * @tparam KEYS Type of the keys container.
+     * @param keys Container of keys.
+     * @param nrFrontals Number of frontal variables.
+     * @param augmentedMatrix The augmented matrix containing the coefficients (moved).
+     * @param sigmas Optional noise model (default is an empty SharedDiagonal).
+     */
+    template <typename KEYS>
+    GaussianConditional(const KEYS& keys, size_t nrFrontals,
+                        VerticalBlockMatrix&& augmentedMatrix,
                         const SharedDiagonal& sigmas = SharedDiagonal());
 
     /// Construct from mean `mu` and standard deviation `sigma`.

gtsam/linear/HessianFactor.cpp

@@ -245,7 +245,7 @@ HessianFactor::HessianFactor(const GaussianFactorGraph& factors,
 
   // Form A' * A
   gttic(update);
-  info_.setZero();
+  info_.setAllZero();
   for(const auto& factor: factors)
     if (factor)
       factor->updateHessian(keys_, &info_);
@@ -348,31 +348,29 @@ double HessianFactor::error(const VectorValues& c) const {
 /* ************************************************************************* */
 void HessianFactor::updateHessian(const KeyVector& infoKeys,
                                   SymmetricBlockMatrix* info) const {
-  gttic(updateHessian_HessianFactor);
   assert(info);
-  // Apply updates to the upper triangle
+  gttic(updateHessian_HessianFactor);
-  DenseIndex nrVariablesInThisFactor = size(), nrBlocksInInfo = info->nBlocks() - 1;
+  const DenseIndex nrVariablesInThisFactor = size();
+
   vector<DenseIndex> slots(nrVariablesInThisFactor + 1);
+  for (DenseIndex j = 0; j < nrVariablesInThisFactor; ++j)
+    slots[j] = Slot(infoKeys, keys_[j]);
+  slots[nrVariablesInThisFactor] = info->nBlocks() - 1;
+
+  // Apply updates to the upper triangle
   // Loop over this factor's blocks with indices (i,j)
   // For every block (i,j), we determine the block (I,J) in info.
   for (DenseIndex j = 0; j <= nrVariablesInThisFactor; ++j) {
-    const bool rhs = (j == nrVariablesInThisFactor);
+    const DenseIndex J = slots[j];
-    const DenseIndex J = rhs ? nrBlocksInInfo : Slot(infoKeys, keys_[j]);
+    info->updateDiagonalBlock(J, info_.diagonalBlock(j));
-    slots[j] = J;
+    for (DenseIndex i = 0; i < j; ++i) {
-    for (DenseIndex i = 0; i <= j; ++i) {
+      const DenseIndex I = slots[i];
-      const DenseIndex I = slots[i];  // because i<=j, slots[i] is valid.
-
-      if (i == j) {
-        assert(I == J);
-        info->updateDiagonalBlock(I, info_.diagonalBlock(i));
-      } else {
       assert(i < j);
       assert(I != J);
       info->updateOffDiagonalBlock(I, J, info_.aboveDiagonalBlock(i, j));
     }
   }
 }
-}
 
 /* ************************************************************************* */
 GaussianFactor::shared_ptr HessianFactor::negate() const {
@@ -470,7 +468,7 @@ std::shared_ptr<GaussianConditional> HessianFactor::eliminateCholesky(const Orde
 
     // TODO(frank): pre-allocate GaussianConditional and write into it
     const VerticalBlockMatrix Ab = info_.split(nFrontals);
-    conditional = std::make_shared<GaussianConditional>(keys_, nFrontals, Ab);
+    conditional = std::make_shared<GaussianConditional>(keys_, nFrontals, std::move(Ab));
 
     // Erase the eliminated keys in this factor
     keys_.erase(begin(), begin() + nFrontals);

gtsam/linear/JacobianFactor-inl.h

@@ -24,35 +24,27 @@ namespace gtsam {
 
   /* ************************************************************************* */
   template <typename TERMS>
-  JacobianFactor::JacobianFactor(const TERMS&terms, const Vector &b, const SharedDiagonal& model)
+  JacobianFactor::JacobianFactor(const TERMS& terms, const Vector& b,
-  {
+                                const SharedDiagonal& model) {
     fillTerms(terms, b, model);
   }
 
   /* ************************************************************************* */
   template <typename KEYS>
-  JacobianFactor::JacobianFactor(
+  JacobianFactor::JacobianFactor(const KEYS& keys,
-    const KEYS& keys, const VerticalBlockMatrix& augmentedMatrix, const SharedDiagonal& model) :
+                                 const VerticalBlockMatrix& augmentedMatrix,
-  Base(keys), Ab_(augmentedMatrix)
+                                 const SharedDiagonal& model)
-  {
+      : Base(keys), Ab_(augmentedMatrix), model_(model) {
-    // Check noise model dimension
+    checkAb(model, augmentedMatrix);
-    if(model && (DenseIndex)model->dim() != augmentedMatrix.rows())
+  }
-      throw InvalidNoiseModel(augmentedMatrix.rows(), model->dim());
 
-    // Check number of variables
+  /* ************************************************************************* */
-    if((DenseIndex)Base::keys_.size() != augmentedMatrix.nBlocks() - 1)
+  template <typename KEYS>
-      throw std::invalid_argument(
+  JacobianFactor::JacobianFactor(const KEYS& keys,
-      "Error in JacobianFactor constructor input.  Number of provided keys plus\n"
+                                 VerticalBlockMatrix&& augmentedMatrix,
-      "one for the RHS vector must equal the number of provided matrix blocks.");
+                                 const SharedDiagonal& model)
-
+      : Base(keys), Ab_(std::move(augmentedMatrix)), model_(model) {
-    // Check RHS dimension
+    checkAb(model, Ab_);
-    if(augmentedMatrix(augmentedMatrix.nBlocks() - 1).cols() != 1)
-      throw std::invalid_argument(
-      "Error in JacobianFactor constructor input.  The last provided matrix block\n"
-      "must be the RHS vector, but the last provided block had more than one column.");
-
-    // Take noise model
-    model_ = model;
   }
 
   /* ************************************************************************* */

gtsam/linear/JacobianFactor.cpp

@@ -112,6 +112,28 @@ JacobianFactor::JacobianFactor(const HessianFactor& factor)
   }
 }
 
+  /* ************************************************************************* */
+void JacobianFactor::checkAb(const SharedDiagonal& model,
+                             const VerticalBlockMatrix& augmentedMatrix) const {
+  // Check noise model dimension
+  if (model && (DenseIndex)model->dim() != augmentedMatrix.rows())
+    throw InvalidNoiseModel(augmentedMatrix.rows(), model->dim());
+
+  // Check number of variables
+  if ((DenseIndex)Base::keys_.size() != augmentedMatrix.nBlocks() - 1)
+    throw std::invalid_argument(
+        "Error in JacobianFactor constructor input. Number of provided keys "
+        "plus one for the RHS vector must equal the number of provided "
+        "matrix blocks.");
+
+  // Check RHS dimension
+  if (augmentedMatrix(augmentedMatrix.nBlocks() - 1).cols() != 1)
+    throw std::invalid_argument(
+        "Error in JacobianFactor constructor input. The last provided "
+        "matrix block must be the RHS vector, but the last provided block "
+        "had more than one column.");
+}
+
 /* ************************************************************************* */
 // Helper functions for combine constructor
 namespace {
@@ -580,16 +602,19 @@ void JacobianFactor::updateHessian(const KeyVector& infoKeys,
     // Ab_ is the augmented Jacobian matrix A, and we perform I += A'*A below
     DenseIndex n = Ab_.nBlocks() - 1, N = info->nBlocks() - 1;
 
+    // Pre-calculate slots
+    vector<DenseIndex> slots(n + 1);
+    for (DenseIndex j = 0; j < n; ++j) slots[j] = Slot(infoKeys, keys_[j]);
+    slots[n] = N;
+
     // Apply updates to the upper triangle
     // Loop over blocks of A, including RHS with j==n
-    vector<DenseIndex> slots(n+1);
     for (DenseIndex j = 0; j <= n; ++j) {
       Eigen::Block<const Matrix> Ab_j = Ab_(j);
-      const DenseIndex J = (j == n) ? N : Slot(infoKeys, keys_[j]);
+      const DenseIndex J = slots[j];
-      slots[j] = J;
       // Fill off-diagonal blocks with Ai'*Aj
       for (DenseIndex i = 0; i < j; ++i) {
-        const DenseIndex I = slots[i];  // because i<j, slots[i] is valid.
+        const DenseIndex I = slots[i];
         info->updateOffDiagonalBlock(I, J, Ab_(i).transpose() * Ab_j);
       }
       // Fill diagonal block with Aj'*Aj

gtsam/linear/JacobianFactor.h

@@ -145,13 +145,17 @@ namespace gtsam {
     template<typename TERMS>
     JacobianFactor(const TERMS& terms, const Vector& b, const SharedDiagonal& model = SharedDiagonal());
 
-    /** Constructor with arbitrary number keys, and where the augmented matrix is given all together
+    /** Constructor with arbitrary number keys, and where the augmented matrix
-     *  instead of in block terms.  Note that only the active view of the provided augmented matrix
+     * is given all together instead of in block terms.
-     *  is used, and that the matrix data is copied into a newly-allocated matrix in the constructed
+     */
-     *  factor. */
     template <typename KEYS>
-    JacobianFactor(
+    JacobianFactor(const KEYS& keys, const VerticalBlockMatrix& augmentedMatrix,
-      const KEYS& keys, const VerticalBlockMatrix& augmentedMatrix, const SharedDiagonal& sigmas = SharedDiagonal());
+                   const SharedDiagonal& sigmas = SharedDiagonal());
+
+    /** Construct with an rvalue VerticalBlockMatrix, to allow std::move. */
+    template <typename KEYS>
+    JacobianFactor(const KEYS& keys, VerticalBlockMatrix&& augmentedMatrix,
+                   const SharedDiagonal& model);
 
     /**
      * Build a dense joint factor from all the factors in a factor graph.  If a VariableSlots
@@ -398,6 +402,10 @@ namespace gtsam {
     template<typename TERMS>
     void fillTerms(const TERMS& terms, const Vector& b, const SharedDiagonal& noiseModel);
 
+    /// Common code between VerticalBlockMatrix constructors
+    void checkAb(const SharedDiagonal& model,
+                 const VerticalBlockMatrix& augmentedMatrix) const;
+
    private:
 
     /**

timing/timeBatch.cpp

@@ -29,18 +29,16 @@ int main(int argc, char *argv[]) {
     cout << "Loading data..." << endl;
 
     string datasetFile = findExampleDataFile("w10000");
-    std::pair<NonlinearFactorGraph::shared_ptr, Values::shared_ptr> data =
+    auto [graph, initial] = load2D(datasetFile);
-      load2D(datasetFile);
+    graph->addPrior(0, initial->at<Pose2>(0), noiseModel::Unit::Create(3));
-
-    NonlinearFactorGraph graph = *data.first;
-    Values initial = *data.second;
 
     cout << "Optimizing..." << endl;
 
     gttic_(Create_optimizer);
-    LevenbergMarquardtOptimizer optimizer(graph, initial);
+    LevenbergMarquardtOptimizer optimizer(*graph, *initial);
     gttoc_(Create_optimizer);
     tictoc_print_();
+    tictoc_reset_();
     double lastError = optimizer.error();
     do {
       gttic_(Iterate_optimizer);
@@ -53,19 +51,19 @@ int main(int argc, char *argv[]) {
     } while(!checkConvergence(optimizer.params().relativeErrorTol,
       optimizer.params().absoluteErrorTol, optimizer.params().errorTol,
       lastError, optimizer.error(), optimizer.params().verbosity));
+    tictoc_reset_();
 
     // Compute marginals
-    Marginals marginals(graph, optimizer.values());
+    gttic_(ConstructMarginals);
-    int i=0;
+    Marginals marginals(*graph, optimizer.values());
-    for(Key key: initial.keys()) {
+    gttoc_(ConstructMarginals);
+    for(Key key: initial->keys()) {
       gttic_(marginalInformation);
       Matrix info = marginals.marginalInformation(key);
       gttoc_(marginalInformation);
       tictoc_finishedIteration_();
-      if(i % 1000 == 0)
-        tictoc_print_();
-      ++i;
     }
+    tictoc_print_();
 
   } catch(std::exception& e) {
     cout << e.what() << endl;