resurrect deleted spcg files

release/4.3a0
Yong-Dian Jian 2012-06-08 03:02:04 +00:00
parent 6fe2b77a25
commit be0346ab87
5 changed files with 498 additions and 0 deletions

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///* ----------------------------------------------------------------------------
//
// * 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 SubgraphPreconditioner.cpp
// * @date Dec 31, 2009
// * @author: Frank Dellaert
// */
//
//#include <boost/foreach.hpp>
//#include <gtsam/linear/SubgraphPreconditioner.h>
//#include <gtsam/linear/JacobianFactor.h>
//#include <gtsam/linear/GaussianFactorGraph.h>
//
//using namespace std;
//
//namespace gtsam {
//
// /* ************************************************************************* */
// SubgraphPreconditioner::SubgraphPreconditioner(const sharedFG& Ab1, const sharedFG& Ab2,
// const sharedBayesNet& Rc1, const sharedValues& xbar) :
// Ab1_(Ab1), Ab2_(Ab2), Rc1_(Rc1), xbar_(xbar), b2bar_(gaussianErrors_(*Ab2_,*xbar)) {
// }
//
// /* ************************************************************************* */
// // x = xbar + inv(R1)*y
// VectorValues SubgraphPreconditioner::x(const VectorValues& y) const {
//#ifdef VECTORBTREE
// if (!y.cloned(*xbar_)) throw
// invalid_argument("SubgraphPreconditioner::x: y needs to be cloned from xbar");
//#endif
// VectorValues x = y;
// backSubstituteInPlace(*Rc1_,x);
// x += *xbar_;
// return x;
// }
//
//// SubgraphPreconditioner SubgraphPreconditioner::add_priors(double sigma) const {
//// SubgraphPreconditioner result = *this ;
//// result.Ab2_ = sharedFG(new GaussianFactorGraph(Ab2_->add_priors(sigma))) ;
//// return result ;
//// }
//
// /* ************************************************************************* */
// double error(const SubgraphPreconditioner& sp, const VectorValues& y) {
//
// Errors e(y);
// VectorValues x = sp.x(y);
// Errors e2 = gaussianErrors(*sp.Ab2(),x);
// return 0.5 * (dot(e, e) + dot(e2,e2));
// }
//
// /* ************************************************************************* */
// // gradient is y + inv(R1')*A2'*(A2*inv(R1)*y-b2bar),
// VectorValues gradient(const SubgraphPreconditioner& sp, const VectorValues& y) {
// VectorValues x = sp.x(y); // x = inv(R1)*y
// Errors e2 = gaussianErrors(*sp.Ab2(),x);
// VectorValues gx2 = VectorValues::Zero(y);
// gtsam::transposeMultiplyAdd(*sp.Ab2(),1.0,e2,gx2); // A2'*e2;
// VectorValues gy2 = gtsam::backSubstituteTranspose(*sp.Rc1(), gx2); // inv(R1')*gx2
// return y + gy2;
// }
//
// /* ************************************************************************* */
// // Apply operator A, A*y = [I;A2*inv(R1)]*y = [y; A2*inv(R1)*y]
// Errors operator*(const SubgraphPreconditioner& sp, const VectorValues& y) {
//
// Errors e(y);
//
// // Add A2 contribution
// VectorValues x = y; // TODO avoid ?
// gtsam::backSubstituteInPlace(*sp.Rc1(), x); // x=inv(R1)*y
// Errors e2 = *sp.Ab2() * x; // A2*x
// e.splice(e.end(), e2);
//
// return e;
// }
//
// /* ************************************************************************* */
// // In-place version that overwrites e
// void multiplyInPlace(const SubgraphPreconditioner& sp, const VectorValues& y, Errors& e) {
//
//
// Errors::iterator ei = e.begin();
// for ( Index i = 0 ; i < y.size() ; ++i, ++ei ) {
// *ei = y[i];
// }
//
// // Add A2 contribution
// VectorValues x = y; // TODO avoid ?
// gtsam::backSubstituteInPlace(*sp.Rc1(), x); // x=inv(R1)*y
// gtsam::multiplyInPlace(*sp.Ab2(),x,ei); // use iterator version
// }
//
// /* ************************************************************************* */
// // Apply operator A', A'*e = [I inv(R1')*A2']*e = e1 + inv(R1')*A2'*e2
// VectorValues operator^(const SubgraphPreconditioner& sp, const Errors& e) {
//
// Errors::const_iterator it = e.begin();
// VectorValues y = sp.zero();
// for ( Index i = 0 ; i < y.size() ; ++i, ++it )
// y[i] = *it ;
// sp.transposeMultiplyAdd2(1.0,it,e.end(),y);
// return y;
// }
//
// /* ************************************************************************* */
// // y += alpha*A'*e
// void transposeMultiplyAdd
// (const SubgraphPreconditioner& sp, double alpha, const Errors& e, VectorValues& y) {
//
//
// Errors::const_iterator it = e.begin();
// for ( Index i = 0 ; i < y.size() ; ++i, ++it ) {
// const Vector& ei = *it;
// axpy(alpha,ei,y[i]);
// }
// sp.transposeMultiplyAdd2(alpha,it,e.end(),y);
// }
//
// /* ************************************************************************* */
// // y += alpha*inv(R1')*A2'*e2
// void SubgraphPreconditioner::transposeMultiplyAdd2 (double alpha,
// Errors::const_iterator it, Errors::const_iterator end, VectorValues& y) const {
//
// // create e2 with what's left of e
// // TODO can we avoid creating e2 by passing iterator to transposeMultiplyAdd ?
// Errors e2;
// while (it != end)
// e2.push_back(*(it++));
//
// VectorValues x = VectorValues::Zero(y); // x = 0
// gtsam::transposeMultiplyAdd(*Ab2_,1.0,e2,x); // x += A2'*e2
// axpy(alpha, gtsam::backSubstituteTranspose(*Rc1_, x), y); // y += alpha*inv(R1')*x
// }
//
// /* ************************************************************************* */
// void SubgraphPreconditioner::print(const std::string& s) const {
// cout << s << endl;
// Ab2_->print();
// }
//} // nsamespace gtsam

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///* ----------------------------------------------------------------------------
//
// * 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 SubgraphPreconditioner.h
// * @date Dec 31, 2009
// * @author Frank Dellaert
// */
//
//#pragma once
//
//#include <gtsam/linear/JacobianFactor.h>
//#include <gtsam/linear/GaussianBayesNet.h>
//#include <gtsam/nonlinear/Ordering.h> // FIXME shouldn't have nonlinear things in linear
//
//namespace gtsam {
//
// /**
// * Subgraph conditioner class, as explained in the RSS 2010 submission.
// * Starting with a graph A*x=b, we split it in two systems A1*x=b1 and A2*x=b2
// * We solve R1*x=c1, and make the substitution y=R1*x-c1.
// * To use the class, give the Bayes Net R1*x=c1 and Graph A2*x=b2.
// * Then solve for yhat using CG, and solve for xhat = system.x(yhat).
// */
// class SubgraphPreconditioner {
//
// public:
// typedef boost::shared_ptr<const GaussianBayesNet> sharedBayesNet;
// typedef boost::shared_ptr<const FactorGraph<JacobianFactor> > sharedFG;
// typedef boost::shared_ptr<const VectorValues> sharedValues;
// typedef boost::shared_ptr<const Errors> sharedErrors;
//
// private:
// sharedFG Ab1_, Ab2_;
// sharedBayesNet Rc1_;
// sharedValues xbar_;
// sharedErrors b2bar_; /** b2 - A2*xbar */
//
// public:
//
// SubgraphPreconditioner();
// /**
// * Constructor
// * @param Ab1: the Graph A1*x=b1
// * @param Ab2: the Graph A2*x=b2
// * @param Rc1: the Bayes Net R1*x=c1
// * @param xbar: the solution to R1*x=c1
// */
// SubgraphPreconditioner(const sharedFG& Ab1, const sharedFG& Ab2, const sharedBayesNet& Rc1, const sharedValues& xbar);
//
// /** Access Ab1 */
// const sharedFG& Ab1() const { return Ab1_; }
//
// /** Access Ab2 */
// const sharedFG& Ab2() const { return Ab2_; }
//
// /** Access Rc1 */
// const sharedBayesNet& Rc1() const { return Rc1_; }
//
// /**
// * Add zero-mean i.i.d. Gaussian prior terms to each variable
// * @param sigma Standard deviation of Gaussian
// */
//// SubgraphPreconditioner add_priors(double sigma) const;
//
// /* x = xbar + inv(R1)*y */
// VectorValues x(const VectorValues& y) const;
//
// /* A zero VectorValues with the structure of xbar */
// VectorValues zero() const {
// VectorValues V(VectorValues::Zero(*xbar_)) ;
// return V ;
// }
//
// /**
// * Add constraint part of the error only, used in both calls above
// * y += alpha*inv(R1')*A2'*e2
// * Takes a range indicating e2 !!!!
// */
// void transposeMultiplyAdd2(double alpha, Errors::const_iterator begin,
// Errors::const_iterator end, VectorValues& y) const;
//
// /** print the object */
// void print(const std::string& s = "SubgraphPreconditioner") const;
// };
//
// /* error, given y */
// double error(const SubgraphPreconditioner& sp, const VectorValues& y);
//
// /** gradient = y + inv(R1')*A2'*(A2*inv(R1)*y-b2bar) */
// VectorValues gradient(const SubgraphPreconditioner& sp, const VectorValues& y);
//
// /** Apply operator A */
// Errors operator*(const SubgraphPreconditioner& sp, const VectorValues& y);
//
// /** Apply operator A in place: needs e allocated already */
// void multiplyInPlace(const SubgraphPreconditioner& sp, const VectorValues& y, Errors& e);
//
// /** Apply operator A' */
// VectorValues operator^(const SubgraphPreconditioner& sp, const Errors& e);
//
// /**
// * Add A'*e to y
// * y += alpha*A'*[e1;e2] = [alpha*e1; alpha*inv(R1')*A2'*e2]
// */
// void transposeMultiplyAdd(const SubgraphPreconditioner& sp, double alpha, const Errors& e, VectorValues& y);
//
//} // namespace gtsam

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/* ----------------------------------------------------------------------------
* 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
* -------------------------------------------------------------------------- */
#pragma once
#include <boost/foreach.hpp>
#include <gtsam/linear/iterative-inl.h>
#include <gtsam/inference/graph-inl.h>
#include <gtsam/inference/EliminationTree.h>
using namespace std;
namespace gtsam {
template<class GRAPH, class LINEAR, class KEY>
void SubgraphSolver<GRAPH,LINEAR,KEY>::replaceFactors(const typename LINEAR::shared_ptr &graph) {
GaussianFactorGraph::shared_ptr Ab1 = boost::make_shared<GaussianFactorGraph>();
GaussianFactorGraph::shared_ptr Ab2 = boost::make_shared<GaussianFactorGraph>();
if (parameters_->verbosity()) cout << "split the graph ...";
split(pairs_, *graph, *Ab1, *Ab2) ;
if (parameters_->verbosity()) cout << ",with " << Ab1->size() << " and " << Ab2->size() << " factors" << endl;
// // Add a HardConstraint to the root, otherwise the root will be singular
// Key root = keys.back();
// T_.addHardConstraint(root, theta0[root]);
//
// // compose the approximate solution
// theta_bar_ = composePoses<GRAPH, Constraint, Pose, Values> (T_, tree, theta0[root]);
LINEAR sacrificialAb1 = *Ab1; // duplicate !!!!!
SubgraphPreconditioner::sharedBayesNet Rc1 =
EliminationTree<GaussianFactor>::Create(sacrificialAb1)->eliminate(&EliminateQR);
SubgraphPreconditioner::sharedValues xbar = gtsam::optimize_(*Rc1);
pc_ = boost::make_shared<SubgraphPreconditioner>(
Ab1->dynamicCastFactors<FactorGraph<JacobianFactor> >(), Ab2->dynamicCastFactors<FactorGraph<JacobianFactor> >(),Rc1,xbar);
}
template<class GRAPH, class LINEAR, class KEY>
VectorValues::shared_ptr SubgraphSolver<GRAPH,LINEAR,KEY>::optimize() const {
// preconditioned conjugate gradient
VectorValues zeros = pc_->zero();
VectorValues ybar = conjugateGradients<SubgraphPreconditioner, VectorValues, Errors>
(*pc_, zeros, *parameters_);
boost::shared_ptr<VectorValues> xbar = boost::make_shared<VectorValues>() ;
*xbar = pc_->x(ybar);
return xbar;
}
template<class GRAPH, class LINEAR, class KEY>
void SubgraphSolver<GRAPH,LINEAR,KEY>::initialize(const GRAPH& G, const Values& theta0) {
// generate spanning tree
PredecessorMap<KEY> tree_ = gtsam::findMinimumSpanningTree<GRAPH, KEY, Constraint>(G);
// make the ordering
list<KEY> keys = predecessorMap2Keys(tree_);
ordering_ = boost::make_shared<Ordering>(list<Key>(keys.begin(), keys.end()));
// build factor pairs
pairs_.clear();
typedef pair<KEY,KEY> EG ;
BOOST_FOREACH( const EG &eg, tree_ ) {
Key key1 = Key(eg.first),
key2 = Key(eg.second) ;
pairs_.insert(pair<Index, Index>((*ordering_)[key1], (*ordering_)[key2])) ;
}
}
} // \namespace gtsam

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///* ----------------------------------------------------------------------------
//
// * 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
//
// * -------------------------------------------------------------------------- */
//
//#include <gtsam/linear/SubgraphSolver.h>
//
//using namespace std;
//
//namespace gtsam {
//
///* split the gaussian factor graph Ab into Ab1 and Ab2 according to the map */
//bool split(const std::map<Index, Index> &M,
// const GaussianFactorGraph &Ab,
// GaussianFactorGraph &Ab1,
// GaussianFactorGraph &Ab2) {
//
// Ab1 = GaussianFactorGraph();
// Ab2 = GaussianFactorGraph();
//
// for ( size_t i = 0 ; i < Ab.size() ; ++i ) {
//
// boost::shared_ptr<GaussianFactor> factor = Ab[i] ;
//
// if (factor->keys().size() > 2)
// throw(invalid_argument("split: only support factors with at most two keys"));
// if (factor->keys().size() == 1) {
// Ab1.push_back(factor);
// Ab2.push_back(factor);
// continue;
// }
// Index key1 = factor->keys()[0];
// Index key2 = factor->keys()[1];
//
// if ((M.find(key1) != M.end() && M.find(key1)->second == key2) ||
// (M.find(key2) != M.end() && M.find(key2)->second == key1))
// Ab1.push_back(factor);
// else
// Ab2.push_back(factor);
// }
// return true ;
//}
//
//} // \namespace gtsam

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///* ----------------------------------------------------------------------------
//
// * 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
//
// * -------------------------------------------------------------------------- */
//
//#pragma once
//
//#include <boost/make_shared.hpp>
//
//#include <gtsam/linear/GaussianFactorGraph.h>
//#include <gtsam/linear/IterativeSolver.h>
//#include <gtsam/linear/SubgraphPreconditioner.h>
//
//namespace gtsam {
//
///* split the gaussian factor graph Ab into Ab1 and Ab2 according to the map */
//bool split(const std::map<Index, Index> &M,
// const GaussianFactorGraph &Ab,
// GaussianFactorGraph &Ab1,
// GaussianFactorGraph &Ab2);
//
///**
// * A nonlinear system solver using subgraph preconditioning conjugate gradient
// * Concept NonLinearSolver<G,T,L> implements
// * linearize: G * T -> L
// * solve : L -> VectorValues
// */
//template<class GRAPH, class LINEAR, class VALUES>
//class SubgraphSolver : public IterativeSolver {
//
//private:
// typedef typename VALUES::Key Key;
// typedef typename GRAPH::Pose Pose;
// typedef typename GRAPH::Constraint Constraint;
//
// typedef boost::shared_ptr<const SubgraphSolver> shared_ptr ;
// typedef boost::shared_ptr<Ordering> shared_ordering ;
// typedef boost::shared_ptr<GRAPH> shared_graph ;
// typedef boost::shared_ptr<LINEAR> shared_linear ;
// typedef boost::shared_ptr<VALUES> shared_values ;
// typedef boost::shared_ptr<SubgraphPreconditioner> shared_preconditioner ;
// typedef std::map<Index,Index> mapPairIndex ;
//
// /* the ordering derived from the spanning tree */
// shared_ordering ordering_;
//
// /* the indice of two vertices in the gaussian factor graph */
// mapPairIndex pairs_;
//
// /* preconditioner */
// shared_preconditioner pc_;
//
// /* flag for direct solver - either QR or LDL */
// bool useQR_;
//
//public:
//
// SubgraphSolver(const GRAPH& G, const VALUES& theta0, const Parameters &parameters = Parameters(), bool useQR = false):
// IterativeSolver(parameters), useQR_(useQR) { initialize(G,theta0); }
//
// SubgraphSolver(const LINEAR& GFG) {
// std::cout << "[SubgraphSolver] Unexpected usage.." << std::endl;
// throw std::runtime_error("SubgraphSolver: gaussian factor graph initialization not supported");
// }
//
// SubgraphSolver(const shared_linear& GFG, const boost::shared_ptr<VariableIndex>& structure, bool useQR = false) {
// std::cout << "[SubgraphSolver] Unexpected usage.." << std::endl;
// throw std::runtime_error("SubgraphSolver: gaussian factor graph and variable index initialization not supported");
// }
//
// SubgraphSolver(const SubgraphSolver& solver) :
// IterativeSolver(solver), ordering_(solver.ordering_), pairs_(solver.pairs_), pc_(solver.pc_), useQR_(solver.useQR_) {}
//
// SubgraphSolver(shared_ordering ordering,
// mapPairIndex pairs,
// shared_preconditioner pc,
// sharedParameters parameters = boost::make_shared<Parameters>(),
// bool useQR = true) :
// IterativeSolver(parameters), ordering_(ordering), pairs_(pairs), pc_(pc), useQR_(useQR) {}
//
// void replaceFactors(const typename LINEAR::shared_ptr &graph);
// VectorValues::shared_ptr optimize() ;
// shared_ordering ordering() const { return ordering_; }
//
//protected:
// void initialize(const GRAPH& G, const VALUES& theta0);
//
//private:
// SubgraphSolver():IterativeSolver(){}
//};
//
//} // namespace gtsam
//
//#include <gtsam/linear/SubgraphSolver-inl.h>