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Changed diagonal noisemodel to use boost.optional for inverse sigmas to avoid ever storing inf

release/4.3a0
Alex Cunningham 2011-03-03 21:14:55 +00:00
parent a87a52035d
commit d96b114618
4 changed files with 184 additions and 155 deletions
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.cproject
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@ -322,14 +322,6 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussianFactor.run" path="linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testGaussianFactor.run</buildTarget>
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<target name="all" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -356,6 +348,7 @@
</target>
<target name="tests/testBayesTree.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>tests/testBayesTree.run</buildTarget>
<stopOnError>true</stopOnError>
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@ -363,6 +356,7 @@
</target>
<target name="testBinaryBayesNet.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
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<buildTarget>testBinaryBayesNet.run</buildTarget>
<stopOnError>true</stopOnError>
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@ -410,6 +404,7 @@
</target>
<target name="testSymbolicBayesNet.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSymbolicBayesNet.run</buildTarget>
<stopOnError>true</stopOnError>
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@ -417,6 +412,7 @@
</target>
<target name="tests/testSymbolicFactor.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>tests/testSymbolicFactor.run</buildTarget>
<stopOnError>true</stopOnError>
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@ -424,6 +420,7 @@
</target>
<target name="testSymbolicFactorGraph.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSymbolicFactorGraph.run</buildTarget>
<stopOnError>true</stopOnError>
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@ -439,11 +436,20 @@
</target>
<target name="tests/testBayesTree" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
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<target name="testGaussianFactor.run" path="linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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<target name="check" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -478,7 +484,6 @@
</target>
<target name="testGraph.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testGraph.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -574,7 +579,6 @@
</target>
<target name="testInference.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testInference.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -582,7 +586,6 @@
</target>
<target name="testGaussianBayesNet.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testGaussianBayesNet.run</buildTarget>
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@ -590,7 +593,6 @@
</target>
<target name="testGaussianFactor.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testGaussianFactor.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -598,7 +600,6 @@
</target>
<target name="testJunctionTree.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testJunctionTree.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -606,7 +607,6 @@
</target>
<target name="testSymbolicBayesNet.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSymbolicBayesNet.run</buildTarget>
<stopOnError>true</stopOnError>
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@ -614,7 +614,6 @@
</target>
<target name="testSymbolicFactorGraph.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSymbolicFactorGraph.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -974,6 +973,7 @@
</target>
<target name="testErrors.run" path="linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testErrors.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -1333,7 +1333,6 @@
</target>
<target name="testSimulated2DOriented.run" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSimulated2DOriented.run</buildTarget>
<stopOnError>true</stopOnError>
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@ -1373,7 +1372,6 @@
</target>
<target name="testSimulated2D.run" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSimulated2D.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -1381,7 +1379,6 @@
</target>
<target name="testSimulated3D.run" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSimulated3D.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -1427,6 +1424,14 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="tests/testHessianFactor.run" path="build/gtsam/linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>tests/testHessianFactor.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">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -1469,7 +1474,6 @@
</target>
<target name="tests/testGaussianISAM2" path="build/slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>tests/testGaussianISAM2</buildTarget>
<stopOnError>true</stopOnError>
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@ -1491,6 +1495,46 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="install" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
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</target>
<target name="clean" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
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<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
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<target name="all" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
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<stopOnError>true</stopOnError>
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<buildArguments>-j2</buildArguments>
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<stopOnError>true</stopOnError>
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<target name="testRot3.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -1587,54 +1631,6 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="install" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>install</buildTarget>
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<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="clean" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>clean</buildTarget>
<stopOnError>true</stopOnError>
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</target>
<target name="check" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
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</target>
<target name="all" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
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</target>
<target name="dist" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
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<buildCommand>make</buildCommand>
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@ -1667,6 +1663,14 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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</target>
</buildTargets>
</storageModule>
</cconfiguration>
@ -1989,14 +1993,6 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussianFactor.run" path="linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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@ -2023,6 +2019,7 @@
</target>
<target name="tests/testBayesTree.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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@ -2030,6 +2027,7 @@
</target>
<target name="testBinaryBayesNet.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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@ -2077,6 +2075,7 @@
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@ -2084,6 +2083,7 @@
</target>
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@ -2091,6 +2091,7 @@
</target>
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@ -2106,11 +2107,20 @@
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@ -2145,7 +2155,6 @@
</target>
<target name="testGraph.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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@ -2241,7 +2250,6 @@
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@ -2249,7 +2257,6 @@
</target>
<target name="testGaussianBayesNet.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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@ -2257,7 +2264,6 @@
</target>
<target name="testGaussianFactor.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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@ -2265,7 +2271,6 @@
</target>
<target name="testJunctionTree.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testJunctionTree.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -2273,7 +2278,6 @@
</target>
<target name="testSymbolicBayesNet.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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@ -2281,7 +2285,6 @@
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<target name="testSymbolicFactorGraph.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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@ -2641,6 +2644,7 @@
</target>
<target name="testErrors.run" path="linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
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@ -3000,7 +3004,6 @@
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@ -3040,7 +3043,6 @@
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@ -3048,7 +3050,6 @@
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@ -3094,6 +3095,14 @@
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@ -3136,7 +3145,6 @@
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@ -3158,6 +3166,46 @@
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@ -3254,54 +3302,6 @@
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<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>dist</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>check</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="build" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -3334,6 +3334,14 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>check</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
</buildTargets>
</storageModule>
</cconfiguration>

5
gtsam/linear/HessianFactor.cpp
View File

@ -153,12 +153,13 @@ namespace gtsam {
if(jf.model_->isConstrained())
throw invalid_argument("Cannot construct HessianFactor from JacobianFactor with constrained noise model");
else {
Vector invsigmas = jf.model_->invsigmas();
typedef Eigen::Map<Eigen::MatrixXd> EigenMap;
typedef typeof(EigenMap(&jf.matrix_(0,0),0,0).block(0,0,0,0)) EigenBlock;
EigenBlock A(EigenMap(&jf.matrix_(0,0),jf.matrix_.size1(),jf.matrix_.size2()).block(
jf.Ab_.rowStart(),jf.Ab_.offset(0), jf.Ab_.full().size1(), jf.Ab_.full().size2()));
typedef typeof(Eigen::Map<Eigen::VectorXd>(&jf.model_->invsigmas()(0),0).asDiagonal()) EigenDiagonal;
EigenDiagonal R(Eigen::Map<Eigen::VectorXd>(&jf.model_->invsigmas()(0),jf.model_->dim()).asDiagonal());
typedef typeof(Eigen::Map<Eigen::VectorXd>(&invsigmas(0),0).asDiagonal()) EigenDiagonal;
EigenDiagonal R(Eigen::Map<Eigen::VectorXd>(&invsigmas(0),jf.model_->dim()).asDiagonal());
info_.copyStructureFrom(jf.Ab_);
EigenMap L(EigenMap(&matrix_(0,0), matrix_.size1(), matrix_.size2()));
L.noalias() = A.transpose() * R * R * A;

33
gtsam/linear/NoiseModel.cpp
View File

@ -296,12 +296,16 @@ SharedDiagonal Gaussian::Cholesky(MatrixColMajor& Ab, size_t nFrontals) const {
/* ************************************************************************* */
// Diagonal
/* ************************************************************************* */
Diagonal::Diagonal(const Vector& sigmas) :
Gaussian(sigmas.size()), sigmas_(sigmas), invsigmas_(reciprocal(sigmas)) {
Diagonal::Diagonal() :
Gaussian(1), sigmas_(ones(1)), invsigmas_(ones(1)) {
}
Diagonal::Diagonal(const Vector& sigmas, const Vector& invsigmas):
Gaussian(sigmas.size()), sigmas_(sigmas), invsigmas_(invsigmas) {
Diagonal::Diagonal(const Vector& sigmas, bool initialize_invsigmas):
Gaussian(sigmas.size()), sigmas_(sigmas) {
if (initialize_invsigmas)
invsigmas_ = reciprocal(sigmas);
else
invsigmas_ = boost::none;
}
/* ************************************************************************* */
@ -332,9 +336,21 @@ void Diagonal::print(const string& name) const {
gtsam::print(sigmas_, name + ": diagonal sigmas");
}
/* ************************************************************************* */
Vector Diagonal::invsigmas() const {
if (invsigmas_) return *invsigmas_;
else return reciprocal(sigmas_);
}
/* ************************************************************************* */
double Diagonal::invsigma(size_t i) const {
if (invsigmas_) return (*invsigmas_)(i);
else return 1.0/sigmas_(i);
}
/* ************************************************************************* */
Vector Diagonal::whiten(const Vector& v) const {
return emul(v, invsigmas_);
return emul(v, invsigmas());
}
/* ************************************************************************* */
@ -344,18 +360,17 @@ Vector Diagonal::unwhiten(const Vector& v) const {
/* ************************************************************************* */
Matrix Diagonal::Whiten(const Matrix& H) const {
return vector_scale(invsigmas_, H);
return vector_scale(invsigmas(), H);
}
/* ************************************************************************* */
void Diagonal::WhitenInPlace(Matrix& H) const {
vector_scale_inplace(invsigmas_, H);
vector_scale_inplace(invsigmas(), H);
}
/* ************************************************************************* */
void Diagonal::WhitenInPlace(MatrixColMajor& H) const {
vector_scale_inplace(invsigmas_, H);
vector_scale_inplace(invsigmas(), H);
}
/* ************************************************************************* */

25
gtsam/linear/NoiseModel.h
View File

@ -100,12 +100,14 @@ namespace gtsam {
*/
struct Gaussian: public Base {
private:
protected:
// TODO: store as boost upper-triangular or whatever is passed from above
/* Matrix square root of information matrix (R) */
boost::optional<Matrix> sqrt_information_;
private:
/**
* Return R itself, but note that Whiten(H) is cheaper than R*H
*/
@ -222,13 +224,16 @@ namespace gtsam {
protected:
/** sigmas and reciprocal */
Vector sigmas_, invsigmas_;
/** protected constructor for constructing constraints */
Diagonal(const Vector& sigmas, const Vector& invsigmas);
Vector sigmas_;
private:
boost::optional<Vector> invsigmas_; /// optional to allow for constraints
protected:
/** protected constructor takes sigmas */
Diagonal(const Vector& sigmas = ones(1));
Diagonal();
/** constructor to allow for disabling initializaion of invsigmas */
Diagonal(const Vector& sigmas, bool initialize_invsigmas=true);
public:
@ -273,8 +278,8 @@ namespace gtsam {
/**
* Return sqrt precisions
*/
const Vector& invsigmas() const { return invsigmas_; }
double invsigma(size_t i) const { return invsigmas_(i); }
Vector invsigmas() const;
double invsigma(size_t i) const;
/**
* generate random variate
@ -285,7 +290,7 @@ namespace gtsam {
* Return R itself, but note that Whiten(H) is cheaper than R*H
*/
virtual Matrix R() const {
return diag(invsigmas_);
return diag(invsigmas());
}
private:
@ -316,7 +321,7 @@ namespace gtsam {
/** protected constructor takes sigmas */
// Keeps only sigmas and calculates invsigmas when necessary
Constrained(const Vector& sigmas = zero(1)) :
Diagonal(sigmas, sigmas) {}
Diagonal(sigmas, false) {}
public: