Commit Graph

33 Commits (3247751b5db8193b5fbd924b66b1e48325db7e7c)

Author SHA1 Message Date
Manohar Paluri 43f9baf77a added test to check singular value ordering for a sample homography case 2010-02-14 04:56:29 +00:00
Manohar Paluri 693e13ef88 added default bool option to svd to sort the singular values and V. the default is true so pass false to avoid sorting 2010-02-14 04:54:39 +00:00
justinca 74dd7128ac Fixup cholesky decomposition - rename to LLt and RtR to make convention clear 2010-01-31 18:07:29 +00:00
Alex Cunningham 48d2dabe43 Added in-place insertion functions to Matrix, as well as a #define flag to enable or disable GSL code without a reconfigure. 2010-01-31 17:21:07 +00:00
Frank Dellaert 5e4b23df59 Matrix::multiplyAdd and transposeMultiplyAdd are "level 2" BLAS and speed up the numeric part of the code substantially. Alex might be able to speed them up even more by making them use real BLAS code within Matrix.cpp. 2010-01-31 16:04:24 +00:00
Frank Dellaert 4f998e5ecd Matrix::transposeMultiplyAdd 2010-01-31 02:53:03 +00:00
Alex Cunningham 59c7ce7e29 Integrated householder-based QR into NoiseModel. Note that the examples for GFG have changed to ensure that they are actually a linearized version of the nonlinear example. 2010-01-27 04:39:35 +00:00
justinca 16c55975c1 Fix inverse_square_root, add cholesky decomposition options 2010-01-22 22:28:03 +00:00
Frank Dellaert 351cdd18c2 case change: SharedGaussian and SharedDiagonal are now classes with their own header file. Needed for MATLAB TORO hail Mary 2010-01-22 17:36:57 +00:00
Kai Ni 4b778a4e82 fixed a bug in matrix solve function 2010-01-22 06:45:01 +00:00
Alex Cunningham ac746ccead Improved performance of updateAb in NoiseModel with GSL/ATLAS. Various other small optimizations were made. 2010-01-21 18:51:59 +00:00
Alex Cunningham 9c9007920a Changed the interface on Matrix::column() so that it uses the one in our library (now called column_() ) rather than the boost default. Currently, our implementation just uses the boost default, but this may change due to timing results. 2010-01-20 16:08:14 +00:00
Alex Cunningham f577b27f52 Small optimizations on Matrix::collect(), additional timing capabilities, and now collect() can have dimensions specified to avoid need for lookup. 2010-01-19 21:49:22 +00:00
Frank Dellaert a4a6e002e5 NOISE MODEL.
This is a big edit but with no templates involed, so it should not be a big deal.

New namespace gtsam::noiseModel collects all noise models, which provide efficient whitening and chain-rule implementation needed for optimization. The class hierarchy gives us the ability to use models from full covariances to i.i.d. unit variance noise with a single interface, where the latter will be much cheaper. 

From now on, all non-linear factors take a shared_ptr to a Gaussian noise model. This is done through the parameter (const sharedGaussian& model). The use of a shared pointer allows us to share one noise models for thousands of factors, if applicable.

Just like Richard's Symbol change, there is a compile flag GTSAM_MAGIC_GAUSSIAN which allows you to use doubles, vectors, or matrices to created noise models on the fly. You have to set it to the correct dimension. Use of this is *not* encouraged and the flag will disappear after some good soul fixed all unit tests.
2010-01-18 05:38:53 +00:00
Frank Dellaert ea14959835 NoiseModel inhertance structure reversed, all constructors protected, new static "factories" 2010-01-17 17:47:23 +00:00
Frank Dellaert 3a83e0678d KISS refactor of NoiseModel 2010-01-17 00:37:34 +00:00
Richard Roberts e4eaa22378 Comment out unit test for broken function only used in NoiseModel, working on fixing 2010-01-16 20:18:45 +00:00
Frank Dellaert c051be9edf did not compile 2010-01-16 19:35:50 +00:00
Richard Roberts f0ae2c064e Merging in NoiseModel, not yet used though 2010-01-16 18:39:39 +00:00
Frank Dellaert f1f21a8589 inverted sign of square root to make inv sqrt positive for simple covariance matrices 2010-01-10 13:53:31 +00:00
Frank Dellaert 15bb00683a transpose backsubstitute on upper-triangular matrix 2009-12-30 13:20:16 +00:00
Frank Dellaert c43cd425ab new back-substitution functions that can do unit triangular solves 2009-12-29 13:59:34 +00:00
Frank Dellaert 2cb52694b5 Multiply with transpose sugar A'*v = A^v 2009-12-25 17:52:58 +00:00
Alex Cunningham d7c67532bf Changed format of Matrix::vector_scale() to switch arguments 2009-12-08 21:10:38 +00:00
Frank Dellaert 066b80e02e Pose2Constraint, initial check in with working linearize 2009-12-08 20:48:39 +00:00
Alex Cunningham f51614813e Improved weighted eliminate to handle arbitrary linear equality constraints 2009-11-11 14:42:09 +00:00
Alex Cunningham 2c37c94b5d Replaced the householder transform with the weighted system
Removed constrained components from makefile, they will disappear shortly
2009-11-09 21:34:20 +00:00
Alex Cunningham 03985d16f6 Fixed equality checking with NaNs in Matrix
removed extraneous print statement in Vector
2009-11-09 16:57:30 +00:00
Alex Cunningham 7ef9ed950b Improved performance of matrix scaling in LinearFactor::matrix_augmented
Added matrix scaling functions to scale either the rows or columns by values from a vector
2009-11-06 13:43:39 +00:00
Alex Cunningham 65b949c008 Fixed flaw in pseudoinverse calculation, and updated tests for Matrix and Vector 2009-10-29 20:12:07 +00:00
Alex Cunningham 4c48bb08e1 Vector and Matrix updated with improved weighted householder operations and more tests. 2009-10-29 12:52:27 +00:00
Alex Cunningham 37bc303492 Added weighted Householder transforms that use precisions perform QDR factorization. Functions create a weighted vector pseudoinverse, and then use the pseudoinverse to substitute a solution into system. 2009-10-27 14:21:22 +00:00
Richard Roberts d80fa24a9f Fixing directory structure 2009-08-21 22:23:24 +00:00