/* ---------------------------------------------------------------------------- * 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 Expression.h * @date September 18, 2014 * @author Frank Dellaert * @author Paul Furgale * @brief Expressions for Block Automatic Differentiation */ #include #include #include #include #include #include namespace gtsam { /** * Factor that supports arbitrary expressions via AD */ template class ExpressionFactor: public NoiseModelFactor { T measurement_; ///< the measurement to be compared with the expression Expression expression_; ///< the expression that is AD enabled std::vector dimensions_; ///< dimensions of the Jacobian matrices size_t augmentedCols_; ///< total number of columns + 1 (for RHS) static const int Dim = traits::dimension::value; public: /// Constructor ExpressionFactor(const SharedNoiseModel& noiseModel, // const T& measurement, const Expression& expression) : measurement_(measurement), expression_(expression) { if (!noiseModel) throw std::invalid_argument("ExpressionFactor: no NoiseModel."); if (noiseModel->dim() != Dim) throw std::invalid_argument( "ExpressionFactor was created with a NoiseModel of incorrect dimension."); noiseModel_ = noiseModel; // Get dimensions of Jacobian matrices // An Expression is assumed unmutable, so we do this now std::map map; expression_.dims(map); size_t n = map.size(); keys_.resize(n); boost::copy(map | boost::adaptors::map_keys, keys_.begin()); dimensions_.resize(n); boost::copy(map | boost::adaptors::map_values, dimensions_.begin()); // Add sizes to know how much memory to allocate on stack in linearize augmentedCols_ = std::accumulate(dimensions_.begin(), dimensions_.end(), 1); #ifdef DEBUG_ExpressionFactor BOOST_FOREACH(size_t d, dimensions_) std::cout << d << " "; std::cout << " -> " << Dim << "x" << augmentedCols_ << std::endl; #endif } /** * Error function *without* the NoiseModel, \f$ z-h(x) \f$. * We override this method to provide * both the function evaluation and its derivative(s) in H. */ virtual Vector unwhitenedError(const Values& x, boost::optional&> H = boost::none) const { if (H) { // H should be pre-allocated assert(H->size()==size()); // Create and zero out blocks to be passed to expression_ JacobianMap blocks; for (DenseIndex i = 0; i < size(); i++) { Matrix& Hi = H->at(i); Hi.resize(Dim, dimensions_[i]); Hi.setZero(); // zero out Eigen::Block block = Hi.block(0, 0, Dim, dimensions_[i]); blocks.insert(std::make_pair(keys_[i], block)); } T value = expression_.value(x, blocks); return measurement_.localCoordinates(value); } else { const T& value = expression_.value(x); return measurement_.localCoordinates(value); } } virtual boost::shared_ptr linearize(const Values& x) const { // This method has been heavily optimized for maximum performance. // We allocate a VerticalBlockMatrix on the stack first, and then create // Eigen::Block views on this piece of memory which is then passed // to [expression_.value] below, which writes directly into Ab_. // Another malloc saved by creating a Matrix on the stack double memory[Dim * augmentedCols_]; Eigen::Map > // matrix(memory, Dim, augmentedCols_); matrix.setZero(); // zero out // Construct block matrix, is of right size but un-initialized VerticalBlockMatrix Ab(dimensions_, matrix, true); // Create blocks into Ab_ to be passed to expression_ JacobianMap blocks; for (DenseIndex i = 0; i < size(); i++) blocks.insert(std::make_pair(keys_[i], Ab(i))); // Evaluate error to get Jacobians and RHS vector b T value = expression_.value(x, blocks); // <<< Reverse AD happens here ! Ab(size()).col(0) = -measurement_.localCoordinates(value); // Whiten the corresponding system now // TODO ! this->noiseModel_->WhitenSystem(Ab); // TODO pass unwhitened + noise model to Gaussian factor // For now, only linearized constrained factors have noise model at linear level!!! noiseModel::Constrained::shared_ptr constrained = // boost::dynamic_pointer_cast(this->noiseModel_); if (constrained) { return boost::make_shared(this->keys(), Ab, constrained->unit()); } else return boost::make_shared(this->keys(), Ab); } }; // ExpressionFactor }