/* ---------------------------------------------------------------------------- * 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 namespace gtsam { /** * Factor that supports arbitrary expressions via AD */ template class ExpressionFactor: public NoiseModelFactor { const T measurement_; const Expression expression_; public: /// Constructor ExpressionFactor(const SharedNoiseModel& noiseModel, // const T& measurement, const Expression& expression) : NoiseModelFactor(noiseModel, expression.keys()), // measurement_(measurement), expression_(expression) { if (!noiseModel) throw std::invalid_argument("ExpressionFactor: no NoiseModel."); if (noiseModel->dim() != T::dimension) throw std::invalid_argument( "ExpressionFactor was created with a NoiseModel of incorrect dimension."); } /** * 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()); // Get dimensions of Jacobian matrices std::map map = expression_.dimensions(); // Create and zero out blocks to be passed to expression_ DenseIndex i = 0; // For block index typedef std::pair Pair; std::map blocks; BOOST_FOREACH(const Pair& pair, map) { Matrix& Hi = H->at(i++); size_t mi = pair.second; // width of i'th Jacobian Hi.resize(T::dimension, mi); Hi.setZero(); // zero out Eigen::Block block = Hi.block(0,0,T::dimension, mi); blocks.insert(std::make_pair(pair.first, 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 { using namespace boost::adaptors; // Only linearize if the factor is active if (!this->active(x)) return boost::shared_ptr(); // Get dimensions of Jacobian matrices std::map map = expression_.dimensions(); size_t n = map.size(); // Get actual dimensions. TODO: why can't we pass map | map_values directly? std::vector dims(n); boost::copy(map | map_values, dims.begin()); // Construct block matrix, is of right size but un-initialized VerticalBlockMatrix Ab(dims, T::dimension, true); Ab.matrix().setZero(); // zero out // Create blocks to be passed to expression_ DenseIndex i = 0; // For block index typedef std::pair Pair; std::map blocks; BOOST_FOREACH(const Pair& pair, map) { blocks.insert(std::make_pair(pair.first, Ab(i++))); } // Evaluate error to get Jacobians and RHS vector b T value = expression_.value(x, blocks); Vector b = -measurement_.localCoordinates(value); // Whiten the corresponding system now // TODO ! this->noiseModel_->WhitenSystem(A, b); // Fill in RHS Ab(n).col(0) = b; // 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(map | map_keys, Ab, constrained->unit()); } else return boost::make_shared(map | map_keys, Ab); } }; // ExpressionFactor }