/* ---------------------------------------------------------------------------- * 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-inl.h * @date September 18, 2014 * @author Frank Dellaert * @author Paul Furgale * @brief Internals for Expression.h, not for general consumption */ #pragma once #include #include #include #include // template meta-programming headers #include #include #include #include #include #include #include namespace MPL = boost::mpl::placeholders; namespace gtsam { template class Expression; typedef std::map JacobianMap; //----------------------------------------------------------------------------- /// The JacobinaTrace class records a tree-structured expression's execution template struct JacobianTrace { // Some fixed matrix sizes we need typedef Eigen::Matrix Jacobian2T; /** * The Pointer class is a tagged union that obviates the need to create * a JacobianTrace subclass for Constants and Leaf Expressions. Instead * the key for the leaf is stored in the space normally used to store a * JacobianTrace*. Nothing is stored for a Constant. */ /// class Pointer { enum { Constant, Leaf, Function } type; union { Key key; JacobianTrace* ptr; } content; public: /// Pointer always starts out as a Constant Pointer() : type(Constant) { } /// Destructor cleans up pointer if Function ~Pointer() { if (type == Function) delete content.ptr; } /// Change pointer to a Leaf Trace void setLeaf(Key key) { type = Leaf; content.key = key; } /// Take ownership of pointer to a Function Trace void setFunction(JacobianTrace* trace) { type = Function; content.ptr = trace; } // *** This is the main entry point for reverseAD, called from Expression::augmented *** // Called only once, either inserts identity into Jacobians (Leaf) or starts AD (Function) void startReverseAD(JacobianMap& jacobians) const { if (type == Leaf) { // This branch will only be called on trivial Leaf expressions, i.e. Priors size_t n = T::Dim(); jacobians[content.key] = Eigen::MatrixXd::Identity(n, n); } else if (type == Function) // This is the more typical entry point, starting the AD pipeline // It is inside the startReverseAD that the correctly dimensioned pipeline is chosen. content.ptr->startReverseAD(jacobians); } // Either add to Jacobians (Leaf) or propagate (Function) void reverseAD(const Matrix& dTdA, JacobianMap& jacobians) const { if (type == Leaf) { JacobianMap::iterator it = jacobians.find(content.key); if (it != jacobians.end()) it->second += dTdA; else jacobians[content.key] = dTdA; } else if (type == Function) content.ptr->reverseAD(dTdA, jacobians); } // Either add to Jacobians (Leaf) or propagate (Function) void reverseAD2(const Jacobian2T& dTdA, JacobianMap& jacobians) const { if (type == Leaf) { JacobianMap::iterator it = jacobians.find(content.key); if (it != jacobians.end()) it->second += dTdA; else jacobians[content.key] = dTdA; } else if (type == Function) content.ptr->reverseAD2(dTdA, jacobians); } }; /// Make sure destructor is virtual virtual ~JacobianTrace() { } virtual void startReverseAD(JacobianMap& jacobians) const { } virtual void reverseAD(const Matrix& dFdT, JacobianMap& jacobians) const { } virtual void reverseAD2(const Jacobian2T& dFdT, JacobianMap& jacobians) const { } }; /// Primary template calls the generic Matrix reverseAD pipeline template struct Select { typedef Eigen::Matrix Jacobian; static void reverseAD(const typename JacobianTrace::Pointer& trace, const Jacobian& dTdA, JacobianMap& jacobians) { trace.reverseAD(dTdA, jacobians); } }; /// Partially specialized template calls the 2-dimensional output version template struct Select<2, A> { typedef Eigen::Matrix Jacobian; static void reverseAD(const typename JacobianTrace::Pointer& trace, const Jacobian& dTdA, JacobianMap& jacobians) { trace.reverseAD2(dTdA, jacobians); } }; /** * Recursive Trace Class for Functional Expressions * Abrahams, David; Gurtovoy, Aleksey (2004-12-10). * C++ Template Metaprogramming: Concepts, Tools, and Techniques from Boost * and Beyond (Kindle Location 1244). Pearson Education. */ template struct Trace: More { // define dimensions static const size_t m = T::dimension; static const size_t n = A::dimension; // define fixed size Jacobian matrix types typedef Eigen::Matrix JacobianTA; typedef Eigen::Matrix Jacobian2T; // declare trace that produces value A, and corresponding Jacobian typename JacobianTrace::Pointer trace; JacobianTA dTdA; /// Start the reverse AD process virtual void startReverseAD(JacobianMap& jacobians) const { More::startReverseAD(jacobians); Select::reverseAD(trace, dTdA, jacobians); } /// Given df/dT, multiply in dT/dA and continue reverse AD process virtual void reverseAD(const Matrix& dFdT, JacobianMap& jacobians) const { More::reverseAD(dFdT, jacobians); trace.reverseAD(dFdT * dTdA, jacobians); } /// Version specialized to 2-dimensional output virtual void reverseAD2(const Jacobian2T& dFdT, JacobianMap& jacobians) const { More::reverseAD2(dFdT, jacobians); trace.reverseAD2(dFdT * dTdA, jacobians); } }; /// Recursive Trace Class Generator template struct GenerateTrace { typedef typename boost::mpl::fold, Trace >::type type; }; //----------------------------------------------------------------------------- /** * Value and Jacobians */ template class Augmented { private: T value_; JacobianMap jacobians_; typedef std::pair Pair; /// Insert terms into jacobians_, adding if already exists void add(const JacobianMap& terms) { BOOST_FOREACH(const Pair& term, terms) { JacobianMap::iterator it = jacobians_.find(term.first); if (it != jacobians_.end()) it->second += term.second; else jacobians_[term.first] = term.second; } } /// Insert terms into jacobians_, premultiplying by H, adding if already exists void add(const Matrix& H, const JacobianMap& terms) { BOOST_FOREACH(const Pair& term, terms) { JacobianMap::iterator it = jacobians_.find(term.first); if (it != jacobians_.end()) it->second += H * term.second; else jacobians_[term.first] = H * term.second; } } public: /// Construct value that does not depend on anything Augmented(const T& t) : value_(t) { } /// Construct value dependent on a single key Augmented(const T& t, Key key) : value_(t) { size_t n = t.dim(); jacobians_[key] = Eigen::MatrixXd::Identity(n, n); } /// Construct value, pre-multiply jacobians by dTdA Augmented(const T& t, const Matrix& dTdA, const JacobianMap& jacobians) : value_(t) { add(dTdA, jacobians); } /// Construct value, pre-multiply jacobians Augmented(const T& t, const Matrix& dTdA1, const JacobianMap& jacobians1, const Matrix& dTdA2, const JacobianMap& jacobians2) : value_(t) { add(dTdA1, jacobians1); add(dTdA2, jacobians2); } /// Construct value, pre-multiply jacobians Augmented(const T& t, const Matrix& dTdA1, const JacobianMap& jacobians1, const Matrix& dTdA2, const JacobianMap& jacobians2, const Matrix& dTdA3, const JacobianMap& jacobians3) : value_(t) { add(dTdA1, jacobians1); add(dTdA2, jacobians2); add(dTdA3, jacobians3); } /// Return value const T& value() const { return value_; } /// Return jacobians const JacobianMap& jacobians() const { return jacobians_; } /// Return jacobians JacobianMap& jacobians() { return jacobians_; } /// Not dependent on any key bool constant() const { return jacobians_.empty(); } /// debugging void print(const KeyFormatter& keyFormatter = DefaultKeyFormatter) { BOOST_FOREACH(const Pair& term, jacobians_) std::cout << "(" << keyFormatter(term.first) << ", " << term.second.rows() << "x" << term.second.cols() << ") "; std::cout << std::endl; } /// Move terms to array, destroys content void move(std::vector& H) { assert(H.size()==jacobains.size()); size_t j = 0; JacobianMap::iterator it = jacobians_.begin(); for (; it != jacobians_.end(); ++it) it->second.swap(H[j++]); } }; //----------------------------------------------------------------------------- /** * Expression node. The superclass for objects that do the heavy lifting * An Expression has a pointer to an ExpressionNode underneath * allowing Expressions to have polymorphic behaviour even though they * are passed by value. This is the same way boost::function works. * http://loki-lib.sourceforge.net/html/a00652.html */ template class ExpressionNode { protected: ExpressionNode() { } public: /// Destructor virtual ~ExpressionNode() { } /// Return keys that play in this expression as a set virtual std::set keys() const = 0; /// Return value virtual T value(const Values& values) const = 0; /// Return value and derivatives virtual Augmented forward(const Values& values) const = 0; /// Construct an execution trace for reverse AD virtual T traceExecution(const Values& values, typename JacobianTrace::Pointer& p) const = 0; }; //----------------------------------------------------------------------------- /// Constant Expression template class ConstantExpression: public ExpressionNode { /// The constant value T constant_; /// Constructor with a value, yielding a constant ConstantExpression(const T& value) : constant_(value) { } friend class Expression ; public: /// Return keys that play in this expression, i.e., the empty set virtual std::set keys() const { std::set keys; return keys; } /// Return value virtual T value(const Values& values) const { return constant_; } /// Return value and derivatives virtual Augmented forward(const Values& values) const { return Augmented(constant_); } /// Construct an execution trace for reverse AD virtual T traceExecution(const Values& values, typename JacobianTrace::Pointer& p) const { return constant_; } }; //----------------------------------------------------------------------------- /// Leaf Expression template class LeafExpression: public ExpressionNode { /// The key into values Key key_; /// Constructor with a single key LeafExpression(Key key) : key_(key) { } friend class Expression ; public: /// Return keys that play in this expression virtual std::set keys() const { std::set keys; keys.insert(key_); return keys; } /// Return value virtual T value(const Values& values) const { return values.at(key_); } /// Return value and derivatives virtual Augmented forward(const Values& values) const { return Augmented(values.at(key_), key_); } /// Construct an execution trace for reverse AD virtual T traceExecution(const Values& values, typename JacobianTrace::Pointer& p) const { p.setLeaf(key_); return values.at(key_); } }; //----------------------------------------------------------------------------- /// Unary Function Expression template class UnaryExpression: public ExpressionNode { public: typedef Eigen::Matrix JacobianTA; typedef boost::function)> Function; private: Function function_; boost::shared_ptr > expressionA1_; /// Constructor with a unary function f, and input argument e UnaryExpression(Function f, const Expression& e) : function_(f), expressionA1_(e.root()) { } friend class Expression ; public: /// Return keys that play in this expression virtual std::set keys() const { return expressionA1_->keys(); } /// Return value virtual T value(const Values& values) const { return function_(this->expressionA1_->value(values), boost::none); } /// Return value and derivatives virtual Augmented forward(const Values& values) const { using boost::none; Augmented argument = this->expressionA1_->forward(values); JacobianTA dTdA; T t = function_(argument.value(), argument.constant() ? none : boost::optional(dTdA)); return Augmented(t, dTdA, argument.jacobians()); } /// Trace structure for reverse AD typedef boost::mpl::vector Arguments; typedef typename GenerateTrace::type Trace; /// Construct an execution trace for reverse AD virtual T traceExecution(const Values& values, typename JacobianTrace::Pointer& p) const { Trace* trace = new Trace(); p.setFunction(trace); A1 a = this->expressionA1_->traceExecution(values, trace->trace); return function_(a, trace->dTdA); } }; //----------------------------------------------------------------------------- /// Binary Expression template class BinaryExpression: public ExpressionNode { public: typedef Eigen::Matrix JacobianTA1; typedef Eigen::Matrix JacobianTA2; typedef boost::function< T(const A1&, const A2&, boost::optional, boost::optional)> Function; private: Function function_; boost::shared_ptr > expressionA1_; boost::shared_ptr > expressionA2_; /// Constructor with a binary function f, and two input arguments BinaryExpression(Function f, // const Expression& e1, const Expression& e2) : function_(f), expressionA1_(e1.root()), expressionA2_(e2.root()) { } friend class Expression ; public: /// Return keys that play in this expression virtual std::set keys() const { std::set keys1 = expressionA1_->keys(); std::set keys2 = expressionA2_->keys(); keys1.insert(keys2.begin(), keys2.end()); return keys1; } /// Return value virtual T value(const Values& values) const { using boost::none; return function_(this->expressionA1_->value(values), this->expressionA2_->value(values), none, none); } /// Return value and derivatives virtual Augmented forward(const Values& values) const { using boost::none; Augmented a1 = this->expressionA1_->forward(values); Augmented a2 = this->expressionA2_->forward(values); JacobianTA1 dTdA1; JacobianTA2 dTdA2; T t = function_(a1.value(), a2.value(), a1.constant() ? none : boost::optional(dTdA1), a2.constant() ? none : boost::optional(dTdA2)); return Augmented(t, dTdA1, a1.jacobians(), dTdA2, a2.jacobians()); } /// Trace structure for reverse AD struct Trace: public JacobianTrace { typename JacobianTrace::Pointer trace1; typename JacobianTrace::Pointer trace2; JacobianTA1 dTdA1; JacobianTA2 dTdA2; /// Start the reverse AD process virtual void startReverseAD(JacobianMap& jacobians) const { Select::reverseAD(trace1, dTdA1, jacobians); Select::reverseAD(trace2, dTdA2, jacobians); } /// Given df/dT, multiply in dT/dA and continue reverse AD process virtual void reverseAD(const Matrix& dFdT, JacobianMap& jacobians) const { trace1.reverseAD(dFdT * dTdA1, jacobians); trace2.reverseAD(dFdT * dTdA2, jacobians); } /// Version specialized to 2-dimensional output typedef Eigen::Matrix Jacobian2T; virtual void reverseAD2(const Jacobian2T& dFdT, JacobianMap& jacobians) const { trace1.reverseAD2(dFdT * dTdA1, jacobians); trace2.reverseAD2(dFdT * dTdA2, jacobians); } }; /// Construct an execution trace for reverse AD virtual T traceExecution(const Values& values, typename JacobianTrace::Pointer& p) const { Trace* trace = new Trace(); p.setFunction(trace); A1 a1 = this->expressionA1_->traceExecution(values, trace->trace1); A2 a2 = this->expressionA2_->traceExecution(values, trace->trace2); return function_(a1, a2, trace->dTdA1, trace->dTdA2); } }; //----------------------------------------------------------------------------- /// Ternary Expression template class TernaryExpression: public ExpressionNode { public: typedef Eigen::Matrix JacobianTA1; typedef Eigen::Matrix JacobianTA2; typedef Eigen::Matrix JacobianTA3; typedef boost::function< T(const A1&, const A2&, const A3&, boost::optional, boost::optional, boost::optional)> Function; private: Function function_; boost::shared_ptr > expressionA1_; boost::shared_ptr > expressionA2_; boost::shared_ptr > expressionA3_; /// Constructor with a ternary function f, and three input arguments TernaryExpression( Function f, // const Expression& e1, const Expression& e2, const Expression& e3) : function_(f), expressionA1_(e1.root()), expressionA2_(e2.root()), expressionA3_( e3.root()) { } friend class Expression ; public: /// Return keys that play in this expression virtual std::set keys() const { std::set keys1 = expressionA1_->keys(); std::set keys2 = expressionA2_->keys(); std::set keys3 = expressionA3_->keys(); keys2.insert(keys3.begin(), keys3.end()); keys1.insert(keys2.begin(), keys2.end()); return keys1; } /// Return value virtual T value(const Values& values) const { using boost::none; return function_(this->expressionA1_->value(values), this->expressionA2_->value(values), this->expressionA3_->value(values), none, none, none); } /// Return value and derivatives virtual Augmented forward(const Values& values) const { using boost::none; Augmented a1 = this->expressionA1_->forward(values); Augmented a2 = this->expressionA2_->forward(values); Augmented a3 = this->expressionA3_->forward(values); JacobianTA1 dTdA1; JacobianTA2 dTdA2; JacobianTA3 dTdA3; T t = function_(a1.value(), a2.value(), a3.value(), a1.constant() ? none : boost::optional(dTdA1), a2.constant() ? none : boost::optional(dTdA2), a3.constant() ? none : boost::optional(dTdA3)); return Augmented(t, dTdA1, a1.jacobians(), dTdA2, a2.jacobians(), dTdA3, a3.jacobians()); } /// Trace structure for reverse AD struct Trace: public JacobianTrace { typename JacobianTrace::Pointer trace1; typename JacobianTrace::Pointer trace2; typename JacobianTrace::Pointer trace3; JacobianTA1 dTdA1; JacobianTA2 dTdA2; JacobianTA3 dTdA3; /// Start the reverse AD process virtual void startReverseAD(JacobianMap& jacobians) const { Select::reverseAD(trace1, dTdA1, jacobians); Select::reverseAD(trace2, dTdA2, jacobians); Select::reverseAD(trace3, dTdA3, jacobians); } /// Given df/dT, multiply in dT/dA and continue reverse AD process virtual void reverseAD(const Matrix& dFdT, JacobianMap& jacobians) const { trace1.reverseAD(dFdT * dTdA1, jacobians); trace2.reverseAD(dFdT * dTdA2, jacobians); trace3.reverseAD(dFdT * dTdA3, jacobians); } /// Version specialized to 2-dimensional output typedef Eigen::Matrix Jacobian2T; virtual void reverseAD2(const Jacobian2T& dFdT, JacobianMap& jacobians) const { trace1.reverseAD2(dFdT * dTdA1, jacobians); trace2.reverseAD2(dFdT * dTdA2, jacobians); trace3.reverseAD2(dFdT * dTdA3, jacobians); } }; /// Construct an execution trace for reverse AD virtual T traceExecution(const Values& values, typename JacobianTrace::Pointer& p) const { Trace* trace = new Trace(); p.setFunction(trace); A1 a1 = this->expressionA1_->traceExecution(values, trace->trace1); A2 a2 = this->expressionA2_->traceExecution(values, trace->trace2); A3 a3 = this->expressionA3_->traceExecution(values, trace->trace3); return function_(a1, a2, a3, trace->dTdA1, trace->dTdA2, trace->dTdA3); } }; //----------------------------------------------------------------------------- }