/* ---------------------------------------------------------------------------- * 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 */ #pragma once #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 FastVector dims_; ///< 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 keys and dimensions for Jacobian matrices // An Expression is assumed unmutable, so we do this now boost::tie(keys_, dims_) = expression_.keysAndDims(); // Add sizes to know how much memory to allocate on stack in linearize augmentedCols_ = std::accumulate(dims_.begin(), dims_.end(), 1); #ifdef DEBUG_ExpressionFactor BOOST_FOREACH(size_t d, dims_) std::cout << d << " "; std::cout << " -> " << Dim << "x" << augmentedCols_ << std::endl; #endif } /** * Error function *without* the NoiseModel, \f$ h(x)-z \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 { DefaultChart chart; if (H) { const T value = expression_.value(x, keys_, dims_, *H); return chart.local(measurement_, value); } else { const T value = expression_.value(x); return chart.local(measurement_, value); } } virtual boost::shared_ptr linearize(const Values& x) const { // Only linearize if the factor is active if (!active(x)) return boost::shared_ptr(); // Create a writeable JacobianFactor in advance // In case noise model is constrained, we need to provide a noise model bool constrained = noiseModel_->isConstrained(); boost::shared_ptr factor( constrained ? new JacobianFactor(keys_, dims_, Dim, boost::static_pointer_cast(noiseModel_)->unit()) : new JacobianFactor(keys_, dims_, Dim)); // Wrap keys and VerticalBlockMatrix into structure passed to expression_ VerticalBlockMatrix& Ab = factor->matrixObject(); JacobianMap jacobianMap(keys_, Ab); // Zero out Jacobian so we can simply add to it Ab.matrix().setZero(); // Get value and Jacobians, writing directly into JacobianFactor T value = expression_.value(x, jacobianMap); // <<< Reverse AD happens here ! // Evaluate error and set RHS vector b DefaultChart chart; Ab(size()).col(0) = -chart.local(measurement_, value); // Whiten the corresponding system, Ab already contains RHS Vector dummy(Dim); noiseModel_->WhitenSystem(Ab.matrix(), dummy); return factor; } }; // ExpressionFactor }