/* ---------------------------------------------------------------------------- * 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 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::vector dims = expression_.dimensions(); // Create and zero out blocks to be passed to expression_ JacobianMap blocks; for(DenseIndex i=0;iat(i); Hi.resize(T::dimension, dims[i]); Hi.setZero(); // zero out Eigen::Block block = Hi.block(0,0,T::dimension, dims[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 { // Construct VerticalBlockMatrix and views into it // Get dimensions of Jacobian matrices std::vector dims = expression_.dimensions(); size_t m1 = std::accumulate(dims.begin(),dims.end(),1); Matrix matrix = Matrix::Identity(T::dimension,m1); // Construct block matrix, is of right size but un-initialized VerticalBlockMatrix Ab(dims, matrix, true); Ab.matrix().setZero(); // zero out // Create blocks to be passed to expression_ JacobianMap blocks; for(DenseIndex i=0;inoiseModel_->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 }