/* ---------------------------------------------------------------------------- * 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 LinearizedFactor.cpp * @brief A dummy factor that allows a linear factor to act as a nonlinear factor * @author Alex Cunningham */ #include #include #include namespace gtsam { /* ************************************************************************* */ LinearizedGaussianFactor::LinearizedGaussianFactor(const GaussianFactorOrdered::shared_ptr& gaussian, const OrderingOrdered& ordering, const Values& lin_points) { // Extract the keys and linearization points BOOST_FOREACH(const Index& idx, gaussian->keys()) { // find full symbol if (idx < ordering.size()) { Key key = ordering.key(idx); // extract linearization point assert(lin_points.exists(key)); this->lin_points_.insert(key, lin_points.at(key)); // store keys this->keys_.push_back(key); } else { throw std::runtime_error("LinearizedGaussianFactor: could not find index in decoder!"); } } } /* ************************************************************************* */ LinearizedJacobianFactor::LinearizedJacobianFactor() : Ab_(matrix_) { } /* ************************************************************************* */ LinearizedJacobianFactor::LinearizedJacobianFactor(const JacobianFactorOrdered::shared_ptr& jacobian, const OrderingOrdered& ordering, const Values& lin_points) : Base(jacobian, ordering, lin_points), Ab_(matrix_) { // Get the Ab matrix from the Jacobian factor, with any covariance baked in AbMatrix fullMatrix = jacobian->matrix_augmented(true); // Create the dims array size_t *dims = (size_t *)alloca(sizeof(size_t) * (jacobian->size() + 1)); size_t index = 0; for(JacobianFactorOrdered::const_iterator iter = jacobian->begin(); iter != jacobian->end(); ++iter) { dims[index++] = jacobian->getDim(iter); } dims[index] = 1; // Update the BlockInfo accessor BlockAb Ab(fullMatrix, dims, dims+jacobian->size()+1); Ab.swap(Ab_); } /* ************************************************************************* */ void LinearizedJacobianFactor::print(const std::string& s, const KeyFormatter& keyFormatter) const { std::cout << s << std::endl; std::cout << "Nonlinear Keys: "; BOOST_FOREACH(const Key& key, this->keys()) std::cout << keyFormatter(key) << " "; std::cout << std::endl; for(const_iterator key=begin(); key!=end(); ++key) std::cout << boost::format("A[%1%]=\n")%keyFormatter(*key) << A(*key) << std::endl; std::cout << "b=\n" << b() << std::endl; lin_points_.print("Linearization Point: "); } /* ************************************************************************* */ bool LinearizedJacobianFactor::equals(const NonlinearFactor& expected, double tol) const { const This *e = dynamic_cast (&expected); if (e) { Matrix thisMatrix = this->Ab_.range(0, Ab_.nBlocks()); Matrix rhsMatrix = e->Ab_.range(0, Ab_.nBlocks()); return Base::equals(expected, tol) && lin_points_.equals(e->lin_points_, tol) && equal_with_abs_tol(thisMatrix, rhsMatrix, tol); } else { return false; } } /* ************************************************************************* */ double LinearizedJacobianFactor::error(const Values& c) const { Vector errorVector = error_vector(c); return 0.5 * errorVector.dot(errorVector); } /* ************************************************************************* */ boost::shared_ptr LinearizedJacobianFactor::linearize(const Values& c, const OrderingOrdered& ordering) const { // Create the 'terms' data structure for the Jacobian constructor std::vector > terms; BOOST_FOREACH(Key key, keys()) { terms.push_back(std::make_pair(ordering[key], this->A(key))); } // compute rhs Vector b = -error_vector(c); return boost::shared_ptr(new JacobianFactorOrdered(terms, b, noiseModel::Unit::Create(dim()))); } /* ************************************************************************* */ Vector LinearizedJacobianFactor::error_vector(const Values& c) const { Vector errorVector = -b(); BOOST_FOREACH(Key key, this->keys()) { const Value& newPt = c.at(key); const Value& linPt = lin_points_.at(key); Vector d = linPt.localCoordinates_(newPt); const constABlock A = this->A(key); errorVector += A * d; } return errorVector; } /* ************************************************************************* */ LinearizedHessianFactor::LinearizedHessianFactor() : info_(matrix_) { } /* ************************************************************************* */ LinearizedHessianFactor::LinearizedHessianFactor(const HessianFactorOrdered::shared_ptr& hessian, const OrderingOrdered& ordering, const Values& lin_points) : Base(hessian, ordering, lin_points), info_(matrix_) { // Copy the augmented matrix holding G, g, and f Matrix fullMatrix = hessian->info(); // Create the dims array size_t *dims = (size_t*)alloca(sizeof(size_t)*(hessian->size() + 1)); size_t index = 0; for(HessianFactorOrdered::const_iterator iter = hessian->begin(); iter != hessian->end(); ++iter) { dims[index++] = hessian->getDim(iter); } dims[index] = 1; // Update the BlockInfo accessor BlockInfo infoMatrix(fullMatrix, dims, dims+hessian->size()+1); infoMatrix.swap(info_); } /* ************************************************************************* */ void LinearizedHessianFactor::print(const std::string& s, const KeyFormatter& keyFormatter) const { std::cout << s << std::endl; std::cout << "Nonlinear Keys: "; BOOST_FOREACH(const Key& key, this->keys()) std::cout << keyFormatter(key) << " "; std::cout << std::endl; gtsam::print(Matrix(info_.range(0,info_.nBlocks(), 0,info_.nBlocks()).selfadjointView()), "Ab^T * Ab: "); lin_points_.print("Linearization Point: "); } /* ************************************************************************* */ bool LinearizedHessianFactor::equals(const NonlinearFactor& expected, double tol) const { const This *e = dynamic_cast (&expected); if (e) { Matrix thisMatrix = this->info_.full().selfadjointView(); thisMatrix(thisMatrix.rows()-1, thisMatrix.cols()-1) = 0.0; Matrix rhsMatrix = e->info_.full().selfadjointView(); rhsMatrix(rhsMatrix.rows()-1, rhsMatrix.cols()-1) = 0.0; return Base::equals(expected, tol) && lin_points_.equals(e->lin_points_, tol) && equal_with_abs_tol(thisMatrix, rhsMatrix, tol); } else { return false; } } /* ************************************************************************* */ double LinearizedHessianFactor::error(const Values& c) const { // Construct an error vector in key-order from the Values Vector dx = zero(dim()); size_t index = 0; for(unsigned int i = 0; i < this->size(); ++i){ Key key = this->keys()[i]; const Value& newPt = c.at(key); const Value& linPt = lin_points_.at(key); dx.segment(index, linPt.dim()) = linPt.localCoordinates_(newPt); index += linPt.dim(); } // error 0.5*(f - 2*x'*g + x'*G*x) double f = constantTerm(); double xtg = dx.dot(linearTerm()); double xGx = dx.transpose() * squaredTerm().selfadjointView() * dx; return 0.5 * (f - 2.0 * xtg + xGx); } /* ************************************************************************* */ boost::shared_ptr LinearizedHessianFactor::linearize(const Values& c, const OrderingOrdered& ordering) const { // Use the ordering to convert the keys into indices; std::vector js; BOOST_FOREACH(Key key, this->keys()){ js.push_back(ordering.at(key)); } // Make a copy of the info matrix Matrix newMatrix; SymmetricBlockView newInfo(newMatrix); newInfo.assignNoalias(info_); // Construct an error vector in key-order from the Values Vector dx = zero(dim()); size_t index = 0; for(unsigned int i = 0; i < this->size(); ++i){ Key key = this->keys()[i]; const Value& newPt = c.at(key); const Value& linPt = lin_points_.at(key); dx.segment(index, linPt.dim()) = linPt.localCoordinates_(newPt); index += linPt.dim(); } // f2 = f1 - 2*dx'*g1 + dx'*G1*dx //newInfo(this->size(), this->size())(0,0) += -2*dx.dot(linearTerm()) + dx.transpose() * squaredTerm().selfadjointView() * dx; double f = constantTerm() - 2*dx.dot(linearTerm()) + dx.transpose() * squaredTerm().selfadjointView() * dx; // g2 = g1 - G1*dx //newInfo.rangeColumn(0, this->size(), this->size(), 0) -= squaredTerm().selfadjointView() * dx; Vector g = linearTerm() - squaredTerm().selfadjointView() * dx; std::vector gs; for(size_t i = 0; i < info_.nBlocks()-1; ++i) { gs.push_back(g.segment(info_.offset(i), info_.offset(i+1) - info_.offset(i))); } // G2 = G1 // Do Nothing std::vector Gs; for(size_t i = 0; i < info_.nBlocks()-1; ++i) { for(size_t j = i; j < info_.nBlocks()-1; ++j) { Gs.push_back(info_(i,j)); } } // Create a Hessian Factor from the modified info matrix //return boost::shared_ptr(new HessianFactorOrdered(js, newInfo)); return boost::shared_ptr(new HessianFactorOrdered(js, Gs, gs, f)); } } // \namespace aspn