gtsam/gtsam_unstable/testing_tools/inference/eliminate.m

46 lines
1.3 KiB
Matlab

function [ RS, J ] = eliminate(Ab, js)
%ELIMINATE This is a simple scalar-level function for eliminating the
%matrix Ab into a conditional part RS and a marginal part J. The scalars
%in js are the ones eliminated (corresponding to columns of Ab). Note that
%the returned matrices RS and J will both be the same width as Ab and will
%contain columns of all zeros - that is, the column indices will stay the
%same in all matrices, unlike in GTSAM where matrix data is only stored for
%involved variables.
if size(Ab,1) < size(Ab,2)-1
Ab = [ Ab; zeros(size(Ab,2)-1-size(Ab,1), size(Ab,2)) ];
end
% Permute columns
origCols = 1:size(Ab,2);
jsFront = js;
jsBack = setdiff(origCols, js);
jsPermuted = [ jsFront jsBack ];
Abpermuted = Ab(:,jsPermuted);
% Eliminate (this sparse stuff prevents qr from introducing a permutation
R = full(qr(sparse(Abpermuted)));
% Find row split
firstRowOfMarginal = numel(jsFront) + 1;
for i = size(R,1) : -1 : 1
firstNnz = find(R(i,:), 1, 'first');
if ~isempty(firstNnz)
if firstNnz > numel(jsFront)
firstRowOfMarginal = i;
else
break;
end
end
end
% Undo permutation
Runpermuted(:,jsPermuted) = R;
% Split up
RS = Runpermuted(1:firstRowOfMarginal-1, :);
J = Runpermuted(firstRowOfMarginal:size(Ab,2)-1, :);
end