844 lines
35 KiB
C++
844 lines
35 KiB
C++
/**
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* @file ISAM2-inl.h
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* @brief Incremental update functionality (ISAM2) for BayesTree, with fluid relinearization.
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* @author Michael Kaess, Richard Roberts
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*/
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#include <boost/foreach.hpp>
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#include <boost/assign/std/list.hpp> // for operator +=
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using namespace boost::assign;
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#include <set>
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#include <limits>
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#include <numeric>
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#include <gtsam/base/timing.h>
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#include <gtsam/nonlinear/NonlinearFactorGraph-inl.h>
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#include <gtsam/linear/GaussianFactor.h>
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#include <gtsam/linear/VectorValues.h>
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#include <gtsam/linear/GaussianJunctionTree.h>
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#include <gtsam/inference/Conditional.h>
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#include <gtsam/inference/BayesTree-inl.h>
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#include <gtsam/inference/ISAM2.h>
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// for WAFR paper, separate update and relinearization steps if defined
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//#define SEPARATE_STEPS
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namespace gtsam {
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using namespace std;
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static const bool disableReordering = false;
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/** Create an empty Bayes Tree */
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template<class Conditional, class Values>
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ISAM2<Conditional, Values>::ISAM2() : BayesTree<Conditional>(), delta_(Permutation(), deltaUnpermuted_) {}
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/** Create a Bayes Tree from a nonlinear factor graph */
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//template<class Conditional, class Values>
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//ISAM2<Conditional, Values>::ISAM2(const NonlinearFactorGraph<Values>& nlfg, const Ordering& ordering, const Values& config) :
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//BayesTree<Conditional>(nlfg.linearize(config)->eliminate(ordering)), theta_(config),
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//variableIndex_(nlfg.symbolic(config, ordering), config.dims(ordering)), deltaUnpermuted_(variableIndex_.dims()),
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//delta_(Permutation::Identity(variableIndex_.size())), nonlinearFactors_(nlfg), ordering_(ordering) {
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// // todo: repeats calculation above, just to set "cached"
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// // De-referencing shared pointer can be quite expensive because creates temporary
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// _eliminate_const(*nlfg.linearize(config, ordering), cached_, ordering);
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//}
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/* ************************************************************************* */
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template<class Conditional, class Values>
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list<size_t> ISAM2<Conditional, Values>::getAffectedFactors(const list<varid_t>& keys) const {
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static const bool debug = false;
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if(debug) cout << "Getting affected factors for ";
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if(debug) { BOOST_FOREACH(const varid_t key, keys) { cout << key << " "; } }
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if(debug) cout << endl;
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FactorGraph<NonlinearFactor<Values> > allAffected;
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list<size_t> indices;
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BOOST_FOREACH(const varid_t key, keys) {
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// const list<size_t> l = nonlinearFactors_.factors(key);
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// indices.insert(indices.begin(), l.begin(), l.end());
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const VariableIndexType::mapped_type& factors(variableIndex_[key]);
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BOOST_FOREACH(const VariableIndexType::mapped_factor_type& factor, factors) {
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if(debug) cout << "Variable " << key << " affects factor " << factor.factorIndex << endl;
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indices.push_back(factor.factorIndex);
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}
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}
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indices.sort();
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indices.unique();
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if(debug) cout << "Affected factors are: ";
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if(debug) { BOOST_FOREACH(const size_t index, indices) { cout << index << " "; } }
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if(debug) cout << endl;
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return indices;
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}
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/* ************************************************************************* */
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// retrieve all factors that ONLY contain the affected variables
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// (note that the remaining stuff is summarized in the cached factors)
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template<class Conditional, class Values>
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boost::shared_ptr<GaussianFactorGraph> ISAM2<Conditional, Values>::relinearizeAffectedFactors
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(const list<varid_t>& affectedKeys) const {
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tic("8.2.2.1 getAffectedFactors");
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list<size_t> candidates = getAffectedFactors(affectedKeys);
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toc("8.2.2.1 getAffectedFactors");
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NonlinearFactorGraph<Values> nonlinearAffectedFactors;
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tic("8.2.2.2 affectedKeysSet");
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// for fast lookup below
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set<varid_t> affectedKeysSet;
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affectedKeysSet.insert(affectedKeys.begin(), affectedKeys.end());
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toc("8.2.2.2 affectedKeysSet");
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tic("8.2.2.3 check candidates");
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BOOST_FOREACH(size_t idx, candidates) {
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bool inside = true;
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BOOST_FOREACH(const Symbol& key, nonlinearFactors_[idx]->keys()) {
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varid_t var = ordering_[key];
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if (affectedKeysSet.find(var) == affectedKeysSet.end()) {
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inside = false;
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break;
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}
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}
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if (inside)
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nonlinearAffectedFactors.push_back(nonlinearFactors_[idx]);
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}
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toc("8.2.2.3 check candidates");
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return nonlinearAffectedFactors.linearize(theta_, ordering_);
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}
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/* ************************************************************************* */
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// find intermediate (linearized) factors from cache that are passed into the affected area
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template<class Conditional, class Values>
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GaussianFactorGraph ISAM2<Conditional, Values>::getCachedBoundaryFactors(Cliques& orphans) {
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static const bool debug = false;
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GaussianFactorGraph cachedBoundary;
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BOOST_FOREACH(sharedClique orphan, orphans) {
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// find the last variable that was eliminated
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varid_t key = orphan->ordering().back();
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#ifndef NDEBUG
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// typename BayesNet<Conditional>::const_iterator it = orphan->end();
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// const Conditional& lastConditional = **(--it);
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// typename Conditional::const_iterator keyit = lastConditional.endParents();
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// const varid_t lastKey = *(--keyit);
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// assert(key == lastKey);
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#endif
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// retrieve the cached factor and add to boundary
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cachedBoundary.push_back(orphan->cachedFactor());
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if(debug) { cout << "Cached factor for variable " << key; orphan->cachedFactor()->print(""); }
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}
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return cachedBoundary;
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}
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/* ************************************************************************* */
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template<class Conditional,class Values>
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void reinsertCache(const typename ISAM2<Conditional,Values>::sharedClique& root, vector<GaussianFactor::shared_ptr>& cache, const Permutation& selector, const Permutation& selectorInverse) {
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static const bool debug = false;
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if(root) {
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if(root->size() > 0) {
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typename Conditional::shared_ptr& lastConditional = root->back();
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GaussianFactor::shared_ptr& cachedFactor = cache[selectorInverse[lastConditional->key()]];
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assert(cachedFactor);
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cachedFactor->permuteWithInverse(selector);
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if(debug) {
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cout << "Conditional, " << lastConditional->endParents()-lastConditional->beginParents() << " parents: ";
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for(typename Conditional::const_iterator key=lastConditional->beginParents(); key!=lastConditional->endParents(); ++key)
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cout << *key << " ";
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cout << endl;
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lastConditional->print("lastConditional: ");
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cout << "For key " << lastConditional->key() << " (" << selectorInverse[lastConditional->key()] << " selected) ";
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cachedFactor->print("cachedFactor: ");
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}
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assert((lastConditional->beginParents()==lastConditional->endParents() && cachedFactor->begin()==cachedFactor->end()) ||
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std::equal(lastConditional->beginParents(), lastConditional->endParents(), cachedFactor->begin()));
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assert(!root->cachedFactor());
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root->cachedFactor() = cachedFactor;
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}
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typedef ISAM2<Conditional,Values> This;
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BOOST_FOREACH(typename This::sharedClique& child, root->children()) {
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reinsertCache<Conditional,Values>(child, cache, selector, selectorInverse);
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}
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}
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}
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template<class Conditional, class Values>
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boost::shared_ptr<set<varid_t> > ISAM2<Conditional, Values>::recalculate(const set<varid_t>& markedKeys, const vector<varid_t>& newKeys, const GaussianFactorGraph* newFactors) {
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static const bool debug = false;
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static const bool useMultiFrontal = true;
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// Input: BayesTree(this), newFactors
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//#define PRINT_STATS // figures for paper, disable for timing
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#ifdef PRINT_STATS
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static int counter = 0;
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int maxClique = 0;
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double avgClique = 0;
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int numCliques = 0;
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int nnzR = 0;
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if (counter>0) { // cannot call on empty tree
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GaussianISAM2_P::CliqueData cdata = this->getCliqueData();
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GaussianISAM2_P::CliqueStats cstats = cdata.getStats();
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maxClique = cstats.maxConditionalSize;
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avgClique = cstats.avgConditionalSize;
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numCliques = cdata.conditionalSizes.size();
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nnzR = calculate_nnz(this->root());
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}
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counter++;
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#endif
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// if(debug) newFactors->print("Recalculating factors: ");
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if(debug) {
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cout << "markedKeys: ";
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BOOST_FOREACH(const varid_t key, markedKeys) { cout << key << " "; }
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cout << endl;
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}
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// 1. Remove top of Bayes tree and convert to a factor graph:
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// (a) For each affected variable, remove the corresponding clique and all parents up to the root.
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// (b) Store orphaned sub-trees \BayesTree_{O} of removed cliques.
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tic("8.1 re-removetop");
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Cliques orphans;
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BayesNet<GaussianConditional> affectedBayesNet;
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this->removeTop(markedKeys, affectedBayesNet, orphans);
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toc("8.1 re-removetop");
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if(debug) affectedBayesNet.print("Removed top: ");
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if(debug) orphans.print("Orphans: ");
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// FactorGraph<GaussianFactor> factors(affectedBayesNet);
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// bug was here: we cannot reuse the original factors, because then the cached factors get messed up
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// [all the necessary data is actually contained in the affectedBayesNet, including what was passed in from the boundaries,
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// so this would be correct; however, in the process we also generate new cached_ entries that will be wrong (ie. they don't
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// contain what would be passed up at a certain point if batch elimination was done, but that's what we need); we could choose
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// not to update cached_ from here, but then the new information (and potentially different variable ordering) is not reflected
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// in the cached_ values which again will be wrong]
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// so instead we have to retrieve the original linearized factors AND add the cached factors from the boundary
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// BEGIN OF COPIED CODE
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tic("8.2 re-lookup");
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// ordering provides all keys in conditionals, there cannot be others because path to root included
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tic("8.2.1 re-lookup: affectedKeys");
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list<varid_t> affectedKeys = affectedBayesNet.ordering();
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toc("8.2.1 re-lookup: affectedKeys");
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//#ifndef NDEBUG
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// varid_t lastKey;
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// for(list<varid_t>::const_iterator key=affectedKeys.begin(); key!=affectedKeys.end(); ++key) {
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// if(key != affectedKeys.begin())
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// assert(*key > lastKey);
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// lastKey = *key;
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// }
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//#endif
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list<varid_t> affectedAndNewKeys;
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affectedAndNewKeys.insert(affectedAndNewKeys.end(), affectedKeys.begin(), affectedKeys.end());
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affectedAndNewKeys.insert(affectedAndNewKeys.end(), newKeys.begin(), newKeys.end());
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tic("8.2.2 re-lookup: relinearizeAffected");
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GaussianFactorGraph factors(*relinearizeAffectedFactors(affectedAndNewKeys));
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toc("8.2.2 re-lookup: relinearizeAffected");
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#ifndef NDEBUG
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#ifndef SEPARATE_STEPS
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// The relinearized variables should not appear anywhere in the orphans
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BOOST_FOREACH(boost::shared_ptr<const typename BayesTree<Conditional>::Clique> clique, orphans) {
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BOOST_FOREACH(const typename GaussianConditional::shared_ptr& cond, *clique) {
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BOOST_FOREACH(const varid_t key, cond->keys()) {
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assert(lastRelinVariables_[key] == false);
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}
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}
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}
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#endif
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#endif
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// if(debug) factors.print("Affected factors: ");
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if(debug) { cout << "Affected keys: "; BOOST_FOREACH(const varid_t key, affectedKeys) { cout << key << " "; } cout << endl; }
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lastAffectedMarkedCount = markedKeys.size();
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lastAffectedVariableCount = affectedKeys.size();
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lastAffectedFactorCount = factors.size();
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#ifdef PRINT_STATS
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// output for generating figures
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cout << "linear: #markedKeys: " << markedKeys.size() << " #affectedVariables: " << affectedKeys.size()
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<< " #affectedFactors: " << factors.size() << " maxCliqueSize: " << maxClique
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<< " avgCliqueSize: " << avgClique << " #Cliques: " << numCliques << " nnzR: " << nnzR << endl;
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#endif
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toc("8.2 re-lookup");
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//#ifndef NDEBUG
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// for(varid_t var=0; var<cached_.size(); ++var) {
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// if(find(affectedKeys.begin(), affectedKeys.end(), var) == affectedKeys.end() ||
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// lastRelinVariables_[var] == true) {
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// assert(!cached_[var] || find(cached_[var]->begin(), cached_[var]->end(), var) == cached_[var]->end());
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// }
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// }
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//#endif
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tic("8.3 re-cached");
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// add the cached intermediate results from the boundary of the orphans ...
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GaussianFactorGraph cachedBoundary = getCachedBoundaryFactors(orphans);
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if(debug) cachedBoundary.print("Boundary factors: ");
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factors.reserve(factors.size() + cachedBoundary.size());
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// Copy so that we can later permute factors
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BOOST_FOREACH(const GaussianFactor::shared_ptr& cached, cachedBoundary) {
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#ifndef NDEBUG
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#ifndef SEPARATE_STEPS
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BOOST_FOREACH(const varid_t key, *cached) {
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assert(lastRelinVariables_[key] == false);
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}
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#endif
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#endif
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factors.push_back(GaussianFactor::shared_ptr(new GaussianFactor(*cached)));
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}
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// factors.push_back(cachedBoundary);
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toc("8.3 re-cached");
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// END OF COPIED CODE
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// 2. Add the new factors \Factors' into the resulting factor graph
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tic("8.4 re-newfactors");
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if (newFactors) {
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#ifndef NDEBUG
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BOOST_FOREACH(const GaussianFactor::shared_ptr& newFactor, *newFactors) {
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bool found = false;
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BOOST_FOREACH(const GaussianFactor::shared_ptr& affectedFactor, factors) {
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if(newFactor->equals(*affectedFactor, 1e-6))
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found = true;
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}
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assert(found);
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}
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#endif
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//factors.push_back(*newFactors);
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}
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toc("8.4 re-newfactors");
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// 3. Re-order and eliminate the factor graph into a Bayes net (Algorithm [alg:eliminate]), and re-assemble into a new Bayes tree (Algorithm [alg:BayesTree])
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tic("8.5 re-order");
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//#define PRESORT_ALPHA
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tic("8.5.1 re-order: select affected variables");
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// create a partial reordering for the new and contaminated factors
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// markedKeys are passed in: those variables will be forced to the end in the ordering
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boost::shared_ptr<set<varid_t> > affectedKeysSet(new set<varid_t>(markedKeys));
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affectedKeysSet->insert(affectedKeys.begin(), affectedKeys.end());
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//#ifndef NDEBUG
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// // All affected keys should be contiguous and at the end of the elimination order
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// for(set<varid_t>::const_iterator key=affectedKeysSet->begin(); key!=affectedKeysSet->end(); ++key) {
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// if(key != affectedKeysSet->begin()) {
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// set<varid_t>::const_iterator prev = key; --prev;
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// assert(*prev == *key - 1);
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// }
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// }
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// assert(*(affectedKeysSet->end()) == variableIndex_.size() - 1);
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//#endif
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#ifndef NDEBUG
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// Debug check that all variables involved in the factors to be re-eliminated
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// are in affectedKeys, since we will use it to select a subset of variables.
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BOOST_FOREACH(const GaussianFactor::shared_ptr& factor, factors) {
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BOOST_FOREACH(varid_t key, factor->keys()) {
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assert(find(affectedKeysSet->begin(), affectedKeysSet->end(), key) != affectedKeysSet->end());
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}
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}
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#endif
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Permutation affectedKeysSelector(affectedKeysSet->size()); // Create a permutation that pulls the affected keys to the front
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Permutation affectedKeysSelectorInverse(affectedKeysSet->size() > 0 ? *(--affectedKeysSet->end())+1 : 0 /*ordering_.nVars()*/); // And its inverse
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#ifndef NDEBUG
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// If debugging, fill with invalid values that will trip asserts if dereferenced
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std::fill(affectedKeysSelectorInverse.begin(), affectedKeysSelectorInverse.end(), numeric_limits<varid_t>::max());
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#endif
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{ varid_t position=0; BOOST_FOREACH(varid_t var, *affectedKeysSet) {
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affectedKeysSelector[position] = var;
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affectedKeysSelectorInverse[var] = position;
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++ position; } }
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if(disableReordering) { assert(affectedKeysSelector.equals(Permutation::Identity(ordering_.nVars()))); assert(affectedKeysSelectorInverse.equals(Permutation::Identity(ordering_.nVars()))); }
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if(debug) affectedKeysSelector.print("affectedKeysSelector: ");
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if(debug) affectedKeysSelectorInverse.print("affectedKeysSelectorInverse: ");
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#ifndef NDEBUG
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GaussianVariableIndex<> beforePermutationIndex(factors);
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#endif
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factors.permuteWithInverse(affectedKeysSelectorInverse);
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if(debug) factors.print("Factors to reorder/re-eliminate: ");
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toc("8.5.1 re-order: select affected variables");
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tic("8.5.2 re-order: variable index");
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GaussianVariableIndex<> affectedFactorsIndex(factors); // Create a variable index for the factors to be re-eliminated
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#ifndef NDEBUG
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// beforePermutationIndex.permute(affectedKeysSelector);
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// assert(assert_equal(affectedFactorsIndex, beforePermutationIndex));
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#endif
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if(debug) affectedFactorsIndex.print("affectedFactorsIndex: ");
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toc("8.5.2 re-order: variable index");
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tic("8.5.3 re-order: constrained colamd");
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#ifdef PRESORT_ALPHA
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Permutation alphaOrder(affectedKeysSet->size());
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vector<Symbol> orderedKeys; orderedKeys.reserve(ordering_.size());
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varid_t alphaVar = 0;
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BOOST_FOREACH(const Ordering::value_type& key_order, ordering_) {
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Permutation::const_iterator selected = find(affectedKeysSelector.begin(), affectedKeysSelector.end(), key_order.second);
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if(selected != affectedKeysSelector.end()) {
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varid_t selectedVar = selected - affectedKeysSelector.begin();
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alphaOrder[alphaVar] = selectedVar;
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++ alphaVar;
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}
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}
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assert(alphaVar == affectedKeysSet->size());
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vector<varid_t> markedKeysSelected; markedKeysSelected.reserve(markedKeys.size());
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BOOST_FOREACH(varid_t var, markedKeys) { markedKeysSelected.push_back(alphaOrder[affectedKeysSelectorInverse[var]]); }
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GaussianVariableIndex<> origAffectedFactorsIndex(affectedFactorsIndex);
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affectedFactorsIndex.permute(alphaOrder);
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Permutation::shared_ptr affectedColamd(Inference::PermutationCOLAMD(affectedFactorsIndex, markedKeysSelected));
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affectedFactorsIndex.permute(*alphaOrder.inverse());
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affectedColamd = alphaOrder.permute(*affectedColamd);
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#else
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// vector<varid_t> markedKeysSelected; markedKeysSelected.reserve(markedKeys.size());
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// BOOST_FOREACH(varid_t var, markedKeys) { markedKeysSelected.push_back(affectedKeysSelectorInverse[var]); }
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vector<varid_t> newKeysSelected; newKeysSelected.reserve(newKeys.size());
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BOOST_FOREACH(varid_t var, newKeys) { newKeysSelected.push_back(affectedKeysSelectorInverse[var]); }
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Permutation::shared_ptr affectedColamd(Inference::PermutationCOLAMD(affectedFactorsIndex, newKeysSelected));
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if(disableReordering) {
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affectedColamd.reset(new Permutation(Permutation::Identity(affectedKeysSelector.size())));
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assert(affectedColamd->equals(Permutation::Identity(ordering_.nVars())));
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}
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#endif
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toc("8.5.3 re-order: constrained colamd");
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tic("8.5.4 re-order: create ccolamd permutations");
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Permutation::shared_ptr affectedColamdInverse(affectedColamd->inverse());
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if(disableReordering) assert(affectedColamdInverse->equals(Permutation::Identity(ordering_.nVars())));
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if(debug) affectedColamd->print("affectedColamd: ");
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if(debug) affectedColamdInverse->print("affectedColamdInverse: ");
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Permutation::shared_ptr partialReordering(
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Permutation::Identity(ordering_.nVars()).partialPermutation(affectedKeysSelector, *affectedColamd));
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Permutation::shared_ptr partialReorderingInverse(
|
|
Permutation::Identity(ordering_.nVars()).partialPermutation(affectedKeysSelector, *affectedColamdInverse));
|
|
if(disableReordering) { assert(partialReordering->equals(Permutation::Identity(ordering_.nVars()))); assert(partialReorderingInverse->equals(Permutation::Identity(ordering_.nVars()))); }
|
|
if(debug) partialReordering->print("partialReordering: ");
|
|
toc("8.5.4 re-order: create ccolamd permutations");
|
|
|
|
// We now need to permute everything according this partial reordering: the
|
|
// delta vector, the global ordering, and the factors we're about to
|
|
// re-eliminate. The reordered variables are also mentioned in the
|
|
// orphans and the leftover cached factors.
|
|
// NOTE: We have shared_ptr's to cached factors that we permute here, thus we
|
|
// undo this permutation after elimination.
|
|
tic("8.5.5 re-order: ccolamd permute global variable index");
|
|
variableIndex_.permute(*partialReordering);
|
|
toc("8.5.5 re-order: ccolamd permute global variable index");
|
|
tic("8.5.6 re-order: ccolamd permute affected variable index");
|
|
affectedFactorsIndex.permute(*affectedColamd);
|
|
toc("8.5.6 re-order: ccolamd permute affected variable index");
|
|
tic("8.5.7 re-order: ccolamd permute delta");
|
|
delta_.permute(*partialReordering);
|
|
toc("8.5.7 re-order: ccolamd permute delta");
|
|
tic("8.5.8 re-order: ccolamd permute ordering");
|
|
ordering_.permuteWithInverse(*partialReorderingInverse);
|
|
toc("8.5.8 re-order: ccolamd permute ordering");
|
|
tic("8.5.9 re-order: ccolamd permute affected factors");
|
|
factors.permuteWithInverse(*affectedColamdInverse);
|
|
toc("8.5.9 re-order: ccolamd permute affected factors");
|
|
|
|
if(debug) factors.print("Colamd-ordered affected factors: ");
|
|
|
|
#ifndef NDEBUG
|
|
GaussianVariableIndex<> fromScratchIndex(factors);
|
|
assert(assert_equal(fromScratchIndex, affectedFactorsIndex));
|
|
// beforePermutationIndex.permute(*affectedColamd);
|
|
// assert(assert_equal(fromScratchIndex, beforePermutationIndex));
|
|
#endif
|
|
|
|
// Permutation::shared_ptr reorderedSelectorInverse(affectedKeysSelector.permute(*affectedColamd));
|
|
// reorderedSelectorInverse->print("reorderedSelectorInverse: ");
|
|
toc("8.5 re-order");
|
|
|
|
// eliminate into a Bayes net
|
|
if(useMultiFrontal) {
|
|
tic("8.6 eliminate");
|
|
GaussianJunctionTree jt(factors);
|
|
sharedClique newRoot = jt.eliminate();
|
|
if(debug && newRoot) cout << "Re-eliminated BT:\n";
|
|
if(debug && newRoot) newRoot->printTree("");
|
|
toc("8.6 eliminate");
|
|
|
|
tic("8.7 re-assemble");
|
|
tic("8.7.1 permute eliminated");
|
|
if(newRoot) newRoot->permuteWithInverse(affectedKeysSelector);
|
|
if(debug && newRoot) cout << "Full var-ordered eliminated BT:\n";
|
|
if(debug && newRoot) newRoot->printTree("");
|
|
toc("8.7.1 permute eliminated");
|
|
tic("8.7.2 insert");
|
|
if(newRoot) {
|
|
assert(!this->root_);
|
|
this->insert(newRoot);
|
|
}
|
|
toc("8.7.2 insert");
|
|
toc("8.7 re-assemble");
|
|
} else {
|
|
tic("8.6 eliminate");
|
|
boost::shared_ptr<GaussianBayesNet> bayesNet(new GaussianBayesNet());
|
|
vector<GaussianFactor::shared_ptr> newlyCached(affectedKeysSelector.size());
|
|
for(varid_t var=0; var<affectedKeysSelector.size(); ++var) {
|
|
GaussianConditional::shared_ptr conditional = Inference::EliminateOne(factors, affectedFactorsIndex, var);
|
|
// assert(partialReordering[affectedKeysSelector[var]] == affectedKeysSelectorInverse[affectedColamd[var]]);
|
|
// assert(reorderedSelectorInverse[var] == partialReordering[affectedKeysSelector[var]]);
|
|
if(conditional != NULL) {
|
|
// if(debug) cout << var << "th colamd variable becomes variable " << affectedKeysSelector[var] << endl;
|
|
if(debug) cout << "Caching for variable " << var << "->" << affectedKeysSelector[var] << " factor ";
|
|
if(debug) factors.back()->print("");
|
|
newlyCached[var] = factors.back();
|
|
bayesNet->push_back(conditional);
|
|
}
|
|
}
|
|
toc("8.6 eliminate");
|
|
|
|
tic("8.7 re-assemble");
|
|
|
|
if(debug) bayesNet->print("Re-eliminated portion: ");
|
|
// permute the BayesNet up to the full variable space
|
|
tic("8.7.1 re-assemble: permute eliminated");
|
|
bayesNet->permuteWithInverse(affectedKeysSelector);
|
|
toc("8.7.1 re-assemble: permute eliminated");
|
|
if(debug) bayesNet->print("Ready to re-insert (permuted): ");
|
|
|
|
// insert conditionals back in, straight into the topless bayesTree
|
|
tic("8.7.2 re-assemble: insert");
|
|
typename BayesNet<Conditional>::const_reverse_iterator rit;
|
|
for ( rit=bayesNet->rbegin(); rit != bayesNet->rend(); ++rit ) {
|
|
this->insert(*rit);
|
|
}
|
|
toc("8.7.2 re-assemble: insert");
|
|
|
|
tic("8.7.3 re-assemble: insert cache");
|
|
if(bayesNet->size() == 0)
|
|
assert(newlyCached.size() == 0);
|
|
else
|
|
reinsertCache<Conditional,Values>(this->root(), newlyCached, affectedKeysSelector, affectedKeysSelectorInverse);
|
|
toc("8.7.3 re-assemble: insert cache");
|
|
|
|
lastNnzTop = 0; //calculate_nnz(this->root());
|
|
|
|
// Save number of affectedCliques
|
|
lastAffectedCliqueCount = this->size();
|
|
toc("8.7 re-assemble");
|
|
}
|
|
|
|
// 4. Insert the orphans back into the new Bayes tree.
|
|
|
|
tic("8.8 re-orphan");
|
|
tic("8.8.1 re-orphan: permute");
|
|
BOOST_FOREACH(sharedClique orphan, orphans) {
|
|
(void)orphan->permuteSeparatorWithInverse(*partialReorderingInverse);
|
|
}
|
|
toc("8.8.1 re-orphan: permute");
|
|
tic("8.8.2 re-orphan: insert");
|
|
// add orphans to the bottom of the new tree
|
|
BOOST_FOREACH(sharedClique orphan, orphans) {
|
|
// Because the affectedKeysSelector is sorted, the orphan separator keys
|
|
// will be sorted correctly according to the new elimination order after
|
|
// applying the permutation, so findParentClique, which looks for the
|
|
// lowest-ordered parent, will still work.
|
|
varid_t parentRepresentative = findParentClique(orphan->separator_);
|
|
sharedClique parent = (*this)[parentRepresentative];
|
|
parent->children_ += orphan;
|
|
orphan->parent_ = parent; // set new parent!
|
|
}
|
|
toc("8.8.2 re-orphan: insert");
|
|
toc("8.8 re-orphan");
|
|
|
|
// Output: BayesTree(this)
|
|
|
|
// boost::shared_ptr<set<varid_t> > affectedKeysSet(new set<varid_t>());
|
|
// affectedKeysSet->insert(affectedKeys.begin(), affectedKeys.end());
|
|
return affectedKeysSet;
|
|
}
|
|
|
|
///* ************************************************************************* */
|
|
//template<class Conditional, class Values>
|
|
//void ISAM2<Conditional, Values>::linear_update(const GaussianFactorGraph& newFactors) {
|
|
// const list<varid_t> markedKeys = newFactors.keys();
|
|
// recalculate(markedKeys, &newFactors);
|
|
//}
|
|
|
|
/* ************************************************************************* */
|
|
// find all variables that are directly connected by a measurement to one of the marked variables
|
|
template<class Conditional, class Values>
|
|
void ISAM2<Conditional, Values>::find_all(sharedClique clique, set<varid_t>& keys, const vector<bool>& markedMask) {
|
|
// does the separator contain any of the variables?
|
|
bool found = false;
|
|
BOOST_FOREACH(const varid_t& key, clique->separator_) {
|
|
if (markedMask[key])
|
|
found = true;
|
|
}
|
|
if (found) {
|
|
// then add this clique
|
|
assert(clique->keys().front() == (*clique->begin())->key());
|
|
keys.insert(clique->keys().front());
|
|
}
|
|
BOOST_FOREACH(const sharedClique& child, clique->children_) {
|
|
find_all(child, keys, markedMask);
|
|
}
|
|
}
|
|
|
|
/* ************************************************************************* */
|
|
struct _SelectiveExpmap {
|
|
const Permuted<VectorValues>& delta;
|
|
const Ordering& ordering;
|
|
const vector<bool>& mask;
|
|
_SelectiveExpmap(const Permuted<VectorValues>& _delta, const Ordering& _ordering, const vector<bool>& _mask) :
|
|
delta(_delta), ordering(_ordering), mask(_mask) {}
|
|
template<typename I>
|
|
void operator()(I it_x) {
|
|
varid_t var = ordering[it_x->first];
|
|
assert(delta[var].size() == it_x->second.dim());
|
|
if(mask[var]) it_x->second = it_x->second.expmap(delta[var]); }
|
|
};
|
|
#ifndef NDEBUG
|
|
struct _SelectiveExpmapAndClear {
|
|
Permuted<VectorValues>& delta;
|
|
const Ordering& ordering;
|
|
const vector<bool>& mask;
|
|
_SelectiveExpmapAndClear(Permuted<VectorValues>& _delta, const Ordering& _ordering, const vector<bool>& _mask) :
|
|
delta(_delta), ordering(_ordering), mask(_mask) {}
|
|
template<typename I>
|
|
void operator()(I it_x) {
|
|
varid_t var = ordering[it_x->first];
|
|
assert(delta[var].size() == it_x->second.dim());
|
|
BOOST_FOREACH(double v, delta[var]) assert(isfinite(v));
|
|
if(disableReordering) {
|
|
assert(mask[var]);
|
|
assert(it_x->first.index() == var);
|
|
//assert(equal(delta[var], delta.container()[var]));
|
|
assert(delta.permutation()[var] == var);
|
|
}
|
|
if(mask[var]) it_x->second = it_x->second.expmap(delta[var]);
|
|
fill(delta[var].begin(), delta[var].end(), numeric_limits<double>::infinity());
|
|
}
|
|
};
|
|
#endif
|
|
struct _VariableAdder {
|
|
Ordering& ordering;
|
|
Permuted<VectorValues>& vconfig;
|
|
_VariableAdder(Ordering& _ordering, Permuted<VectorValues>& _vconfig) : ordering(_ordering), vconfig(_vconfig) {}
|
|
template<typename I>
|
|
void operator()(I xIt) {
|
|
static const bool debug = false;
|
|
varid_t var = vconfig->push_back_preallocated(zero(xIt->second.dim()));
|
|
vconfig.permutation()[var] = var;
|
|
ordering.insert(xIt->first, var);
|
|
if(debug) cout << "Adding variable " << (string)xIt->first << " with order " << var << endl;
|
|
}
|
|
};
|
|
template<class Conditional, class Values>
|
|
void ISAM2<Conditional, Values>::update(
|
|
const NonlinearFactorGraph<Values>& newFactors, const Values& newTheta,
|
|
double wildfire_threshold, double relinearize_threshold, bool relinearize) {
|
|
|
|
static const bool debug = false;
|
|
if(disableReordering) { wildfire_threshold = 0.0; relinearize_threshold = -1.0; }
|
|
|
|
static int count = 0;
|
|
count++;
|
|
|
|
lastAffectedVariableCount = 0;
|
|
lastAffectedFactorCount = 0;
|
|
lastAffectedCliqueCount = 0;
|
|
lastAffectedMarkedCount = 0;
|
|
lastBacksubVariableCount = 0;
|
|
lastNnzTop = 0;
|
|
|
|
tic("all");
|
|
|
|
tic("1 step1");
|
|
// 1. Add any new factors \Factors:=\Factors\cup\Factors'.
|
|
nonlinearFactors_.push_back(newFactors);
|
|
toc("1 step1");
|
|
|
|
tic("2 step2");
|
|
// 2. Initialize any new variables \Theta_{new} and add \Theta:=\Theta\cup\Theta_{new}.
|
|
theta_.insert(newTheta);
|
|
if(debug) newTheta.print("The new variables are: ");
|
|
// Add the new keys onto the ordering, add zeros to the delta for the new variables
|
|
vector<varid_t> dims(newTheta.dims(*newTheta.orderingArbitrary(ordering_.nVars())));
|
|
if(debug) cout << "New variables have total dimensionality " << accumulate(dims.begin(), dims.end(), 0) << endl;
|
|
delta_.container().reserve(delta_->size() + newTheta.size(), delta_->dim() + accumulate(dims.begin(), dims.end(), 0));
|
|
delta_.permutation().resize(delta_->size() + newTheta.size());
|
|
{
|
|
_VariableAdder vadder(ordering_, delta_);
|
|
newTheta.apply(vadder);
|
|
assert(delta_.permutation().size() == delta_.container().size());
|
|
assert(delta_.container().dim() == delta_.container().dimCapacity());
|
|
assert(ordering_.nVars() == delta_.size());
|
|
assert(ordering_.size() == delta_.size());
|
|
}
|
|
assert(ordering_.nVars() >= this->nodes_.size());
|
|
this->nodes_.resize(ordering_.nVars());
|
|
// assert(ordering_.nVars() >= cached_.size());
|
|
// cached_.resize(ordering_.nVars());
|
|
toc("2 step2");
|
|
|
|
tic("3 step3");
|
|
// 3. Mark linear update
|
|
set<varid_t> markedKeys;
|
|
vector<varid_t> newKeys; newKeys.reserve(newFactors.size() * 6);
|
|
BOOST_FOREACH(const typename NonlinearFactor<Values>::shared_ptr& factor, newFactors) {
|
|
BOOST_FOREACH(const Symbol& key, factor->keys()) {
|
|
markedKeys.insert(ordering_[key]);
|
|
newKeys.push_back(ordering_[key]);
|
|
}
|
|
}
|
|
// list<varid_t> markedKeys = newFactors.keys();
|
|
toc("3 step3");
|
|
|
|
#ifdef SEPARATE_STEPS // original algorithm from paper: separate relin and optimize
|
|
|
|
// todo: kaess - don't need linear factors here, just to update variableIndex
|
|
boost::shared_ptr<GaussianFactorGraph> linearFactors = newFactors.linearize(theta_, ordering_);
|
|
variableIndex_.augment(*linearFactors);
|
|
|
|
boost::shared_ptr<set<varid_t> > replacedKeys_todo = recalculate(markedKeys, newKeys, &(*linearFactors));
|
|
markedKeys.clear();
|
|
vector<bool> none(variableIndex_.size(), false);
|
|
optimize2(this->root(), wildfire_threshold, none, delta_);
|
|
#endif
|
|
|
|
vector<bool> markedRelinMask(ordering_.nVars(), false);
|
|
bool relinAny = false;
|
|
if (relinearize && count%10 == 0) { // todo: every n steps
|
|
tic("4 step4");
|
|
// 4. Mark keys in \Delta above threshold \beta: J=\{\Delta_{j}\in\Delta|\Delta_{j}\geq\beta\}.
|
|
for(varid_t var=0; var<delta_.size(); ++var) {
|
|
if (max(abs(delta_[var])) >= relinearize_threshold) {
|
|
markedRelinMask[var] = true;
|
|
markedKeys.insert(var);
|
|
if(!relinAny) relinAny = true;
|
|
}
|
|
}
|
|
toc("4 step4");
|
|
|
|
tic("5 step5");
|
|
// 5. Mark all cliques that involve marked variables \Theta_{J} and all their ancestors.
|
|
if (relinAny) {
|
|
// mark all cliques that involve marked variables
|
|
tic("5.1 fluid-find_all");
|
|
if(this->root())
|
|
find_all(this->root(), markedKeys, markedRelinMask); // add other cliques that have the marked ones in the separator
|
|
// richard commented these out since now using an array to mark keys
|
|
//affectedKeys.sort(); // remove duplicates
|
|
//affectedKeys.unique();
|
|
// merge with markedKeys
|
|
toc("5.1 fluid-find_all");
|
|
}
|
|
// richard commented these out since now using an array to mark keys
|
|
//markedKeys.splice(markedKeys.begin(), affectedKeys, affectedKeys.begin(), affectedKeys.end());
|
|
//markedKeys.sort(); // remove duplicates
|
|
//markedKeys.unique();
|
|
// BOOST_FOREACH(const varid_t var, affectedKeys) {
|
|
// markedKeys.push_back(var);
|
|
// }
|
|
toc("5 step5");
|
|
|
|
}
|
|
|
|
tic("6 step6");
|
|
// 6. Update linearization point for marked variables: \Theta_{J}:=\Theta_{J}+\Delta_{J}.
|
|
if (relinAny) {
|
|
#ifndef NDEBUG
|
|
_SelectiveExpmapAndClear selectiveExpmap(delta_, ordering_, markedRelinMask);
|
|
#else
|
|
_SelectiveExpmap selectiveExpmap(delta_, ordering_, markedRelinMask);
|
|
#endif
|
|
theta_.apply(selectiveExpmap);
|
|
// theta_ = theta_.expmap(deltaMarked);
|
|
}
|
|
toc("6 step6");
|
|
|
|
#ifndef NDEBUG
|
|
lastRelinVariables_ = markedRelinMask;
|
|
#endif
|
|
|
|
#ifndef SEPARATE_STEPS
|
|
tic("7 step7");
|
|
// 7. Linearize new factors
|
|
boost::shared_ptr<GaussianFactorGraph> linearFactors = newFactors.linearize(theta_, ordering_);
|
|
toc("7 step7");
|
|
|
|
tic("7.1 step7");
|
|
// Augment the variable index with the new factors
|
|
// tic("step7.5: newVarIndex");
|
|
// cout << linearFactors->size() << "=" << newFactors.size() << " newFactors" << endl;
|
|
// GaussianVariableIndex<> newVarIndex(*linearFactors);
|
|
// toc("step7.5: newVarIndex");
|
|
// tic("step7.5: rebase");
|
|
// newVarIndex.rebaseFactors(newFactorsIndex);
|
|
// toc("step7.5: rebase");
|
|
// tic("step7.5: augment");
|
|
variableIndex_.augment(*linearFactors);
|
|
// toc("step7.5: augment");
|
|
toc("7.1 step7");
|
|
|
|
tic("8 step8");
|
|
// 8. Redo top of Bayes tree
|
|
boost::shared_ptr<set<varid_t> > replacedKeys = recalculate(markedKeys, newKeys, &(*linearFactors));
|
|
toc("8 step8");
|
|
#else
|
|
vector<varid_t> empty;
|
|
boost::shared_ptr<set<varid_t> > replacedKeys = recalculate(markedKeys, empty);
|
|
#endif
|
|
|
|
tic("9 step9");
|
|
// 9. Solve
|
|
if (wildfire_threshold<=0.) {
|
|
VectorValues newDelta(variableIndex_.dims());
|
|
optimize2(this->root(), newDelta);
|
|
assert(newDelta.size() == delta_.size());
|
|
delta_.permutation() = Permutation::Identity(delta_.size());
|
|
delta_.container() = newDelta;
|
|
lastBacksubVariableCount = theta_.size();
|
|
|
|
// GaussianFactorGraph linearfull = *nonlinearFactors_.linearize(theta_, ordering_);
|
|
// GaussianBayesNet gbn = *Inference::Eliminate(linearfull);
|
|
// VectorValues deltafull = optimize(gbn);
|
|
// assert(assert_equal(deltafull, newDelta, 1e-3));
|
|
|
|
} else {
|
|
vector<bool> replacedKeysMask(variableIndex_.size(), false);
|
|
BOOST_FOREACH(const varid_t var, *replacedKeys) { replacedKeysMask[var] = true; }
|
|
lastBacksubVariableCount = optimize2(this->root(), wildfire_threshold, replacedKeysMask, delta_); // modifies delta_
|
|
}
|
|
toc("9 step9");
|
|
|
|
toc("all");
|
|
tictoc_print(); // switch on/off at top of file (#if 1/#if 0)
|
|
}
|
|
|
|
/* ************************************************************************* */
|
|
template<class Conditional, class Values>
|
|
Values ISAM2<Conditional, Values>::calculateEstimate() const {
|
|
Values ret(theta_);
|
|
vector<bool> mask(ordering_.nVars(), true);
|
|
_SelectiveExpmap selectiveExpmap(delta_, ordering_, mask);
|
|
ret.apply(selectiveExpmap);
|
|
return ret;
|
|
}
|
|
|
|
/* ************************************************************************* */
|
|
template<class Conditional, class Values>
|
|
Values ISAM2<Conditional, Values>::calculateBestEstimate() const {
|
|
VectorValues delta(variableIndex_.dims());
|
|
optimize2(this->root(), delta);
|
|
return theta_.expmap(delta, ordering_);
|
|
}
|
|
|
|
}
|
|
/// namespace gtsam
|