83 lines
2.6 KiB
C++
83 lines
2.6 KiB
C++
/*
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* iterative.cpp
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* @brief Iterative methods, implementation
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* @author Frank Dellaert
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* Created on: Dec 28, 2009
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*/
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#include "GaussianFactorGraph.h"
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#include "iterative-inl.h"
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using namespace std;
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namespace gtsam {
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/* ************************************************************************* */
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/** gradient of objective function 0.5*|Ax-b|^2 at x = A'*(Ax-b) */
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Vector gradient(const System& Ab, const Vector& x) {
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const Matrix& A = Ab.first;
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const Vector& b = Ab.second;
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return A ^ (A * x - b);
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}
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/** Apply operator A */
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Vector operator*(const System& Ab, const Vector& x) {
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const Matrix& A = Ab.first;
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return A * x;
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}
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/** Apply operator A^T */
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Vector operator^(const System& Ab, const Vector& x) {
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const Matrix& A = Ab.first;
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return A ^ x;
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}
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Vector steepestDescent(const System& Ab, const Vector& x, bool verbose,
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double epsilon, size_t maxIterations) {
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return conjugateGradients<System, Vector, Vector> (Ab, x, verbose, epsilon,
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maxIterations, true);
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}
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Vector conjugateGradientDescent(const System& Ab, const Vector& x,
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bool verbose, double epsilon, size_t maxIterations) {
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return conjugateGradients<System, Vector, Vector> (Ab, x, verbose, epsilon,
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maxIterations);
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}
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/* ************************************************************************* */
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Vector steepestDescent(const Matrix& A, const Vector& b, const Vector& x,
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bool verbose, double epsilon, size_t maxIterations) {
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System Ab = make_pair(A, b);
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return conjugateGradients<System, Vector, Vector> (Ab, x, verbose, epsilon,
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maxIterations, true);
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}
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Vector conjugateGradientDescent(const Matrix& A, const Vector& b,
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const Vector& x, bool verbose, double epsilon, size_t maxIterations) {
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System Ab = make_pair(A, b);
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return conjugateGradients<System, Vector, Vector> (Ab, x, verbose, epsilon,
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maxIterations);
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}
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/* ************************************************************************* */
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VectorConfig gradient(const GaussianFactorGraph& fg, const VectorConfig& x) {
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return fg.gradient(x);
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}
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VectorConfig steepestDescent(const GaussianFactorGraph& fg,
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const VectorConfig& x, bool verbose, double epsilon, size_t maxIterations) {
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return conjugateGradients<GaussianFactorGraph, VectorConfig, Errors> (fg,
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x, verbose, epsilon, maxIterations, true);
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}
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VectorConfig conjugateGradientDescent(const GaussianFactorGraph& fg,
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const VectorConfig& x, bool verbose, double epsilon, size_t maxIterations) {
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return conjugateGradients<GaussianFactorGraph, VectorConfig, Errors> (fg,
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x, verbose, epsilon, maxIterations);
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}
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/* ************************************************************************* */
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} // namespace gtsam
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