102 lines
3.1 KiB
C++
102 lines
3.1 KiB
C++
/* ----------------------------------------------------------------------------
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* GTSAM Copyright 2010, Georgia Tech Research Corporation,
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* Atlanta, Georgia 30332-0415
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* All Rights Reserved
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* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
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* See LICENSE for the license information
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* -------------------------------------------------------------------------- */
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/**
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* @file RegularHessianFactor.h
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* @brief HessianFactor class with constant sized blcoks
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* @author Richard Roberts
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* @date Dec 8, 2010
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*/
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#pragma once
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#include <gtsam/linear/HessianFactor.h>
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#include <boost/foreach.hpp>
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#include <vector>
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namespace gtsam {
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template<size_t D>
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class RegularHessianFactor: public HessianFactor {
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private:
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typedef Eigen::Matrix<double, D, D> MatrixDD; // camera hessian block
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typedef Eigen::Matrix<double, D, 1> VectorD;
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public:
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/** Construct an n-way factor. Gs contains the upper-triangle blocks of the
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* quadratic term (the Hessian matrix) provided in row-order, gs the pieces
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* of the linear vector term, and f the constant term.
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*/
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RegularHessianFactor(const std::vector<Key>& js,
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const std::vector<Matrix>& Gs, const std::vector<Vector>& gs, double f) :
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HessianFactor(js, Gs, gs, f) {
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}
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/** Constructor with an arbitrary number of keys and with the augmented information matrix
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* specified as a block matrix. */
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template<typename KEYS>
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RegularHessianFactor(const KEYS& keys,
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const SymmetricBlockMatrix& augmentedInformation) :
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HessianFactor(keys, augmentedInformation) {
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}
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/** y += alpha * A'*A*x */
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void multiplyHessianAdd(double alpha, const VectorValues& x,
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VectorValues& y) const {
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HessianFactor::multiplyHessianAdd(alpha, x, y);
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}
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// Scratch space for multiplyHessianAdd
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typedef Eigen::Matrix<double, D, 1> DVector;
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mutable std::vector<DVector> y;
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void multiplyHessianAdd(double alpha, const double* x,
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double* yvalues) const {
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// Create a vector of temporary y values, corresponding to rows i
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y.resize(size());
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BOOST_FOREACH(DVector & yi, y)
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yi.setZero();
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typedef Eigen::Map<DVector> DMap;
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typedef Eigen::Map<const DVector> ConstDMap;
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// Accessing the VectorValues one by one is expensive
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// So we will loop over columns to access x only once per column
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// And fill the above temporary y values, to be added into yvalues after
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DVector xj(D);
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for (DenseIndex j = 0; j < (DenseIndex) size(); ++j) {
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Key key = keys_[j];
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const double* xj = x + key * D;
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DenseIndex i = 0;
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for (; i < j; ++i)
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y[i] += info_(i, j).knownOffDiagonal() * ConstDMap(xj);
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// blocks on the diagonal are only half
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y[i] += info_(j, j).selfadjointView() * ConstDMap(xj);
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// for below diagonal, we take transpose block from upper triangular part
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for (i = j + 1; i < (DenseIndex) size(); ++i)
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y[i] += info_(i, j).knownOffDiagonal() * ConstDMap(xj);
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}
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// copy to yvalues
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for (DenseIndex i = 0; i < (DenseIndex) size(); ++i) {
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Key key = keys_[i];
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DMap(yvalues + key * D) += alpha * y[i];
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}
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}
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};
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}
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