976 lines
49 KiB
C++
976 lines
49 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 numericalDerivative.h
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* @brief Some functions to compute numerical derivatives
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* @author Frank Dellaert
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*/
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// \callgraph
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#pragma once
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#include <boost/function.hpp>
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#ifdef __GNUC__
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#pragma GCC diagnostic push
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#pragma GCC diagnostic ignored "-Wunused-variable"
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#endif
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#include <boost/bind.hpp>
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#ifdef __GNUC__
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#pragma GCC diagnostic pop
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#endif
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#include <gtsam/linear/VectorValues.h>
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#include <gtsam/linear/JacobianFactor.h>
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#include <gtsam/nonlinear/Values.h>
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#include <gtsam/base/Lie.h>
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namespace gtsam {
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/*
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* Note that all of these functions have two versions, a boost.function version and a
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* standard C++ function pointer version. This allows reformulating the arguments of
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* a function to fit the correct structure, which is useful for situations like
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* member functions and functions with arguments not involved in the derivative:
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*
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* Usage of the boost bind version to rearrange arguments:
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* for a function with one relevant param and an optional derivative:
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* Foo bar(const Obj& a, boost::optional<Matrix&> H1)
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* Use boost.bind to restructure:
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* boost::bind(bar, _1, boost::none)
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* This syntax will fix the optional argument to boost::none, while using the first argument provided
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*
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* For member functions, such as below, with an instantiated copy instanceOfSomeClass
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* Foo SomeClass::bar(const Obj& a)
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* Use boost bind as follows to create a function pointer that uses the member function:
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* boost::bind(&SomeClass::bar, ref(instanceOfSomeClass), _1)
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*
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* For additional details, see the documentation:
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* http://www.boost.org/doc/libs/release/libs/bind/bind.html
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*/
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// a quick helper struct to get the appropriate fixed sized matrix from two value types
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namespace internal {
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template<class Y, class X=double>
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struct FixedSizeMatrix {
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typedef Eigen::Matrix<double,traits<Y>::dimension, traits<X>::dimension> type;
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};
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}
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/**
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* @brief Numerically compute gradient of scalar function
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* @return n-dimensional gradient computed via central differencing
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* Class X is the input argument
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* The class X needs to have dim, expmap, logmap
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* int N is the dimension of the X input value if variable dimension type but known at test time
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*/
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template <class X, int N = traits<X>::dimension>
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typename Eigen::Matrix<double, N, 1> numericalGradient(
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boost::function<double(const X&)> h, const X& x, double delta = 1e-5) {
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double factor = 1.0 / (2.0 * delta);
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BOOST_STATIC_ASSERT_MSG(
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(boost::is_base_of<manifold_tag, typename traits<X>::structure_category>::value),
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"Template argument X must be a manifold type.");
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BOOST_STATIC_ASSERT_MSG(N>0, "Template argument X must be fixed-size type or N must be specified.");
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// Prepare a tangent vector to perturb x with, only works for fixed size
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typename traits<X>::TangentVector d;
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d.setZero();
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Eigen::Matrix<double,N,1> g;
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g.setZero();
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for (int j = 0; j < N; j++) {
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d(j) = delta;
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double hxplus = h(traits<X>::Retract(x, d));
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d(j) = -delta;
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double hxmin = h(traits<X>::Retract(x, d));
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d(j) = 0;
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g(j) = (hxplus - hxmin) * factor;
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}
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return g;
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}
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/**
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* @brief New-style numerical derivatives using manifold_traits
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* @brief Computes numerical derivative in argument 1 of unary function
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* @param h unary function yielding m-vector
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* @param x n-dimensional value at which to evaluate h
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* @param delta increment for numerical derivative
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* Class Y is the output argument
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* Class X is the input argument
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* @tparam int N is the dimension of the X input value if variable dimension type but known at test time
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* @return m*n Jacobian computed via central differencing
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*/
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template <class Y, class X, int N = traits<X>::dimension>
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// TODO Should compute fixed-size matrix
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typename internal::FixedSizeMatrix<Y, X>::type numericalDerivative11(
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boost::function<Y(const X&)> h, const X& x, double delta = 1e-5) {
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typedef typename internal::FixedSizeMatrix<Y,X>::type Matrix;
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
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"Template argument Y must be a manifold type.");
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typedef traits<Y> TraitsY;
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X>::structure_category>::value),
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"Template argument X must be a manifold type.");
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BOOST_STATIC_ASSERT_MSG(N>0, "Template argument X must be fixed-size type or N must be specified.");
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typedef traits<X> TraitsX;
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// get value at x, and corresponding chart
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const Y hx = h(x);
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// Bit of a hack for now to find number of rows
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const typename TraitsY::TangentVector zeroY = TraitsY::Local(hx, hx);
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const size_t m = zeroY.size();
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// Prepare a tangent vector to perturb x with, only works for fixed size
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Eigen::Matrix<double, N, 1> dx;
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dx.setZero();
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// Fill in Jacobian H
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Matrix H = Matrix::Zero(m, N);
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const double factor = 1.0 / (2.0 * delta);
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for (int j = 0; j < N; j++) {
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dx(j) = delta;
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const auto dy1 = TraitsY::Local(hx, h(TraitsX::Retract(x, dx)));
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dx(j) = -delta;
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const auto dy2 = TraitsY::Local(hx, h(TraitsX::Retract(x, dx)));
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dx(j) = 0;
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H.col(j) << (dy1 - dy2) * factor;
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}
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return H;
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}
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/** use a raw C++ function pointer */
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template<class Y, class X>
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typename internal::FixedSizeMatrix<Y,X>::type numericalDerivative11(Y (*h)(const X&), const X& x,
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double delta = 1e-5) {
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return numericalDerivative11<Y, X>(boost::bind(h, _1), x, delta);
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}
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/**
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* Compute numerical derivative in argument 1 of binary function
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* @param h binary function yielding m-vector
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* @param x1 n-dimensional first argument value
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* @param x2 second argument value
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* @param delta increment for numerical derivative
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* @return m*n Jacobian computed via central differencing
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* @tparam int N is the dimension of the X1 input value if variable dimension type but known at test time
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*/
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template<class Y, class X1, class X2, int N = traits<X1>::dimension>
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typename internal::FixedSizeMatrix<Y,X1>::type numericalDerivative21(const boost::function<Y(const X1&, const X2&)>& h,
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const X1& x1, const X2& x2, double delta = 1e-5) {
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
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"Template argument Y must be a manifold type.");
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
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"Template argument X1 must be a manifold type.");
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return numericalDerivative11<Y, X1, N>(boost::bind(h, _1, boost::cref(x2)), x1, delta);
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}
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/** use a raw C++ function pointer */
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template<class Y, class X1, class X2>
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typename internal::FixedSizeMatrix<Y,X1>::type numericalDerivative21(Y (*h)(const X1&, const X2&), const X1& x1,
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const X2& x2, double delta = 1e-5) {
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return numericalDerivative21<Y, X1, X2>(boost::bind(h, _1, _2), x1, x2, delta);
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}
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/**
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* Compute numerical derivative in argument 2 of binary function
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* @param h binary function yielding m-vector
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* @param x1 first argument value
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* @param x2 n-dimensional second argument value
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* @param delta increment for numerical derivative
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* @return m*n Jacobian computed via central differencing
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* @tparam int N is the dimension of the X2 input value if variable dimension type but known at test time
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*/
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template<class Y, class X1, class X2, int N = traits<X2>::dimension>
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typename internal::FixedSizeMatrix<Y,X2>::type numericalDerivative22(boost::function<Y(const X1&, const X2&)> h,
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const X1& x1, const X2& x2, double delta = 1e-5) {
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// BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
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// "Template argument X1 must be a manifold type.");
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X2>::structure_category>::value),
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"Template argument X2 must be a manifold type.");
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return numericalDerivative11<Y, X2, N>(boost::bind(h, boost::cref(x1), _1), x2, delta);
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}
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/** use a raw C++ function pointer */
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template<class Y, class X1, class X2>
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typename internal::FixedSizeMatrix<Y,X2>::type numericalDerivative22(Y (*h)(const X1&, const X2&), const X1& x1,
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const X2& x2, double delta = 1e-5) {
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return numericalDerivative22<Y, X1, X2>(boost::bind(h, _1, _2), x1, x2, delta);
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}
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/**
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* Compute numerical derivative in argument 1 of ternary function
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* @param h ternary function yielding m-vector
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* @param x1 n-dimensional first argument value
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* @param x2 second argument value
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* @param x3 third argument value
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* @param delta increment for numerical derivative
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* @return m*n Jacobian computed via central differencing
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* All classes Y,X1,X2,X3 need dim, expmap, logmap
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* @tparam int N is the dimension of the X1 input value if variable dimension type but known at test time
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*/
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template<class Y, class X1, class X2, class X3, int N = traits<X1>::dimension>
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typename internal::FixedSizeMatrix<Y,X1>::type numericalDerivative31(
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boost::function<Y(const X1&, const X2&, const X3&)> h, const X1& x1,
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const X2& x2, const X3& x3, double delta = 1e-5) {
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
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"Template argument Y must be a manifold type.");
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
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"Template argument X1 must be a manifold type.");
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return numericalDerivative11<Y, X1, N>(boost::bind(h, _1, boost::cref(x2), boost::cref(x3)), x1, delta);
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}
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template<class Y, class X1, class X2, class X3>
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typename internal::FixedSizeMatrix<Y,X1>::type numericalDerivative31(Y (*h)(const X1&, const X2&, const X3&),
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const X1& x1, const X2& x2, const X3& x3, double delta = 1e-5) {
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return numericalDerivative31<Y, X1, X2, X3>(boost::bind(h, _1, _2, _3), x1,
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x2, x3, delta);
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}
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/**
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* Compute numerical derivative in argument 2 of ternary function
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* @param h ternary function yielding m-vector
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* @param x1 n-dimensional first argument value
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* @param x2 second argument value
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* @param x3 third argument value
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* @param delta increment for numerical derivative
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* @return m*n Jacobian computed via central differencing
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* All classes Y,X1,X2,X3 need dim, expmap, logmap
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* @tparam int N is the dimension of the X2 input value if variable dimension type but known at test time
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*/
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template<class Y, class X1, class X2, class X3, int N = traits<X2>::dimension>
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typename internal::FixedSizeMatrix<Y,X2>::type numericalDerivative32(
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boost::function<Y(const X1&, const X2&, const X3&)> h, const X1& x1,
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const X2& x2, const X3& x3, double delta = 1e-5) {
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
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"Template argument Y must be a manifold type.");
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X2>::structure_category>::value),
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"Template argument X2 must be a manifold type.");
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return numericalDerivative11<Y, X2, N>(boost::bind(h, boost::cref(x1), _1, boost::cref(x3)), x2, delta);
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}
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template<class Y, class X1, class X2, class X3>
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inline typename internal::FixedSizeMatrix<Y,X2>::type numericalDerivative32(Y (*h)(const X1&, const X2&, const X3&),
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const X1& x1, const X2& x2, const X3& x3, double delta = 1e-5) {
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return numericalDerivative32<Y, X1, X2, X3>(boost::bind(h, _1, _2, _3), x1,
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x2, x3, delta);
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}
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/**
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* Compute numerical derivative in argument 3 of ternary function
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* @param h ternary function yielding m-vector
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* @param x1 n-dimensional first argument value
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* @param x2 second argument value
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* @param x3 third argument value
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* @param delta increment for numerical derivative
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* @return m*n Jacobian computed via central differencing
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* All classes Y,X1,X2,X3 need dim, expmap, logmap
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* @tparam int N is the dimension of the X3 input value if variable dimension type but known at test time
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*/
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template<class Y, class X1, class X2, class X3, int N = traits<X3>::dimension>
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typename internal::FixedSizeMatrix<Y,X3>::type numericalDerivative33(
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boost::function<Y(const X1&, const X2&, const X3&)> h, const X1& x1,
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const X2& x2, const X3& x3, double delta = 1e-5) {
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
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"Template argument Y must be a manifold type.");
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X3>::structure_category>::value),
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"Template argument X3 must be a manifold type.");
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return numericalDerivative11<Y, X3, N>(boost::bind(h, boost::cref(x1), boost::cref(x2), _1), x3, delta);
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}
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template<class Y, class X1, class X2, class X3>
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inline typename internal::FixedSizeMatrix<Y,X3>::type numericalDerivative33(Y (*h)(const X1&, const X2&, const X3&),
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const X1& x1, const X2& x2, const X3& x3, double delta = 1e-5) {
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return numericalDerivative33<Y, X1, X2, X3>(boost::bind(h, _1, _2, _3), x1,
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x2, x3, delta);
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}
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/**
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* Compute numerical derivative in argument 1 of 4-argument function
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* @param h quartic function yielding m-vector
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* @param x1 n-dimensional first argument value
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* @param x2 second argument value
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* @param x3 third argument value
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* @param x4 fourth argument value
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* @param delta increment for numerical derivative
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* @return m*n Jacobian computed via central differencing
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* @tparam int N is the dimension of the X1 input value if variable dimension type but known at test time
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*/
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template<class Y, class X1, class X2, class X3, class X4, int N = traits<X1>::dimension>
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typename internal::FixedSizeMatrix<Y,X1>::type numericalDerivative41(
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boost::function<Y(const X1&, const X2&, const X3&, const X4&)> h, const X1& x1,
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const X2& x2, const X3& x3, const X4& x4, double delta = 1e-5) {
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
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"Template argument Y must be a manifold type.");
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
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"Template argument X1 must be a manifold type.");
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return numericalDerivative11<Y, X1, N>(boost::bind(h, _1, boost::cref(x2), boost::cref(x3), boost::cref(x4)), x1, delta);
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}
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template<class Y, class X1, class X2, class X3, class X4>
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inline typename internal::FixedSizeMatrix<Y,X1>::type numericalDerivative41(Y (*h)(const X1&, const X2&, const X3&, const X4&),
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const X1& x1, const X2& x2, const X3& x3, const X4& x4, double delta = 1e-5) {
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return numericalDerivative41<Y, X1, X2, X3, X4>(boost::bind(h, _1, _2, _3, _4), x1, x2, x3, x4);
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}
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/**
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* Compute numerical derivative in argument 2 of 4-argument function
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* @param h quartic function yielding m-vector
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* @param x1 first argument value
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* @param x2 n-dimensional second argument value
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* @param x3 third argument value
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* @param x4 fourth argument value
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* @param delta increment for numerical derivative
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* @return m*n Jacobian computed via central differencing
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* @tparam int N is the dimension of the X2 input value if variable dimension type but known at test time
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*/
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template<class Y, class X1, class X2, class X3, class X4, int N = traits<X2>::dimension>
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typename internal::FixedSizeMatrix<Y,X2>::type numericalDerivative42(
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boost::function<Y(const X1&, const X2&, const X3&, const X4&)> h, const X1& x1,
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const X2& x2, const X3& x3, const X4& x4, double delta = 1e-5) {
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
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"Template argument Y must be a manifold type.");
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X2>::structure_category>::value),
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"Template argument X2 must be a manifold type.");
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return numericalDerivative11<Y, X2, N>(boost::bind(h, boost::cref(x1), _1, boost::cref(x3), boost::cref(x4)), x2, delta);
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}
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template<class Y, class X1, class X2, class X3, class X4>
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inline typename internal::FixedSizeMatrix<Y,X2>::type numericalDerivative42(Y (*h)(const X1&, const X2&, const X3&, const X4&),
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const X1& x1, const X2& x2, const X3& x3, const X4& x4, double delta = 1e-5) {
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return numericalDerivative42<Y, X1, X2, X3, X4>(boost::bind(h, _1, _2, _3, _4), x1, x2, x3, x4);
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}
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/**
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* Compute numerical derivative in argument 3 of 4-argument function
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* @param h quartic function yielding m-vector
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* @param x1 first argument value
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* @param x2 second argument value
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* @param x3 n-dimensional third argument value
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* @param x4 fourth argument value
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* @param delta increment for numerical derivative
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* @return m*n Jacobian computed via central differencing
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* @tparam int N is the dimension of the X3 input value if variable dimension type but known at test time
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*/
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template<class Y, class X1, class X2, class X3, class X4, int N = traits<X3>::dimension>
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typename internal::FixedSizeMatrix<Y,X3>::type numericalDerivative43(
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boost::function<Y(const X1&, const X2&, const X3&, const X4&)> h, const X1& x1,
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const X2& x2, const X3& x3, const X4& x4, double delta = 1e-5) {
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
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"Template argument Y must be a manifold type.");
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BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X3>::structure_category>::value),
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"Template argument X3 must be a manifold type.");
|
|
return numericalDerivative11<Y, X3, N>(boost::bind(h, boost::cref(x1), boost::cref(x2), _1, boost::cref(x4)), x3, delta);
|
|
}
|
|
|
|
template<class Y, class X1, class X2, class X3, class X4>
|
|
inline typename internal::FixedSizeMatrix<Y,X3>::type numericalDerivative43(Y (*h)(const X1&, const X2&, const X3&, const X4&),
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, double delta = 1e-5) {
|
|
return numericalDerivative43<Y, X1, X2, X3, X4>(boost::bind(h, _1, _2, _3, _4), x1, x2, x3, x4);
|
|
}
|
|
|
|
/**
|
|
* Compute numerical derivative in argument 4 of 4-argument function
|
|
* @param h quartic function yielding m-vector
|
|
* @param x1 first argument value
|
|
* @param x2 second argument value
|
|
* @param x3 third argument value
|
|
* @param x4 n-dimensional fourth argument value
|
|
* @param delta increment for numerical derivative
|
|
* @return m*n Jacobian computed via central differencing
|
|
* @tparam int N is the dimension of the X4 input value if variable dimension type but known at test time
|
|
*/
|
|
template<class Y, class X1, class X2, class X3, class X4, int N = traits<X4>::dimension>
|
|
typename internal::FixedSizeMatrix<Y,X4>::type numericalDerivative44(
|
|
boost::function<Y(const X1&, const X2&, const X3&, const X4&)> h, const X1& x1,
|
|
const X2& x2, const X3& x3, const X4& x4, double delta = 1e-5) {
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
|
|
"Template argument Y must be a manifold type.");
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X4>::structure_category>::value),
|
|
"Template argument X4 must be a manifold type.");
|
|
return numericalDerivative11<Y, X4, N>(boost::bind(h, boost::cref(x1), boost::cref(x2), boost::cref(x3), _1), x4, delta);
|
|
}
|
|
|
|
template<class Y, class X1, class X2, class X3, class X4>
|
|
inline typename internal::FixedSizeMatrix<Y,X4>::type numericalDerivative44(Y (*h)(const X1&, const X2&, const X3&, const X4&),
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, double delta = 1e-5) {
|
|
return numericalDerivative44<Y, X1, X2, X3, X4>(boost::bind(h, _1, _2, _3, _4), x1, x2, x3, x4);
|
|
}
|
|
|
|
/**
|
|
* Compute numerical derivative in argument 1 of 5-argument function
|
|
* @param h quintic function yielding m-vector
|
|
* @param x1 n-dimensional first argument value
|
|
* @param x2 second argument value
|
|
* @param x3 third argument value
|
|
* @param x4 fourth argument value
|
|
* @param x5 fifth argument value
|
|
* @param delta increment for numerical derivative
|
|
* @return m*n Jacobian computed via central differencing
|
|
* @tparam int N is the dimension of the X1 input value if variable dimension type but known at test time
|
|
*/
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, int N = traits<X1>::dimension>
|
|
typename internal::FixedSizeMatrix<Y,X1>::type numericalDerivative51(
|
|
boost::function<Y(const X1&, const X2&, const X3&, const X4&, const X5&)> h, const X1& x1,
|
|
const X2& x2, const X3& x3, const X4& x4, const X5& x5, double delta = 1e-5) {
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
|
|
"Template argument Y must be a manifold type.");
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
|
|
"Template argument X1 must be a manifold type.");
|
|
return numericalDerivative11<Y, X1, N>(boost::bind(h, _1, boost::cref(x2), boost::cref(x3), boost::cref(x4), boost::cref(x5)), x1, delta);
|
|
}
|
|
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5>
|
|
inline typename internal::FixedSizeMatrix<Y,X1>::type numericalDerivative51(Y (*h)(const X1&, const X2&, const X3&, const X4&, const X5&),
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, const X5& x5, double delta = 1e-5) {
|
|
return numericalDerivative51<Y, X1, X2, X3, X4, X5>(boost::bind(h, _1, _2, _3, _4, _5), x1, x2, x3, x4, x5);
|
|
}
|
|
|
|
/**
|
|
* Compute numerical derivative in argument 2 of 5-argument function
|
|
* @param h quintic function yielding m-vector
|
|
* @param x1 n-dimensional first argument value
|
|
* @param x2 second argument value
|
|
* @param x3 third argument value
|
|
* @param x4 fourth argument value
|
|
* @param x5 fifth argument value
|
|
* @param delta increment for numerical derivative
|
|
* @return m*n Jacobian computed via central differencing
|
|
* @tparam int N is the dimension of the X2 input value if variable dimension type but known at test time
|
|
*/
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, int N = traits<X2>::dimension>
|
|
typename internal::FixedSizeMatrix<Y,X2>::type numericalDerivative52(
|
|
boost::function<Y(const X1&, const X2&, const X3&, const X4&, const X5&)> h, const X1& x1,
|
|
const X2& x2, const X3& x3, const X4& x4, const X5& x5, double delta = 1e-5) {
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
|
|
"Template argument Y must be a manifold type.");
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
|
|
"Template argument X1 must be a manifold type.");
|
|
return numericalDerivative11<Y, X2, N>(boost::bind(h, boost::cref(x1), _1, boost::cref(x3), boost::cref(x4), boost::cref(x5)), x2, delta);
|
|
}
|
|
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5>
|
|
inline typename internal::FixedSizeMatrix<Y,X2>::type numericalDerivative52(Y (*h)(const X1&, const X2&, const X3&, const X4&, const X5&),
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, const X5& x5, double delta = 1e-5) {
|
|
return numericalDerivative52<Y, X1, X2, X3, X4, X5>(boost::bind(h, _1, _2, _3, _4, _5), x1, x2, x3, x4, x5);
|
|
}
|
|
|
|
/**
|
|
* Compute numerical derivative in argument 3 of 5-argument function
|
|
* @param h quintic function yielding m-vector
|
|
* @param x1 n-dimensional first argument value
|
|
* @param x2 second argument value
|
|
* @param x3 third argument value
|
|
* @param x4 fourth argument value
|
|
* @param x5 fifth argument value
|
|
* @param delta increment for numerical derivative
|
|
* @return m*n Jacobian computed via central differencing
|
|
* @tparam int N is the dimension of the X3 input value if variable dimension type but known at test time
|
|
*/
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, int N = traits<X3>::dimension>
|
|
typename internal::FixedSizeMatrix<Y,X3>::type numericalDerivative53(
|
|
boost::function<Y(const X1&, const X2&, const X3&, const X4&, const X5&)> h, const X1& x1,
|
|
const X2& x2, const X3& x3, const X4& x4, const X5& x5, double delta = 1e-5) {
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
|
|
"Template argument Y must be a manifold type.");
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
|
|
"Template argument X1 must be a manifold type.");
|
|
return numericalDerivative11<Y, X3, N>(boost::bind(h, boost::cref(x1), boost::cref(x2), _1, boost::cref(x4), boost::cref(x5)), x3, delta);
|
|
}
|
|
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5>
|
|
inline typename internal::FixedSizeMatrix<Y,X3>::type numericalDerivative53(Y (*h)(const X1&, const X2&, const X3&, const X4&, const X5&),
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, const X5& x5, double delta = 1e-5) {
|
|
return numericalDerivative53<Y, X1, X2, X3, X4, X5>(boost::bind(h, _1, _2, _3, _4, _5), x1, x2, x3, x4, x5);
|
|
}
|
|
|
|
/**
|
|
* Compute numerical derivative in argument 4 of 5-argument function
|
|
* @param h quintic function yielding m-vector
|
|
* @param x1 n-dimensional first argument value
|
|
* @param x2 second argument value
|
|
* @param x3 third argument value
|
|
* @param x4 fourth argument value
|
|
* @param x5 fifth argument value
|
|
* @param delta increment for numerical derivative
|
|
* @return m*n Jacobian computed via central differencing
|
|
* @tparam int N is the dimension of the X4 input value if variable dimension type but known at test time
|
|
*/
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, int N = traits<X4>::dimension>
|
|
typename internal::FixedSizeMatrix<Y,X4>::type numericalDerivative54(
|
|
boost::function<Y(const X1&, const X2&, const X3&, const X4&, const X5&)> h, const X1& x1,
|
|
const X2& x2, const X3& x3, const X4& x4, const X5& x5, double delta = 1e-5) {
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
|
|
"Template argument Y must be a manifold type.");
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
|
|
"Template argument X1 must be a manifold type.");
|
|
return numericalDerivative11<Y, X4, N>(boost::bind(h, boost::cref(x1), boost::cref(x2), boost::cref(x3), _1, boost::cref(x5)), x4, delta);
|
|
}
|
|
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5>
|
|
inline typename internal::FixedSizeMatrix<Y,X4>::type numericalDerivative54(Y (*h)(const X1&, const X2&, const X3&, const X4&, const X5&),
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, const X5& x5, double delta = 1e-5) {
|
|
return numericalDerivative54<Y, X1, X2, X3, X4, X5>(boost::bind(h, _1, _2, _3, _4, _5), x1, x2, x3, x4, x5);
|
|
}
|
|
|
|
/**
|
|
* Compute numerical derivative in argument 5 of 5-argument function
|
|
* @param h quintic function yielding m-vector
|
|
* @param x1 n-dimensional first argument value
|
|
* @param x2 second argument value
|
|
* @param x3 third argument value
|
|
* @param x4 fourth argument value
|
|
* @param x5 fifth argument value
|
|
* @param delta increment for numerical derivative
|
|
* @return m*n Jacobian computed via central differencing
|
|
* @tparam int N is the dimension of the X5 input value if variable dimension type but known at test time
|
|
*/
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, int N = traits<X5>::dimension>
|
|
typename internal::FixedSizeMatrix<Y,X5>::type numericalDerivative55(
|
|
boost::function<Y(const X1&, const X2&, const X3&, const X4&, const X5&)> h, const X1& x1,
|
|
const X2& x2, const X3& x3, const X4& x4, const X5& x5, double delta = 1e-5) {
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
|
|
"Template argument Y must be a manifold type.");
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
|
|
"Template argument X1 must be a manifold type.");
|
|
return numericalDerivative11<Y, X5, N>(boost::bind(h, boost::cref(x1), boost::cref(x2), boost::cref(x3), boost::cref(x4), _1), x5, delta);
|
|
}
|
|
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5>
|
|
inline typename internal::FixedSizeMatrix<Y,X5>::type numericalDerivative55(Y (*h)(const X1&, const X2&, const X3&, const X4&, const X5&),
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, const X5& x5, double delta = 1e-5) {
|
|
return numericalDerivative55<Y, X1, X2, X3, X4, X5>(boost::bind(h, _1, _2, _3, _4, _5), x1, x2, x3, x4, x5);
|
|
}
|
|
|
|
/**
|
|
* Compute numerical derivative in argument 1 of 6-argument function
|
|
* @param h quintic function yielding m-vector
|
|
* @param x1 n-dimensional first argument value
|
|
* @param x2 second argument value
|
|
* @param x3 third argument value
|
|
* @param x4 fourth argument value
|
|
* @param x5 fifth argument value
|
|
* @param x6 sixth argument value
|
|
* @param delta increment for numerical derivative
|
|
* @return m*n Jacobian computed via central differencing
|
|
* @tparam int N is the dimension of the X1 input value if variable dimension type but known at test time
|
|
*/
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, class X6, int N = traits<X1>::dimension>
|
|
typename internal::FixedSizeMatrix<Y,X1>::type numericalDerivative61(
|
|
boost::function<Y(const X1&, const X2&, const X3&, const X4&, const X5&, const X6&)> h, const X1& x1,
|
|
const X2& x2, const X3& x3, const X4& x4, const X5& x5, const X6& x6, double delta = 1e-5) {
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
|
|
"Template argument Y must be a manifold type.");
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
|
|
"Template argument X1 must be a manifold type.");
|
|
return numericalDerivative11<Y, X1, N>(boost::bind(h, _1, boost::cref(x2), boost::cref(x3), boost::cref(x4), boost::cref(x5), boost::cref(x6)), x1, delta);
|
|
}
|
|
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, class X6>
|
|
inline typename internal::FixedSizeMatrix<Y,X1>::type numericalDerivative61(Y (*h)(const X1&, const X2&, const X3&, const X4&, const X5&, const X6&),
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, const X5& x5, const X6& x6, double delta = 1e-5) {
|
|
return numericalDerivative61<Y, X1, X2, X3, X4, X5, X6>(boost::bind(h, _1, _2, _3, _4, _5, _6), x1, x2, x3, x4, x5, x6);
|
|
}
|
|
|
|
/**
|
|
* Compute numerical derivative in argument 2 of 6-argument function
|
|
* @param h quintic function yielding m-vector
|
|
* @param x1 n-dimensional first argument value
|
|
* @param x2 second argument value
|
|
* @param x3 third argument value
|
|
* @param x4 fourth argument value
|
|
* @param x5 fifth argument value
|
|
* @param x6 sixth argument value
|
|
* @param delta increment for numerical derivative
|
|
* @return m*n Jacobian computed via central differencing
|
|
* @tparam int N is the dimension of the X2 input value if variable dimension type but known at test time
|
|
*/
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, class X6, int N = traits<X2>::dimension>
|
|
typename internal::FixedSizeMatrix<Y,X2>::type numericalDerivative62(
|
|
boost::function<Y(const X1&, const X2&, const X3&, const X4&, const X5&, const X6&)> h, const X1& x1,
|
|
const X2& x2, const X3& x3, const X4& x4, const X5& x5, const X6& x6, double delta = 1e-5) {
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
|
|
"Template argument Y must be a manifold type.");
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
|
|
"Template argument X1 must be a manifold type.");
|
|
return numericalDerivative11<Y, X2, N>(boost::bind(h, boost::cref(x1), _1, boost::cref(x3), boost::cref(x4), boost::cref(x5), boost::cref(x6)), x2, delta);
|
|
}
|
|
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, class X6>
|
|
inline typename internal::FixedSizeMatrix<Y,X2>::type numericalDerivative62(Y (*h)(const X1&, const X2&, const X3&, const X4&, const X5&, const X6&),
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, const X5& x5, const X6& x6, double delta = 1e-5) {
|
|
return numericalDerivative62<Y, X1, X2, X3, X4, X5, X6>(boost::bind(h, _1, _2, _3, _4, _5, _6), x1, x2, x3, x4, x5, x6);
|
|
}
|
|
|
|
/**
|
|
* Compute numerical derivative in argument 3 of 6-argument function
|
|
* @param h quintic function yielding m-vector
|
|
* @param x1 n-dimensional first argument value
|
|
* @param x2 second argument value
|
|
* @param x3 third argument value
|
|
* @param x4 fourth argument value
|
|
* @param x5 fifth argument value
|
|
* @param x6 sixth argument value
|
|
* @param delta increment for numerical derivative
|
|
* @return m*n Jacobian computed via central differencing
|
|
* @tparam int N is the dimension of the X3 input value if variable dimension type but known at test time
|
|
*/
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, class X6, int N = traits<X3>::dimension>
|
|
typename internal::FixedSizeMatrix<Y,X3>::type numericalDerivative63(
|
|
boost::function<Y(const X1&, const X2&, const X3&, const X4&, const X5&, const X6&)> h, const X1& x1,
|
|
const X2& x2, const X3& x3, const X4& x4, const X5& x5, const X6& x6, double delta = 1e-5) {
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
|
|
"Template argument Y must be a manifold type.");
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
|
|
"Template argument X1 must be a manifold type.");
|
|
return numericalDerivative11<Y, X3, N>(boost::bind(h, boost::cref(x1), boost::cref(x2), _1, boost::cref(x4), boost::cref(x5), boost::cref(x6)), x3, delta);
|
|
}
|
|
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, class X6>
|
|
inline typename internal::FixedSizeMatrix<Y,X3>::type numericalDerivative63(Y (*h)(const X1&, const X2&, const X3&, const X4&, const X5&, const X6&),
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, const X5& x5, const X6& x6, double delta = 1e-5) {
|
|
return numericalDerivative63<Y, X1, X2, X3, X4, X5, X6>(boost::bind(h, _1, _2, _3, _4, _5, _6), x1, x2, x3, x4, x5, x6);
|
|
}
|
|
|
|
/**
|
|
* Compute numerical derivative in argument 4 of 6-argument function
|
|
* @param h quintic function yielding m-vector
|
|
* @param x1 n-dimensional first argument value
|
|
* @param x2 second argument value
|
|
* @param x3 third argument value
|
|
* @param x4 fourth argument value
|
|
* @param x5 fifth argument value
|
|
* @param x6 sixth argument value
|
|
* @param delta increment for numerical derivative
|
|
* @return m*n Jacobian computed via central differencing
|
|
* @tparam int N is the dimension of the X4 input value if variable dimension type but known at test time
|
|
*/
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, class X6, int N = traits<X4>::dimension>
|
|
typename internal::FixedSizeMatrix<Y,X4>::type numericalDerivative64(
|
|
boost::function<Y(const X1&, const X2&, const X3&, const X4&, const X5&, const X6&)> h, const X1& x1,
|
|
const X2& x2, const X3& x3, const X4& x4, const X5& x5, const X6& x6, double delta = 1e-5) {
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
|
|
"Template argument Y must be a manifold type.");
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
|
|
"Template argument X1 must be a manifold type.");
|
|
return numericalDerivative11<Y, X4, N>(boost::bind(h, boost::cref(x1), boost::cref(x2), boost::cref(x3), _1, boost::cref(x5), boost::cref(x6)), x4, delta);
|
|
}
|
|
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, class X6>
|
|
inline typename internal::FixedSizeMatrix<Y,X4>::type numericalDerivative64(Y (*h)(const X1&, const X2&, const X3&, const X4&, const X5&, const X6&),
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, const X5& x5, const X6& x6, double delta = 1e-5) {
|
|
return numericalDerivative64<Y, X1, X2, X3, X4, X5>(boost::bind(h, _1, _2, _3, _4, _5, _6), x1, x2, x3, x4, x5, x6);
|
|
}
|
|
|
|
/**
|
|
* Compute numerical derivative in argument 5 of 6-argument function
|
|
* @param h quintic function yielding m-vector
|
|
* @param x1 n-dimensional first argument value
|
|
* @param x2 second argument value
|
|
* @param x3 third argument value
|
|
* @param x4 fourth argument value
|
|
* @param x5 fifth argument value
|
|
* @param x6 sixth argument value
|
|
* @param delta increment for numerical derivative
|
|
* @return m*n Jacobian computed via central differencing
|
|
* @tparam int N is the dimension of the X5 input value if variable dimension type but known at test time
|
|
*/
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, class X6, int N = traits<X5>::dimension>
|
|
typename internal::FixedSizeMatrix<Y,X5>::type numericalDerivative65(
|
|
boost::function<Y(const X1&, const X2&, const X3&, const X4&, const X5&, const X6&)> h, const X1& x1,
|
|
const X2& x2, const X3& x3, const X4& x4, const X5& x5, const X6& x6, double delta = 1e-5) {
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
|
|
"Template argument Y must be a manifold type.");
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
|
|
"Template argument X1 must be a manifold type.");
|
|
return numericalDerivative11<Y, X5, N>(boost::bind(h, boost::cref(x1), boost::cref(x2), boost::cref(x3), boost::cref(x4), _1, boost::cref(x6)), x5, delta);
|
|
}
|
|
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, class X6>
|
|
inline typename internal::FixedSizeMatrix<Y,X5>::type numericalDerivative65(Y (*h)(const X1&, const X2&, const X3&, const X4&, const X5&, const X6&),
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, const X5& x5, const X6& x6, double delta = 1e-5) {
|
|
return numericalDerivative65<Y, X1, X2, X3, X4, X5, X6>(boost::bind(h, _1, _2, _3, _4, _5, _6), x1, x2, x3, x4, x5, x6);
|
|
}
|
|
|
|
/**
|
|
* Compute numerical derivative in argument 6 of 6-argument function
|
|
* @param h quintic function yielding m-vector
|
|
* @param x1 n-dimensional first argument value
|
|
* @param x2 second argument value
|
|
* @param x3 third argument value
|
|
* @param x4 fourth argument value
|
|
* @param x5 fifth argument value
|
|
* @param x6 sixth argument value
|
|
* @param delta increment for numerical derivative
|
|
* @return m*n Jacobian computed via central differencing
|
|
* @tparam int N is the dimension of the X6 input value if variable dimension type but known at test time
|
|
*/
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, class X6, int N = traits<X6>::dimension>
|
|
typename internal::FixedSizeMatrix<Y, X6>::type numericalDerivative66(
|
|
boost::function<Y(const X1&, const X2&, const X3&, const X4&, const X5&, const X6&)> h,
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, const X5& x5, const X6& x6,
|
|
double delta = 1e-5) {
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<Y>::structure_category>::value),
|
|
"Template argument Y must be a manifold type.");
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X1>::structure_category>::value),
|
|
"Template argument X1 must be a manifold type.");
|
|
return numericalDerivative11<Y, X6, N>(boost::bind(h, boost::cref(x1), boost::cref(x2), boost::cref(x3), boost::cref(x4), boost::cref(x5), _1), x6, delta);
|
|
}
|
|
|
|
template<class Y, class X1, class X2, class X3, class X4, class X5, class X6>
|
|
inline typename internal::FixedSizeMatrix<Y,X6>::type numericalDerivative66(Y (*h)(const X1&, const X2&, const X3&, const X4&, const X5&, const X6&),
|
|
const X1& x1, const X2& x2, const X3& x3, const X4& x4, const X5& x5, const X6& x6, double delta = 1e-5) {
|
|
return numericalDerivative66<Y, X1, X2, X3, X4, X5, X6>(boost::bind(h, _1, _2, _3, _4, _5, _6), x1, x2, x3, x4, x5, x6);
|
|
}
|
|
|
|
/**
|
|
* Compute numerical Hessian matrix. Requires a single-argument Lie->scalar
|
|
* function. This is implemented simply as the derivative of the gradient.
|
|
* @param f A function taking a Lie object as input and returning a scalar
|
|
* @param x The center point for computing the Hessian
|
|
* @param delta The numerical derivative step size
|
|
* @return n*n Hessian matrix computed via central differencing
|
|
*/
|
|
template<class X>
|
|
inline typename internal::FixedSizeMatrix<X,X>::type numericalHessian(boost::function<double(const X&)> f, const X& x,
|
|
double delta = 1e-5) {
|
|
BOOST_STATIC_ASSERT_MSG( (boost::is_base_of<gtsam::manifold_tag, typename traits<X>::structure_category>::value),
|
|
"Template argument X must be a manifold type.");
|
|
typedef Eigen::Matrix<double, traits<X>::dimension, 1> VectorD;
|
|
typedef boost::function<double(const X&)> F;
|
|
typedef boost::function<VectorD(F, const X&, double)> G;
|
|
G ng = static_cast<G>(numericalGradient<X> );
|
|
return numericalDerivative11<VectorD, X>(boost::bind(ng, f, _1, delta), x,
|
|
delta);
|
|
}
|
|
|
|
template<class X>
|
|
inline typename internal::FixedSizeMatrix<X,X>::type numericalHessian(double (*f)(const X&), const X& x, double delta =
|
|
1e-5) {
|
|
return numericalHessian(boost::function<double(const X&)>(f), x, delta);
|
|
}
|
|
|
|
/** Helper class that computes the derivative of f w.r.t. x1, centered about
|
|
* x1_, as a function of x2
|
|
*/
|
|
template<class X1, class X2>
|
|
class G_x1 {
|
|
const boost::function<double(const X1&, const X2&)>& f_;
|
|
X1 x1_;
|
|
double delta_;
|
|
public:
|
|
typedef typename internal::FixedSizeMatrix<X1>::type Vector;
|
|
|
|
G_x1(const boost::function<double(const X1&, const X2&)>& f, const X1& x1,
|
|
double delta) :
|
|
f_(f), x1_(x1), delta_(delta) {
|
|
}
|
|
Vector operator()(const X2& x2) {
|
|
return numericalGradient<X1>(boost::bind(f_, _1, boost::cref(x2)), x1_, delta_);
|
|
}
|
|
};
|
|
|
|
template<class X1, class X2>
|
|
inline typename internal::FixedSizeMatrix<X1,X2>::type numericalHessian212(
|
|
boost::function<double(const X1&, const X2&)> f, const X1& x1, const X2& x2,
|
|
double delta = 1e-5) {
|
|
typedef typename internal::FixedSizeMatrix<X1>::type Vector;
|
|
G_x1<X1, X2> g_x1(f, x1, delta);
|
|
return numericalDerivative11<Vector, X2>(
|
|
boost::function<Vector(const X2&)>(
|
|
boost::bind<Vector>(boost::ref(g_x1), _1)), x2, delta);
|
|
}
|
|
|
|
template<class X1, class X2>
|
|
inline typename internal::FixedSizeMatrix<X1,X2>::type numericalHessian212(double (*f)(const X1&, const X2&),
|
|
const X1& x1, const X2& x2, double delta = 1e-5) {
|
|
return numericalHessian212(boost::function<double(const X1&, const X2&)>(f),
|
|
x1, x2, delta);
|
|
}
|
|
|
|
template<class X1, class X2>
|
|
inline typename internal::FixedSizeMatrix<X1,X1>::type numericalHessian211(
|
|
boost::function<double(const X1&, const X2&)> f, const X1& x1, const X2& x2,
|
|
double delta = 1e-5) {
|
|
|
|
typedef typename internal::FixedSizeMatrix<X1>::type Vector;
|
|
|
|
Vector (*numGrad)(boost::function<double(const X1&)>, const X1&,
|
|
double) = &numericalGradient<X1>;
|
|
boost::function<double(const X1&)> f2(boost::bind(f, _1, boost::cref(x2)));
|
|
|
|
return numericalDerivative11<Vector, X1>(
|
|
boost::function<Vector(const X1&)>(boost::bind(numGrad, f2, _1, delta)),
|
|
x1, delta);
|
|
}
|
|
|
|
template<class X1, class X2>
|
|
inline typename internal::FixedSizeMatrix<X1,X1>::type numericalHessian211(double (*f)(const X1&, const X2&),
|
|
const X1& x1, const X2& x2, double delta = 1e-5) {
|
|
return numericalHessian211(boost::function<double(const X1&, const X2&)>(f),
|
|
x1, x2, delta);
|
|
}
|
|
|
|
template<class X1, class X2>
|
|
inline typename internal::FixedSizeMatrix<X2,X2>::type numericalHessian222(
|
|
boost::function<double(const X1&, const X2&)> f, const X1& x1, const X2& x2,
|
|
double delta = 1e-5) {
|
|
typedef typename internal::FixedSizeMatrix<X2>::type Vector;
|
|
Vector (*numGrad)(boost::function<double(const X2&)>, const X2&,
|
|
double) = &numericalGradient<X2>;
|
|
boost::function<double(const X2&)> f2(boost::bind(f, boost::cref(x1), _1));
|
|
|
|
return numericalDerivative11<Vector, X2>(
|
|
boost::function<Vector(const X2&)>(boost::bind(numGrad, f2, _1, delta)),
|
|
x2, delta);
|
|
}
|
|
|
|
template<class X1, class X2>
|
|
inline typename internal::FixedSizeMatrix<X2,X2>::type numericalHessian222(double (*f)(const X1&, const X2&),
|
|
const X1& x1, const X2& x2, double delta = 1e-5) {
|
|
return numericalHessian222(boost::function<double(const X1&, const X2&)>(f),
|
|
x1, x2, delta);
|
|
}
|
|
|
|
/**
|
|
* Numerical Hessian for tenary functions
|
|
*/
|
|
/* **************************************************************** */
|
|
template<class X1, class X2, class X3>
|
|
inline typename internal::FixedSizeMatrix<X1,X1>::type numericalHessian311(
|
|
boost::function<double(const X1&, const X2&, const X3&)> f, const X1& x1,
|
|
const X2& x2, const X3& x3, double delta = 1e-5) {
|
|
typedef typename internal::FixedSizeMatrix<X1>::type Vector;
|
|
Vector (*numGrad)(boost::function<double(const X1&)>, const X1&,
|
|
double) = &numericalGradient<X1>;
|
|
boost::function<double(const X1&)> f2(boost::bind(f, _1, boost::cref(x2), boost::cref(x3)));
|
|
|
|
return numericalDerivative11<Vector, X1>(
|
|
boost::function<Vector(const X1&)>(boost::bind(numGrad, f2, _1, delta)),
|
|
x1, delta);
|
|
}
|
|
|
|
template<class X1, class X2, class X3>
|
|
inline typename internal::FixedSizeMatrix<X1,X1>::type numericalHessian311(double (*f)(const X1&, const X2&, const X3&),
|
|
const X1& x1, const X2& x2, const X3& x3, double delta = 1e-5) {
|
|
return numericalHessian311(
|
|
boost::function<double(const X1&, const X2&, const X3&)>(f), x1, x2, x3,
|
|
delta);
|
|
}
|
|
|
|
/* **************************************************************** */
|
|
template<class X1, class X2, class X3>
|
|
inline typename internal::FixedSizeMatrix<X2,X2>::type numericalHessian322(
|
|
boost::function<double(const X1&, const X2&, const X3&)> f, const X1& x1,
|
|
const X2& x2, const X3& x3, double delta = 1e-5) {
|
|
typedef typename internal::FixedSizeMatrix<X2>::type Vector;
|
|
Vector (*numGrad)(boost::function<double(const X2&)>, const X2&,
|
|
double) = &numericalGradient<X2>;
|
|
boost::function<double(const X2&)> f2(boost::bind(f, boost::cref(x1), _1, boost::cref(x3)));
|
|
|
|
return numericalDerivative11<Vector, X2>(
|
|
boost::function<Vector(const X2&)>(boost::bind(numGrad, f2, _1, delta)),
|
|
x2, delta);
|
|
}
|
|
|
|
template<class X1, class X2, class X3>
|
|
inline typename internal::FixedSizeMatrix<X2,X2>::type numericalHessian322(double (*f)(const X1&, const X2&, const X3&),
|
|
const X1& x1, const X2& x2, const X3& x3, double delta = 1e-5) {
|
|
return numericalHessian322(
|
|
boost::function<double(const X1&, const X2&, const X3&)>(f), x1, x2, x3,
|
|
delta);
|
|
}
|
|
|
|
/* **************************************************************** */
|
|
template<class X1, class X2, class X3>
|
|
inline typename internal::FixedSizeMatrix<X3,X3>::type numericalHessian333(
|
|
boost::function<double(const X1&, const X2&, const X3&)> f, const X1& x1,
|
|
const X2& x2, const X3& x3, double delta = 1e-5) {
|
|
typedef typename internal::FixedSizeMatrix<X3>::type Vector;
|
|
Vector (*numGrad)(boost::function<double(const X3&)>, const X3&,
|
|
double) = &numericalGradient<X3>;
|
|
boost::function<double(const X3&)> f2(boost::bind(f, boost::cref(x1), boost::cref(x2), _1));
|
|
|
|
return numericalDerivative11<Vector, X3>(
|
|
boost::function<Vector(const X3&)>(boost::bind(numGrad, f2, _1, delta)),
|
|
x3, delta);
|
|
}
|
|
|
|
template<class X1, class X2, class X3>
|
|
inline typename internal::FixedSizeMatrix<X3,X3>::type numericalHessian333(double (*f)(const X1&, const X2&, const X3&),
|
|
const X1& x1, const X2& x2, const X3& x3, double delta = 1e-5) {
|
|
return numericalHessian333(
|
|
boost::function<double(const X1&, const X2&, const X3&)>(f), x1, x2, x3,
|
|
delta);
|
|
}
|
|
|
|
/* **************************************************************** */
|
|
template<class X1, class X2, class X3>
|
|
inline typename internal::FixedSizeMatrix<X1,X2>::type numericalHessian312(
|
|
boost::function<double(const X1&, const X2&, const X3&)> f, const X1& x1,
|
|
const X2& x2, const X3& x3, double delta = 1e-5) {
|
|
return numericalHessian212<X1, X2>(
|
|
boost::function<double(const X1&, const X2&)>(boost::bind(f, _1, _2, boost::cref(x3))),
|
|
x1, x2, delta);
|
|
}
|
|
|
|
template<class X1, class X2, class X3>
|
|
inline typename internal::FixedSizeMatrix<X1,X3>::type numericalHessian313(
|
|
boost::function<double(const X1&, const X2&, const X3&)> f, const X1& x1,
|
|
const X2& x2, const X3& x3, double delta = 1e-5) {
|
|
return numericalHessian212<X1, X3>(
|
|
boost::function<double(const X1&, const X3&)>(boost::bind(f, _1, boost::cref(x2), _2)),
|
|
x1, x3, delta);
|
|
}
|
|
|
|
template<class X1, class X2, class X3>
|
|
inline typename internal::FixedSizeMatrix<X2,X3>::type numericalHessian323(
|
|
boost::function<double(const X1&, const X2&, const X3&)> f, const X1& x1,
|
|
const X2& x2, const X3& x3, double delta = 1e-5) {
|
|
return numericalHessian212<X2, X3>(
|
|
boost::function<double(const X2&, const X3&)>(boost::bind(f, boost::cref(x1), _1, _2)),
|
|
x2, x3, delta);
|
|
}
|
|
|
|
/* **************************************************************** */
|
|
template<class X1, class X2, class X3>
|
|
inline typename internal::FixedSizeMatrix<X1,X2>::type numericalHessian312(double (*f)(const X1&, const X2&, const X3&),
|
|
const X1& x1, const X2& x2, const X3& x3, double delta = 1e-5) {
|
|
return numericalHessian312(
|
|
boost::function<double(const X1&, const X2&, const X3&)>(f), x1, x2, x3,
|
|
delta);
|
|
}
|
|
|
|
template<class X1, class X2, class X3>
|
|
inline typename internal::FixedSizeMatrix<X1,X3>::type numericalHessian313(double (*f)(const X1&, const X2&, const X3&),
|
|
const X1& x1, const X2& x2, const X3& x3, double delta = 1e-5) {
|
|
return numericalHessian313(
|
|
boost::function<double(const X1&, const X2&, const X3&)>(f), x1, x2, x3,
|
|
delta);
|
|
}
|
|
|
|
template<class X1, class X2, class X3>
|
|
inline typename internal::FixedSizeMatrix<X2,X3>::type numericalHessian323(double (*f)(const X1&, const X2&, const X3&),
|
|
const X1& x1, const X2& x2, const X3& x3, double delta = 1e-5) {
|
|
return numericalHessian323(
|
|
boost::function<double(const X1&, const X2&, const X3&)>(f), x1, x2, x3,
|
|
delta);
|
|
}
|
|
|
|
} // namespace gtsam
|
|
|