213 lines
8.3 KiB
C++
213 lines
8.3 KiB
C++
/* ----------------------------------------------------------------------------
|
|
|
|
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
|
|
* Atlanta, Georgia 30332-0415
|
|
* All Rights Reserved
|
|
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
|
|
|
|
* See LICENSE for the license information
|
|
|
|
* -------------------------------------------------------------------------- */
|
|
|
|
/**
|
|
* @file ConcurrentBatchSmoother.h
|
|
* @brief A Levenberg-Marquardt Batch Smoother that implements the
|
|
* Concurrent Filtering and Smoothing interface.
|
|
* @author Stephen Williams
|
|
*/
|
|
|
|
// \callgraph
|
|
#pragma once
|
|
|
|
#include <gtsam_unstable/nonlinear/ConcurrentFilteringAndSmoothing.h>
|
|
#include <gtsam/nonlinear/LevenbergMarquardtOptimizer.h>
|
|
#include <queue>
|
|
|
|
namespace gtsam {
|
|
|
|
/**
|
|
* A Levenberg-Marquardt Batch Smoother that implements the Concurrent Filtering and Smoother interface.
|
|
*/
|
|
class GTSAM_UNSTABLE_EXPORT ConcurrentBatchSmoother : public ConcurrentSmoother {
|
|
|
|
public:
|
|
typedef boost::shared_ptr<ConcurrentBatchSmoother> shared_ptr;
|
|
typedef ConcurrentSmoother Base; ///< typedef for base class
|
|
|
|
/** Meta information returned about the update */
|
|
struct Result {
|
|
size_t iterations; ///< The number of optimizer iterations performed
|
|
size_t lambdas; ///< The number of different L-M lambda factors that were tried during optimization
|
|
size_t nonlinearVariables; ///< The number of variables that can be relinearized
|
|
size_t linearVariables; ///< The number of variables that must keep a constant linearization point
|
|
double error; ///< The final factor graph error
|
|
|
|
/// Constructor
|
|
Result() : iterations(0), lambdas(0), nonlinearVariables(0), linearVariables(0), error(0) {};
|
|
|
|
/// Getter methods
|
|
size_t getIterations() const { return iterations; }
|
|
size_t getLambdas() const { return lambdas; }
|
|
size_t getNonlinearVariables() const { return nonlinearVariables; }
|
|
size_t getLinearVariables() const { return linearVariables; }
|
|
double getError() const { return error; }
|
|
};
|
|
|
|
/** Default constructor */
|
|
ConcurrentBatchSmoother(const LevenbergMarquardtParams& parameters = LevenbergMarquardtParams()) : parameters_(parameters) {};
|
|
|
|
/** Default destructor */
|
|
~ConcurrentBatchSmoother() override {};
|
|
|
|
/** Implement a GTSAM standard 'print' function */
|
|
void print(const std::string& s = "Concurrent Batch Smoother:\n", const KeyFormatter& keyFormatter = DefaultKeyFormatter) const override;
|
|
|
|
/** Check if two Concurrent Smoothers are equal */
|
|
bool equals(const ConcurrentSmoother& rhs, double tol = 1e-9) const override;
|
|
|
|
/** Access the current set of factors */
|
|
const NonlinearFactorGraph& getFactors() const {
|
|
return factors_;
|
|
}
|
|
|
|
/** Access the current linearization point */
|
|
const Values& getLinearizationPoint() const {
|
|
return theta_;
|
|
}
|
|
|
|
/** Access the current ordering */
|
|
const Ordering& getOrdering() const {
|
|
return ordering_;
|
|
}
|
|
|
|
/** Access the current set of deltas to the linearization point */
|
|
const VectorValues& getDelta() const {
|
|
return delta_;
|
|
}
|
|
|
|
/** Compute the current best estimate of all variables and return a full Values structure.
|
|
* If only a single variable is needed, it may be faster to call calculateEstimate(const KEY&).
|
|
*/
|
|
Values calculateEstimate() const {
|
|
return theta_.retract(delta_);
|
|
}
|
|
|
|
/** Compute the current best estimate of a single variable. This is generally faster than
|
|
* calling the no-argument version of calculateEstimate if only specific variables are needed.
|
|
* @param key
|
|
* @return
|
|
*/
|
|
template<class VALUE>
|
|
VALUE calculateEstimate(Key key) const {
|
|
const Vector delta = delta_.at(key);
|
|
return theta_.at<VALUE>(key).retract(delta);
|
|
}
|
|
|
|
/**
|
|
* Add new factors and variables to the smoother.
|
|
*
|
|
* Add new measurements, and optionally new variables, to the smoother.
|
|
* This runs a full step of the ISAM2 algorithm, relinearizing and updating
|
|
* the solution as needed, according to the wildfire and relinearize
|
|
* thresholds.
|
|
*
|
|
* @param newFactors The new factors to be added to the smoother
|
|
* @param newTheta Initialization points for new variables to be added to the smoother
|
|
* You must include here all new variables occuring in newFactors (which were not already
|
|
* in the smoother). There must not be any variables here that do not occur in newFactors,
|
|
* and additionally, variables that were already in the system must not be included here.
|
|
*/
|
|
virtual Result update(const NonlinearFactorGraph& newFactors = NonlinearFactorGraph(), const Values& newTheta = Values(),
|
|
const boost::optional< std::vector<size_t> >& removeFactorIndices = boost::none);
|
|
|
|
/**
|
|
* Perform any required operations before the synchronization process starts.
|
|
* Called by 'synchronize'
|
|
*/
|
|
void presync() override;
|
|
|
|
/**
|
|
* Populate the provided containers with factors that constitute the smoother branch summarization
|
|
* needed by the filter.
|
|
*
|
|
* @param summarizedFactors The summarized factors for the filter branch
|
|
*/
|
|
void getSummarizedFactors(NonlinearFactorGraph& summarizedFactors, Values& separatorValues) override;
|
|
|
|
/**
|
|
* Apply the new smoother factors sent by the filter, and the updated version of the filter
|
|
* branch summarized factors.
|
|
*
|
|
* @param smootherFactors A set of new factors added to the smoother from the filter
|
|
* @param smootherValues Linearization points for any new variables
|
|
* @param summarizedFactors An updated version of the filter branch summarized factors
|
|
* @param rootValues The linearization point of the root variables
|
|
*/
|
|
void synchronize(const NonlinearFactorGraph& smootherFactors, const Values& smootherValues,
|
|
const NonlinearFactorGraph& summarizedFactors, const Values& separatorValues) override;
|
|
|
|
/**
|
|
* Perform any required operations after the synchronization process finishes.
|
|
* Called by 'synchronize'
|
|
*/
|
|
void postsync() override;
|
|
|
|
protected:
|
|
|
|
LevenbergMarquardtParams parameters_; ///< LM parameters
|
|
NonlinearFactorGraph factors_; ///< The set of all factors currently in the smoother
|
|
Values theta_; ///< Current linearization point of all variables in the smoother
|
|
Ordering ordering_; ///< The current ordering used to calculate the linear deltas
|
|
VectorValues delta_; ///< The current set of linear deltas from the linearization point
|
|
VariableIndex variableIndex_; ///< The current variable index, which allows efficient factor lookup by variable
|
|
std::queue<size_t> availableSlots_; ///< The set of available factor graph slots caused by deleting factors
|
|
Values separatorValues_; ///< The linearization points of the separator variables. These should not be updated during optimization.
|
|
std::vector<size_t> filterSummarizationSlots_; ///< The slots in factor graph that correspond to the current filter summarization factors
|
|
|
|
// Storage for information to be sent to the filter
|
|
NonlinearFactorGraph smootherSummarization_; ///< A temporary holding place for calculated smoother summarization
|
|
|
|
private:
|
|
|
|
/** Augment the graph with new factors
|
|
*
|
|
* @param factors The factors to add to the graph
|
|
* @return The slots in the graph where they were inserted
|
|
*/
|
|
std::vector<size_t> insertFactors(const NonlinearFactorGraph& factors);
|
|
|
|
/** Remove factors from the graph by slot index
|
|
*
|
|
* @param slots The slots in the factor graph that should be deleted
|
|
* */
|
|
void removeFactors(const std::vector<size_t>& slots);
|
|
|
|
/** Use colamd to update into an efficient ordering */
|
|
void reorder();
|
|
|
|
/** Use a modified version of L-M to update the linearization point and delta */
|
|
Result optimize();
|
|
|
|
/** Calculate the smoother marginal factors on the separator variables */
|
|
void updateSmootherSummarization();
|
|
|
|
/** Print just the nonlinear keys in a nonlinear factor */
|
|
static void PrintNonlinearFactor(const NonlinearFactor::shared_ptr& factor,
|
|
const std::string& indent = "", const KeyFormatter& keyFormatter = DefaultKeyFormatter);
|
|
|
|
/** Print just the nonlinear keys in a linear factor */
|
|
static void PrintLinearFactor(const GaussianFactor::shared_ptr& factor,
|
|
const std::string& indent = "", const KeyFormatter& keyFormatter = DefaultKeyFormatter);
|
|
|
|
}; // ConcurrentBatchSmoother
|
|
|
|
/// Typedef for Matlab wrapping
|
|
typedef ConcurrentBatchSmoother::Result ConcurrentBatchSmootherResult;
|
|
|
|
/// traits
|
|
template<>
|
|
struct traits<ConcurrentBatchSmoother> : public Testable<ConcurrentBatchSmoother> {
|
|
};
|
|
|
|
} //\ namespace gtsam
|