550 lines
19 KiB
C++
550 lines
19 KiB
C++
/**
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* @file GaussianFactorGraph.cpp
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* @brief Linear Factor Graph where all factors are Gaussians
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* @author Kai Ni
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* @author Christian Potthast
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*/
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#include <boost/foreach.hpp>
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#include <boost/tuple/tuple.hpp>
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#include <boost/numeric/ublas/lu.hpp>
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#include <boost/numeric/ublas/io.hpp>
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#include <gtsam/linear/GaussianFactorGraph.h>
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#include <gtsam/linear/GaussianFactorSet.h>
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#include <gtsam/inference/FactorGraph-inl.h>
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#include <gtsam/inference/inference-inl.h>
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#include <gtsam/linear/iterative.h>
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//#include <gtsam/linear/GaussianJunctionTree.h>
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using namespace std;
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using namespace gtsam;
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using namespace boost::assign;
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// trick from some reading group
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#define FOREACH_PAIR( KEY, VAL, COL) BOOST_FOREACH (boost::tie(KEY,VAL),COL)
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namespace gtsam {
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// Explicitly instantiate so we don't have to include everywhere
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template class FactorGraph<GaussianFactor>;
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/* ************************************************************************* */
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GaussianFactorGraph::GaussianFactorGraph(const GaussianBayesNet& CBN) :
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FactorGraph<GaussianFactor> (CBN) {
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}
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/* ************************************************************************* */
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std::set<varid_t, std::less<varid_t>, boost::fast_pool_allocator<varid_t> >
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GaussianFactorGraph::keys() const {
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std::set<varid_t, std::less<varid_t>, boost::fast_pool_allocator<varid_t> > keys;
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BOOST_FOREACH(const sharedFactor& factor, *this) {
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if(factor) keys.insert(factor->begin(), factor->end()); }
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return keys;
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}
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/* ************************************************************************* */
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void GaussianFactorGraph::permuteWithInverse(const Permutation& inversePermutation) {
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BOOST_FOREACH(const sharedFactor& factor, factors_) {
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factor->permuteWithInverse(inversePermutation);
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}
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}
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/* ************************************************************************* */
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double GaussianFactorGraph::error(const VectorValues& x) const {
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double total_error = 0.;
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BOOST_FOREACH(sharedFactor factor,factors_)
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total_error += factor->error(x);
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return total_error;
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}
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/* ************************************************************************* */
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Errors GaussianFactorGraph::errors(const VectorValues& x) const {
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return *errors_(x);
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}
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/* ************************************************************************* */
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boost::shared_ptr<Errors> GaussianFactorGraph::errors_(const VectorValues& x) const {
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boost::shared_ptr<Errors> e(new Errors);
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BOOST_FOREACH(const sharedFactor& factor,factors_)
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e->push_back(factor->error_vector(x));
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return e;
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}
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/* ************************************************************************* */
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Errors GaussianFactorGraph::operator*(const VectorValues& x) const {
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Errors e;
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BOOST_FOREACH(const sharedFactor& Ai,factors_)
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e.push_back((*Ai)*x);
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return e;
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}
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/* ************************************************************************* */
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void GaussianFactorGraph::multiplyInPlace(const VectorValues& x, Errors& e) const {
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multiplyInPlace(x,e.begin());
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}
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/* ************************************************************************* */
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void GaussianFactorGraph::multiplyInPlace(const VectorValues& x,
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const Errors::iterator& e) const {
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Errors::iterator ei = e;
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BOOST_FOREACH(const sharedFactor& Ai,factors_) {
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*ei = (*Ai)*x;
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ei++;
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}
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}
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///* ************************************************************************* */
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//VectorValues GaussianFactorGraph::operator^(const Errors& e) const {
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// VectorValues x;
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// // For each factor add the gradient contribution
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// Errors::const_iterator it = e.begin();
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// BOOST_FOREACH(const sharedFactor& Ai,factors_) {
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// VectorValues xi = (*Ai)^(*(it++));
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// x.insertAdd(xi);
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// }
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// return x;
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//}
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/* ************************************************************************* */
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// x += alpha*A'*e
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void GaussianFactorGraph::transposeMultiplyAdd(double alpha, const Errors& e,
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VectorValues& x) const {
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// For each factor add the gradient contribution
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Errors::const_iterator ei = e.begin();
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BOOST_FOREACH(const sharedFactor& Ai,factors_)
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Ai->transposeMultiplyAdd(alpha,*(ei++),x);
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}
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///* ************************************************************************* */
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//VectorValues GaussianFactorGraph::gradient(const VectorValues& x) const {
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// // It is crucial for performance to make a zero-valued clone of x
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// VectorValues g = VectorValues::zero(x);
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// transposeMultiplyAdd(1.0, errors(x), g);
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// return g;
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//}
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///* ************************************************************************* */
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//set<varid_t> GaussianFactorGraph::find_separator(varid_t key) const
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//{
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// set<varid_t> separator;
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// BOOST_FOREACH(const sharedFactor& factor,factors_)
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// factor->tally_separator(key,separator);
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//
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// return separator;
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//}
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///* ************************************************************************* */
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//template <class Factors>
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//std::pair<Matrix, SharedDiagonal> combineFactorsAndCreateMatrix(
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// const Factors& factors,
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// const Ordering& order, const Dimensions& dimensions) {
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// // find the size of Ab
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// size_t m = 0, n = 1;
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//
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// // number of rows
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// BOOST_FOREACH(GaussianFactor::shared_ptr factor, factors) {
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// m += factor->numberOfRows();
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// }
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//
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// // find the number of columns
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// BOOST_FOREACH(varid_t key, order) {
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// n += dimensions.at(key);
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// }
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//
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// // Allocate the new matrix
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// Matrix Ab = zeros(m,n);
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//
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// // Allocate a sigmas vector to make into a full noisemodel
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// Vector sigmas = ones(m);
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//
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// // copy data over
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// size_t cur_m = 0;
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// bool constrained = false;
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// bool unit = true;
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// BOOST_FOREACH(GaussianFactor::shared_ptr factor, factors) {
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// // loop through ordering
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// size_t cur_n = 0;
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// BOOST_FOREACH(varid_t key, order) {
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// // copy over matrix if it exists
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// if (factor->involves(key)) {
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// insertSub(Ab, factor->get_A(key), cur_m, cur_n);
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// }
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// // move onto next element
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// cur_n += dimensions.at(key);
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// }
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// // copy over the RHS
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// insertColumn(Ab, factor->get_b(), cur_m, n-1);
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//
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// // check if the model is unit already
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// if (!boost::shared_dynamic_cast<noiseModel::Unit>(factor->get_model())) {
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// unit = false;
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// const Vector& subsigmas = factor->get_model()->sigmas();
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// subInsert(sigmas, subsigmas, cur_m);
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//
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// // check for constraint
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// if (boost::shared_dynamic_cast<noiseModel::Constrained>(factor->get_model()))
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// constrained = true;
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// }
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//
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// // move to next row
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// cur_m += factor->numberOfRows();
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// }
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//
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// // combine the noisemodels
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// SharedDiagonal model;
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// if (unit) {
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// model = noiseModel::Unit::Create(m);
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// } else if (constrained) {
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// model = noiseModel::Constrained::MixedSigmas(sigmas);
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// } else {
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// model = noiseModel::Diagonal::Sigmas(sigmas);
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// }
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// return make_pair(Ab, model);
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//}
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///* ************************************************************************* */
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//GaussianConditional::shared_ptr
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//GaussianFactorGraph::eliminateOneMatrixJoin(varid_t key) {
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// // find and remove all factors connected to key
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// vector<GaussianFactor::shared_ptr> factors = findAndRemoveFactors(key);
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//
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// // Collect all dimensions as well as the set of separator keys
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// set<varid_t> separator;
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// Dimensions dimensions;
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// BOOST_FOREACH(const sharedFactor& factor, factors) {
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// Dimensions factor_dim = factor->dimensions();
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// dimensions.insert(factor_dim.begin(), factor_dim.end());
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// BOOST_FOREACH(varid_t k, factor->keys())
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// if (!k == key)
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// separator.insert(k);
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// }
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//
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// // add the keys to the rendering
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// Ordering render; render += key;
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// BOOST_FOREACH(varid_t k, separator)
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// if (k != key) render += k;
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//
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// // combine the factors to get a noisemodel and a combined matrix
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// Matrix Ab; SharedDiagonal model;
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//
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// boost::tie(Ab, model) = combineFactorsAndCreateMatrix(factors,render,dimensions);
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//
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// // eliminate that joint factor
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// GaussianFactor::shared_ptr factor;
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// GaussianConditional::shared_ptr conditional;
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// render.pop_front();
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// boost::tie(conditional, factor) =
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// GaussianFactor::eliminateMatrix(Ab, model, key, render, dimensions);
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//
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// // add new factor on separator back into the graph
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// if (!factor->empty()) push_back(factor);
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//
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// // return the conditional Gaussian
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// return conditional;
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//}
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//
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///* ************************************************************************* */
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//GaussianBayesNet
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//GaussianFactorGraph::eliminateFrontals(const Ordering& frontals)
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//{
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// // find the factors that contain at least one of the frontal variables
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// Dimensions dimensions = this->dimensions();
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//
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// // collect separator
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// Ordering separator;
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// set<varid_t> frontal_set(frontals.begin(), frontals.end());
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// BOOST_FOREACH(varid_t key, this->keys()) {
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// if (frontal_set.find(key) == frontal_set.end())
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// separator.push_back(key);
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// }
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//
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// Matrix Ab; SharedDiagonal model;
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// Ordering ord = frontals;
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// ord.insert(ord.end(), separator.begin(), separator.end());
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// boost::tie(Ab, model) = combineFactorsAndCreateMatrix(*this, ord, dimensions);
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//
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// // eliminate that joint factor
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// GaussianFactor::shared_ptr factor;
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// GaussianBayesNet bn;
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// boost::tie(bn, factor) =
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// GaussianFactor::eliminateMatrix(Ab, model, frontals, separator, dimensions);
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//
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// // add new factor on separator back into the graph
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// *this = GaussianFactorGraph();
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// if (!factor->empty()) push_back(factor);
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//
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// return bn;
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//}
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///* ************************************************************************* */
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//VectorValues GaussianFactorGraph::optimize(const Ordering& ordering, bool old)
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//{
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// // eliminate all nodes in the given ordering -> chordal Bayes net
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// GaussianBayesNet chordalBayesNet = eliminate(ordering, old);
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//
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// // calculate new values structure (using backsubstitution)
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// VectorValues delta = ::optimize(chordalBayesNet);
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// return delta;
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//}
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//
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///* ************************************************************************* */
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//VectorValues GaussianFactorGraph::optimizeMultiFrontals(const Ordering& ordering)
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//{
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// GaussianJunctionTree junctionTree(*this, ordering);
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//
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// // calculate new values structure (using backsubstitution)
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// VectorValues delta = junctionTree.optimize();
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// return delta;
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//}
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///* ************************************************************************* */
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//boost::shared_ptr<GaussianBayesNet>
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//GaussianFactorGraph::eliminate_(const Ordering& ordering)
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//{
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// boost::shared_ptr<GaussianBayesNet> chordalBayesNet(new GaussianBayesNet); // empty
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// BOOST_FOREACH(varid_t key, ordering) {
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// GaussianConditional::shared_ptr cg = eliminateOne(key);
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// chordalBayesNet->push_back(cg);
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// }
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// return chordalBayesNet;
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//}
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//
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///* ************************************************************************* */
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//boost::shared_ptr<VectorValues>
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//GaussianFactorGraph::optimize_(const Ordering& ordering) {
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// return boost::shared_ptr<VectorValues>(new VectorValues(optimize(ordering)));
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//}
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/* ************************************************************************* */
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void GaussianFactorGraph::combine(const GaussianFactorGraph &lfg){
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for(const_iterator factor=lfg.factors_.begin(); factor!=lfg.factors_.end(); factor++){
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push_back(*factor);
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}
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}
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/* ************************************************************************* */
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GaussianFactorGraph GaussianFactorGraph::combine2(const GaussianFactorGraph& lfg1,
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const GaussianFactorGraph& lfg2) {
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// create new linear factor graph equal to the first one
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GaussianFactorGraph fg = lfg1;
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// add the second factors_ in the graph
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for (const_iterator factor = lfg2.factors_.begin(); factor
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!= lfg2.factors_.end(); factor++) {
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fg.push_back(*factor);
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}
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return fg;
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}
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//
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///* ************************************************************************* */
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//Dimensions GaussianFactorGraph::dimensions() const {
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// Dimensions result;
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// BOOST_FOREACH(const sharedFactor& factor,factors_) {
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// Dimensions vs = factor->dimensions();
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// varid_t key; size_t dim;
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// FOREACH_PAIR(key,dim,vs) result.insert(make_pair(key,dim));
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// }
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// return result;
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//}
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/* ************************************************************************* */
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GaussianFactorGraph GaussianFactorGraph::add_priors(double sigma, const GaussianVariableIndex<>& variableIndex) const {
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// start with this factor graph
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GaussianFactorGraph result = *this;
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// for each of the variables, add a prior
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for(varid_t var=0; var<variableIndex.size(); ++var) {
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const GaussianVariableIndex<>::mapped_factor_type& factor_pos(variableIndex[var].front());
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const GaussianFactor& factor(*operator[](factor_pos.factorIndex));
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size_t dim = factor.getDim(factor.begin() + factor_pos.variablePosition);
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Matrix A = eye(dim);
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Vector b = zero(dim);
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SharedDiagonal model = noiseModel::Isotropic::Sigma(dim,sigma);
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sharedFactor prior(new GaussianFactor(var,A,b, model));
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result.push_back(prior);
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}
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return result;
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}
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///* ************************************************************************* */
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//Errors GaussianFactorGraph::rhs() const {
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// Errors e;
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// BOOST_FOREACH(const sharedFactor& factor,factors_)
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// e.push_back(ediv(factor->get_b(),factor->get_sigmas()));
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// return e;
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//}
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//
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///* ************************************************************************* */
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//Vector GaussianFactorGraph::rhsVector() const {
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// Errors e = rhs();
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// return concatVectors(e);
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//}
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//
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///* ************************************************************************* */
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//pair<Matrix,Vector> GaussianFactorGraph::matrix(const Ordering& ordering) const {
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//
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// // get all factors
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// GaussianFactorSet found;
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// BOOST_FOREACH(const sharedFactor& factor,factors_)
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// found.push_back(factor);
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//
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// // combine them
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// GaussianFactor lf(found);
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//
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// // Return Matrix and Vector
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// return lf.matrix(ordering);
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//}
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///* ************************************************************************* */
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//VectorValues GaussianFactorGraph::assembleValues(const Vector& vs, const Ordering& ordering) const {
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// Dimensions dims = dimensions();
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// VectorValues config;
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// Vector::const_iterator itSrc = vs.begin();
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// Vector::iterator itDst;
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// BOOST_FOREACH(varid_t key, ordering){
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// int dim = dims.find(key)->second;
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// Vector v(dim);
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// for (itDst=v.begin(); itDst!=v.end(); itDst++, itSrc++)
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// *itDst = *itSrc;
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// config.insert(key, v);
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// }
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// if (itSrc != vs.end())
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// throw runtime_error("assembleValues: input vector and ordering are not compatible with the graph");
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// return config;
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//}
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//
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///* ************************************************************************* */
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//pair<Dimensions, size_t> GaussianFactorGraph::columnIndices_(const Ordering& ordering) const {
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//
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// // get the dimensions for all variables
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// Dimensions variableSet = dimensions();
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//
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// // Find the starting index and dimensions for all variables given the order
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// size_t j = 1;
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// Dimensions result;
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// BOOST_FOREACH(varid_t key, ordering) {
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// // associate key with first column index
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// result.insert(make_pair(key,j));
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// // find dimension for this key
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// Dimensions::const_iterator it = variableSet.find(key);
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// if (it==variableSet.end()) // key not found, now what ?
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// throw invalid_argument("ColumnIndices: this ordering contains keys not in the graph");
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// // advance column index to next block by adding dim(key)
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// j += it->second;
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// }
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//
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// return make_pair(result, j-1);
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//}
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//
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///* ************************************************************************* */
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//Dimensions GaussianFactorGraph::columnIndices(const Ordering& ordering) const {
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// return columnIndices_(ordering).first;
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//}
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//
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///* ************************************************************************* */
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//pair<size_t, size_t> GaussianFactorGraph::sizeOfA() const {
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// size_t m = 0, n = 0;
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// Dimensions variableSet = dimensions();
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// BOOST_FOREACH(const Dimensions::value_type value, variableSet)
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// n += value.second;
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// BOOST_FOREACH(const sharedFactor& factor,factors_)
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// m += factor->numberOfRows();
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// return make_pair(m, n);
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//}
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///* ************************************************************************* */
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//Matrix GaussianFactorGraph::sparse(const Ordering& ordering) const {
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//
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// // get the starting column indices for all variables
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// Dimensions indices = columnIndices(ordering);
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//
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// return sparse(indices);
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//}
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//
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///* ************************************************************************* */
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//Matrix GaussianFactorGraph::sparse(const Dimensions& indices) const {
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//
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// // return values
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// list<int> I,J;
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// list<double> S;
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//
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// // Collect the I,J,S lists for all factors
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// int row_index = 0;
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// BOOST_FOREACH(const sharedFactor& factor,factors_) {
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//
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// // get sparse lists for the factor
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// list<int> i1,j1;
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// list<double> s1;
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// boost::tie(i1,j1,s1) = factor->sparse(indices);
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//
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// // add row_start to every row index
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// transform(i1.begin(), i1.end(), i1.begin(), bind2nd(plus<int>(), row_index));
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//
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// // splice lists from factor to the end of the global lists
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// I.splice(I.end(), i1);
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// J.splice(J.end(), j1);
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// S.splice(S.end(), s1);
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//
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// // advance row start
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// row_index += factor->numberOfRows();
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// }
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//
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// // Convert them to vectors for MATLAB
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// // TODO: just create a sparse matrix class already
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// size_t nzmax = S.size();
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// Matrix ijs(3,nzmax);
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// copy(I.begin(),I.end(),ijs.begin2());
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// copy(J.begin(),J.end(),ijs.begin2()+nzmax);
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// copy(S.begin(),S.end(),ijs.begin2()+2*nzmax);
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//
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// // return the result
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// return ijs;
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//}
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///* ************************************************************************* */
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//VectorValues GaussianFactorGraph::steepestDescent(const VectorValues& x0,
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// bool verbose, double epsilon, size_t maxIterations) const {
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// return gtsam::steepestDescent(*this, x0, verbose, epsilon, maxIterations);
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//}
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//
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///* ************************************************************************* */
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//boost::shared_ptr<VectorValues> GaussianFactorGraph::steepestDescent_(
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// const VectorValues& x0, bool verbose, double epsilon, size_t maxIterations) const {
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// return boost::shared_ptr<VectorValues>(new VectorValues(
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// gtsam::conjugateGradientDescent(*this, x0, verbose, epsilon,
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// maxIterations)));
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//}
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//
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///* ************************************************************************* */
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//VectorValues GaussianFactorGraph::conjugateGradientDescent(
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// const VectorValues& x0, bool verbose, double epsilon, size_t maxIterations) const {
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// return gtsam::conjugateGradientDescent(*this, x0, verbose, epsilon,
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// maxIterations);
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//}
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//
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///* ************************************************************************* */
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//boost::shared_ptr<VectorValues> GaussianFactorGraph::conjugateGradientDescent_(
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// const VectorValues& x0, bool verbose, double epsilon, size_t maxIterations) const {
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// return boost::shared_ptr<VectorValues>(new VectorValues(
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// gtsam::conjugateGradientDescent(*this, x0, verbose, epsilon,
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// maxIterations)));
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//}
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|
|
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|
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/* ************************************************************************* */
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//template std::pair<Matrix, SharedDiagonal> combineFactorsAndCreateMatrix<vector<GaussianFactor::shared_ptr> >(
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// const vector<GaussianFactor::shared_ptr>& factors, const Ordering& order, const Dimensions& dimensions);
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//
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//template std::pair<Matrix, SharedDiagonal> combineFactorsAndCreateMatrix<GaussianFactorGraph>(
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// const GaussianFactorGraph& factors, const Ordering& order, const Dimensions& dimensions);
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} // namespace gtsam
|