gtsam/GTSAM-Concepts.md

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GTSAM Concepts
==============
As discussed in [Generic Programming Techniques](http://www.boost.org/community/generic_programming.html), concepts define
* associated types
* valid expressions, like functions and values
* invariants
* complexity guarantees
Below we discuss the most important concepts use in GTSAM, and after that we discuss how they are implemented/used/enforced.
Manifold
--------
To optimize over continuous types, we assume they are manifolds. This is central to GTSAM and hence discussed in some more detail below.
[Manifolds](http://en.wikipedia.org/wiki/Manifold#Charts.2C_atlases.2C_and_transition_maps) and [charts](http://en.wikipedia.org/wiki/Manifold#Charts.2C_atlases.2C_and_transition_maps) are intimately linked concepts. We are only interested here in [differentiable manifolds](http://en.wikipedia.org/wiki/Differentiable_manifold#Definition), continuous spaces that can be locally approximated *at any point* using a local vector space, called the [tangent space](http://en.wikipedia.org/wiki/Tangent_space). A *chart* is an invertible map from the manifold to the vector space.
In GTSAM we assume that a manifold type can yield such a chart at any point, and we require that a functor `defaultChart` is available that, when called for any point on the manifold, returns a Chart type. Hence, the functor itself can be seen as an *Atlas*.
In detail, we ask the following are defined for a MANIFOLD type:
* values:
* `dimension`, an int that indicates the dimensionality *n* of the manifold. In Eigen-fashion, we also support manifolds whose dimenionality is only defined at runtime, by specifying the value -1.
* functors:
* `defaultChart`, returns the default chart at a point p
* types:
* `TangentVector`, type that lives in tangent space. This will almost always be an `Eigen::Matrix<double,n,1>`.
Anything else?
Chart
-----
A given chart is implemented using a small class that defines the chart itself (from manifold to tangent space) and its inverse.
* types:
* `Manifold`, a pointer back to the type
* valid expressions:
* `Chart chart(p)` constructor
* `v = chart.local(q)`, the chart, from manifold to tangent space, think of it as *p (-) q*
* `p = chart.retract(v)`, the inverse chart, from tangent space to manifold, think of it as *p (+) v*
For many differential manifolds, an obvious mapping is the `exponential map`, which associates staright lines in the tangent space with geodesics on the manifold (and it's inverse, the log map). However, there are two cases in which we deviate from this:
* Sometimes, most notably for *SO(3)* and *SE(3)*, the exponential map is unnecessarily expensive for use in optimiazation. Hence, the `defaultChart` functor returns a chart that is much cheaper to evaluate.
* While vector spaces (see below) are in principle also manifolds, it is overkill to think about charts etc. Really, we should simply think about vector addition and subtraction. Hence, while a `defaultChart` functor is defined by default for every vector space, GTSAM will never call it.
Group
-----
A [group](http://en.wikipedia.org/wiki/Group_(mathematics)) should be well known from grade school :-), and provides a type with a composition operation that is closed, associative, has an identity element, and an inverse for each element.
* values:
* `identity`
* valid expressions:
* `compose(p,q)`
* `inverse(p)`
* `between(p,q)`
* invariants:
* `compose(p,inverse(p)) == identity`
* `compose(p,between(p,q)) == q`
* `between(p,q) == compose(inverse(p),q)`
We do *not* at this time support more than one composition operator per type. Although mathematically possible, it is hardly ever needed, and the machinery to support it would be burdensome and counter-intuitive.
Also, a type should provide either multiplication or addition operators depending on the flavor of the operation. To distinguish between the two, we will use a tag (see below).
Lie Group
---------
Implements both MANIFOLD and GROUP
Vector Space
------------
Trivial Lie Group where
* `identity == 0`
* `inverse(p) == -p`
* `compose(p,q) == p+q`
* `between(p,q) == q-p`
* `chart.retract(q) == p-q`
* `chart.retract(v) == p+v`
This considerably simplifies certain operations.
Testable
--------
Unit tests heavily depend on the following two functions being defined for all types that need to be tested:
* valid expressions:
* `print(p,s)` where s is an optional string
* `equals(p,q,tol)` where tol is an optional tolerance
Implementation
==============
GTSAM Types start with Uppercase, e.g., `gtsam::Point2`, and are models of the TESTABLE, MANIFOLD, GROUP, LIE_GROUP, and VECTOR_SPACE concepts.
`gtsam::traits` is our way to associate these concepts with types, and we also define a limited number of `gtsam::tags` to select the correct implementation of certain functions at compile time (tag dispatching).
Traits
------
We will not use Eigen-style or STL-style traits, that define *many* properties at once. Rather, we use boost::mpl style meta-programming functions to facilitate meta-programming, which return a single type or value for every trait.
Traits allow us to play with types that are outside GTSAM control, e.g., `Eigen::VectorXd`. However, for GTSAM types, it is perfectly acceptable (and even desired) to define associated types as internal types, as well, rather than having to use traits internally.
The conventions for `gtsam::traits` are as follows:
* Types: `gtsam::traits::SomeAssociatedType<T>::type`, i.e., they are MixedCase and define a *single* `type`, for example:
template<>
gtsam::traits::TangentVector<Point2> {
typedef Vector2 type;
}
* Values: `gtsam::traits::someValue<T>::value`, i.e., they are mixedCase starting with a lowercase letter and define a `value`, *and* a `value_type`. For example:
template<>
gtsam::traits::dimension<Point2> {
static const int value = 2;
typedef const int value_type; // const ?
}
* Functors: `gtsam::traits::someFunctor<T>::type`, i.e., they are mixedCase starting with a lowercase letter and define a functor (i.e., no *type*). The functor itself should define a `result_type`. Example
struct Point2::retract {
typedef Point2 result_type;
Point2 p_;
retract(const Point2& p) : p_(p) {}
Point2 operator()(const Vector2& v) {
return Point2(p.x()+v[0], p.y()+v[1]);
}
}
template<>
gtsam::traits::retract<Point2> : Point2::retract {}
By *inherting* the trait from the functor, we can just use the [currying](http://en.wikipedia.org/wiki/Currying) style `gtsam::traits::retract<Point2>(p)(v)`. Note that, although technically a functor is a type, in spirit it is a free function and hence starts with a lowercase letter.
Tags
----
Algebraic structure concepts are associated with the following tags
* `gtsam::traits::manifold_tag`
* `gtsam::traits::group_tag`
* `gtsam::traits::lie_group_tag`
* `gtsam::traits::vector_space_tag`
which should be queryable by `gtsam::traits::structure<T>`
The group composition operation can be of two flavors:
* `gtsam::traits::additive_group_tag`
* `gtsam::traits::multiplicative_group_tag`
which should be queryable by `gtsam::traits::group_flavor<T>`
Manifold Example
----------------
An example of implementing a Manifold type is here:
// GTSAM type
class Rot2 {
typedef Vector2 TangentVector;
class Chart {
Chart(const Rot2& R);
TangentVector local(const Rot2& R) const;
Rot2 retract(const TangentVector& v) const;
}
Rot2 operator*(const Rot2&) const;
Rot2 transpose() const;
}
namespace gtsam { namespace traits {
template<>
struct dimension<Rot2> {
static const int value = 2;
typedef int value_type;
}
template<>
struct TangentVector<Rot2> {
typedef Rot2::TangentVector type;
}
template<>
struct defaultChart<Rot2> : Rot2::Chart {}
template<>
struct Manifold<Rot2::Chart> {
typedef Rot2 type;
}
}}
But Rot2 is in fact also a Lie Group, after we define
Rot2 inverse(const Rot2& p) { return p.transpose();}
Rot2 operator*(const Rot2& p, const Rot2& q) { return p*q;}
Rot2 compose(const Rot2& p, const Rot2& q) { return p*q;}
Rot2 between(const Rot2& p, const Rot2& q) { return inverse(p)*q;}
The only traits that needs to be implemented are the tags:
namespace gtsam { namespace traits {
template<>
struct structure<Rot2> : lie_group_tag {}
template<>
struct group_flavor<Rot2> : multiplicative_group_tag {}
}}
Vector Space Example
--------------------
Providing the Vector space concept is easier:
// GTSAM type
class Point2 {
static const int dimension = 2;
Point2 operator+(const Point2&) const;
Point2 operator-(const Point2&) const;
Point2 operator-() const;
// Still needs to be defined, unless Point2 *is* Vector2
class Chart {
Chart(const Rot2& R);
Vector2 local(const Rot2& R) const;
Rot2 retract(const Vector2& v) const;
}
}
The following macro, called inside the gtsam namespace,
DEFINE_VECTOR_SPACE_TRAITS(Point2)
should automatically define
namespace traits {
template<>
struct dimension<Point2> {
static const int value = Point2::dimension;
typedef int value_type;
}
template<>
struct TangentVector<Point2> {
typedef Matrix::Eigen<double,Point2::dimension,1> type;
}
template<>
struct defaultChart<Point2> : Point2::Chart {}
template<>
struct Manifold<Point2::Chart> {
typedef Point2 type;
}
template<>
struct structure<Point2> : vector_space_tag {}
template<>
struct group_flavor<Point2> : additive_group_tag {}
}
and
Point2 inverse(const Point2& p) { return p.transpose();}
Point2 operator+(const Point2& p, const Point2& q) { return p+q;}
Point2 compose(const Point2& p, const Point2& q) { return p+q;}
Point2 between(const Point2& p, const Point2& q) { return q-p;}