102 lines
3.0 KiB
C++
102 lines
3.0 KiB
C++
/*
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* SubgraphPreconditioner.cpp
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* Created on: Dec 31, 2009
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* @author: Frank Dellaert
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*/
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#include <boost/foreach.hpp>
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#include "SubgraphPreconditioner.h"
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using namespace std;
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namespace gtsam {
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/* ************************************************************************* */
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SubgraphPreconditioner::SubgraphPreconditioner(const GaussianBayesNet& Rc1,
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const GaussianFactorGraph& Ab2, const VectorConfig& xbar) :
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Rc1_(Rc1), Ab2_(Ab2), xbar_(xbar), b2bar_(Ab2_.errors(xbar)) {
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}
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/* ************************************************************************* */
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// x = xbar + inv(R1)*y
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VectorConfig SubgraphPreconditioner::x(const VectorConfig& y) const {
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return xbar_ + gtsam::backSubstitute(Rc1_, y);
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}
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/* ************************************************************************* */
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double SubgraphPreconditioner::error(const VectorConfig& y) const {
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Errors e;
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// Use BayesNet order to add y contributions in order
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BOOST_FOREACH(GaussianConditional::shared_ptr cg, Rc1_) {
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const string& j = cg->key();
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e.push_back(y[j]); // append y
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}
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// Add A2 contribution
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VectorConfig x = this->x(y);
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Errors e2 = Ab2_.errors(x);
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e.splice(e.end(), e2);
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return 0.5 * dot(e, e);
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}
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/* ************************************************************************* */
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// gradient is y + inv(R1')*A2'*(A2*inv(R1)*y-b2bar),
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VectorConfig SubgraphPreconditioner::gradient(const VectorConfig& y) const {
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VectorConfig x = this->x(y); // x = inv(R1)*y
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VectorConfig gx2 = Ab2_ ^ Ab2_.errors(x);
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VectorConfig gy2 = gtsam::backSubstituteTranspose(Rc1_, gx2); // inv(R1')*gx2
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return y + gy2;
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}
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/* ************************************************************************* */
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// Apply operator A, A*y = [I;A2*inv(R1)]*y = [y; A2*inv(R1)*y]
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Errors SubgraphPreconditioner::operator*(const VectorConfig& y) const {
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Errors e;
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// Use BayesNet order to add y contributions in order
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BOOST_FOREACH(GaussianConditional::shared_ptr cg, Rc1_) {
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const string& j = cg->key();
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e.push_back(y[j]); // append y
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}
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// Add A2 contribution
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VectorConfig x = gtsam::backSubstitute(Rc1_, y); // x=inv(R1)*y
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Errors e2 = Ab2_ * x; // A2*x
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e.splice(e.end(), e2);
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return e;
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}
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/* ************************************************************************* */
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// Apply operator A', A'*e = [I inv(R1')*A2']*e = e1 + inv(R1')*A2'*e2
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VectorConfig SubgraphPreconditioner::operator^(const Errors& e) const {
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VectorConfig y1;
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// Use BayesNet order to remove y contributions in order
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Errors::const_iterator it = e.begin();
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BOOST_FOREACH(GaussianConditional::shared_ptr cg, Rc1_) {
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const string& j = cg->key();
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const Vector& ej = *(it++);
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y1.insert(j,ej);
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}
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// create e2 with what's left of e
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Errors e2;
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while (it != e.end())
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e2.push_back(*(it++));
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// get A2 part,
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VectorConfig x = Ab2_ ^ e2; // x = A2'*e2
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VectorConfig y2 = gtsam::backSubstituteTranspose(Rc1_, x); // inv(R1')*x;
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return y1 + y2;
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}
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/* ************************************************************************* */
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} // nsamespace gtsam
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