109 lines
3.4 KiB
C++
109 lines
3.4 KiB
C++
/**
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* @file GaussianBayesNet.cpp
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* @brief Chordal Bayes Net, the result of eliminating a factor graph
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* @author Frank Dellaert
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*/
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#include <stdarg.h>
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#include <boost/foreach.hpp>
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#include <boost/tuple/tuple.hpp>
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#include "GaussianBayesNet.h"
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#include "VectorConfig.h"
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using namespace std;
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using namespace gtsam;
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// Explicitly instantiate so we don't have to include everywhere
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#include "BayesNet-inl.h"
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template class BayesNet<ConditionalGaussian>;
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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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#define REVERSE_FOREACH_PAIR( KEY, VAL, COL) BOOST_REVERSE_FOREACH (boost::tie(KEY,VAL),COL)
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namespace gtsam {
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/* ************************************************************************* */
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GaussianBayesNet scalarGaussian(const string& key, double mu, double sigma) {
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GaussianBayesNet bn;
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ConditionalGaussian::shared_ptr
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conditional(new ConditionalGaussian(key, Vector_(1,mu), eye(1), Vector_(1,sigma)));
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bn.push_back(conditional);
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return bn;
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}
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/* ************************************************************************* */
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GaussianBayesNet simpleGaussian(const string& key, const Vector& mu, double sigma) {
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GaussianBayesNet bn;
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size_t n = mu.size();
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ConditionalGaussian::shared_ptr
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conditional(new ConditionalGaussian(key, mu, eye(n), repeat(n,sigma)));
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bn.push_back(conditional);
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return bn;
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}
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/* ************************************************************************* */
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VectorConfig optimize(const GaussianBayesNet& bn)
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{
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VectorConfig result;
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/** solve each node in turn in topological sort order (parents first)*/
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BOOST_REVERSE_FOREACH(ConditionalGaussian::shared_ptr cg, bn) {
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Vector x = cg->solve(result); // Solve for that variable
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result.insert(cg->key(),x); // store result in partial solution
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}
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return result;
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}
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/* ************************************************************************* */
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pair<Matrix,Vector> matrix(const GaussianBayesNet& bn) {
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// add the dimensions of all variables to get matrix dimension
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// and at the same time create a mapping from keys to indices
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size_t N=0; map<string,size_t> mapping;
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BOOST_FOREACH(ConditionalGaussian::shared_ptr cg,bn) {
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mapping.insert(make_pair(cg->key(),N));
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N += cg->dim();
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}
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// create matrix and copy in values
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Matrix R = zeros(N,N);
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Vector d(N);
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string key; size_t I;
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FOREACH_PAIR(key,I,mapping) {
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// find corresponding conditional
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ConditionalGaussian::shared_ptr cg = bn[key];
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// get RHS and copy to d
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const Vector& d_ = cg->get_d();
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const size_t n = d_.size();
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for (size_t i=0;i<n;i++)
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d(I+i) = d_(i);
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// get leading R matrix and copy to R
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const Matrix& R_ = cg->get_R();
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for (size_t i=0;i<n;i++)
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for(size_t j=0;j<n;j++)
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R(I+i,I+j) = R_(i,j);
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// loop over S matrices and copy them into R
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ConditionalGaussian::const_iterator keyS = cg->parentsBegin();
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for (; keyS!=cg->parentsEnd(); keyS++) {
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Matrix S = keyS->second; // get S matrix
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const size_t m = S.size1(), n = S.size2(); // find S size
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const size_t J = mapping[keyS->first]; // find column index
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for (size_t i=0;i<m;i++)
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for(size_t j=0;j<n;j++)
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R(I+i,J+j) = S(i,j);
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} // keyS
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} // keyI
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return make_pair(R,d);
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}
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/* ************************************************************************* */
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} // namespace gtsam
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