113 lines
3.1 KiB
C++
113 lines
3.1 KiB
C++
/*
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* SubgraphPreconditioner.h
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* Created on: Dec 31, 2009
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* @author: Frank Dellaert
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*/
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#ifndef SUBGRAPHPRECONDITIONER_H_
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#define SUBGRAPHPRECONDITIONER_H_
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#include "GaussianFactorGraph.h"
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#include "GaussianBayesNet.h"
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#include "Ordering.h"
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namespace gtsam {
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/**
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* Subgraph conditioner class, as explained in the RSS 2010 submission.
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* Starting with a graph A*x=b, we split it in two systems A1*x=b1 and A2*x=b2
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* We solve R1*x=c1, and make the substitution y=R1*x-c1.
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* To use the class, give the Bayes Net R1*x=c1 and Graph A2*x=b2.
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* Then solve for yhat using CG, and solve for xhat = system.x(yhat).
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*/
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class SubgraphPreconditioner {
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private:
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const GaussianBayesNet& Rc1_;
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const GaussianFactorGraph& Ab2_;
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const VectorConfig& xbar_;
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const Errors b2bar_; /** b2 - A2*xbar */
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public:
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/**
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* Constructor
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* @param Rc1: the Bayes Net R1*x=c1
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* @param Ab2: the Graph A2*x=b2
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* @param xbar: the solution to R1*x=c1
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*/
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SubgraphPreconditioner(const GaussianBayesNet& Rc1,
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const GaussianFactorGraph& Ab2, const VectorConfig& xbar);
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/* x = xbar + inv(R1)*y */
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VectorConfig x(const VectorConfig& y) const;
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/* error, given y */
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double error(const VectorConfig& y) const;
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/** gradient = y + inv(R1')*A2'*(A2*inv(R1)*y-b2bar) */
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VectorConfig gradient(const VectorConfig& y) const;
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/** Apply operator A */
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Errors operator*(const VectorConfig& y) const;
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/** Apply operator A' */
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VectorConfig operator^(const Errors& e) const;
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/** print the object */
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void print(const std::string& s = "SubgraphPreconditioner") const;
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};
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/**
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* A linear system solver using subgraph preconditioning conjugate gradient
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*/
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template <class NonlinearGraph, class Config>
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class SubgraphPCG {
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private:
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typedef typename Config::Key Key;
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typedef typename NonlinearGraph::Constraint Constraint;
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typedef typename NonlinearGraph::Pose Pose;
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const size_t maxIterations_;
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const bool verbose_;
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const double epsilon_, epsilon_abs_;
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/* the ordering derived from the spanning tree */
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boost::shared_ptr<Ordering> ordering_;
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/* the solution computed from the first subgraph */
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boost::shared_ptr<Config> theta_bar_;
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NonlinearGraph T_, C_;
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public:
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// kai: this constructor is for compatible with Factorization
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SubgraphPCG() { throw std::runtime_error("SubgraphPCG: this constructor is only for compatibility!");}
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SubgraphPCG(const NonlinearGraph& G, const Config& config);
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boost::shared_ptr<Ordering> ordering() const { return ordering_; }
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boost::shared_ptr<Config> theta_bar() const { return theta_bar_; }
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/**
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* solve for the optimal displacement in the tangent space, and then solve
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* the resulted linear system
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*/
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VectorConfig optimize(GaussianFactorGraph& fg, const Ordering& ordering) const {
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throw std::runtime_error("SubgraphPCG:: optimize is not supported!");
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}
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/**
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* linearize the non-linear graph around the current config,
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*/
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VectorConfig linearizeAndOptimize(const NonlinearGraph& g, const Config& config,
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const Ordering& ordering) const;
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};
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} // nsamespace gtsam
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#endif /* SUBGRAPHPRECONDITIONER_H_ */
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