95 lines
3.1 KiB
C++
95 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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#pragma once
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#include <gtsam/linear/GaussianFactorGraph.h>
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#include <gtsam/linear/GaussianBayesNet.h>
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#include <gtsam/inference/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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public:
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typedef boost::shared_ptr<const GaussianBayesNet> sharedBayesNet;
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typedef boost::shared_ptr<const GaussianFactorGraph> sharedFG;
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typedef boost::shared_ptr<const VectorValues> sharedValues;
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typedef boost::shared_ptr<const Errors> sharedErrors;
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private:
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sharedFG Ab1_, Ab2_;
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sharedBayesNet Rc1_;
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sharedValues xbar_;
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sharedErrors b2bar_; /** b2 - A2*xbar */
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public:
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/**
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* Constructor
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* @param Ab1: the Graph A1*x=b1
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* @param Ab2: the Graph A2*x=b2
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* @param Rc1: the Bayes Net R1*x=c1
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* @param xbar: the solution to R1*x=c1
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*/
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SubgraphPreconditioner(sharedFG& Ab1, sharedFG& Ab2, sharedBayesNet& Rc1, sharedValues& xbar);
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std::pair<Matrix,Vector> Ab1(const Ordering& ordering) const { return Ab1_->matrix(ordering); }
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std::pair<Matrix,Vector> Ab2(const Ordering& ordering) const { return Ab2_->matrix(ordering); }
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Matrix A1(const Ordering& ordering) const { return Ab1_->sparse(ordering); }
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Matrix A2(const Ordering& ordering) const { return Ab2_->sparse(Ab1_->columnIndices(ordering)); }
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Vector b1() const { return Ab1_->rhsVector(); }
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Vector b2() const { return Ab2_->rhsVector(); }
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VectorValues assembleValues(const Vector& v, const Ordering& ordering) const { return Ab1_->assembleValues(v, ordering); }
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/* x = xbar + inv(R1)*y */
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VectorValues x(const VectorValues& y) const;
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/* A zero VectorValues with the structure of xbar */
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VectorValues zero() const { return VectorValues::zero(*xbar_);}
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/* error, given y */
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double error(const VectorValues& y) const;
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/** gradient = y + inv(R1')*A2'*(A2*inv(R1)*y-b2bar) */
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VectorValues gradient(const VectorValues& y) const;
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/** Apply operator A */
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Errors operator*(const VectorValues& y) const;
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/** Apply operator A in place: needs e allocated already */
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void multiplyInPlace(const VectorValues& y, Errors& e) const;
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/** Apply operator A' */
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VectorValues operator^(const Errors& e) const;
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/**
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* Add A'*e to y
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* y += alpha*A'*[e1;e2] = [alpha*e1; alpha*inv(R1')*A2'*e2]
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*/
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void transposeMultiplyAdd(double alpha, const Errors& e, VectorValues& y) const;
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/**
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* Add constraint part of the error only, used in both calls above
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* y += alpha*inv(R1')*A2'*e2
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* Takes a range indicating e2 !!!!
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*/
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void transposeMultiplyAdd2(double alpha, Errors::const_iterator begin,
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Errors::const_iterator end, VectorValues& y) 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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} // namespace gtsam
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