gtsam/gtsam_unstable/nonlinear/LinearizedFactor.h

299 lines
10 KiB
C++

/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file LinearizedFactor.h
* @brief A dummy factor that allows a linear factor to act as a nonlinear factor
* @author Alex Cunningham
*/
#pragma once
#include <vector>
#include <gtsam_unstable/dllexport.h>
#include <gtsam/nonlinear/NonlinearFactor.h>
#include <gtsam/linear/JacobianFactor.h>
#include <gtsam/linear/HessianFactor.h>
namespace gtsam {
/**
* A base factor class for the Jacobian and Hessian linearized factors
*/
class GTSAM_UNSTABLE_EXPORT LinearizedGaussianFactor : public NonlinearFactor {
public:
/** base type */
typedef NonlinearFactor Base;
typedef LinearizedGaussianFactor This;
/** shared pointer for convenience */
typedef std::shared_ptr<LinearizedGaussianFactor> shared_ptr;
protected:
/** linearization points for error calculation */
Values lin_points_;
public:
/** default constructor for serialization */
LinearizedGaussianFactor() = default;
/**
* @param gaussian: A jacobian or hessian factor
* @param lin_points: The linearization points for, at least, the variables used by this factor
*/
LinearizedGaussianFactor(const GaussianFactor::shared_ptr& gaussian, const Values& lin_points);
~LinearizedGaussianFactor() override = default;
// access functions
const Values& linearizationPoint() const { return lin_points_; }
private:
#if GTSAM_ENABLE_BOOST_SERIALIZATION
/** Serialization function */
friend class boost::serialization::access;
template<class ARCHIVE>
void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
ar & boost::serialization::make_nvp("LinearizedGaussianFactor",
boost::serialization::base_object<Base>(*this));
ar & BOOST_SERIALIZATION_NVP(lin_points_);
}
#endif
};
/**
* A factor that takes a linear, Jacobian factor and inserts it into
* a nonlinear graph.
*/
class GTSAM_UNSTABLE_EXPORT LinearizedJacobianFactor : public LinearizedGaussianFactor {
public:
/** base type */
typedef LinearizedGaussianFactor Base;
typedef LinearizedJacobianFactor This;
/** shared pointer for convenience */
typedef std::shared_ptr<LinearizedJacobianFactor> shared_ptr;
typedef VerticalBlockMatrix::Block ABlock;
typedef VerticalBlockMatrix::constBlock constABlock;
typedef VerticalBlockMatrix::Block::ColXpr BVector;
typedef VerticalBlockMatrix::constBlock::ConstColXpr constBVector;
protected:
// // store components of a jacobian factor
// typedef std::map<Key, Matrix> KeyMatrixMap;
// KeyMatrixMap matrices_;
// Vector b_;
VerticalBlockMatrix Ab_; // the block view of the full matrix
public:
/** default constructor for serialization */
LinearizedJacobianFactor();
/**
* @param jacobian: A jacobian factor
* @param lin_points: The linearization points for, at least, the variables used by this factor
*/
LinearizedJacobianFactor(const JacobianFactor::shared_ptr& jacobian, const Values& lin_points);
~LinearizedJacobianFactor() override {}
/// @return a deep copy of this factor
gtsam::NonlinearFactor::shared_ptr clone() const override {
return std::static_pointer_cast<gtsam::NonlinearFactor>(
gtsam::NonlinearFactor::shared_ptr(new This(*this))); }
// Testable
/** print function */
void print(const std::string& s="", const KeyFormatter& keyFormatter = DefaultKeyFormatter) const override;
/** equals function with optional tolerance */
bool equals(const NonlinearFactor& expected, double tol = 1e-9) const override;
// access functions
const constBVector b() const { return Ab_(size()).col(0); }
const constABlock A() const { return Ab_.range(0, size()); }
const constABlock A(Key key) const { return Ab_(std::find(begin(), end(), key) - begin()); }
/** get the dimension of the factor (number of rows on linearization) */
size_t dim() const override { return Ab_.rows(); }
/** Calculate the error of the factor */
double error(const Values& c) const override;
/**
* linearize to a GaussianFactor
* Reimplemented from NoiseModelFactor to directly copy out the
* matrices and only update the RHS b with an updated residual
*/
std::shared_ptr<GaussianFactor> linearize(const Values& c) const override;
/** (A*x-b) */
Vector error_vector(const Values& c) const;
private:
#if GTSAM_ENABLE_BOOST_SERIALIZATION
friend class boost::serialization::access;
/** Serialization function */
template<class ARCHIVE>
void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
ar & boost::serialization::make_nvp("LinearizedJacobianFactor",
boost::serialization::base_object<Base>(*this));
ar & BOOST_SERIALIZATION_NVP(Ab_);
}
#endif
};
/// traits
template<>
struct traits<LinearizedJacobianFactor> : public Testable<LinearizedJacobianFactor> {
};
/**
* A factor that takes a linear, Hessian factor and inserts it into
* a nonlinear graph.
*/
class GTSAM_UNSTABLE_EXPORT LinearizedHessianFactor : public LinearizedGaussianFactor {
public:
/** base type */
typedef LinearizedGaussianFactor Base;
typedef LinearizedHessianFactor This;
/** shared pointer for convenience */
typedef std::shared_ptr<LinearizedHessianFactor> shared_ptr;
/** hessian block data types */
typedef SymmetricBlockMatrix::Block Block; ///< A block from the Hessian matrix
typedef SymmetricBlockMatrix::constBlock constBlock; ///< A block from the Hessian matrix (const version)
typedef SymmetricBlockMatrix::Block::ColXpr Column; ///< A column containing the linear term h
typedef SymmetricBlockMatrix::constBlock::ColXpr constColumn; ///< A column containing the linear term h (const version)
protected:
SymmetricBlockMatrix info_; ///< The block view of the full information matrix, s.t. the quadratic
/// error is 0.5*[x -1]'*H*[x -1]
public:
/** default constructor for serialization */
LinearizedHessianFactor();
/**
* Use this constructor with the ordering used to linearize the graph
* @param hessian: A hessian factor
* @param lin_points: The linearization points for, at least, the variables used by this factor
*/
LinearizedHessianFactor(const HessianFactor::shared_ptr& hessian, const Values& lin_points);
~LinearizedHessianFactor() override {}
/// @return a deep copy of this factor
gtsam::NonlinearFactor::shared_ptr clone() const override {
return std::static_pointer_cast<gtsam::NonlinearFactor>(
gtsam::NonlinearFactor::shared_ptr(new This(*this))); }
// Testable
/** print function */
void print(const std::string& s="", const KeyFormatter& keyFormatter = DefaultKeyFormatter) const override;
/** equals function with optional tolerance */
bool equals(const NonlinearFactor& expected, double tol = 1e-9) const override;
/** Return the constant term \f$ f \f$ as described above
* @return The constant term \f$ f \f$
*/
double constantTerm() const {
const auto block = info_.diagonalBlock(size());
return block(0, 0);
}
/** Return the part of linear term \f$ g \f$ as described above corresponding to the requested variable.
* @param j Which block row to get, as an iterator pointing to the slot in this factor. You can
* use, for example, begin() + 2 to get the 3rd variable in this factor.
* @return The linear term \f$ g \f$ */
constColumn linearTerm(const_iterator j) const {
return info_.aboveDiagonalRange(j - begin(), size(), size(), size() + 1).col(0);
}
/** Return the complete linear term \f$ g \f$ as described above.
* @return The linear term \f$ g \f$ */
constColumn linearTerm() const {
return info_.aboveDiagonalRange(0, size(), size(), size() + 1).col(0);
}
/** Return a copy of the block at (j1,j2) of the <em>upper-triangular part</em> of the
* squared term \f$ H \f$, no data is copied. See HessianFactor class documentation
* above to explain that only the upper-triangular part of the information matrix is stored
* and returned by this function.
* @param j1 Which block row to get, as an iterator pointing to the slot in this factor. You can
* use, for example, begin() + 2 to get the 3rd variable in this factor.
* @param j2 Which block column to get, as an iterator pointing to the slot in this factor. You can
* use, for example, begin() + 2 to get the 3rd variable in this factor.
* @return A copy of the requested block.
*/
Matrix squaredTerm(const_iterator j1, const_iterator j2) const {
const DenseIndex J1 = j1 - begin();
const DenseIndex J2 = j2 - begin();
return info_.block(J1, J2);
}
/** Return the <em>upper-triangular part</em> of the full squared term, as described above.
* See HessianFactor class documentation above to explain that only the
* upper-triangular part of the information matrix is stored and returned by this function.
*/
Eigen::SelfAdjointView<constBlock, Eigen::Upper> squaredTerm() const {
return info_.selfadjointView(0, size());
}
/** get the dimension of the factor (number of rows on linearization) */
size_t dim() const override { return info_.rows() - 1; }
/** Calculate the error of the factor */
double error(const Values& c) const override;
/**
* linearize to a GaussianFactor
* Reimplemented from NoiseModelFactor to directly copy out the
* matrices and only update the RHS b with an updated residual
*/
std::shared_ptr<GaussianFactor> linearize(const Values& c) const override;
private:
/** Serialization function */
#if GTSAM_ENABLE_BOOST_SERIALIZATION
friend class boost::serialization::access;
template<class ARCHIVE>
void serialize(ARCHIVE & ar, const unsigned int /*version*/) {
ar & boost::serialization::make_nvp("LinearizedHessianFactor",
boost::serialization::base_object<Base>(*this));
ar & BOOST_SERIALIZATION_NVP(info_);
}
#endif
};
/// traits
template<>
struct traits<LinearizedHessianFactor> : public Testable<LinearizedHessianFactor> {
};
} // \namespace aspn