gtsam/gtsam_unstable/nonlinear/Expression-inl.h

788 lines
24 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 Expression-inl.h
* @date September 18, 2014
* @author Frank Dellaert
* @author Paul Furgale
* @brief Internals for Expression.h, not for general consumption
*/
#pragma once
#include <gtsam/nonlinear/Values.h>
#include <gtsam/base/Matrix.h>
#include <gtsam/base/Testable.h>
#include <boost/foreach.hpp>
#include <boost/tuple/tuple.hpp>
#include <new> // for placement new
struct TestBinaryExpression;
// template meta-programming headers
#include <boost/mpl/vector.hpp>
#include <boost/mpl/plus.hpp>
#include <boost/mpl/front.hpp>
#include <boost/mpl/pop_front.hpp>
#include <boost/mpl/fold.hpp>
#include <boost/mpl/empty_base.hpp>
#include <boost/mpl/placeholders.hpp>
namespace MPL = boost::mpl::placeholders;
namespace gtsam {
template<typename T>
class Expression;
typedef std::map<Key, Matrix> JacobianMap;
/// Move terms to array, destroys content
void move(JacobianMap& jacobians, std::vector<Matrix>& H) {
assert(H.size()==jacobians.size());
size_t j = 0;
JacobianMap::iterator it = jacobians.begin();
for (; it != jacobians.end(); ++it)
it->second.swap(H[j++]);
}
//-----------------------------------------------------------------------------
/**
* Value and Jacobians
*/
template<class T>
class Augmented {
private:
T value_;
JacobianMap jacobians_;
typedef std::pair<Key, Matrix> Pair;
/// Insert terms into jacobians_, adding if already exists
void add(const JacobianMap& terms) {
BOOST_FOREACH(const Pair& term, terms) {
JacobianMap::iterator it = jacobians_.find(term.first);
if (it != jacobians_.end())
it->second += term.second;
else
jacobians_[term.first] = term.second;
}
}
/// Insert terms into jacobians_, premultiplying by H, adding if already exists
void add(const Matrix& H, const JacobianMap& terms) {
BOOST_FOREACH(const Pair& term, terms) {
JacobianMap::iterator it = jacobians_.find(term.first);
if (it != jacobians_.end())
it->second += H * term.second;
else
jacobians_[term.first] = H * term.second;
}
}
public:
/// Construct value that does not depend on anything
Augmented(const T& t) :
value_(t) {
}
/// Construct value dependent on a single key
Augmented(const T& t, Key key) :
value_(t) {
size_t n = t.dim();
jacobians_[key] = Eigen::MatrixXd::Identity(n, n);
}
/// Construct value, pre-multiply jacobians by dTdA
Augmented(const T& t, const Matrix& dTdA, const JacobianMap& jacobians) :
value_(t) {
add(dTdA, jacobians);
}
/// Construct value, pre-multiply jacobians
Augmented(const T& t, const Matrix& dTdA1, const JacobianMap& jacobians1,
const Matrix& dTdA2, const JacobianMap& jacobians2) :
value_(t) {
add(dTdA1, jacobians1);
add(dTdA2, jacobians2);
}
/// Construct value, pre-multiply jacobians
Augmented(const T& t, const Matrix& dTdA1, const JacobianMap& jacobians1,
const Matrix& dTdA2, const JacobianMap& jacobians2, const Matrix& dTdA3,
const JacobianMap& jacobians3) :
value_(t) {
add(dTdA1, jacobians1);
add(dTdA2, jacobians2);
add(dTdA3, jacobians3);
}
/// Return value
const T& value() const {
return value_;
}
/// Return jacobians
const JacobianMap& jacobians() const {
return jacobians_;
}
/// Return jacobians
JacobianMap& jacobians() {
return jacobians_;
}
/// Not dependent on any key
bool constant() const {
return jacobians_.empty();
}
/// debugging
void print(const KeyFormatter& keyFormatter = DefaultKeyFormatter) {
BOOST_FOREACH(const Pair& term, jacobians_)
std::cout << "(" << keyFormatter(term.first) << ", " << term.second.rows()
<< "x" << term.second.cols() << ") ";
std::cout << std::endl;
}
/// Move terms to array, destroys content
void move(std::vector<Matrix>& H) {
move(jacobians_, H);
}
};
//-----------------------------------------------------------------------------
/**
* The CallRecord class stores the Jacobians of applying a function
* with respect to each of its arguments. It also stores an executation trace
* (defined below) for each of its arguments.
*
* It is sub-classed in the function-style ExpressionNode sub-classes below.
*/
template<int COLS>
struct CallRecord {
static size_t const N = 0;
virtual void print(const std::string& indent) const {
}
virtual void startReverseAD(JacobianMap& jacobians) const {
}
virtual void reverseAD(const Matrix& dFdT, JacobianMap& jacobians) const {
}
typedef Eigen::Matrix<double, 2, COLS> Jacobian2T;
virtual void reverseAD2(const Jacobian2T& dFdT,
JacobianMap& jacobians) const {
}
};
//-----------------------------------------------------------------------------
/**
* The ExecutionTrace class records a tree-structured expression's execution
* It is a tagged union that obviates the need to create
* a ExecutionTrace subclass for Constants and Leaf Expressions. Instead
* the key for the leaf is stored in the space normally used to store a
* CallRecord*. Nothing is stored for a Constant.
*/
template<class T>
class ExecutionTrace {
enum {
Constant, Leaf, Function
} type;
union {
Key key;
CallRecord<T::dimension>* ptr;
} content;
public:
/// Pointer always starts out as a Constant
ExecutionTrace() :
type(Constant) {
}
/// Change pointer to a Leaf Record
void setLeaf(Key key) {
type = Leaf;
content.key = key;
}
/// Take ownership of pointer to a Function Record
void setFunction(CallRecord<T::dimension>* record) {
type = Function;
content.ptr = record;
}
/// Print
void print(const std::string& indent = "") const {
if (type == Constant)
std::cout << indent << "Constant" << std::endl;
else if (type == Leaf)
std::cout << indent << "Leaf, key = " << content.key << std::endl;
else if (type == Function) {
std::cout << indent << "Function" << std::endl;
content.ptr->print(indent + " ");
}
}
/// Return record pointer, quite unsafe, used only for testing
template<class Record>
boost::optional<Record*> record() {
if (type != Function)
return boost::none;
else {
Record* p = dynamic_cast<Record*>(content.ptr);
return p ? boost::optional<Record*>(p) : boost::none;
}
}
// *** This is the main entry point for reverseAD, called from Expression::augmented ***
// Called only once, either inserts identity into Jacobians (Leaf) or starts AD (Function)
void startReverseAD(JacobianMap& jacobians) const {
if (type == Leaf) {
// This branch will only be called on trivial Leaf expressions, i.e. Priors
size_t n = T::Dim();
jacobians[content.key] = Eigen::MatrixXd::Identity(n, n);
} else if (type == Function)
// This is the more typical entry point, starting the AD pipeline
// It is inside the startReverseAD that the correctly dimensioned pipeline is chosen.
content.ptr->startReverseAD(jacobians);
}
// Either add to Jacobians (Leaf) or propagate (Function)
void reverseAD(const Matrix& dTdA, JacobianMap& jacobians) const {
if (type == Leaf) {
JacobianMap::iterator it = jacobians.find(content.key);
if (it != jacobians.end())
it->second += dTdA;
else
jacobians[content.key] = dTdA;
} else if (type == Function)
content.ptr->reverseAD(dTdA, jacobians);
}
// Either add to Jacobians (Leaf) or propagate (Function)
typedef Eigen::Matrix<double, 2, T::dimension> Jacobian2T;
void reverseAD2(const Jacobian2T& dTdA, JacobianMap& jacobians) const {
if (type == Leaf) {
JacobianMap::iterator it = jacobians.find(content.key);
if (it != jacobians.end())
it->second += dTdA;
else
jacobians[content.key] = dTdA;
} else if (type == Function)
content.ptr->reverseAD2(dTdA, jacobians);
}
};
/// Primary template calls the generic Matrix reverseAD pipeline
template<size_t M, class A>
struct Select {
typedef Eigen::Matrix<double, M, A::dimension> Jacobian;
static void reverseAD(const ExecutionTrace<A>& trace, const Jacobian& dTdA,
JacobianMap& jacobians) {
trace.reverseAD(dTdA, jacobians);
}
};
/// Partially specialized template calls the 2-dimensional output version
template<class A>
struct Select<2, A> {
typedef Eigen::Matrix<double, 2, A::dimension> Jacobian;
static void reverseAD(const ExecutionTrace<A>& trace, const Jacobian& dTdA,
JacobianMap& jacobians) {
trace.reverseAD2(dTdA, jacobians);
}
};
//-----------------------------------------------------------------------------
/**
* Expression node. The superclass for objects that do the heavy lifting
* An Expression<T> has a pointer to an ExpressionNode<T> underneath
* allowing Expressions to have polymorphic behaviour even though they
* are passed by value. This is the same way boost::function works.
* http://loki-lib.sourceforge.net/html/a00652.html
*/
template<class T>
class ExpressionNode {
public:
static size_t const N = 0; // number of arguments
protected:
size_t traceSize_;
/// Constructor, traceSize is size of the execution trace of expression rooted here
ExpressionNode(size_t traceSize = 0) :
traceSize_(traceSize) {
}
public:
/// Destructor
virtual ~ExpressionNode() {
}
/// Return keys that play in this expression as a set
virtual std::set<Key> keys() const = 0;
// Return size needed for memory buffer in traceExecution
size_t traceSize() const {
return traceSize_;
}
/// Return value
virtual T value(const Values& values) const = 0;
/// Return value and derivatives
virtual Augmented<T> forward(const Values& values) const = 0;
/// Construct an execution trace for reverse AD
virtual T traceExecution(const Values& values, ExecutionTrace<T>& trace,
char* raw) const = 0;
};
//-----------------------------------------------------------------------------
/// Constant Expression
template<class T>
class ConstantExpression: public ExpressionNode<T> {
/// The constant value
T constant_;
/// Constructor with a value, yielding a constant
ConstantExpression(const T& value) :
constant_(value) {
}
friend class Expression<T> ;
public:
/// Return keys that play in this expression, i.e., the empty set
virtual std::set<Key> keys() const {
std::set<Key> keys;
return keys;
}
/// Return value
virtual T value(const Values& values) const {
return constant_;
}
/// Return value and derivatives
virtual Augmented<T> forward(const Values& values) const {
return Augmented<T>(constant_);
}
/// Construct an execution trace for reverse AD
virtual T traceExecution(const Values& values, ExecutionTrace<T>& trace,
char* raw) const {
return constant_;
}
};
//-----------------------------------------------------------------------------
/// Leaf Expression
template<class T>
class LeafExpression: public ExpressionNode<T> {
/// The key into values
Key key_;
/// Constructor with a single key
LeafExpression(Key key) :
key_(key) {
}
friend class Expression<T> ;
public:
/// Return keys that play in this expression
virtual std::set<Key> keys() const {
std::set<Key> keys;
keys.insert(key_);
return keys;
}
/// Return value
virtual T value(const Values& values) const {
return values.at<T>(key_);
}
/// Return value and derivatives
virtual Augmented<T> forward(const Values& values) const {
return Augmented<T>(values.at<T>(key_), key_);
}
/// Construct an execution trace for reverse AD
virtual T traceExecution(const Values& values, ExecutionTrace<T>& trace,
char* raw) const {
trace.setLeaf(key_);
return values.at<T>(key_);
}
};
//-----------------------------------------------------------------------------
/**
* Building block for Recursive Record Class
* Records the evaluation of a single argument in a functional expression
* The integer argument N is to guarantee a unique type signature,
* so we are guaranteed to be able to extract their values by static cast.
*/
template<class T, class A, size_t N>
struct JacobianTrace {
typedef Eigen::Matrix<double, T::dimension, A::dimension> JacobianTA;
ExecutionTrace<A> trace;
JacobianTA dTdA;
};
/**
* Recursive Record Class for Functional Expressions
* Abrahams, David; Gurtovoy, Aleksey (2004-12-10).
* C++ Template Metaprogramming: Concepts, Tools, and Techniques from Boost
* and Beyond. Pearson Education.
*/
template<class T, class A, class Base>
struct Record: JacobianTrace<T, A, Base::N + 1>, Base {
typedef T return_type;
static size_t const N = Base::N + 1;
typedef JacobianTrace<T, A, N> This;
/// Print to std::cout
virtual void print(const std::string& indent) const {
Base::print(indent);
static const Eigen::IOFormat matlab(0, 1, " ", "; ", "", "", "[", "]");
std::cout << This::dTdA.format(matlab) << std::endl;
This::trace.print(indent);
}
/// Start the reverse AD process
virtual void startReverseAD(JacobianMap& jacobians) const {
Base::startReverseAD(jacobians);
Select<T::dimension, A>::reverseAD(This::trace, This::dTdA, jacobians);
}
/// Given df/dT, multiply in dT/dA and continue reverse AD process
virtual void reverseAD(const Matrix& dFdT, JacobianMap& jacobians) const {
Base::reverseAD(dFdT, jacobians);
This::trace.reverseAD(dFdT * This::dTdA, jacobians);
}
/// Version specialized to 2-dimensional output
typedef Eigen::Matrix<double, 2, T::dimension> Jacobian2T;
virtual void reverseAD2(const Jacobian2T& dFdT,
JacobianMap& jacobians) const {
Base::reverseAD2(dFdT, jacobians);
This::trace.reverseAD2(dFdT * This::dTdA, jacobians);
}
};
/// Recursive Record class Generator
template<class T, class TYPES>
struct GenerateRecord {
typedef typename boost::mpl::fold<TYPES, CallRecord<T::dimension>,
Record<T, MPL::_2, MPL::_1> >::type type;
};
/// Access JacobianTrace
template<class A, size_t N, class Record>
JacobianTrace<typename Record::return_type, A, N>& jacobianTrace(
Record& record) {
return static_cast<JacobianTrace<typename Record::return_type, A, N>&>(record);
}
/// Access Trace
template<class A, size_t N, class Record>
ExecutionTrace<A>& getTrace(Record* record) {
return jacobianTrace<A, N>(*record).trace;
}
/// Access Jacobian
template<class A, size_t N, class Record>
Eigen::Matrix<double, Record::return_type::dimension, A::dimension>& jacobian(
Record* record) {
return jacobianTrace<A, N>(*record).dTdA;
}
//-----------------------------------------------------------------------------
/**
* Building block for Recursive FunctionalNode Class
*/
template<class T, class A, size_t N>
struct Argument {
boost::shared_ptr<ExpressionNode<A> > expressionA_;
};
/**
* Recursive Definition of Functional ExpressionNode
*/
template<class T, class A, class Base>
struct FunctionalNode: Argument<T, A, Base::N + 1>, Base {
typedef T return_type;
static size_t const N = Base::N + 1;
typedef Argument<T, A, N> This;
};
/// Recursive GenerateFunctionalNode class Generator
template<class T, class TYPES>
struct GenerateFunctionalNode {
typedef typename boost::mpl::fold<TYPES, ExpressionNode<T>,
Record<T, MPL::_2, MPL::_1> >::type type;
};
/// Access Argument
template<class A, size_t N, class Record>
Argument<typename Record::return_type, A, N>& argument(Record& record) {
return static_cast<Argument<typename Record::return_type, A, N>&>(record);
}
//-----------------------------------------------------------------------------
/// Unary Function Expression
template<class T, class A1>
class UnaryExpression: public ExpressionNode<T> {
public:
typedef Eigen::Matrix<double, T::dimension, A1::dimension> JacobianTA;
typedef boost::function<T(const A1&, boost::optional<JacobianTA&>)> Function;
private:
Function function_;
boost::shared_ptr<ExpressionNode<A1> > expressionA1_;
/// Constructor with a unary function f, and input argument e
UnaryExpression(Function f, const Expression<A1>& e1) :
ExpressionNode<T>(sizeof(Record) + e1.traceSize()), //
function_(f), expressionA1_(e1.root()) {
}
friend class Expression<T> ;
public:
/// Return keys that play in this expression
virtual std::set<Key> keys() const {
return expressionA1_->keys();
}
/// Return value
virtual T value(const Values& values) const {
return function_(this->expressionA1_->value(values), boost::none);
}
/// Return value and derivatives
virtual Augmented<T> forward(const Values& values) const {
using boost::none;
Augmented<A1> argument = this->expressionA1_->forward(values);
JacobianTA dTdA;
T t = function_(argument.value(),
argument.constant() ? none : boost::optional<JacobianTA&>(dTdA));
return Augmented<T>(t, dTdA, argument.jacobians());
}
/// CallRecord structure for reverse AD
typedef boost::mpl::vector<A1> Arguments;
typedef typename GenerateRecord<T, Arguments>::type Record;
/// Construct an execution trace for reverse AD
virtual T traceExecution(const Values& values, ExecutionTrace<T>& trace,
char* raw) const {
Record* record = new (raw) Record();
trace.setFunction(record);
raw = (char*) (record + 1);
A1 a1 = expressionA1_->traceExecution(values, getTrace<A1, 1>(record), raw);
return function_(a1, jacobian<A1, 1>(record));
}
};
//-----------------------------------------------------------------------------
/// Binary Expression
template<class T, class A1, class A2>
class BinaryExpression: public ExpressionNode<T> {
public:
typedef Eigen::Matrix<double, T::dimension, A1::dimension> JacobianTA1;
typedef Eigen::Matrix<double, T::dimension, A2::dimension> JacobianTA2;
typedef boost::function<
T(const A1&, const A2&, boost::optional<JacobianTA1&>,
boost::optional<JacobianTA2&>)> Function;
private:
Function function_;
boost::shared_ptr<ExpressionNode<A1> > expressionA1_;
boost::shared_ptr<ExpressionNode<A2> > expressionA2_;
/// Constructor with a binary function f, and two input arguments
BinaryExpression(Function f, //
const Expression<A1>& e1, const Expression<A2>& e2) :
ExpressionNode<T>(sizeof(Record) + e1.traceSize() + e2.traceSize()), function_(
f), expressionA1_(e1.root()), expressionA2_(e2.root()) {
}
friend class Expression<T> ;
friend struct ::TestBinaryExpression;
public:
/// Return keys that play in this expression
virtual std::set<Key> keys() const {
std::set<Key> keys1 = expressionA1_->keys();
std::set<Key> keys2 = expressionA2_->keys();
keys1.insert(keys2.begin(), keys2.end());
return keys1;
}
/// Return value
virtual T value(const Values& values) const {
using boost::none;
return function_(this->expressionA1_->value(values),
this->expressionA2_->value(values), none, none);
}
/// Return value and derivatives
virtual Augmented<T> forward(const Values& values) const {
using boost::none;
Augmented<A1> a1 = this->expressionA1_->forward(values);
Augmented<A2> a2 = this->expressionA2_->forward(values);
JacobianTA1 dTdA1;
JacobianTA2 dTdA2;
T t = function_(a1.value(), a2.value(),
a1.constant() ? none : boost::optional<JacobianTA1&>(dTdA1),
a2.constant() ? none : boost::optional<JacobianTA2&>(dTdA2));
return Augmented<T>(t, dTdA1, a1.jacobians(), dTdA2, a2.jacobians());
}
/// CallRecord structure for reverse AD
typedef boost::mpl::vector<A1, A2> Arguments;
typedef typename GenerateRecord<T, Arguments>::type Record;
/// Construct an execution trace for reverse AD
/// The raw buffer is [Record | A1 raw | A2 raw]
virtual T traceExecution(const Values& values, ExecutionTrace<T>& trace,
char* raw) const {
Record* record = new (raw) Record();
trace.setFunction(record);
raw = (char*) (record + 1);
A1 a1 = expressionA1_->traceExecution(values, getTrace<A1, 1>(record), raw);
raw = raw + expressionA1_->traceSize();
A2 a2 = expressionA2_->traceExecution(values, getTrace<A2, 2>(record), raw);
return function_(a1, a2, jacobian<A1, 1>(record), jacobian<A2, 2>(record));
}
};
//-----------------------------------------------------------------------------
/// Ternary Expression
template<class T, class A1, class A2, class A3>
class TernaryExpression: public ExpressionNode<T> {
public:
typedef Eigen::Matrix<double, T::dimension, A1::dimension> JacobianTA1;
typedef Eigen::Matrix<double, T::dimension, A2::dimension> JacobianTA2;
typedef Eigen::Matrix<double, T::dimension, A3::dimension> JacobianTA3;
typedef boost::function<
T(const A1&, const A2&, const A3&, boost::optional<JacobianTA1&>,
boost::optional<JacobianTA2&>, boost::optional<JacobianTA3&>)> Function;
private:
Function function_;
boost::shared_ptr<ExpressionNode<A1> > expressionA1_;
boost::shared_ptr<ExpressionNode<A2> > expressionA2_;
boost::shared_ptr<ExpressionNode<A3> > expressionA3_;
/// Constructor with a ternary function f, and three input arguments
TernaryExpression(
Function f, //
const Expression<A1>& e1, const Expression<A2>& e2,
const Expression<A3>& e3) :
ExpressionNode<T>(
sizeof(Record) + e1.traceSize() + e2.traceSize() + e3.traceSize()), function_(
f), expressionA1_(e1.root()), expressionA2_(e2.root()), expressionA3_(
e3.root()) {
}
friend class Expression<T> ;
public:
/// Return keys that play in this expression
virtual std::set<Key> keys() const {
std::set<Key> keys1 = expressionA1_->keys();
std::set<Key> keys2 = expressionA2_->keys();
std::set<Key> keys3 = expressionA3_->keys();
keys2.insert(keys3.begin(), keys3.end());
keys1.insert(keys2.begin(), keys2.end());
return keys1;
}
/// Return value
virtual T value(const Values& values) const {
using boost::none;
return function_(this->expressionA1_->value(values),
this->expressionA2_->value(values), this->expressionA3_->value(values),
none, none, none);
}
/// Return value and derivatives
virtual Augmented<T> forward(const Values& values) const {
using boost::none;
Augmented<A1> a1 = this->expressionA1_->forward(values);
Augmented<A2> a2 = this->expressionA2_->forward(values);
Augmented<A3> a3 = this->expressionA3_->forward(values);
JacobianTA1 dTdA1;
JacobianTA2 dTdA2;
JacobianTA3 dTdA3;
T t = function_(a1.value(), a2.value(), a3.value(),
a1.constant() ? none : boost::optional<JacobianTA1&>(dTdA1),
a2.constant() ? none : boost::optional<JacobianTA2&>(dTdA2),
a3.constant() ? none : boost::optional<JacobianTA3&>(dTdA3));
return Augmented<T>(t, dTdA1, a1.jacobians(), dTdA2, a2.jacobians(), dTdA3,
a3.jacobians());
}
/// CallRecord structure for reverse AD
typedef boost::mpl::vector<A1, A2, A3> Arguments;
typedef typename GenerateRecord<T, Arguments>::type Record;
/// Construct an execution trace for reverse AD
virtual T traceExecution(const Values& values, ExecutionTrace<T>& trace,
char* raw) const {
Record* record = new (raw) Record();
trace.setFunction(record);
raw = (char*) (record + 1);
A1 a1 = expressionA1_->traceExecution(values, getTrace<A1, 1>(record), raw);
raw = raw + expressionA1_->traceSize();
A2 a2 = expressionA2_->traceExecution(values, getTrace<A2, 2>(record), raw);
raw = raw + expressionA2_->traceSize();
A3 a3 = expressionA3_->traceExecution(values, getTrace<A3, 3>(record), raw);
return function_(a1, a2, a3, jacobian<A1, 1>(record),
jacobian<A2, 2>(record), jacobian<A3, 3>(record));
}
};
//-----------------------------------------------------------------------------
}