gtsam/linear/SubgraphPreconditioner.h

/*
 * SubgraphPreconditioner.h
 * Created on: Dec 31, 2009
 * @author: Frank Dellaert
 */

#pragma once

#include <gtsam/linear/GaussianFactorGraph.h>
#include <gtsam/linear/GaussianBayesNet.h>
#include <gtsam/inference/Ordering.h>

namespace gtsam {

	/**
	 * Subgraph conditioner class, as explained in the RSS 2010 submission.
	 * Starting with a graph A*x=b, we split it in two systems A1*x=b1 and A2*x=b2
	 * We solve R1*x=c1, and make the substitution y=R1*x-c1.
	 * To use the class, give the Bayes Net R1*x=c1 and Graph A2*x=b2.
	 * Then solve for yhat using CG, and solve for xhat = system.x(yhat).
	 */
	class SubgraphPreconditioner {

	public:
		typedef boost::shared_ptr<const GaussianBayesNet> sharedBayesNet;
		typedef boost::shared_ptr<const GaussianFactorGraph> sharedFG;
		typedef boost::shared_ptr<const VectorConfig> sharedConfig;
		typedef boost::shared_ptr<const Errors> sharedErrors;

	private:
		sharedFG Ab1_, Ab2_;
		sharedBayesNet Rc1_;
		sharedConfig xbar_;
		sharedErrors b2bar_; /** b2 - A2*xbar */

	public:

		/**
		 * Constructor
		 * @param Rc1: the Bayes Net R1*x=c1
		 * @param Ab2: the Graph A2*x=b2
		 * @param xbar: the solution to R1*x=c1
		 */
		SubgraphPreconditioner(sharedFG& Ab1, sharedFG& Ab2, sharedBayesNet& Rc1,	sharedConfig& xbar);

		std::pair<Matrix,Vector> Ab1(const Ordering& ordering) const { return Ab1_->matrix(ordering); }
		std::pair<Matrix,Vector> Ab2(const Ordering& ordering) const { return Ab2_->matrix(ordering); }
		Matrix A1(const Ordering& ordering) const { return Ab1_->sparse(ordering); }
		Matrix A2(const Ordering& ordering) const { return Ab2_->sparse(Ab1_->columnIndices(ordering)); }
		Vector b1() const { return Ab1_->rhsVector(); }
		Vector b2() const { return Ab2_->rhsVector(); }
		VectorConfig assembleConfig(const Vector& v, const Ordering& ordering) const { return Ab1_->assembleConfig(v, ordering); }

		/* x = xbar + inv(R1)*y */
		VectorConfig x(const VectorConfig& y) const;

		/* A zero VectorConfig with the structure of xbar */
		VectorConfig zero() const { return VectorConfig::zero(*xbar_);}

		/* error, given y */
		double error(const VectorConfig& y) const;

		/** gradient = y + inv(R1')*A2'*(A2*inv(R1)*y-b2bar) */
		VectorConfig gradient(const VectorConfig& y) const;

		/** Apply operator A */
		Errors operator*(const VectorConfig& y) const;

		/** Apply operator A in place: needs e allocated already */
		void multiplyInPlace(const VectorConfig& y, Errors& e) const;

			/** Apply operator A' */
		VectorConfig operator^(const Errors& e) const;

		/**
		 * Add A'*e to y
		 *  y += alpha*A'*[e1;e2] = [alpha*e1; alpha*inv(R1')*A2'*e2]
		 */
		void transposeMultiplyAdd(double alpha, const Errors& e, VectorConfig& y) const;

		/**
		 * Add constraint part of the error only, used in both calls above
		 * y += alpha*inv(R1')*A2'*e2
		 * Takes a range indicating e2 !!!!
		 */
		void transposeMultiplyAdd2(double alpha, Errors::const_iterator begin,
				Errors::const_iterator end, VectorConfig& y) const;

			/** print the object */
		void print(const std::string& s = "SubgraphPreconditioner") const;
	};

} // namespace gtsam