62 lines
		
	
	
		
			1.5 KiB
		
	
	
	
		
			C
		
	
	
		
		
			
		
	
	
			62 lines
		
	
	
		
			1.5 KiB
		
	
	
	
		
			C
		
	
	
|  | /*
 | ||
|  |  * SubgraphPreconditioner.h | ||
|  |  * Created on: Dec 31, 2009 | ||
|  |  * @author: Frank Dellaert | ||
|  |  */ | ||
|  | 
 | ||
|  | #ifndef SUBGRAPHPRECONDITIONER_H_
 | ||
|  | #define SUBGRAPHPRECONDITIONER_H_
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|  | 
 | ||
|  | #include "GaussianFactorGraph.h"
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|  | #include "GaussianBayesNet.h"
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|  | 
 | ||
|  | 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 { | ||
|  | 
 | ||
|  | 	private: | ||
|  | 
 | ||
|  | 		const GaussianBayesNet& Rc1_; | ||
|  | 
 | ||
|  | 		const GaussianFactorGraph& Ab2_; | ||
|  | 		const VectorConfig& xbar_; | ||
|  | 		const Errors 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(const GaussianBayesNet& Rc1, | ||
|  | 				const GaussianFactorGraph& Ab2, const VectorConfig& xbar); | ||
|  | 
 | ||
|  | 		/* x = xbar + inv(R1)*y */ | ||
|  | 		VectorConfig x(const VectorConfig& y) const; | ||
|  | 
 | ||
|  | 		/* error, given y */ | ||
|  | 		double error(const VectorConfig& y) const; | ||
|  | 
 | ||
|  | 		/** gradient */ | ||
|  | 		VectorConfig gradient(const VectorConfig& y) const; | ||
|  | 
 | ||
|  | 		/** Apply operator A */ | ||
|  | 		Errors operator*(const VectorConfig& y) const; | ||
|  | 
 | ||
|  | 		/** Apply operator A' */ | ||
|  | 		VectorConfig operator^(const Errors& e) const; | ||
|  | 	}; | ||
|  | 
 | ||
|  | } // nsamespace gtsam
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|  | 
 | ||
|  | #endif /* SUBGRAPHPRECONDITIONER_H_ */
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