update HybridGaussianFactor to leverage constant hiding for the Tree of Pairs
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a7f5173b88
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9360165ef6
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@ -28,11 +28,54 @@
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namespace gtsam {
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/**
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* @brief Helper function to augment the [A|b] matrices in the factor components
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* with the normalizer values.
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* This is done by storing the normalizer value in
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* the `b` vector as an additional row.
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*
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* @param factors DecisionTree of GaussianFactors and arbitrary scalars.
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* Gaussian factor in factors.
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* @return HybridGaussianFactor::Factors
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*/
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HybridGaussianFactor::Factors augment(
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const HybridGaussianFactor::FactorValuePairs &factors) {
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// Find the minimum value so we can "proselytize" to positive values.
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// Done because we can't have sqrt of negative numbers.
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auto unzipped_pair = unzip(factors);
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const HybridGaussianFactor::Factors gaussianFactors = unzipped_pair.first;
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const AlgebraicDecisionTree<Key> valueTree = unzipped_pair.second;
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double min_value = valueTree.min();
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AlgebraicDecisionTree<Key> values =
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valueTree.apply([&min_value](double n) { return n - min_value; });
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// Finally, update the [A|b] matrices.
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auto update = [&values](const Assignment<Key> &assignment,
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const HybridGaussianFactor::sharedFactor &gf) {
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auto jf = std::dynamic_pointer_cast<JacobianFactor>(gf);
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if (!jf) return gf;
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// If the log_normalizer is 0, do nothing
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if (values(assignment) == 0.0) return gf;
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GaussianFactorGraph gfg;
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gfg.push_back(jf);
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Vector c(1);
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c << std::sqrt(values(assignment));
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auto constantFactor = std::make_shared<JacobianFactor>(c);
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gfg.push_back(constantFactor);
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return std::dynamic_pointer_cast<GaussianFactor>(
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std::make_shared<JacobianFactor>(gfg));
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};
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return gaussianFactors.apply(update);
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}
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/* *******************************************************************************/
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HybridGaussianFactor::HybridGaussianFactor(const KeyVector &continuousKeys,
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const DiscreteKeys &discreteKeys,
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const Factors &factors)
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: Base(continuousKeys, discreteKeys), factors_(factors) {}
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const FactorValuePairs &factors)
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: Base(continuousKeys, discreteKeys), factors_(augment(factors)) {}
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/* *******************************************************************************/
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bool HybridGaussianFactor::equals(const HybridFactor &lf, double tol) const {
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@ -45,10 +88,10 @@ bool HybridGaussianFactor::equals(const HybridFactor &lf, double tol) const {
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// Check the base and the factors:
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return Base::equals(*e, tol) &&
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factors_.equals(e->factors_, [tol](const GaussianFactorValuePair &f1,
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const GaussianFactorValuePair &f2) {
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return f1.first->equals(*f2.first, tol) && (f1.second == f2.second);
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});
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factors_.equals(e->factors_,
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[tol](const sharedFactor &f1, const sharedFactor &f2) {
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return f1->equals(*f2, tol);
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});
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}
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/* *******************************************************************************/
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@ -63,13 +106,11 @@ void HybridGaussianFactor::print(const std::string &s,
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} else {
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factors_.print(
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"", [&](Key k) { return formatter(k); },
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[&](const GaussianFactorValuePair &gfv) -> std::string {
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auto [gf, val] = gfv;
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[&](const sharedFactor &gf) -> std::string {
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RedirectCout rd;
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std::cout << ":\n";
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if (gf) {
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gf->print("", formatter);
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std::cout << "value: " << val << std::endl;
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return rd.str();
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} else {
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return "nullptr";
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@ -80,7 +121,7 @@ void HybridGaussianFactor::print(const std::string &s,
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}
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/* *******************************************************************************/
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GaussianFactorValuePair HybridGaussianFactor::operator()(
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HybridGaussianFactor::sharedFactor HybridGaussianFactor::operator()(
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const DiscreteValues &assignment) const {
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return factors_(assignment);
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}
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@ -101,9 +142,7 @@ GaussianFactorGraphTree HybridGaussianFactor::add(
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/* *******************************************************************************/
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GaussianFactorGraphTree HybridGaussianFactor::asGaussianFactorGraphTree()
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const {
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auto wrap = [](const GaussianFactorValuePair &gfv) {
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return GaussianFactorGraph{gfv.first};
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};
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auto wrap = [](const sharedFactor &gf) { return GaussianFactorGraph{gf}; };
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return {factors_, wrap};
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}
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@ -111,9 +150,8 @@ GaussianFactorGraphTree HybridGaussianFactor::asGaussianFactorGraphTree()
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AlgebraicDecisionTree<Key> HybridGaussianFactor::errorTree(
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const VectorValues &continuousValues) const {
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// functor to convert from sharedFactor to double error value.
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auto errorFunc = [&continuousValues](const GaussianFactorValuePair &gfv) {
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auto [gf, v] = gfv;
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return gf->error(continuousValues) + (0.5 * v * v);
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auto errorFunc = [&continuousValues](const sharedFactor &gf) {
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return gf->error(continuousValues);
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};
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DecisionTree<Key, double> error_tree(factors_, errorFunc);
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return error_tree;
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@ -121,8 +159,24 @@ AlgebraicDecisionTree<Key> HybridGaussianFactor::errorTree(
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/* *******************************************************************************/
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double HybridGaussianFactor::error(const HybridValues &values) const {
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auto &&[gf, val] = factors_(values.discrete());
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return gf->error(values.continuous()) + val;
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const sharedFactor gf = factors_(values.discrete());
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return gf->error(values.continuous());
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}
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/* *******************************************************************************/
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double ComputeLogNormalizer(
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const noiseModel::Gaussian::shared_ptr &noise_model) {
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// Since noise models are Gaussian, we can get the logDeterminant using
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// the same trick as in GaussianConditional
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double logDetR = noise_model->R()
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.diagonal()
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.unaryExpr([](double x) { return log(x); })
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.sum();
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double logDeterminantSigma = -2.0 * logDetR;
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size_t n = noise_model->dim();
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constexpr double log2pi = 1.8378770664093454835606594728112;
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return n * log2pi + logDeterminantSigma;
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}
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} // namespace gtsam
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@ -55,8 +55,10 @@ class GTSAM_EXPORT HybridGaussianFactor : public HybridFactor {
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using sharedFactor = std::shared_ptr<GaussianFactor>;
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/// typedef for Decision Tree of Gaussian factors and log-constant.
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using Factors = DecisionTree<Key, GaussianFactorValuePair>;
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/// typedef for Decision Tree of Gaussian factors and arbitrary value.
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using FactorValuePairs = DecisionTree<Key, GaussianFactorValuePair>;
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/// typedef for Decision Tree of Gaussian factors.
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using Factors = DecisionTree<Key, sharedFactor>;
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private:
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/// Decision tree of Gaussian factors indexed by discrete keys.
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@ -87,7 +89,7 @@ class GTSAM_EXPORT HybridGaussianFactor : public HybridFactor {
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*/
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HybridGaussianFactor(const KeyVector &continuousKeys,
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const DiscreteKeys &discreteKeys,
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const Factors &factors);
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const FactorValuePairs &factors);
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/**
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* @brief Construct a new HybridGaussianFactor object using a vector of
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@ -102,7 +104,7 @@ class GTSAM_EXPORT HybridGaussianFactor : public HybridFactor {
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const DiscreteKeys &discreteKeys,
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const std::vector<GaussianFactorValuePair> &factors)
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: HybridGaussianFactor(continuousKeys, discreteKeys,
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Factors(discreteKeys, factors)) {}
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FactorValuePairs(discreteKeys, factors)) {}
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/// @}
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/// @name Testable
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@ -118,7 +120,7 @@ class GTSAM_EXPORT HybridGaussianFactor : public HybridFactor {
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/// @{
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/// Get the factor and scalar at a given discrete assignment.
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GaussianFactorValuePair operator()(const DiscreteValues &assignment) const;
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sharedFactor operator()(const DiscreteValues &assignment) const;
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/**
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* @brief Combine the Gaussian Factor Graphs in `sum` and `this` while
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@ -173,4 +175,16 @@ class GTSAM_EXPORT HybridGaussianFactor : public HybridFactor {
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template <>
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struct traits<HybridGaussianFactor> : public Testable<HybridGaussianFactor> {};
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/**
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* @brief Helper function to compute the sqrt(|2πΣ|) normalizer values
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* for a Gaussian noise model.
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* We compute this in the log-space for numerical accuracy.
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*
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* @param noise_model The Gaussian noise model
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* whose normalizer we wish to compute.
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* @return double
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*/
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GTSAM_EXPORT double ComputeLogNormalizer(
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const noiseModel::Gaussian::shared_ptr &noise_model);
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} // namespace gtsam
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