219 lines
7.8 KiB
C++
219 lines
7.8 KiB
C++
/* ----------------------------------------------------------------------------
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* GTSAM Copyright 2010, Georgia Tech Research Corporation,
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* Atlanta, Georgia 30332-0415
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* All Rights Reserved
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* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
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* See LICENSE for the license information
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* -------------------------------------------------------------------------- */
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/**
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* @file BatchFixedLagSmoother.h
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* @brief An LM-based fixed-lag smoother.
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*
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* @author Michael Kaess, Stephen Williams
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* @date Oct 14, 2012
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*/
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// \callgraph
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#pragma once
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#include <gtsam_unstable/nonlinear/FixedLagSmoother.h>
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#include <gtsam/nonlinear/LevenbergMarquardtOptimizer.h>
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#include <queue>
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namespace gtsam {
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class GTSAM_UNSTABLE_EXPORT BatchFixedLagSmoother : public FixedLagSmoother {
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public:
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/// Typedef for a shared pointer to an Incremental Fixed-Lag Smoother
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typedef boost::shared_ptr<BatchFixedLagSmoother> shared_ptr;
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/** default constructor */
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BatchFixedLagSmoother(double smootherLag = 0.0, const LevenbergMarquardtParams& parameters = LevenbergMarquardtParams(), bool enforceConsistency = true) :
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FixedLagSmoother(smootherLag), parameters_(parameters), enforceConsistency_(enforceConsistency) { };
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/** destructor */
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virtual ~BatchFixedLagSmoother() { };
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/** Print the factor for debugging and testing (implementing Testable) */
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virtual void print(const std::string& s = "BatchFixedLagSmoother:\n", const KeyFormatter& keyFormatter = DefaultKeyFormatter) const;
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/** Check if two IncrementalFixedLagSmoother Objects are equal */
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virtual bool equals(const FixedLagSmoother& rhs, double tol = 1e-9) const;
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/** Add new factors, updating the solution and relinearizing as needed. */
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Result update(const NonlinearFactorGraph& newFactors = NonlinearFactorGraph(), const Values& newTheta = Values(),
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const KeyTimestampMap& timestamps = KeyTimestampMap());
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/** Compute an estimate from the incomplete linear delta computed during the last update.
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* This delta is incomplete because it was not updated below wildfire_threshold. If only
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* a single variable is needed, it is faster to call calculateEstimate(const KEY&).
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*/
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Values calculateEstimate() const {
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return theta_.retract(delta_, ordering_);
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}
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/** Compute an estimate for a single variable using its incomplete linear delta computed
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* during the last update. This is faster than calling the no-argument version of
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* calculateEstimate, which operates on all variables.
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* @param key
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* @return
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*/
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template<class VALUE>
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VALUE calculateEstimate(Key key) const {
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const Index index = ordering_.at(key);
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const Vector delta = delta_.at(index);
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return theta_.at<VALUE>(key).retract(delta);
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}
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/** read the current set of optimizer parameters */
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const LevenbergMarquardtParams& params() const {
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return parameters_;
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}
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/** update the current set of optimizer parameters */
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LevenbergMarquardtParams& params() {
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return parameters_;
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}
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/** Access the current set of factors */
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const NonlinearFactorGraph& getFactors() const {
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return factors_;
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}
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/** Access the current linearization point */
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const Values& getLinearizationPoint() const {
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return theta_;
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}
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/** Access the current ordering */
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const Ordering& getOrdering() const {
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return ordering_;
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}
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/** Access the current set of deltas to the linearization point */
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const VectorValues& getDelta() const {
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return delta_;
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}
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protected:
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/** A typedef defining an Key-Factor mapping **/
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typedef std::map<Key, std::set<Index> > FactorIndex;
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/** The L-M optimization parameters **/
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LevenbergMarquardtParams parameters_;
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/** A flag indicating if the optimizer should enforce probabilistic consistency by maintaining the
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* linearization point of all variables involved in linearized/marginal factors at the edge of the
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* smoothing window. This idea is from ??? TODO: Look up paper reference **/
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bool enforceConsistency_;
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/** The nonlinear factors **/
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NonlinearFactorGraph factors_;
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/** The current linearization point **/
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Values theta_;
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/** The set of keys involved in current linear factors. These keys should not be relinearized. **/
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Values linearKeys_;
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/** The current ordering */
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Ordering ordering_;
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/** The current set of linear deltas */
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VectorValues delta_;
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/** The set of available factor graph slots. These occur because we are constantly deleting factors, leaving holes. **/
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std::queue<size_t> availableSlots_;
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/** A cross-reference structure to allow efficient factor lookups by key **/
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FactorIndex factorIndex_;
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/** Augment the list of factors with a set of new factors */
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void insertFactors(const NonlinearFactorGraph& newFactors);
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/** Remove factors from the list of factors by slot index */
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void removeFactors(const std::set<size_t>& deleteFactors);
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/** Erase any keys associated with timestamps before the provided time */
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void eraseKeys(const std::set<Key>& keys);
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/** Use colamd to update into an efficient ordering */
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void reorder(const std::set<Key>& marginalizeKeys = std::set<Key>());
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/** Optimize the current graph using a modified version of L-M */
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Result optimize();
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/** Marginalize out selected variables */
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void marginalize(const std::set<Key>& marginalizableKeys);
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// A custom elimination tree that supports forests and partial elimination
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class EliminationForest {
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public:
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typedef boost::shared_ptr<EliminationForest> shared_ptr; ///< Shared pointer to this class
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private:
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typedef FastList<GaussianFactor::shared_ptr> Factors;
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typedef FastList<shared_ptr> SubTrees;
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typedef std::vector<GaussianConditional::shared_ptr> Conditionals;
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Index key_; ///< index associated with root
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Factors factors_; ///< factors associated with root
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SubTrees subTrees_; ///< sub-trees
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/** default constructor, private, as you should use Create below */
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EliminationForest(Index key = 0) : key_(key) {}
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/**
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* Static internal function to build a vector of parent pointers using the
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* algorithm of Gilbert et al., 2001, BIT.
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*/
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static std::vector<Index> ComputeParents(const VariableIndex& structure);
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/** add a factor, for Create use only */
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void add(const GaussianFactor::shared_ptr& factor) { factors_.push_back(factor); }
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/** add a subtree, for Create use only */
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void add(const shared_ptr& child) { subTrees_.push_back(child); }
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public:
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/** return the key associated with this tree node */
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Index key() const { return key_; }
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/** return the const reference of children */
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const SubTrees& children() const { return subTrees_; }
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/** return the const reference to the factors */
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const Factors& factors() const { return factors_; }
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/** Create an elimination tree from a factor graph */
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static std::vector<shared_ptr> Create(const GaussianFactorGraph& factorGraph, const VariableIndex& structure);
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/** Recursive routine that eliminates the factors arranged in an elimination tree */
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GaussianFactor::shared_ptr eliminateRecursive(GaussianFactorGraph::Eliminate function);
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/** Recursive function that helps find the top of each tree */
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static void removeChildrenIndices(std::set<Index>& indices, const EliminationForest::shared_ptr& tree);
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};
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private:
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/** Private methods for printing debug information */
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static void PrintKeySet(const std::set<Key>& keys, const std::string& label);
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static void PrintSymbolicFactor(const NonlinearFactor::shared_ptr& factor);
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static void PrintSymbolicFactor(const GaussianFactor::shared_ptr& factor, const Ordering& ordering);
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static void PrintSymbolicGraph(const NonlinearFactorGraph& graph, const std::string& label);
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static void PrintSymbolicGraph(const GaussianFactorGraph& graph, const Ordering& ordering, const std::string& label);
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}; // BatchFixedLagSmoother
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} /// namespace gtsam
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