gtsam::SubgraphPreconditioner Class Reference

#include <SubgraphPreconditioner.h>

Inheritance diagram for gtsam::SubgraphPreconditioner:

Collaboration diagram for gtsam::SubgraphPreconditioner:

Public Types
typedef std::shared_ptr< SubgraphPreconditioner >	shared_ptr
typedef std::vector< size_t >	Dimensions

Public Member Functions
	SubgraphPreconditioner (const SubgraphPreconditionerParameters &p=SubgraphPreconditionerParameters())
	SubgraphPreconditioner (const GaussianFactorGraph &Ab2, const GaussianBayesNet &Rc1, const VectorValues &xbar, const SubgraphPreconditionerParameters &p=SubgraphPreconditionerParameters())
void	print (const std::string &s="SubgraphPreconditioner") const
const GaussianFactorGraph &	Ab2 () const
const GaussianBayesNet &	Rc1 () const
const Errors	b2bar () const
VectorValues	x (const VectorValues &y) const
VectorValues	zero () const
void	transposeMultiplyAdd2 (double alpha, Errors::const_iterator begin, Errors::const_iterator end, VectorValues &y) const
double	error (const VectorValues &y) const
VectorValues	gradient (const VectorValues &y) const
Errors	operator* (const VectorValues &y) const
void	multiplyInPlace (const VectorValues &y, Errors &e) const
VectorValues	operator^ (const Errors &e) const
void	transposeMultiplyAdd (double alpha, const Errors &e, VectorValues &y) const
void	solve (const Vector &y, Vector &x) const override
	implement x = R^{-1} y
void	transposeSolve (const Vector &y, Vector &x) const override
	implement x = R^{-T} y
void	build (const GaussianFactorGraph &gfg, const KeyInfo &info, const std::map< Key, Vector > &lambda) override
	build/factorize the preconditioner

Detailed Description

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).

Constructor & Destructor Documentation

SubgraphPreconditioner()

gtsam::SubgraphPreconditioner::SubgraphPreconditioner	(	const GaussianFactorGraph &	Ab2,
		const GaussianBayesNet &	Rc1,
		const VectorValues &	xbar,
		const SubgraphPreconditionerParameters &	p = SubgraphPreconditionerParameters()
	)

Constructor

Parameters

Ab2	the Graph A2*x=b2
Rc1	the Bayes Net R1*x=c1
xbar	the solution to R1*x=c1

Member Function Documentation

Ab2()

const GaussianFactorGraph& gtsam::SubgraphPreconditioner::Ab2 ( ) const

inline

Access Ab2

b2bar()

const Errors gtsam::SubgraphPreconditioner::b2bar ( ) const

inline

Access b2bar

gradient()

VectorValues gtsam::SubgraphPreconditioner::gradient

(

const VectorValues &

y

)

const

gradient = y + inv(R1')*A2'*(A2*inv(R1)*y-b2bar)

multiplyInPlace()

void gtsam::SubgraphPreconditioner::multiplyInPlace	(	const VectorValues &	y,
		Errors &	e
	)		const

Apply operator A in place: needs e allocated already

operator*()

Errors gtsam::SubgraphPreconditioner::operator*

(

const VectorValues &

y

)

const

Apply operator A

operator^()

VectorValues gtsam::SubgraphPreconditioner::operator^

(

const Errors &

e

)

const

Apply operator A'

print()

void gtsam::SubgraphPreconditioner::print

(

const std::string &

s = "SubgraphPreconditioner"

)

const

print the object

Rc1()

const GaussianBayesNet& gtsam::SubgraphPreconditioner::Rc1 ( ) const

inline

Access Rc1

transposeMultiplyAdd()

void gtsam::SubgraphPreconditioner::transposeMultiplyAdd	(	double	alpha,
		const Errors &	e,
		VectorValues &	y
	)		const

Add A'e to y y += alpha*A'[e1;e2] = [alpha*e1; alpha*inv(R1')*A2'*e2]

transposeMultiplyAdd2()

void gtsam::SubgraphPreconditioner::transposeMultiplyAdd2	(	double	alpha,
		Errors::const_iterator	begin,
		Errors::const_iterator	end,
		VectorValues &	y
	)		const

Add constraint part of the error only y += alpha*inv(R1')*A2'*e2 Takes a range indicating e2 !!!!

x()

VectorValues gtsam::SubgraphPreconditioner::x

(

const VectorValues &

y

)

const

Add zero-mean i.i.d. Gaussian prior terms to each variable

Parameters

sigma

Standard deviation of Gaussian

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The documentation for this class was generated from the following file:

• /home/docs/checkouts/readthedocs.org/user_builds/gtsam-jlblanco-docs/checkouts/latest/gtsam/linear/SubgraphPreconditioner.h