| 1 | /* ---------------------------------------------------------------------------- |
| 2 | |
| 3 | * GTSAM Copyright 2010, Georgia Tech Research Corporation, |
| 4 | * Atlanta, Georgia 30332-0415 |
| 5 | * All Rights Reserved |
| 6 | * Authors: Frank Dellaert, et al. (see THANKS for the full author list) |
| 7 | |
| 8 | * See LICENSE for the license information |
| 9 | |
| 10 | * -------------------------------------------------------------------------- */ |
| 11 | |
| 12 | /** |
| 13 | * @file IterativeSolver.h |
| 14 | * @brief Some support classes for iterative solvers |
| 15 | * @date 2010 |
| 16 | * @author Yong-Dian Jian |
| 17 | */ |
| 18 | |
| 19 | #pragma once |
| 20 | |
| 21 | #include <gtsam/inference/Ordering.h> |
| 22 | #include <gtsam/base/Vector.h> |
| 23 | |
| 24 | #include <memory> |
| 25 | |
| 26 | #include <iosfwd> |
| 27 | #include <string> |
| 28 | #include <map> |
| 29 | #include <optional> |
| 30 | |
| 31 | namespace gtsam { |
| 32 | |
| 33 | // Forward declarations |
| 34 | struct KeyInfoEntry; |
| 35 | class KeyInfo; |
| 36 | class GaussianFactorGraph; |
| 37 | class Values; |
| 38 | class VectorValues; |
| 39 | |
| 40 | /** |
| 41 | * parameters for iterative linear solvers |
| 42 | */ |
| 43 | class IterativeOptimizationParameters { |
| 44 | public: |
| 45 | typedef std::shared_ptr<IterativeOptimizationParameters> shared_ptr; |
| 46 | enum Verbosity { SILENT = 0, COMPLEXITY, ERROR }; |
| 47 | |
| 48 | protected: |
| 49 | Verbosity verbosity_; |
| 50 | |
| 51 | public: |
| 52 | |
| 53 | IterativeOptimizationParameters(Verbosity v = SILENT) : |
| 54 | verbosity_(v) { |
| 55 | } |
| 56 | |
| 57 | virtual ~IterativeOptimizationParameters() { |
| 58 | } |
| 59 | |
| 60 | /* utility */ |
| 61 | inline Verbosity verbosity() const { |
| 62 | return verbosity_; |
| 63 | } |
| 64 | GTSAM_EXPORT std::string getVerbosity() const; |
| 65 | GTSAM_EXPORT void setVerbosity(const std::string &s); |
| 66 | |
| 67 | /* matlab interface */ |
| 68 | GTSAM_EXPORT void print() const; |
| 69 | |
| 70 | /* virtual print function */ |
| 71 | GTSAM_EXPORT virtual void print(std::ostream &os) const; |
| 72 | |
| 73 | GTSAM_EXPORT virtual bool equals(const IterativeOptimizationParameters &other, |
| 74 | double tol = 1e-9) const; |
| 75 | |
| 76 | /* for serialization */ |
| 77 | GTSAM_EXPORT friend std::ostream &operator<<( |
| 78 | std::ostream &os, const IterativeOptimizationParameters &p); |
| 79 | |
| 80 | GTSAM_EXPORT static Verbosity verbosityTranslator(const std::string &s); |
| 81 | GTSAM_EXPORT static std::string verbosityTranslator(Verbosity v); |
| 82 | }; |
| 83 | |
| 84 | /** |
| 85 | * Base class for Iterative Solvers like SubgraphSolver |
| 86 | */ |
| 87 | class IterativeSolver { |
| 88 | public: |
| 89 | typedef std::shared_ptr<IterativeSolver> shared_ptr; |
| 90 | IterativeSolver() { |
| 91 | } |
| 92 | virtual ~IterativeSolver() { |
| 93 | } |
| 94 | |
| 95 | /* interface to the nonlinear optimizer, without metadata, damping and initial estimate */ |
| 96 | GTSAM_EXPORT VectorValues optimize(const GaussianFactorGraph &gfg, |
| 97 | const KeyInfo* = nullptr, |
| 98 | const std::map<Key, Vector>* lambda = nullptr); |
| 99 | |
| 100 | /* interface to the nonlinear optimizer, without initial estimate */ |
| 101 | GTSAM_EXPORT VectorValues optimize(const GaussianFactorGraph &gfg, const KeyInfo &keyInfo, |
| 102 | const std::map<Key, Vector> &lambda); |
| 103 | |
| 104 | /* interface to the nonlinear optimizer that the subclasses have to implement */ |
| 105 | virtual VectorValues optimize(const GaussianFactorGraph &gfg, |
| 106 | const KeyInfo &keyInfo, const std::map<Key, Vector> &lambda, |
| 107 | const VectorValues &initial) = 0; |
| 108 | |
| 109 | }; |
| 110 | |
| 111 | /** |
| 112 | * Handy data structure for iterative solvers |
| 113 | * key to (index, dimension, start) |
| 114 | */ |
| 115 | struct GTSAM_EXPORT KeyInfoEntry { |
| 116 | size_t index, dim, start; |
| 117 | KeyInfoEntry() { |
| 118 | } |
| 119 | KeyInfoEntry(size_t idx, size_t d, Key start) : |
| 120 | index(idx), dim(d), start(start) { |
| 121 | } |
| 122 | }; |
| 123 | |
| 124 | /** |
| 125 | * Handy data structure for iterative solvers |
| 126 | */ |
| 127 | class GTSAM_EXPORT KeyInfo: public std::map<Key, KeyInfoEntry> { |
| 128 | |
| 129 | public: |
| 130 | |
| 131 | typedef std::map<Key, KeyInfoEntry> Base; |
| 132 | |
| 133 | protected: |
| 134 | |
| 135 | Ordering ordering_; |
| 136 | size_t numCols_; |
| 137 | |
| 138 | void initialize(const GaussianFactorGraph &fg); |
| 139 | |
| 140 | public: |
| 141 | |
| 142 | /// Default Constructor |
| 143 | KeyInfo() : |
| 144 | numCols_(0) { |
| 145 | } |
| 146 | |
| 147 | /// Construct from Gaussian factor graph, use "Natural" ordering |
| 148 | KeyInfo(const GaussianFactorGraph &fg); |
| 149 | |
| 150 | /// Construct from Gaussian factor graph and a given ordering |
| 151 | KeyInfo(const GaussianFactorGraph &fg, const Ordering &ordering); |
| 152 | |
| 153 | /// Return the total number of columns (scalar variables = sum of dimensions) |
| 154 | inline size_t numCols() const { |
| 155 | return numCols_; |
| 156 | } |
| 157 | |
| 158 | /// Return the ordering |
| 159 | inline const Ordering & ordering() const { |
| 160 | return ordering_; |
| 161 | } |
| 162 | |
| 163 | /// Return a vector of dimensions ordered by ordering() |
| 164 | std::vector<size_t> colSpec() const; |
| 165 | |
| 166 | /// Return VectorValues with zeros, of correct dimension |
| 167 | VectorValues x0() const; |
| 168 | |
| 169 | /// Return zero Vector of correct dimension |
| 170 | Vector x0vector() const; |
| 171 | |
| 172 | }; |
| 173 | |
| 174 | } // \ namespace gtsam |
| 175 | |