Exemple #1
0
void BaseMultiEdge<D, E>::constructQuadraticForm()
{
  const InformationType& omega = _information;
  Matrix<double, D, 1> omega_r = - omega * _error;

  for (size_t i = 0; i < _vertices.size(); ++i) {
    OptimizableGraph::Vertex* from = static_cast<OptimizableGraph::Vertex*>(_vertices[i]);
    bool istatus = !(from->fixed());

    if (istatus) {
      const MatrixXd& A = _jacobianOplus[i];

      MatrixXd AtO = A.transpose() * omega;
      int fromDim = from->dimension();
      Map<MatrixXd> fromMap(from->hessianData(), fromDim, fromDim);
      Map<VectorXd> fromB(from->bData(), fromDim);

      // ii block in the hessian
#ifdef G2O_OPENMP
      from->lockQuadraticForm();
#endif
      fromMap.noalias() += AtO * A;
      fromB.noalias() += A.transpose() * omega_r;

      // compute the off-diagonal blocks ij for all j
      for (size_t j = i+1; j < _vertices.size(); ++j) {
        OptimizableGraph::Vertex* to = static_cast<OptimizableGraph::Vertex*>(_vertices[j]);
#ifdef G2O_OPENMP
        to->lockQuadraticForm();
#endif
        bool jstatus = !(to->fixed());
        if (jstatus) {
          const MatrixXd& B = _jacobianOplus[j];
          int idx = computeUpperTriangleIndex(i, j);
          assert(idx < (int)_hessian.size());
          HessianHelper& hhelper = _hessian[idx];
          if (hhelper.transposed) { // we have to write to the block as transposed
            hhelper.matrix.noalias() += B.transpose() * AtO.transpose();
          } else {
            hhelper.matrix.noalias() += AtO * B;
          }
        }
#ifdef G2O_OPENMP
        to->unlockQuadraticForm();
#endif
      }

#ifdef G2O_OPENMP
      from->unlockQuadraticForm();
#endif
    }

  }

}
  bool SparseOptimizerIncremental::updateInitialization(HyperGraph::VertexSet& vset, HyperGraph::EdgeSet& eset)
  {
    if (batchStep) {
      return SparseOptimizerOnline::updateInitialization(vset, eset);
    }

    for (HyperGraph::VertexSet::iterator it = vset.begin(); it != vset.end(); ++it) {
      OptimizableGraph::Vertex* v = static_cast<OptimizableGraph::Vertex*>(*it);
      v->clearQuadraticForm(); // be sure that b is zero for this vertex
    }

    // get the touched vertices
    _touchedVertices.clear();
    for (HyperGraph::EdgeSet::iterator it = eset.begin(); it != eset.end(); ++it) {
      OptimizableGraph::Edge* e = static_cast<OptimizableGraph::Edge*>(*it);
      OptimizableGraph::Vertex* v1 = static_cast<OptimizableGraph::Vertex*>(e->vertices()[0]);
      OptimizableGraph::Vertex* v2 = static_cast<OptimizableGraph::Vertex*>(e->vertices()[1]);
      if (! v1->fixed())
        _touchedVertices.insert(v1);
      if (! v2->fixed())
        _touchedVertices.insert(v2);
    }
    //cerr << PVAR(_touchedVertices.size()) << endl;

    // updating the internal structures
    std::vector<HyperGraph::Vertex*> newVertices;
    newVertices.reserve(vset.size());
    _activeVertices.reserve(_activeVertices.size() + vset.size());
    _activeEdges.reserve(_activeEdges.size() + eset.size());
    for (HyperGraph::EdgeSet::iterator it = eset.begin(); it != eset.end(); ++it)
      _activeEdges.push_back(static_cast<OptimizableGraph::Edge*>(*it));
    //cerr << "updating internal done." << endl;

    // update the index mapping
    size_t next = _ivMap.size();
    for (HyperGraph::VertexSet::iterator it = vset.begin(); it != vset.end(); ++it) {
      OptimizableGraph::Vertex* v=static_cast<OptimizableGraph::Vertex*>(*it);
      if (! v->fixed()){
        if (! v->marginalized()){
          v->setHessianIndex(next);
          _ivMap.push_back(v);
          newVertices.push_back(v);
          _activeVertices.push_back(v);
          next++;
        } 
        else // not supported right now
          abort();
      }
      else {
        v->setHessianIndex(-1);
      }
    }
    //cerr << "updating index mapping done." << endl;

    // backup the tempindex and prepare sorting structure
    VertexBackup backupIdx[_touchedVertices.size()];
    memset(backupIdx, 0, sizeof(VertexBackup) * _touchedVertices.size());
    int idx = 0;
    for (HyperGraph::VertexSet::iterator it = _touchedVertices.begin(); it != _touchedVertices.end(); ++it) {
      OptimizableGraph::Vertex* v = static_cast<OptimizableGraph::Vertex*>(*it);
      backupIdx[idx].hessianIndex = v->hessianIndex();
      backupIdx[idx].vertex = v;
      backupIdx[idx].hessianData = v->hessianData();
      ++idx;
    }
    sort(backupIdx, backupIdx + _touchedVertices.size()); // sort according to the hessianIndex which is the same order as used later by the optimizer
    for (int i = 0; i < idx; ++i) {
      backupIdx[i].vertex->setHessianIndex(i);
    }
    //cerr << "backup tempindex done." << endl;

    // building the structure of the update
    _updateMat.clear(true); // get rid of the old matrix structure
    _updateMat.rowBlockIndices().clear();
    _updateMat.colBlockIndices().clear();
    _updateMat.blockCols().clear();

    // placing the current stuff in _updateMat
    MatrixXd* lastBlock = 0;
    int sizePoses = 0;
    for (int i = 0; i < idx; ++i) {
      OptimizableGraph::Vertex* v = backupIdx[i].vertex;
      int dim = v->dimension();
      sizePoses+=dim;
      _updateMat.rowBlockIndices().push_back(sizePoses);
      _updateMat.colBlockIndices().push_back(sizePoses);
      _updateMat.blockCols().push_back(SparseBlockMatrix<MatrixXd>::IntBlockMap());
      int ind = v->hessianIndex();
      //cerr << PVAR(ind) << endl;
      if (ind >= 0) {
        MatrixXd* m = _updateMat.block(ind, ind, true);
        v->mapHessianMemory(m->data());
        lastBlock = m;
      }
    }
    lastBlock->diagonal().array() += 1e-6; // HACK to get Eigen value > 0


    for (HyperGraph::EdgeSet::const_iterator it = eset.begin(); it != eset.end(); ++it) {
      OptimizableGraph::Edge* e = static_cast<OptimizableGraph::Edge*>(*it);
      OptimizableGraph::Vertex* v1 = (OptimizableGraph::Vertex*) e->vertices()[0];
      OptimizableGraph::Vertex* v2 = (OptimizableGraph::Vertex*) e->vertices()[1];

      int ind1 = v1->hessianIndex();
      if (ind1 == -1)
        continue;
      int ind2 = v2->hessianIndex();
      if (ind2 == -1)
        continue;
      bool transposedBlock = ind1 > ind2;
      if (transposedBlock) // make sure, we allocate the upper triangular block
        swap(ind1, ind2);

      MatrixXd* m = _updateMat.block(ind1, ind2, true);
      e->mapHessianMemory(m->data(), 0, 1, transposedBlock);
    }

    // build the system into _updateMat
    for (HyperGraph::EdgeSet::iterator it = eset.begin(); it != eset.end(); ++it) {
      OptimizableGraph::Edge * e = static_cast<OptimizableGraph::Edge*>(*it);
      e->computeError();
    }
    for (HyperGraph::EdgeSet::iterator it = eset.begin(); it != eset.end(); ++it) {
      OptimizableGraph::Edge* e = static_cast<OptimizableGraph::Edge*>(*it);
      e->linearizeOplus();
    }
    for (HyperGraph::EdgeSet::iterator it = eset.begin(); it != eset.end(); ++it) {
      OptimizableGraph::Edge* e = static_cast<OptimizableGraph::Edge*>(*it);
      e->constructQuadraticForm();
    }

    // restore the original data for the vertex
    for (int i = 0; i < idx; ++i) {
      backupIdx[i].vertex->setHessianIndex(backupIdx[i].hessianIndex);
      if (backupIdx[i].hessianData)
        backupIdx[i].vertex->mapHessianMemory(backupIdx[i].hessianData);
    }

    // update the structure of the real block matrix
    bool solverStatus = _algorithm->updateStructure(newVertices, eset);

    bool updateStatus = computeCholeskyUpdate();
    if (! updateStatus) {
      cerr << "Error while computing update" << endl;
    }

    cholmod_sparse* updateAsSparseFactor = cholmod_factor_to_sparse(_cholmodFactor, &_cholmodCommon);

    // convert CCS update by permuting back to the permutation of L
    if (updateAsSparseFactor->nzmax > _permutedUpdate->nzmax) {
      //cerr << "realloc _permutedUpdate" << endl;
      cholmod_reallocate_triplet(updateAsSparseFactor->nzmax, _permutedUpdate, &_cholmodCommon);
    }
    _permutedUpdate->nnz = 0;
    _permutedUpdate->nrow = _permutedUpdate->ncol = _L->n;
    {
      int* Ap = (int*)updateAsSparseFactor->p;
      int* Ai = (int*)updateAsSparseFactor->i;
      double* Ax = (double*)updateAsSparseFactor->x;
      int* Bj = (int*)_permutedUpdate->j;
      int* Bi = (int*)_permutedUpdate->i;
      double* Bx = (double*)_permutedUpdate->x;
      for (size_t c = 0; c < updateAsSparseFactor->ncol; ++c) {
        const int& rbeg = Ap[c];
        const int& rend = Ap[c+1];
        int cc = c / slamDimension;
        int coff = c % slamDimension;
        const int& cbase = backupIdx[cc].vertex->colInHessian();
        const int& ccol = _perm(cbase + coff);
        for (int j = rbeg; j < rend; j++) {
          const int& r = Ai[j];
          const double& val = Ax[j];

          int rr = r / slamDimension;
          int roff = r % slamDimension;
          const int& rbase = backupIdx[rr].vertex->colInHessian();
          
          int row = _perm(rbase + roff);
          int col = ccol;
          if (col > row) // lower triangular entry
            swap(col, row);
          Bi[_permutedUpdate->nnz] = row;
          Bj[_permutedUpdate->nnz] = col;
          Bx[_permutedUpdate->nnz] = val;
          ++_permutedUpdate->nnz;
        }
      }
    }
    cholmod_free_sparse(&updateAsSparseFactor, &_cholmodCommon);

#if 0
    cholmod_sparse* updatePermuted = cholmod_triplet_to_sparse(_permutedUpdate, _permutedUpdate->nnz, &_cholmodCommon);
    //writeCCSMatrix("update-permuted.txt", updatePermuted->nrow, updatePermuted->ncol, (int*)updatePermuted->p, (int*)updatePermuted->i, (double*)updatePermuted->x, false);
    _solverInterface->choleskyUpdate(updatePermuted);
    cholmod_free_sparse(&updatePermuted, &_cholmodCommon);
#else
    convertTripletUpdateToSparse();
    _solverInterface->choleskyUpdate(_permutedUpdateAsSparse);
#endif

    return solverStatus;
  }