basalt/src/vi_estimator/keypoint_vio.cpp

/**
BSD 3-Clause License

This file is part of the Basalt project.
https://gitlab.com/VladyslavUsenko/basalt.git

Copyright (c) 2019, Vladyslav Usenko and Nikolaus Demmel.
All rights reserved.

Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are met:

* Redistributions of source code must retain the above copyright notice, this
  list of conditions and the following disclaimer.

* Redistributions in binary form must reproduce the above copyright notice,
  this list of conditions and the following disclaimer in the documentation
  and/or other materials provided with the distribution.

* Neither the name of the copyright holder nor the names of its
  contributors may be used to endorse or promote products derived from
  this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/

#include <basalt/utils/assert.h>
#include <basalt/vi_estimator/keypoint_vio.h>

#include <basalt/optimization/accumulator.h>

#include <tbb/blocked_range.h>
#include <tbb/parallel_for.h>
#include <tbb/parallel_reduce.h>

#include <chrono>

namespace basalt {

KeypointVioEstimator::KeypointVioEstimator(
    double int_std_dev, const Eigen::Vector3d& g,
    const basalt::Calibration<double>& calib, const VioConfig& config)
    : take_kf(true),
      frames_after_kf(0),
      g(g),
      initialized(false),
      config(config) {
  this->obs_std_dev = config.vio_obs_std_dev;
  this->huber_thresh = config.vio_obs_huber_thresh;
  this->calib = calib;

  // Setup marginalization
  marg_H.setZero(POSE_VEL_BIAS_SIZE, POSE_VEL_BIAS_SIZE);
  marg_b.setZero(POSE_VEL_BIAS_SIZE);

  double prior_weight = 1.0 / (int_std_dev * int_std_dev);

  // prior on position
  marg_H.diagonal().head<3>().setConstant(prior_weight);
  // prior on yaw
  marg_H(5, 5) = prior_weight;

  // small prior to avoid jumps in bias
  marg_H.diagonal().segment<3>(9).array() = 1e1;
  marg_H.diagonal().segment<3>(12).array() = 1e2;

  std::cout << "marg_H\n" << marg_H << std::endl;

  gyro_bias_weight.setConstant(1.0 /
                               (calib.gyro_bias_std * calib.gyro_bias_std));
  accel_bias_weight.setConstant(1.0 /
                                (calib.accel_bias_std * calib.accel_bias_std));

  max_states = std::numeric_limits<int>::max();
  max_kfs = std::numeric_limits<int>::max();

  opt_started = false;

  vision_data_queue.set_capacity(10);
  imu_data_queue.set_capacity(300);
}

void KeypointVioEstimator::initialize(int64_t t_ns, const Sophus::SE3d& T_w_i,
                                      const Eigen::Vector3d& vel_w_i,
                                      const Eigen::Vector3d& bg,
                                      const Eigen::Vector3d& ba) {
  initialized = true;
  T_w_i_init = T_w_i;

  last_state_t_ns = t_ns;
  imu_meas[t_ns] = IntegratedImuMeasurement(t_ns, bg, ba);
  frame_states[t_ns] =
      PoseVelBiasStateWithLin(t_ns, T_w_i, vel_w_i, bg, ba, true);

  marg_order.abs_order_map[t_ns] = std::make_pair(0, POSE_VEL_BIAS_SIZE);
  marg_order.total_size = POSE_VEL_BIAS_SIZE;
  marg_order.items = 1;

  initialize(bg, ba);
}

void KeypointVioEstimator::initialize(const Eigen::Vector3d& bg,
                                      const Eigen::Vector3d& ba) {
  auto proc_func = [&, bg, ba] {
    OpticalFlowResult::Ptr prev_frame, curr_frame;
    IntegratedImuMeasurement::Ptr meas;

    ImuData::Ptr data;
    imu_data_queue.pop(data);

    while (true) {
      vision_data_queue.pop(curr_frame);

      if (!initialized) {
        Eigen::Vector3d vel_w_i_init;
        vel_w_i_init.setZero();

        T_w_i_init.setQuaternion(Eigen::Quaterniond::FromTwoVectors(
            data->accel, Eigen::Vector3d::UnitZ()));

        last_state_t_ns = curr_frame->t_ns;
        imu_meas[last_state_t_ns] =
            IntegratedImuMeasurement(last_state_t_ns, bg, ba);
        frame_states[last_state_t_ns] = PoseVelBiasStateWithLin(
            last_state_t_ns, T_w_i_init, vel_w_i_init, bg, ba, true);

        marg_order.abs_order_map[last_state_t_ns] =
            std::make_pair(0, POSE_VEL_BIAS_SIZE);
        marg_order.total_size = POSE_VEL_BIAS_SIZE;
        marg_order.items = 1;

        std::cout << "Setting up filter: t_ns " << last_state_t_ns << std::endl;
        std::cout << "T_w_i\n" << T_w_i_init.matrix() << std::endl;
        std::cout << "vel_w_i " << vel_w_i_init.transpose() << std::endl;

        initialized = true;
      }

      if (!curr_frame.get()) {
        break;
      }

      if (prev_frame) {
        // preintegrate measurements

        auto last_state = frame_states.at(last_state_t_ns);

        meas.reset(new IntegratedImuMeasurement(
            prev_frame->t_ns, last_state.getState().bias_gyro,
            last_state.getState().bias_accel));

        while (data->t_ns <= prev_frame->t_ns) {
          imu_data_queue.pop(data);

          if (!data.get()) break;
        }

        while (data->t_ns <= curr_frame->t_ns) {
          meas->integrate(*data);
          imu_data_queue.pop(data);
          if (!data.get()) break;
        }

        if (meas->get_start_t_ns() + meas->get_dt_ns() < curr_frame->t_ns) {
          int64_t tmp = data->t_ns;
          data->t_ns = curr_frame->t_ns;
          meas->integrate(*data);
          data->t_ns = tmp;
        }
      }

      measure(curr_frame, meas);
      prev_frame = curr_frame;
    }

    if (out_vis_queue) out_vis_queue->push(nullptr);
    if (out_marg_queue) out_marg_queue->push(nullptr);
    if (out_state_queue) out_state_queue->push(nullptr);

    finished = true;

    std::cout << "Finished VIOFilter " << std::endl;
  };

  processing_thread.reset(new std::thread(proc_func));
}

void KeypointVioEstimator::addIMUToQueue(const ImuData::Ptr& data) {
  imu_data_queue.emplace(data);
}

void KeypointVioEstimator::addVisionToQueue(
    const OpticalFlowResult::Ptr& data) {
  vision_data_queue.push(data);
}

bool KeypointVioEstimator::measure(const OpticalFlowResult::Ptr& opt_flow_meas,
                                   const IntegratedImuMeasurement::Ptr& meas) {
  if (meas.get()) {
    BASALT_ASSERT(frame_states[last_state_t_ns].getState().t_ns ==
                  meas->get_start_t_ns());
    BASALT_ASSERT(opt_flow_meas->t_ns ==
                  meas->get_dt_ns() + meas->get_start_t_ns());

    PoseVelBiasState next_state = frame_states.at(last_state_t_ns).getState();

    meas->predictState(frame_states.at(last_state_t_ns).getState(), g,
                       next_state);

    last_state_t_ns = opt_flow_meas->t_ns;
    next_state.t_ns = opt_flow_meas->t_ns;

    frame_states[last_state_t_ns] = next_state;

    imu_meas[meas->get_start_t_ns()] = *meas;
  }

  // save results
  prev_opt_flow_res[opt_flow_meas->t_ns] = opt_flow_meas;

  // Make new residual for existing keypoints
  int connected0 = 0;
  std::map<int64_t, int> num_points_connected;
  std::unordered_set<int> unconnected_obs0;
  for (size_t i = 0; i < opt_flow_meas->observations.size(); i++) {
    TimeCamId tcid_target(opt_flow_meas->t_ns, i);

    for (const auto& kv_obs : opt_flow_meas->observations[i]) {
      int kpt_id = kv_obs.first;

      auto it = kpts.find(kpt_id);
      if (it != kpts.end()) {
        const TimeCamId& tcid_host = it->second.kf_id;

        KeypointObservation kobs;
        kobs.kpt_id = kpt_id;
        kobs.pos = kv_obs.second.translation().cast<double>();

        obs[tcid_host][tcid_target].push_back(kobs);

        if (num_points_connected.count(tcid_host.frame_id) == 0) {
          num_points_connected[tcid_host.frame_id] = 0;
        }
        num_points_connected[tcid_host.frame_id]++;

        if (i == 0) connected0++;
      } else {
        if (i == 0) {
          unconnected_obs0.emplace(kpt_id);
        }
      }
    }
  }

  if (double(connected0) / (connected0 + unconnected_obs0.size()) <
          config.vio_new_kf_keypoints_thresh &&
      frames_after_kf > config.vio_min_frames_after_kf)
    take_kf = true;

  if (config.vio_debug) {
    std::cout << "connected0 " << connected0 << " unconnected0 "
              << unconnected_obs0.size() << std::endl;
  }

  if (take_kf) {
    // Triangulate new points from stereo and make keyframe for camera 0
    take_kf = false;
    frames_after_kf = 0;
    kf_ids.emplace(last_state_t_ns);

    TimeCamId tcidl(opt_flow_meas->t_ns, 0);

    int num_points_added = 0;
    for (int lm_id : unconnected_obs0) {
      // Find all observations
      std::map<TimeCamId, KeypointObservation> kp_obs;

      for (const auto& kv : prev_opt_flow_res) {
        for (size_t k = 0; k < kv.second->observations.size(); k++) {
          auto it = kv.second->observations[k].find(lm_id);
          if (it != kv.second->observations[k].end()) {
            TimeCamId tcido(kv.first, k);

            KeypointObservation kobs;
            kobs.kpt_id = lm_id;
            kobs.pos = it->second.translation().cast<double>();

            // obs[tcidl][tcido].push_back(kobs);
            kp_obs[tcido] = kobs;
          }
        }
      }

      // triangulate
      bool valid_kp = false;
      for (const auto& kv_obs : kp_obs) {
        if (valid_kp) break;
        TimeCamId tcido = kv_obs.first;

        const Eigen::Vector2d p0 = opt_flow_meas->observations.at(0)
                                       .at(lm_id)
                                       .translation()
                                       .cast<double>();
        const Eigen::Vector2d p1 = prev_opt_flow_res[tcido.frame_id]
                                       ->observations[tcido.cam_id]
                                       .at(lm_id)
                                       .translation()
                                       .cast<double>();

        Eigen::Vector4d p0_3d, p1_3d;
        bool valid1 = calib.intrinsics[0].unproject(p0, p0_3d);
        bool valid2 = calib.intrinsics[tcido.cam_id].unproject(p1, p1_3d);
        if (!valid1 || !valid2) continue;

        Sophus::SE3d T_i0_i1 =
            getPoseStateWithLin(tcidl.frame_id).getPose().inverse() *
            getPoseStateWithLin(tcido.frame_id).getPose();
        Sophus::SE3d T_0_1 =
            calib.T_i_c[0].inverse() * T_i0_i1 * calib.T_i_c[tcido.cam_id];

        if (T_0_1.translation().squaredNorm() < 0.03 * 0.03) continue;

        Eigen::Vector4d p0_triangulated =
            triangulate(p0_3d.head<3>(), p1_3d.head<3>(), T_0_1);

        if (p0_triangulated[2] > 0) {
          KeypointPosition kpt_pos;
          kpt_pos.kf_id = tcidl;
          kpt_pos.dir = StereographicParam<double>::project(p0_triangulated);
          kpt_pos.id = 1.0 / p0_triangulated.norm();

          if (kpt_pos.id > 0 && kpt_pos.id < 10) {
            kpts[lm_id] = kpt_pos;

            num_points_added++;
            valid_kp = true;
          }
        }
      }

      if (valid_kp) {
        for (const auto& kv_obs : kp_obs) {
          obs[tcidl][kv_obs.first].push_back(kv_obs.second);
        }
      }
    }

    num_points_kf[opt_flow_meas->t_ns] = num_points_added;
  } else {
    frames_after_kf++;
  }

  optimize();
  marginalize(num_points_connected);

  if (out_state_queue) {
    PoseVelBiasStateWithLin p = frame_states.at(last_state_t_ns);

    PoseVelBiasState::Ptr data(new PoseVelBiasState(p.getState()));

    out_state_queue->push(data);
  }

  if (out_vis_queue) {
    VioVisualizationData::Ptr data(new VioVisualizationData);

    data->t_ns = last_state_t_ns;

    for (const auto& kv : frame_states) {
      data->states.emplace_back(kv.second.getState().T_w_i);
    }

    for (const auto& kv : frame_poses) {
      data->frames.emplace_back(kv.second.getPose());
    }

    get_current_points(data->points, data->point_ids);

    data->projections.resize(opt_flow_meas->observations.size());
    computeProjections(data->projections);

    data->opt_flow_res = prev_opt_flow_res[last_state_t_ns];

    out_vis_queue->push(data);
  }

  last_processed_t_ns = last_state_t_ns;

  return true;
}

Eigen::VectorXd KeypointVioEstimator::checkNullspace(
    const Eigen::MatrixXd& H, const Eigen::VectorXd& b,
    const AbsOrderMap& order,
    const Eigen::map<int64_t, PoseVelBiasStateWithLin>& frame_states,
    const Eigen::map<int64_t, PoseStateWithLin>& frame_poses) {
  BASALT_ASSERT(size_t(H.cols()) == order.total_size);
  size_t marg_size = order.total_size;

  Eigen::VectorXd inc_x, inc_y, inc_z, inc_roll, inc_pitch, inc_yaw;
  inc_x.setZero(marg_size);
  inc_y.setZero(marg_size);
  inc_z.setZero(marg_size);
  inc_roll.setZero(marg_size);
  inc_pitch.setZero(marg_size);
  inc_yaw.setZero(marg_size);

  int num_trans = 0;
  Eigen::Vector3d mean_trans;
  mean_trans.setZero();

  // Compute mean translation
  for (const auto& kv : order.abs_order_map) {
    Eigen::Vector3d trans;
    if (kv.second.second == POSE_SIZE) {
      mean_trans += frame_poses.at(kv.first).getPoseLin().translation();
      num_trans++;
    } else if (kv.second.second == POSE_VEL_BIAS_SIZE) {
      mean_trans += frame_states.at(kv.first).getStateLin().T_w_i.translation();
      num_trans++;
    } else {
      std::cerr << "Unknown size of the state: " << kv.second.second
                << std::endl;
      std::abort();
    }
  }
  mean_trans /= num_trans;

  double eps = 0.01;

  // Compute nullspace increments
  for (const auto& kv : order.abs_order_map) {
    inc_x(kv.second.first + 0) = eps;
    inc_y(kv.second.first + 1) = eps;
    inc_z(kv.second.first + 2) = eps;
    inc_roll(kv.second.first + 3) = eps;
    inc_pitch(kv.second.first + 4) = eps;
    inc_yaw(kv.second.first + 5) = eps;

    Eigen::Vector3d trans;
    if (kv.second.second == POSE_SIZE) {
      trans = frame_poses.at(kv.first).getPoseLin().translation();
    } else if (kv.second.second == POSE_VEL_BIAS_SIZE) {
      trans = frame_states.at(kv.first).getStateLin().T_w_i.translation();
    } else {
      BASALT_ASSERT(false);
    }

    trans -= mean_trans;

    Eigen::Matrix3d J = -Sophus::SO3d::hat(trans);
    J *= eps;

    inc_roll.segment<3>(kv.second.first) = J.col(0);
    inc_pitch.segment<3>(kv.second.first) = J.col(1);
    inc_yaw.segment<3>(kv.second.first) = J.col(2);

    if (kv.second.second == POSE_VEL_BIAS_SIZE) {
      Eigen::Vector3d vel = frame_states.at(kv.first).getStateLin().vel_w_i;
      Eigen::Matrix3d J_vel = -Sophus::SO3d::hat(vel);
      J_vel *= eps;

      inc_roll.segment<3>(kv.second.first + POSE_SIZE) = J_vel.col(0);
      inc_pitch.segment<3>(kv.second.first + POSE_SIZE) = J_vel.col(1);
      inc_yaw.segment<3>(kv.second.first + POSE_SIZE) = J_vel.col(2);
    }
  }

  inc_x.normalize();
  inc_y.normalize();
  inc_z.normalize();
  inc_roll.normalize();
  inc_pitch.normalize();
  inc_yaw.normalize();

  //  std::cout << "inc_x   " << inc_x.transpose() << std::endl;
  //  std::cout << "inc_y   " << inc_y.transpose() << std::endl;
  //  std::cout << "inc_z   " << inc_z.transpose() << std::endl;
  //  std::cout << "inc_yaw " << inc_yaw.transpose() << std::endl;

  Eigen::VectorXd inc_random;
  inc_random.setRandom(marg_size);
  inc_random.normalize();

  Eigen::VectorXd xHx(7), xb(7);
  xHx[0] = 0.5 * inc_x.transpose() * H * inc_x;
  xHx[1] = 0.5 * inc_y.transpose() * H * inc_y;
  xHx[2] = 0.5 * inc_z.transpose() * H * inc_z;
  xHx[3] = 0.5 * inc_roll.transpose() * H * inc_roll;
  xHx[4] = 0.5 * inc_pitch.transpose() * H * inc_pitch;
  xHx[5] = 0.5 * inc_yaw.transpose() * H * inc_yaw;
  xHx[6] = 0.5 * inc_random.transpose() * H * inc_random;

  xb[0] = inc_x.transpose() * b;
  xb[1] = inc_y.transpose() * b;
  xb[2] = inc_z.transpose() * b;
  xb[3] = inc_roll.transpose() * b;
  xb[4] = inc_pitch.transpose() * b;
  xb[5] = inc_yaw.transpose() * b;
  xb[6] = inc_random.transpose() * b;

  std::cout << "nullspace x_trans: " << xHx[0] << " + " << xb[0] << std::endl;
  std::cout << "nullspace y_trans: " << xHx[1] << " + " << xb[1] << std::endl;
  std::cout << "nullspace z_trans: " << xHx[2] << " + " << xb[2] << std::endl;
  std::cout << "nullspace roll   : " << xHx[3] << " + " << xb[3] << std::endl;
  std::cout << "nullspace pitch  : " << xHx[4] << " + " << xb[4] << std::endl;
  std::cout << "nullspace yaw    : " << xHx[5] << " + " << xb[5] << std::endl;
  std::cout << "nullspace random : " << xHx[6] << " + " << xb[6] << std::endl;

  return xHx + xb;
}

void KeypointVioEstimator::checkMargNullspace() const {
  checkNullspace(marg_H, marg_b, marg_order, frame_states, frame_poses);
}

void KeypointVioEstimator::marginalize(
    const std::map<int64_t, int>& num_points_connected) {
  if (!opt_started) return;

  if (frame_poses.size() > max_kfs || frame_states.size() >= max_states) {
    // Marginalize

    const int states_to_remove = frame_states.size() - max_states + 1;

    auto it = frame_states.cbegin();
    for (int i = 0; i < states_to_remove; i++) it++;
    int64_t last_state_to_marg = it->first;

    AbsOrderMap aom;

    // remove all frame_poses that are not kfs
    std::set<int64_t> poses_to_marg;
    for (const auto& kv : frame_poses) {
      aom.abs_order_map[kv.first] = std::make_pair(aom.total_size, POSE_SIZE);

      if (kf_ids.count(kv.first) == 0) poses_to_marg.emplace(kv.first);

      // Check that we have the same order as marginalization
      BASALT_ASSERT(marg_order.abs_order_map.at(kv.first) ==
                    aom.abs_order_map.at(kv.first));

      aom.total_size += POSE_SIZE;
      aom.items++;
    }

    std::set<int64_t> states_to_marg_vel_bias;
    std::set<int64_t> states_to_marg_all;
    for (const auto& kv : frame_states) {
      if (kv.first > last_state_to_marg) break;

      if (kv.first != last_state_to_marg) {
        if (kf_ids.count(kv.first) > 0) {
          states_to_marg_vel_bias.emplace(kv.first);
        } else {
          states_to_marg_all.emplace(kv.first);
        }
      }

      aom.abs_order_map[kv.first] =
          std::make_pair(aom.total_size, POSE_VEL_BIAS_SIZE);

      // Check that we have the same order as marginalization
      if (aom.items < marg_order.abs_order_map.size())
        BASALT_ASSERT(marg_order.abs_order_map.at(kv.first) ==
                      aom.abs_order_map.at(kv.first));

      aom.total_size += POSE_VEL_BIAS_SIZE;
      aom.items++;
    }

    auto kf_ids_all = kf_ids;
    std::set<int64_t> kfs_to_marg;
    while (kf_ids.size() > max_kfs && !states_to_marg_vel_bias.empty()) {
      int64_t id_to_marg = -1;

      {
        std::vector<int64_t> ids;
        for (int64_t id : kf_ids) {
          ids.push_back(id);
        }

        for (size_t i = 0; i < ids.size() - 2; i++) {
          if (num_points_connected.count(ids[i]) == 0 ||
              (num_points_connected.at(ids[i]) / num_points_kf.at(ids[i]) <
               0.05)) {
            id_to_marg = ids[i];
            break;
          }
        }
      }

      if (id_to_marg < 0) {
        std::vector<int64_t> ids;
        for (int64_t id : kf_ids) {
          ids.push_back(id);
        }

        int64_t last_kf = *kf_ids.crbegin();
        double min_score = std::numeric_limits<double>::max();
        int64_t min_score_id = -1;

        for (size_t i = 0; i < ids.size() - 2; i++) {
          double denom = 0;
          for (size_t j = 0; j < ids.size() - 2; j++) {
            denom += 1 / ((frame_poses.at(ids[i]).getPose().translation() -
                           frame_poses.at(ids[j]).getPose().translation())
                              .norm() +
                          1e-5);
          }

          double score =
              std::sqrt(
                  (frame_poses.at(ids[i]).getPose().translation() -
                   frame_states.at(last_kf).getState().T_w_i.translation())
                      .norm()) *
              denom;

          if (score < min_score) {
            min_score_id = ids[i];
            min_score = score;
          }
        }

        id_to_marg = min_score_id;
      }

      kfs_to_marg.emplace(id_to_marg);
      poses_to_marg.emplace(id_to_marg);

      kf_ids.erase(id_to_marg);
    }

    //    std::cout << "marg order" << std::endl;
    //    aom.print_order();

    //    std::cout << "marg prior order" << std::endl;
    //    marg_order.print_order();

    if (config.vio_debug) {
      std::cout << "states_to_remove " << states_to_remove << std::endl;
      std::cout << "poses_to_marg.size() " << poses_to_marg.size() << std::endl;
      std::cout << "states_to_marg.size() " << states_to_marg_all.size()
                << std::endl;
      std::cout << "state_to_marg_vel_bias.size() "
                << states_to_marg_vel_bias.size() << std::endl;
      std::cout << "kfs_to_marg.size() " << kfs_to_marg.size() << std::endl;
    }

    size_t asize = aom.total_size;

    double marg_prior_error;
    double imu_error, bg_error, ba_error;

    DenseAccumulator accum;
    accum.reset(asize);

    {
      // Linearize points

      Eigen::map<TimeCamId,
                 Eigen::map<TimeCamId, Eigen::vector<KeypointObservation>>>
          obs_to_lin;

      for (auto it = obs.cbegin(); it != obs.cend();) {
        if (kfs_to_marg.count(it->first.frame_id) > 0) {
          for (auto it2 = it->second.cbegin(); it2 != it->second.cend();
               ++it2) {
            if (it2->first.frame_id <= last_state_to_marg)
              obs_to_lin[it->first].emplace(*it2);
          }
          it = obs.erase(it);
        } else {
          ++it;
        }
      }

      double rld_error;
      Eigen::vector<RelLinData> rld_vec;

      linearizeHelper(rld_vec, obs_to_lin, rld_error);

      for (auto& rld : rld_vec) {
        rld.invert_keypoint_hessians();

        Eigen::MatrixXd rel_H;
        Eigen::VectorXd rel_b;
        linearizeRel(rld, rel_H, rel_b);

        linearizeAbs(rel_H, rel_b, rld, aom, accum);
      }

      // remove points
      for (auto it = kpts.cbegin(); it != kpts.cend();) {
        if (kfs_to_marg.count(it->second.kf_id.frame_id) > 0) {
          it = kpts.erase(it);
        } else {
          ++it;
        }
      }
    }

    linearizeAbsIMU(aom, accum.getH(), accum.getB(), imu_error, bg_error,
                    ba_error, frame_states, imu_meas, gyro_bias_weight,
                    accel_bias_weight, g);
    linearizeMargPrior(aom, accum.getH(), accum.getB(), marg_prior_error);

    // Save marginalization prior
    if (out_marg_queue && !kfs_to_marg.empty()) {
      // int64_t kf_id = *kfs_to_marg.begin();

      {
        MargData::Ptr m(new MargData);
        m->aom = aom;
        m->abs_H = accum.getH();
        m->abs_b = accum.getB();
        m->frame_poses = frame_poses;
        m->frame_states = frame_states;
        m->kfs_all = kf_ids_all;
        m->kfs_to_marg = kfs_to_marg;

        for (int64_t t : m->kfs_all) {
          m->opt_flow_res.emplace_back(prev_opt_flow_res.at(t));
        }

        out_marg_queue->push(m);
      }
    }

    std::set<int> idx_to_keep, idx_to_marg;
    for (const auto& kv : aom.abs_order_map) {
      if (kv.second.second == POSE_SIZE) {
        int start_idx = kv.second.first;
        if (poses_to_marg.count(kv.first) == 0) {
          for (size_t i = 0; i < POSE_SIZE; i++)
            idx_to_keep.emplace(start_idx + i);
        } else {
          for (size_t i = 0; i < POSE_SIZE; i++)
            idx_to_marg.emplace(start_idx + i);
        }
      } else {
        BASALT_ASSERT(kv.second.second == POSE_VEL_BIAS_SIZE);
        // state
        int start_idx = kv.second.first;
        if (states_to_marg_all.count(kv.first) > 0) {
          for (size_t i = 0; i < POSE_VEL_BIAS_SIZE; i++)
            idx_to_marg.emplace(start_idx + i);
        } else if (states_to_marg_vel_bias.count(kv.first) > 0) {
          for (size_t i = 0; i < POSE_SIZE; i++)
            idx_to_keep.emplace(start_idx + i);
          for (size_t i = POSE_SIZE; i < POSE_VEL_BIAS_SIZE; i++)
            idx_to_marg.emplace(start_idx + i);
        } else {
          BASALT_ASSERT(kv.first == last_state_to_marg);
          for (size_t i = 0; i < POSE_VEL_BIAS_SIZE; i++)
            idx_to_keep.emplace(start_idx + i);
        }
      }
    }

    if (config.vio_debug) {
      std::cout << "keeping " << idx_to_keep.size() << " marg "
                << idx_to_marg.size() << " total " << asize << std::endl;
      std::cout << "last_state_to_marg " << last_state_to_marg
                << " frame_poses " << frame_poses.size() << " frame_states "
                << frame_states.size() << std::endl;
    }

    Eigen::MatrixXd marg_H_new;
    Eigen::VectorXd marg_b_new;
    marginalizeHelper(accum.getH(), accum.getB(), idx_to_keep, idx_to_marg,
                      marg_H_new, marg_b_new);

    {
      BASALT_ASSERT(frame_states.at(last_state_to_marg).isLinearized() ==
                    false);
      frame_states.at(last_state_to_marg).setLinTrue();
    }

    for (const int64_t id : states_to_marg_all) {
      frame_states.erase(id);
      imu_meas.erase(id);
      prev_opt_flow_res.erase(id);
    }

    for (const int64_t id : states_to_marg_vel_bias) {
      const PoseVelBiasStateWithLin& state = frame_states.at(id);
      PoseStateWithLin pose(state);

      frame_poses[id] = pose;
      frame_states.erase(id);
      imu_meas.erase(id);
    }

    for (const int64_t id : poses_to_marg) {
      frame_poses.erase(id);
      prev_opt_flow_res.erase(id);
    }

    for (auto it = obs.begin(); it != obs.end(); ++it) {
      for (auto it2 = it->second.cbegin(); it2 != it->second.cend();) {
        if (poses_to_marg.count(it2->first.frame_id) > 0 ||
            states_to_marg_all.count(it2->first.frame_id) > 0) {
          it2 = it->second.erase(it2);
        } else {
          ++it2;
        }
      }
    }

    AbsOrderMap marg_order_new;

    for (const auto& kv : frame_poses) {
      marg_order_new.abs_order_map[kv.first] =
          std::make_pair(marg_order_new.total_size, POSE_SIZE);

      marg_order_new.total_size += POSE_SIZE;
      marg_order_new.items++;
    }

    {
      marg_order_new.abs_order_map[last_state_to_marg] =
          std::make_pair(marg_order_new.total_size, POSE_VEL_BIAS_SIZE);
      marg_order_new.total_size += POSE_VEL_BIAS_SIZE;
      marg_order_new.items++;
    }

    marg_H = marg_H_new;
    marg_b = marg_b_new;
    marg_order = marg_order_new;

    BASALT_ASSERT(size_t(marg_H.cols()) == marg_order.total_size);

    Eigen::VectorXd delta;
    computeDelta(marg_order, delta);
    marg_b -= marg_H * delta;

    if (config.vio_debug) {
      std::cout << "marginalizaon done!!" << std::endl;

      std::cout << "======== Marg nullspace ==========" << std::endl;
      checkMargNullspace();
      std::cout << "=================================" << std::endl;
    }

    //    std::cout << "new marg prior order" << std::endl;
    //    marg_order.print_order();
  }
}

void KeypointVioEstimator::computeDelta(const AbsOrderMap& marg_order,
                                        Eigen::VectorXd& delta) const {
  size_t marg_size = marg_order.total_size;
  delta.setZero(marg_size);
  for (const auto& kv : marg_order.abs_order_map) {
    if (kv.second.second == POSE_SIZE) {
      BASALT_ASSERT(frame_poses.at(kv.first).isLinearized());
      delta.segment<POSE_SIZE>(kv.second.first) =
          frame_poses.at(kv.first).getDelta();
    } else if (kv.second.second == POSE_VEL_BIAS_SIZE) {
      BASALT_ASSERT(frame_states.at(kv.first).isLinearized());
      delta.segment<POSE_VEL_BIAS_SIZE>(kv.second.first) =
          frame_states.at(kv.first).getDelta();
    } else {
      BASALT_ASSERT(false);
    }
  }
}

void KeypointVioEstimator::optimize() {
  if (config.vio_debug) {
    std::cout << "=================================" << std::endl;
  }

  if (opt_started || frame_states.size() > 4) {
    // Optimize
    opt_started = true;

    AbsOrderMap aom;

    for (const auto& kv : frame_poses) {
      aom.abs_order_map[kv.first] = std::make_pair(aom.total_size, POSE_SIZE);

      // Check that we have the same order as marginalization
      BASALT_ASSERT(marg_order.abs_order_map.at(kv.first) ==
                    aom.abs_order_map.at(kv.first));

      aom.total_size += POSE_SIZE;
      aom.items++;
    }

    for (const auto& kv : frame_states) {
      aom.abs_order_map[kv.first] =
          std::make_pair(aom.total_size, POSE_VEL_BIAS_SIZE);

      // Check that we have the same order as marginalization
      if (aom.items < marg_order.abs_order_map.size())
        BASALT_ASSERT(marg_order.abs_order_map.at(kv.first) ==
                      aom.abs_order_map.at(kv.first));

      aom.total_size += POSE_VEL_BIAS_SIZE;
      aom.items++;
    }

    //    std::cout << "opt order" << std::endl;
    //    aom.print_order();

    //    std::cout << "marg prior order" << std::endl;
    //    marg_order.print_order();

    for (int iter = 0; iter < config.vio_max_iterations; iter++) {
      auto t1 = std::chrono::high_resolution_clock::now();

      double rld_error;
      Eigen::vector<RelLinData> rld_vec;
      linearizeHelper(rld_vec, obs, rld_error);

      BundleAdjustmentBase::LinearizeAbsReduce<DenseAccumulator<double>> lopt(
          aom);

      tbb::blocked_range<Eigen::vector<RelLinData>::iterator> range(
          rld_vec.begin(), rld_vec.end());

      tbb::parallel_reduce(range, lopt);

      double marg_prior_error = 0;
      double imu_error = 0, bg_error = 0, ba_error = 0;
      linearizeAbsIMU(aom, lopt.accum.getH(), lopt.accum.getB(), imu_error,
                      bg_error, ba_error, frame_states, imu_meas,
                      gyro_bias_weight, accel_bias_weight, g);
      linearizeMargPrior(aom, lopt.accum.getH(), lopt.accum.getB(),
                         marg_prior_error);

      double error_total =
          rld_error + imu_error + marg_prior_error + ba_error + bg_error;

      lopt.accum.setup_solver();
      Eigen::VectorXd Hdiag = lopt.accum.Hdiagonal();
      Hdiag *= 1e-12;
      for (int i = 0; i < Hdiag.size(); i++)
        Hdiag[i] = std::max(Hdiag[i], 1e-12);

      const Eigen::VectorXd inc = lopt.accum.solve(&Hdiag);

      // apply increment to poses
      for (auto& kv : frame_poses) {
        int idx = aom.abs_order_map.at(kv.first).first;
        kv.second.applyInc(-inc.segment<POSE_SIZE>(idx));
      }

      // apply increment to states
      for (auto& kv : frame_states) {
        int idx = aom.abs_order_map.at(kv.first).first;
        kv.second.applyInc(-inc.segment<POSE_VEL_BIAS_SIZE>(idx));
      }

      // Update points
      tbb::blocked_range<size_t> keys_range(0, rld_vec.size());
      auto update_points_func = [&](const tbb::blocked_range<size_t>& r) {
        for (size_t i = r.begin(); i != r.end(); ++i) {
          const auto& rld = rld_vec[i];
          updatePoints(aom, rld, inc);
        }
      };
      tbb::parallel_for(keys_range, update_points_func);

      if (config.vio_debug) {
        double after_update_marg_prior_error = 0;
        double after_update_vision_error = 0, after_update_imu_error = 0,
               after_bg_error = 0, after_ba_error = 0;

        computeError(after_update_vision_error);
        computeImuError(aom, after_update_imu_error, after_bg_error,
                        after_ba_error, frame_states, imu_meas,
                        gyro_bias_weight, accel_bias_weight, g);
        computeMargPriorError(after_update_marg_prior_error);

        double after_error_total =
            after_update_vision_error + after_update_imu_error +
            after_update_marg_prior_error + after_bg_error + after_ba_error;

        double error_diff = error_total - after_error_total;

        auto t2 = std::chrono::high_resolution_clock::now();

        auto elapsed =
            std::chrono::duration_cast<std::chrono::microseconds>(t2 - t1);

        std::cout << "iter " << iter
                  << " before_update_error: vision: " << rld_error
                  << " imu: " << imu_error << " bg_error: " << bg_error
                  << " ba_error: " << ba_error
                  << " marg_prior: " << marg_prior_error
                  << " total: " << error_total << std::endl;

        std::cout << "iter " << iter << "  after_update_error: vision: "
                  << after_update_vision_error
                  << " imu: " << after_update_imu_error
                  << " bg_error: " << after_bg_error
                  << " ba_error: " << after_ba_error
                  << " marg prior: " << after_update_marg_prior_error
                  << " total: " << after_error_total << " max_inc "
                  << inc.array().abs().maxCoeff() << " error_diff "
                  << error_diff << " time : " << elapsed.count()
                  << "(us),  num_states " << frame_states.size()
                  << " num_poses " << frame_poses.size() << std::endl;

        if (after_error_total > error_total) {
          std::cout << "increased error after update!!!" << std::endl;
        }
      }

      if (inc.array().abs().maxCoeff() < 1e-4) break;

      // std::cerr << "LT\n" << LT << std::endl;
      // std::cerr << "z_p\n" << z_p.transpose() << std::endl;
      // std::cerr << "inc\n" << inc.transpose() << std::endl;
    }
  }

  if (config.vio_debug) {
    std::cout << "=================================" << std::endl;
  }
}

void KeypointVioEstimator::computeProjections(
    std::vector<Eigen::vector<Eigen::Vector4d>>& data) const {
  for (const auto& kv : obs) {
    const TimeCamId& tcid_h = kv.first;

    for (const auto& obs_kv : kv.second) {
      const TimeCamId& tcid_t = obs_kv.first;

      if (tcid_t.frame_id != last_state_t_ns) continue;

      if (tcid_h != tcid_t) {
        PoseStateWithLin state_h = getPoseStateWithLin(tcid_h.frame_id);
        PoseStateWithLin state_t = getPoseStateWithLin(tcid_t.frame_id);

        Sophus::SE3d T_t_h_sophus =
            computeRelPose(state_h.getPose(), calib.T_i_c[tcid_h.cam_id],
                           state_t.getPose(), calib.T_i_c[tcid_t.cam_id]);

        Eigen::Matrix4d T_t_h = T_t_h_sophus.matrix();

        FrameRelLinData rld;

        std::visit(
            [&](const auto& cam) {
              for (size_t i = 0; i < obs_kv.second.size(); i++) {
                const KeypointObservation& kpt_obs = obs_kv.second[i];
                const KeypointPosition& kpt_pos = kpts.at(kpt_obs.kpt_id);

                Eigen::Vector2d res;
                Eigen::Vector4d proj;

                linearizePoint(kpt_obs, kpt_pos, T_t_h, cam, res, nullptr,
                               nullptr, &proj);

                proj[3] = kpt_obs.kpt_id;
                data[tcid_t.cam_id].emplace_back(proj);
              }
            },
            calib.intrinsics[tcid_t.cam_id].variant);

      } else {
        // target and host are the same
        // residual does not depend on the pose
        // it just depends on the point

        std::visit(
            [&](const auto& cam) {
              for (size_t i = 0; i < obs_kv.second.size(); i++) {
                const KeypointObservation& kpt_obs = obs_kv.second[i];
                const KeypointPosition& kpt_pos = kpts.at(kpt_obs.kpt_id);

                Eigen::Vector2d res;
                Eigen::Vector4d proj;

                linearizePoint(kpt_obs, kpt_pos, Eigen::Matrix4d::Identity(),
                               cam, res, nullptr, nullptr, &proj);

                proj[3] = kpt_obs.kpt_id;
                data[tcid_t.cam_id].emplace_back(proj);
              }
            },
            calib.intrinsics[tcid_t.cam_id].variant);
      }
    }
  }
}

}  // namespace basalt