EigenMultivariateNormal< _Scalar, _size > Class Template Reference

#include <EigenMultiVariateNormal.hpp>

List of all members.

Public Member Functions
	EigenMultivariateNormal (const Eigen::Matrix< _Scalar, _size, 1 > &meanVec, const Eigen::Matrix< _Scalar, _size, _size > &covarMat)
void	nextSample (Eigen::Matrix< _Scalar, _size, 1 > &sampleVec)
void	setCovar (const Eigen::Matrix< _Scalar, _size, _size > &covarMat)
void	setMean (const Eigen::Matrix< _Scalar, _size, 1 > &meanVec)
Private Attributes
Eigen::Matrix< _Scalar, _size, 1 >	mean
boost::normal_distribution < _Scalar >	norm
boost::variate_generator < boost::mt19937 &, boost::normal_distribution < _Scalar > >	randN
boost::mt19937	rng
Eigen::Matrix< _Scalar, _size, _size >	rot
Eigen::Matrix< _Scalar, _size, 1 >	scl

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Detailed Description

template<typename _Scalar, int _size>
class EigenMultivariateNormal< _Scalar, _size >

We find the eigen-decomposition of the covariance matrix. We create a vector of normal samples scaled by the eigenvalues. We rotate the vector by the eigenvectors. We add the mean.

Definition at line 21 of file EigenMultiVariateNormal.hpp.

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Constructor & Destructor Documentation

template<typename _Scalar, int _size>

EigenMultivariateNormal< _Scalar, _size >::EigenMultivariateNormal	(	const Eigen::Matrix< _Scalar, _size, 1 > &	meanVec,
		const Eigen::Matrix< _Scalar, _size, _size > &	covarMat
	)		[inline]

Definition at line 34 of file EigenMultiVariateNormal.hpp.

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Member Function Documentation

template<typename _Scalar, int _size>

void EigenMultivariateNormal< _Scalar, _size >::nextSample

(

Eigen::Matrix< _Scalar, _size, 1 > &

sampleVec

)

[inline]

Definition at line 58 of file EigenMultiVariateNormal.hpp.

template<typename _Scalar, int _size>

void EigenMultivariateNormal< _Scalar, _size >::setCovar

(

const Eigen::Matrix< _Scalar, _size, _size > &

covarMat

)

[inline]

Definition at line 42 of file EigenMultiVariateNormal.hpp.

template<typename _Scalar, int _size>

void EigenMultivariateNormal< _Scalar, _size >::setMean

(

const Eigen::Matrix< _Scalar, _size, 1 > &

meanVec

)

[inline]

Definition at line 53 of file EigenMultiVariateNormal.hpp.

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Member Data Documentation

template<typename _Scalar, int _size>

Eigen::Matrix<_Scalar,_size,1> EigenMultivariateNormal< _Scalar, _size >::mean [private]

Definition at line 31 of file EigenMultiVariateNormal.hpp.

template<typename _Scalar, int _size>

boost::normal_distribution<_Scalar> EigenMultivariateNormal< _Scalar, _size >::norm [private]

Definition at line 24 of file EigenMultiVariateNormal.hpp.

template<typename _Scalar, int _size>

boost::variate_generator<boost::mt19937&,boost::normal_distribution<_Scalar> > EigenMultivariateNormal< _Scalar, _size >::randN [private]

Definition at line 26 of file EigenMultiVariateNormal.hpp.

template<typename _Scalar, int _size>

boost::mt19937 EigenMultivariateNormal< _Scalar, _size >::rng [private]

Definition at line 23 of file EigenMultiVariateNormal.hpp.

template<typename _Scalar, int _size>

Eigen::Matrix<_Scalar,_size,_size> EigenMultivariateNormal< _Scalar, _size >::rot [private]

Definition at line 28 of file EigenMultiVariateNormal.hpp.

template<typename _Scalar, int _size>

Eigen::Matrix<_Scalar,_size,1> EigenMultivariateNormal< _Scalar, _size >::scl [private]

Definition at line 29 of file EigenMultiVariateNormal.hpp.

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

• EigenMultiVariateNormal.hpp