Public Member Functions | Private Attributes
chomp::MultivariateGaussian Class Reference

Generates samples from a multivariate gaussian distribution. More...

#include <multivariate_gaussian.h>

List of all members.

Public Member Functions

template<typename Derived1 , typename Derived2 >
 MultivariateGaussian (const Eigen::MatrixBase< Derived1 > &mean, const Eigen::MatrixBase< Derived2 > &covariance)
template<typename Derived >
void sample (Eigen::MatrixBase< Derived > &output)

Private Attributes

Eigen::MatrixXd covariance_
Eigen::MatrixXd covariance_cholesky_
< boost::mt19937,
boost::normal_distribution<> > 
Eigen::VectorXd mean_
boost::normal_distribution normal_dist_
boost::mt19937 rng_
int size_

Detailed Description

Generates samples from a multivariate gaussian distribution.

Definition at line 53 of file multivariate_gaussian.h.

Constructor & Destructor Documentation

template<typename Derived1 , typename Derived2 >
chomp::MultivariateGaussian::MultivariateGaussian ( const Eigen::MatrixBase< Derived1 > &  mean,
const Eigen::MatrixBase< Derived2 > &  covariance 

Definition at line 76 of file multivariate_gaussian.h.

Member Function Documentation

template<typename Derived >
void chomp::MultivariateGaussian::sample ( Eigen::MatrixBase< Derived > &  output)

Definition at line 88 of file multivariate_gaussian.h.

Member Data Documentation

Eigen::MatrixXd chomp::MultivariateGaussian::covariance_ [private]

Covariance of the gaussian distribution

Definition at line 64 of file multivariate_gaussian.h.

Cholesky decomposition (LL^T) of the covariance

Definition at line 65 of file multivariate_gaussian.h.

boost::variate_generator<boost::mt19937, boost::normal_distribution<> > chomp::MultivariateGaussian::gaussian_ [private]

Definition at line 70 of file multivariate_gaussian.h.

Eigen::VectorXd chomp::MultivariateGaussian::mean_ [private]

Mean of the gaussian distribution

Definition at line 63 of file multivariate_gaussian.h.

boost::normal_distribution chomp::MultivariateGaussian::normal_dist_ [private]

Definition at line 69 of file multivariate_gaussian.h.

boost::mt19937 chomp::MultivariateGaussian::rng_ [private]

Definition at line 68 of file multivariate_gaussian.h.

Definition at line 67 of file multivariate_gaussian.h.

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

Author(s): Gil Jones
autogenerated on Wed Sep 16 2015 04:42:45