chomp_motion_planner: multivariate_gaussian.h Source File

Go to the documentation of this file.
00001 /*********************************************************************
00002  * Software License Agreement (BSD License)
00003  *
00004  *  Copyright (c) 2009, Willow Garage, Inc.
00005  *  All rights reserved.
00006  *
00007  *  Redistribution and use in source and binary forms, with or without
00008  *  modification, are permitted provided that the following conditions
00009  *  are met:
00010  *
00011  *   * Redistributions of source code must retain the above copyright
00012  *     notice, this list of conditions and the following disclaimer.
00013  *   * Redistributions in binary form must reproduce the above
00014  *     copyright notice, this list of conditions and the following
00015  *     disclaimer in the documentation and/or other materials provided
00016  *     with the distribution.
00017  *   * Neither the name of Willow Garage nor the names of its
00018  *     contributors may be used to endorse or promote products derived
00019  *     from this software without specific prior written permission.
00020  *
00021  *  THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
00022  *  "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
00023  *  LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
00024  *  FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
00025  *  COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
00026  *  INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
00027  *  BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
00028  *  LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
00029  *  CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
00030  *  LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
00031  *  ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
00032  *  POSSIBILITY OF SUCH DAMAGE.
00033  *********************************************************************/
00034 
00035 /* Author: Mrinal Kalakrishnan */
00036 
00037 #ifndef MULTIVARIATE_GAUSSIAN_H_
00038 #define MULTIVARIATE_GAUSSIAN_H_
00039 
00040 #include <eigen3/Eigen/Core>
00041 #include <eigen3/Eigen/Cholesky>
00042 #include <boost/random/variate_generator.hpp>
00043 #include <boost/random/normal_distribution.hpp>
00044 #include <boost/random/mersenne_twister.hpp>
00045 #include <cstdlib>
00046 
00047 namespace chomp
00048 {
00052 class MultivariateGaussian
00053 {
00054 public:
00055   template <typename Derived1, typename Derived2>
00056   MultivariateGaussian(const Eigen::MatrixBase<Derived1>& mean, const Eigen::MatrixBase<Derived2>& covariance);
00057 
00058   template <typename Derived>
00059   void sample(Eigen::MatrixBase<Derived>& output);
00060 
00061 private:
00062   Eigen::VectorXd mean_;                
00063   Eigen::MatrixXd covariance_;          
00064   Eigen::MatrixXd covariance_cholesky_; 
00066   int size_;
00067   boost::mt19937 rng_;
00068   boost::normal_distribution<> normal_dist_;
00069   boost::variate_generator<boost::mt19937, boost::normal_distribution<> > gaussian_;
00070 };
00071 
00073 
00074 template <typename Derived1, typename Derived2>
00075 MultivariateGaussian::MultivariateGaussian(const Eigen::MatrixBase<Derived1>& mean,
00076                                            const Eigen::MatrixBase<Derived2>& covariance)
00077   : mean_(mean)
00078   , covariance_(covariance)
00079   , covariance_cholesky_(covariance_.llt().matrixL())
00080   , normal_dist_(0.0, 1.0)
00081   , gaussian_(rng_, normal_dist_)
00082 {
00083   rng_.seed(rand());
00084   size_ = mean.rows();
00085 }
00086 
00087 template <typename Derived>
00088 void MultivariateGaussian::sample(Eigen::MatrixBase<Derived>& output)
00089 {
00090   for (int i = 0; i < size_; ++i)
00091     output(i) = gaussian_();
00092   output = mean_ + covariance_cholesky_ * output;
00093 }
00094 }
00095 
00096 #endif /* MULTIVARIATE_GAUSSIAN_H_ */