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::variate_generator < boost::mt19937, boost::normal_distribution<> >	gaussian_
Eigen::VectorXd	mean_
boost::normal_distribution	normal_dist_
boost::mt19937	rng_
int	size_

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Detailed Description

Generates samples from a multivariate gaussian distribution.

Definition at line 52 of file multivariate_gaussian.h.

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Constructor & Destructor Documentation

template<typename Derived1 , typename Derived2 >

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

Definition at line 75 of file multivariate_gaussian.h.

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Member Function Documentation

template<typename Derived >

void chomp::MultivariateGaussian::sample

(

Eigen::MatrixBase< Derived > &

output

)

Definition at line 88 of file multivariate_gaussian.h.

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Member Data Documentation

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

Covariance of the gaussian distribution

Definition at line 63 of file multivariate_gaussian.h.

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

Cholesky decomposition (LL^T) of the covariance

Definition at line 64 of file multivariate_gaussian.h.

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

Definition at line 69 of file multivariate_gaussian.h.

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

Mean of the gaussian distribution

Definition at line 62 of file multivariate_gaussian.h.

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

Definition at line 68 of file multivariate_gaussian.h.

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

Definition at line 67 of file multivariate_gaussian.h.

int chomp::MultivariateGaussian::size_ [private]

Definition at line 66 of file multivariate_gaussian.h.

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

• multivariate_gaussian.h