Public Member Functions | Private Attributes | List of all members
chomp::MultivariateGaussian Class Reference

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

#include <multivariate_gaussian.h>

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_

Detailed Description

Generates samples from a multivariate gaussian distribution.

Definition at line 52 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 75 of file multivariate_gaussian.h.

Member Function Documentation

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

Definition at line 89 of file multivariate_gaussian.h.

Member Data Documentation

Eigen::MatrixXd chomp::MultivariateGaussian::covariance_

Covariance of the gaussian distribution

Definition at line 63 of file multivariate_gaussian.h.

Eigen::MatrixXd chomp::MultivariateGaussian::covariance_cholesky_

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_

Definition at line 69 of file multivariate_gaussian.h.

Eigen::VectorXd chomp::MultivariateGaussian::mean_

Mean of the gaussian distribution

Definition at line 62 of file multivariate_gaussian.h.

boost::normal_distribution chomp::MultivariateGaussian::normal_dist_

Definition at line 68 of file multivariate_gaussian.h.

boost::mt19937 chomp::MultivariateGaussian::rng_

Definition at line 67 of file multivariate_gaussian.h.

int chomp::MultivariateGaussian::size_

Definition at line 66 of file multivariate_gaussian.h.

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

Author(s): Gil Jones , Mrinal Kalakrishnan
autogenerated on Sun Oct 18 2020 13:17:08