#include <GaussianDensity.h>
Public Types | |
typedef boost::shared_ptr< GaussianDensity > | shared_ptr |
Public Types inherited from gtsam::GaussianConditional | |
typedef Conditional< BaseFactor, This > | BaseConditional |
Typedef to our conditional base class. More... | |
typedef JacobianFactor | BaseFactor |
Typedef to our factor base class. More... | |
typedef boost::shared_ptr< This > | shared_ptr |
shared_ptr to this class More... | |
typedef GaussianConditional | This |
Typedef to this class. More... | |
Public Types inherited from gtsam::JacobianFactor | |
typedef VerticalBlockMatrix::Block | ABlock |
typedef GaussianFactor | Base |
Typedef to base class. More... | |
typedef ABlock::ColXpr | BVector |
typedef VerticalBlockMatrix::constBlock | constABlock |
typedef constABlock::ConstColXpr | constBVector |
typedef boost::shared_ptr< This > | shared_ptr |
shared_ptr to this class More... | |
typedef JacobianFactor | This |
Typedef to this class. More... | |
Public Types inherited from gtsam::GaussianFactor | |
typedef Factor | Base |
Our base class. More... | |
typedef boost::shared_ptr< This > | shared_ptr |
shared_ptr to this class More... | |
typedef GaussianFactor | This |
This class. More... | |
Public Types inherited from gtsam::Factor | |
typedef KeyVector::const_iterator | const_iterator |
Const iterator over keys. More... | |
typedef KeyVector::iterator | iterator |
Iterator over keys. More... | |
Public Types inherited from gtsam::Conditional< JacobianFactor, GaussianConditional > | |
typedef boost::iterator_range< typename JacobianFactor::const_iterator > | Frontals |
typedef boost::iterator_range< typename JacobianFactor::const_iterator > | Parents |
Public Member Functions | |
Matrix | covariance () const |
Covariance matrix . More... | |
GaussianDensity () | |
default constructor needed for serialization More... | |
GaussianDensity (const GaussianConditional &conditional) | |
Copy constructor from GaussianConditional. More... | |
GaussianDensity (Key key, const Vector &d, const Matrix &R, const SharedDiagonal &noiseModel=SharedDiagonal()) | |
constructor using d, R More... | |
Vector | mean () const |
Mean . More... | |
void | print (const std::string &="GaussianDensity", const KeyFormatter &formatter=DefaultKeyFormatter) const override |
print More... | |
Public Member Functions inherited from gtsam::GaussianConditional | |
const constBVector | d () const |
bool | equals (const GaussianFactor &cg, double tol=1e-9) const override |
GaussianConditional () | |
GaussianConditional (Key key, const Vector &d, const Matrix &R, const SharedDiagonal &sigmas=SharedDiagonal()) | |
GaussianConditional (Key key, const Vector &d, const Matrix &R, Key name1, const Matrix &S, const SharedDiagonal &sigmas=SharedDiagonal()) | |
GaussianConditional (Key key, const Vector &d, const Matrix &R, Key name1, const Matrix &S, Key name2, const Matrix &T, const SharedDiagonal &sigmas=SharedDiagonal()) | |
template<typename TERMS > | |
GaussianConditional (const TERMS &terms, size_t nrFrontals, const Vector &d, const SharedDiagonal &sigmas=SharedDiagonal()) | |
template<typename KEYS > | |
GaussianConditional (const KEYS &keys, size_t nrFrontals, const VerticalBlockMatrix &augmentedMatrix, const SharedDiagonal &sigmas=SharedDiagonal()) | |
constABlock | R () const |
constABlock | S () const |
constABlock | S (const_iterator it) const |
void | scaleFrontalsBySigma (VectorValues &gy) const |
VectorValues | solve (const VectorValues &parents) const |
VectorValues | solveOtherRHS (const VectorValues &parents, const VectorValues &rhs) const |
void | solveTransposeInPlace (VectorValues &gy) const |
Public Member Functions inherited from gtsam::JacobianFactor | |
Matrix | augmentedInformation () const override |
Matrix | augmentedJacobian () const override |
Matrix | augmentedJacobianUnweighted () const |
GaussianFactor::shared_ptr | clone () const override |
size_t | cols () const |
std::pair< boost::shared_ptr< GaussianConditional >, shared_ptr > | eliminate (const Ordering &keys) |
bool | empty () const override |
bool | equals (const GaussianFactor &lf, double tol=1e-9) const override |
double | error (const VectorValues &c) const override |
Vector | error_vector (const VectorValues &c) const |
const SharedDiagonal & | get_model () const |
SharedDiagonal & | get_model () |
constABlock | getA (const_iterator variable) const |
constABlock | getA () const |
ABlock | getA (iterator variable) |
ABlock | getA () |
const constBVector | getb () const |
BVector | getb () |
DenseIndex | getDim (const_iterator variable) const override |
Vector | gradient (Key key, const VectorValues &x) const override |
Compute the gradient wrt a key at any values. More... | |
VectorValues | gradientAtZero () const override |
A'*b for Jacobian. More... | |
void | gradientAtZero (double *d) const override |
A'*b for Jacobian (raw memory version) More... | |
std::map< Key, Matrix > | hessianBlockDiagonal () const override |
Return the block diagonal of the Hessian for this factor. More... | |
void | hessianDiagonal (double *d) const override |
Raw memory access version of hessianDiagonal. More... | |
void | hessianDiagonalAdd (VectorValues &d) const override |
Add the current diagonal to a VectorValues instance. More... | |
Matrix | information () const override |
bool | isConstrained () const |
std::pair< Matrix, Vector > | jacobian () const override |
Returns (dense) A,b pair associated with factor, bakes in the weights. More... | |
JacobianFactor (const GaussianFactor &gf) | |
JacobianFactor (const JacobianFactor &jf) | |
JacobianFactor (const HessianFactor &hf) | |
JacobianFactor () | |
JacobianFactor (const Vector &b_in) | |
JacobianFactor (Key i1, const Matrix &A1, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
JacobianFactor (Key i1, const Matrix &A1, Key i2, const Matrix &A2, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
JacobianFactor (Key i1, const Matrix &A1, Key i2, const Matrix &A2, Key i3, const Matrix &A3, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
template<typename TERMS > | |
JacobianFactor (const TERMS &terms, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
template<typename KEYS > | |
JacobianFactor (const KEYS &keys, const VerticalBlockMatrix &augmentedMatrix, const SharedDiagonal &sigmas=SharedDiagonal()) | |
JacobianFactor (const GaussianFactorGraph &graph) | |
JacobianFactor (const GaussianFactorGraph &graph, const VariableSlots &p_variableSlots) | |
JacobianFactor (const GaussianFactorGraph &graph, const Ordering &ordering) | |
JacobianFactor (const GaussianFactorGraph &graph, const Ordering &ordering, const VariableSlots &p_variableSlots) | |
std::pair< Matrix, Vector > | jacobianUnweighted () const |
Returns (dense) A,b pair associated with factor, does not bake in weights. More... | |
const VerticalBlockMatrix & | matrixObject () const |
VerticalBlockMatrix & | matrixObject () |
void | multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const override |
void | multiplyHessianAdd (double alpha, const double *x, double *y, const std::vector< size_t > &accumulatedDims) const |
GaussianFactor::shared_ptr | negate () const override |
Vector | operator* (const VectorValues &x) const |
void | print (const std::string &s="", const KeyFormatter &formatter=DefaultKeyFormatter) const override |
print More... | |
size_t | rows () const |
void | setModel (bool anyConstrained, const Vector &sigmas) |
boost::shared_ptr< GaussianConditional > | splitConditional (size_t nrFrontals) |
void | transposeMultiplyAdd (double alpha, const Vector &e, VectorValues &x) const |
Vector | unweighted_error (const VectorValues &c) const |
void | updateHessian (const KeyVector &keys, SymmetricBlockMatrix *info) const override |
JacobianFactor | whiten () const |
~JacobianFactor () override | |
Public Member Functions inherited from gtsam::GaussianFactor | |
GaussianFactor () | |
template<typename CONTAINER > | |
GaussianFactor (const CONTAINER &keys) | |
VectorValues | hessianDiagonal () const |
Return the diagonal of the Hessian for this factor. More... | |
virtual | ~GaussianFactor () |
Public Member Functions inherited from gtsam::Factor | |
virtual | ~Factor ()=default |
Default destructor. More... | |
Key | front () const |
First key. More... | |
Key | back () const |
Last key. More... | |
const_iterator | find (Key key) const |
find More... | |
const KeyVector & | keys () const |
Access the factor's involved variable keys. More... | |
const_iterator | begin () const |
const_iterator | end () const |
size_t | size () const |
virtual void | printKeys (const std::string &s="Factor", const KeyFormatter &formatter=DefaultKeyFormatter) const |
print only keys More... | |
KeyVector & | keys () |
iterator | begin () |
iterator | end () |
Public Member Functions inherited from gtsam::Conditional< JacobianFactor, GaussianConditional > | |
void | print (const std::string &s="Conditional", const KeyFormatter &formatter=DefaultKeyFormatter) const |
bool | equals (const This &c, double tol=1e-9) const |
size_t | nrFrontals () const |
size_t | nrParents () const |
Key | firstFrontalKey () const |
Frontals | frontals () const |
Parents | parents () const |
JacobianFactor::const_iterator | beginFrontals () const |
JacobianFactor::const_iterator | endFrontals () const |
JacobianFactor::const_iterator | beginParents () const |
JacobianFactor::const_iterator | endParents () const |
size_t & | nrFrontals () |
JacobianFactor::iterator | beginFrontals () |
JacobianFactor::iterator | endFrontals () |
JacobianFactor::iterator | beginParents () |
JacobianFactor::iterator | endParents () |
Static Public Member Functions | |
static GaussianDensity | FromMeanAndStddev (Key key, const Vector &mean, const double &sigma) |
Construct using a mean and variance. More... | |
Static Public Member Functions inherited from gtsam::GaussianConditional | |
template<typename ITERATOR > | |
static shared_ptr | Combine (ITERATOR firstConditional, ITERATOR lastConditional) |
Static Public Member Functions inherited from gtsam::GaussianFactor | |
template<typename CONTAINER > | |
static DenseIndex | Slot (const CONTAINER &keys, Key key) |
Additional Inherited Members | |
Protected Member Functions inherited from gtsam::JacobianFactor | |
template<typename TERMS > | |
void | fillTerms (const TERMS &terms, const Vector &b, const SharedDiagonal &noiseModel) |
Internal function to fill blocks and set dimensions. More... | |
Protected Member Functions inherited from gtsam::Factor | |
Factor () | |
template<typename CONTAINER > | |
Factor (const CONTAINER &keys) | |
template<typename ITERATOR > | |
Factor (ITERATOR first, ITERATOR last) | |
bool | equals (const This &other, double tol=1e-9) const |
check equality More... | |
Protected Member Functions inherited from gtsam::Conditional< JacobianFactor, GaussianConditional > | |
Conditional () | |
Conditional (size_t nrFrontals) | |
Static Protected Member Functions inherited from gtsam::Factor | |
template<typename CONTAINER > | |
static Factor | FromKeys (const CONTAINER &keys) |
template<typename ITERATOR > | |
static Factor | FromIterators (ITERATOR first, ITERATOR last) |
Protected Attributes inherited from gtsam::JacobianFactor | |
VerticalBlockMatrix | Ab_ |
noiseModel::Diagonal::shared_ptr | model_ |
Protected Attributes inherited from gtsam::Factor | |
KeyVector | keys_ |
The keys involved in this factor. More... | |
Protected Attributes inherited from gtsam::Conditional< JacobianFactor, GaussianConditional > | |
size_t | nrFrontals_ |
A Gaussian density.
It is implemented as a GaussianConditional without parents. The negative log-probability is given by with and
Definition at line 33 of file GaussianDensity.h.
typedef boost::shared_ptr<GaussianDensity> gtsam::GaussianDensity::shared_ptr |
Definition at line 37 of file GaussianDensity.h.
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inline |
default constructor needed for serialization
Definition at line 40 of file GaussianDensity.h.
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inline |
Copy constructor from GaussianConditional.
Definition at line 45 of file GaussianDensity.h.
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inline |
constructor using d, R
Definition at line 52 of file GaussianDensity.h.
Matrix gtsam::GaussianDensity::covariance | ( | ) | const |
Covariance matrix .
Definition at line 51 of file GaussianDensity.cpp.
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static |
Construct using a mean and variance.
Definition at line 26 of file GaussianDensity.cpp.
Vector gtsam::GaussianDensity::mean | ( | ) | const |
Mean .
Definition at line 45 of file GaussianDensity.cpp.
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overridevirtual |
Reimplemented from gtsam::GaussianConditional.
Definition at line 32 of file GaussianDensity.cpp.