#include <GaussianDensity.h>

Inheritance diagram for gtsam::GaussianDensity:

[legend]

Public Types
typedef std::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 std::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 std::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 std::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 std::pair< typename JacobianFactor ::const_iterator, typename JacobianFactor ::const_iterator >	ConstFactorRange

typedef ConstFactorRangeIterator	Frontals

typedef ConstFactorRangeIterator	Parents

Public Member Functions
Matrix	covariance () const
	Covariance matrix $\Sigma = (R^T R)^{-1}$ . 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 $\mu = R^{-1} d$ . More...

void	print (const std::string &="GaussianDensity", const KeyFormatter &formatter=DefaultKeyFormatter) const override
	print More...

Public Member Functions inherited from gtsam::GaussianConditional
bool	equals (const GaussianFactor &cg, double tol=1e-9) const override

double	negLogConstant () const override
	Return the negative log of the normalization constant. More...

double	logProbability (const VectorValues &x) const

double	evaluate (const VectorValues &x) const

double	operator() (const VectorValues &x) const
	Evaluate probability density, sugar. More...

VectorValues	solve (const VectorValues &parents) const

VectorValues	solveOtherRHS (const VectorValues &parents, const VectorValues &rhs) const

void	solveTransposeInPlace (VectorValues &gy) const

JacobianFactor::shared_ptr	likelihood (const VectorValues &frontalValues) const

JacobianFactor::shared_ptr	likelihood (const Vector &frontal) const

VectorValues	sample (std::mt19937_64 *rng=nullptr) const

VectorValues	sample (const VectorValues &parentsValues, std::mt19937_64 *rng=nullptr) const

constABlock	R () const

constABlock	S () const

constABlock	S (const_iterator it) const

const constBVector	d () const

double	determinant () const
	Compute the determinant of the R matrix. More...

double	logDeterminant () const
	Compute the log determinant of the R matrix. More...

double	logProbability (const HybridValues &x) const override

double	evaluate (const HybridValues &x) const override

double	error (const VectorValues &c) 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 parent1, const Matrix &S, const SharedDiagonal &sigmas=SharedDiagonal())

	GaussianConditional (Key key, const Vector &d, const Matrix &R, Key parent1, const Matrix &S, Key parent2, 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())
	Constructor with an arbitrary number of keys, where the augmented matrix is given all together instead of in block terms. More...

template<typename KEYS >
	GaussianConditional (const KEYS &keys, size_t nrFrontals, VerticalBlockMatrix &&augmentedMatrix, const SharedDiagonal &sigmas=SharedDiagonal())
	Constructor with an arbitrary number of keys, where the augmented matrix is given all together instead of in block terms, using move semantics for efficiency. More...

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< std::shared_ptr< GaussianConditional >, shared_ptr >	eliminate (const Ordering &keys)

bool	equals (const GaussianFactor &lf, double tol=1e-9) const override
	assert equality up to a tolerance More...

double	error (const HybridValues &c) const override

virtual double	error (const VectorValues &c) const

double	error (const VectorValues &c) const override

Vector	error_vector (const VectorValues &c) const

SharedDiagonal &	get_model ()

const SharedDiagonal &	get_model () const

ABlock	getA ()

constABlock	getA () const

ABlock	getA (const Key &key)

constABlock	getA (const_iterator variable) const

ABlock	getA (iterator variable)

BVector	getb ()

const constBVector	getb () const

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 ()

	JacobianFactor (const GaussianFactor &gf)

	JacobianFactor (const GaussianFactorGraph &graph)

	JacobianFactor (const GaussianFactorGraph &graph, const Ordering &ordering)

	JacobianFactor (const GaussianFactorGraph &graph, const Ordering &ordering, const VariableSlots &p_variableSlots)

	JacobianFactor (const GaussianFactorGraph &graph, const VariableSlots &p_variableSlots)

	JacobianFactor (const HessianFactor &hf)

	JacobianFactor (const JacobianFactor &jf)

template<typename KEYS >
	JacobianFactor (const KEYS &keys, const VerticalBlockMatrix &augmentedMatrix, const SharedDiagonal &sigmas=SharedDiagonal())

template<typename KEYS >
	JacobianFactor (const KEYS &keys, VerticalBlockMatrix &&augmentedMatrix, const SharedDiagonal &model)

template<typename TERMS >
	JacobianFactor (const TERMS &terms, const Vector &b, const SharedDiagonal &model=SharedDiagonal())

	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())

std::pair< Matrix, Vector >	jacobianUnweighted () const
	Returns (dense) A,b pair associated with factor, does not bake in weights. More...

VerticalBlockMatrix &	matrixObject ()

const VerticalBlockMatrix &	matrixObject () const

void	multiplyHessianAdd (double alpha, const double x, double y, const std::vector< size_t > &accumulatedDims) const

void	multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const override

GaussianFactor::shared_ptr	negate () const override

Vector	operator* (const VectorValues &x) const

JacobianFactor &	operator= (const JacobianFactor &jf)=default

void	print (const std::string &s="", const KeyFormatter &formatter=DefaultKeyFormatter) const override
	print with optional string More...

size_t	rows () const

void	setModel (bool anyConstrained, const Vector &sigmas)

std::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)

double	error (const HybridValues &c) const override

VectorValues	hessianDiagonal () const
	Return the diagonal of the Hessian for this factor. More...

Public Member Functions inherited from gtsam::Factor
virtual	~Factor ()=default
	Default destructor. More...

bool	empty () const
	Whether the factor is empty (involves zero variables). 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...

bool	equals (const This &other, double tol=1e-9) const
	check equality 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

virtual	~Conditional ()

size_t	nrFrontals () const

size_t	nrParents () const

Key	firstFrontalKey () const

Frontals	frontals () const

Parents	parents () const

double	operator() (const HybridValues &x) const
	Evaluate probability density, sugar. More...

virtual double	negLogConstant () const
	All conditional types need to implement this as the negative log of the normalization constant to make it such that error>=0. More...

size_t &	nrFrontals ()

JacobianFactor ::const_iterator	beginFrontals () const

JacobianFactor ::iterator	beginFrontals ()

JacobianFactor ::const_iterator	endFrontals () const

JacobianFactor ::iterator	endFrontals ()

JacobianFactor ::const_iterator	beginParents () const

JacobianFactor ::iterator	beginParents ()

JacobianFactor ::const_iterator	endParents () const

JacobianFactor ::iterator	endParents ()

Static Public Member Functions
static GaussianDensity	FromMeanAndStddev (Key key, const Vector &mean, double sigma)
	Construct using a mean and standard deviation. More...

Static Public Member Functions inherited from gtsam::GaussianConditional
static GaussianConditional	FromMeanAndStddev (Key key, const Vector &mu, double sigma)
	Construct from mean `mu` and standard deviation `sigma`. More...

static GaussianConditional	FromMeanAndStddev (Key key, const Matrix &A, Key parent, const Vector &b, double sigma)
	Construct from conditional mean `A1 p1 + b` and standard deviation. More...

static GaussianConditional	FromMeanAndStddev (Key key, const Matrix &A1, Key parent1, const Matrix &A2, Key parent2, const Vector &b, double sigma)

template<typename... Args>
static shared_ptr	sharedMeanAndStddev (Args &&... args)
	Create shared pointer by forwarding arguments to fromMeanAndStddev. More...

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)

Static Public Member Functions inherited from gtsam::Conditional< JacobianFactor, GaussianConditional >
static bool	CheckInvariants (const GaussianConditional &conditional, const VALUES &x)

Additional Inherited Members
Protected Member Functions inherited from gtsam::JacobianFactor
void	checkAb (const SharedDiagonal &model, const VerticalBlockMatrix &augmentedMatrix) const
	Common code between VerticalBlockMatrix constructors. More...

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)

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_

Detailed Description

A GaussianDensity is a GaussianConditional without parents. The negative log-probability is given by $ |Rx - d|^2 $ with $\Lambda = \Sigma^{-1} = R^T R$ and $\mu = R^{-1} d$

Definition at line 32 of file GaussianDensity.h.

Member Typedef Documentation

◆ shared_ptr

typedef std::shared_ptr<GaussianDensity> gtsam::GaussianDensity::shared_ptr

Definition at line 36 of file GaussianDensity.h.

Constructor & Destructor Documentation

◆ GaussianDensity() [1/3]

gtsam::GaussianDensity::GaussianDensity ( )

inline

default constructor needed for serialization

Definition at line 39 of file GaussianDensity.h.

◆ GaussianDensity() [2/3]

gtsam::GaussianDensity::GaussianDensity ( const GaussianConditional & conditional )

inline

Copy constructor from GaussianConditional.

Definition at line 44 of file GaussianDensity.h.

◆ GaussianDensity() [3/3]

gtsam::GaussianDensity::GaussianDensity	(	Key	key,
		const Vector &	d,
		const Matrix &	R,
		const SharedDiagonal &	noiseModel = `SharedDiagonal()`
	)

inline

constructor using d, R

Definition at line 51 of file GaussianDensity.h.

Member Function Documentation

◆ covariance()

Matrix gtsam::GaussianDensity::covariance ( ) const

Covariance matrix $\Sigma = (R^T R)^{-1}$ .

Definition at line 55 of file GaussianDensity.cpp.

◆ FromMeanAndStddev()

GaussianDensity gtsam::GaussianDensity::FromMeanAndStddev	(	Key	key,
		const Vector &	mean,
		double	sigma
	)

static

Construct using a mean and standard deviation.

Definition at line 29 of file GaussianDensity.cpp.

◆ mean()

Vector gtsam::GaussianDensity::mean ( ) const

Mean $\mu = R^{-1} d$ .

Definition at line 49 of file GaussianDensity.cpp.

◆ print()

void gtsam::GaussianDensity::print	(	const std::string &	s = `"GaussianDensity"`,
		const KeyFormatter &	formatter = `DefaultKeyFormatter`
	)		const

overridevirtual

print

Reimplemented from gtsam::GaussianConditional.

Definition at line 36 of file GaussianDensity.cpp.

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

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ shared_ptr

Constructor & Destructor Documentation

◆ GaussianDensity() [1/3]

◆ GaussianDensity() [2/3]

◆ GaussianDensity() [3/3]

Member Function Documentation

◆ covariance()

◆ FromMeanAndStddev()

◆ mean()

◆ print()