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_

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