gaussian.h
Go to the documentation of this file.
00001 // $Id$
00002 // Copyright (C) 2002 Klaas Gadeyne <first dot last at gmail dot com>
00003 // Copyright (C) 2008 Tinne De Laet <first dot last at mech dot kuleuven dot be>
00004 //
00005 // This program is free software; you can redistribute it and/or modify
00006 // it under the terms of the GNU Lesser General Public License as published by
00007 // the Free Software Foundation; either version 2.1 of the License, or
00008 // (at your option) any later version.
00009 //
00010 // This program is distributed in the hope that it will be useful,
00011 // but WITHOUT ANY WARRANTY; without even the implied warranty of
00012 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
00013 // GNU Lesser General Public License for more details.
00014 //
00015 // You should have received a copy of the GNU Lesser General Public License
00016 // along with this program; if not, write to the Free Software
00017 // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
00018 //
00019 #ifndef GAUSSIAN_H
00020 #define GAUSSIAN_H
00021 
00022 #include "pdf.h"
00023 
00024 namespace BFL
00025 {
00027   class Gaussian: public Pdf<MatrixWrapper::ColumnVector>
00028     {
00029     private:
00030       MatrixWrapper::ColumnVector _Mu;
00031       MatrixWrapper::SymmetricMatrix _Sigma;
00032 
00033       // variables to avoid recalculation of inverse
00034       mutable bool _Sigma_changed;
00035       mutable MatrixWrapper::SymmetricMatrix _Sigma_inverse;
00036       mutable double _sqrt_pow;
00037       mutable ColumnVector _diff; //needed in probabilityGet
00038       mutable ColumnVector _tempColumn; //needed in probabilityGet
00039       // variables to avoid allocation on the heap during resampling
00040       mutable ColumnVector _samples;
00041       mutable ColumnVector _sampleValue;
00042       mutable Matrix _Low_triangle;
00043 
00044     public:
00046 
00050       Gaussian (const MatrixWrapper::ColumnVector& Mu, const MatrixWrapper::SymmetricMatrix& Sigma);
00051 
00053       Gaussian (int dimension = 0);
00054 
00056 
00058       virtual ~Gaussian();
00059 
00061       friend std::ostream& operator<< (std::ostream& os, const Gaussian& g);
00062 
00064       virtual Gaussian* Clone() const;
00065 
00066       // Redefinition of pure virtuals
00067       virtual Probability ProbabilityGet(const MatrixWrapper::ColumnVector& input) const;
00068       bool SampleFrom (vector<Sample<MatrixWrapper::ColumnVector> >& list_samples,
00069                        const int num_samples,
00070                        int method=DEFAULT,
00071                        void * args=NULL) const;
00072       virtual bool SampleFrom (Sample<MatrixWrapper::ColumnVector>& one_sample, int method=DEFAULT, void * args=NULL) const;
00073 
00074       virtual MatrixWrapper::ColumnVector ExpectedValueGet() const;
00075       virtual MatrixWrapper::SymmetricMatrix CovarianceGet() const;
00076 
00077       // For a Gaussian this should be possible
00079 
00082       void ExpectedValueSet (const MatrixWrapper::ColumnVector& mu);
00083 
00085 
00088       void CovarianceSet (const MatrixWrapper::SymmetricMatrix& cov);
00089     };
00090 
00091 } // end namespace
00092 #endif


bfl
Author(s): Klaas Gadeyne, Wim Meeussen, Tinne Delaet and many others. See web page for a full contributor list. ROS package maintained by Wim Meeussen.
autogenerated on Mon Feb 11 2019 03:45:12