multivariate_gaussian.h
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00034 
00035 /* Author: Mrinal Kalakrishnan */
00036 
00037 #ifndef MULTIVARIATE_GAUSSIAN_H_
00038 #define MULTIVARIATE_GAUSSIAN_H_
00039 
00040 #include <eigen3/Eigen/Core>
00041 #include <eigen3/Eigen/Cholesky>
00042 #include <boost/random/variate_generator.hpp>
00043 #include <boost/random/normal_distribution.hpp>
00044 #include <boost/random/mersenne_twister.hpp>
00045 #include <cstdlib>
00046 
00047 namespace chomp
00048 {
00052 class MultivariateGaussian
00053 {
00054 public:
00055   template <typename Derived1, typename Derived2>
00056   MultivariateGaussian(const Eigen::MatrixBase<Derived1>& mean, const Eigen::MatrixBase<Derived2>& covariance);
00057 
00058   template <typename Derived>
00059   void sample(Eigen::MatrixBase<Derived>& output);
00060 
00061 private:
00062   Eigen::VectorXd mean_;                
00063   Eigen::MatrixXd covariance_;          
00064   Eigen::MatrixXd covariance_cholesky_; 
00066   int size_;
00067   boost::mt19937 rng_;
00068   boost::normal_distribution<> normal_dist_;
00069   boost::variate_generator<boost::mt19937, boost::normal_distribution<> > gaussian_;
00070 };
00071 
00073 
00074 template <typename Derived1, typename Derived2>
00075 MultivariateGaussian::MultivariateGaussian(const Eigen::MatrixBase<Derived1>& mean,
00076                                            const Eigen::MatrixBase<Derived2>& covariance)
00077   : mean_(mean)
00078   , covariance_(covariance)
00079   , covariance_cholesky_(covariance_.llt().matrixL())
00080   , normal_dist_(0.0, 1.0)
00081   , gaussian_(rng_, normal_dist_)
00082 {
00083   rng_.seed(rand());
00084   size_ = mean.rows();
00085 }
00086 
00087 template <typename Derived>
00088 void MultivariateGaussian::sample(Eigen::MatrixBase<Derived>& output)
00089 {
00090   for (int i = 0; i < size_; ++i)
00091     output(i) = gaussian_();
00092   output = mean_ + covariance_cholesky_ * output;
00093 }
00094 }
00095 
00096 #endif /* MULTIVARIATE_GAUSSIAN_H_ */


chomp_motion_planner
Author(s): Gil Jones , Mrinal Kalakrishnan
autogenerated on Wed Jun 19 2019 19:24:07