Program Listing for File multivariate_gaussian.h
↰ Return to documentation for file (include/chomp_motion_planner/multivariate_gaussian.h
)
/*********************************************************************
* Software License Agreement (BSD License)
*
* Copyright (c) 2009, Willow Garage, Inc.
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
*
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above
* copyright notice, this list of conditions and the following
* disclaimer in the documentation and/or other materials provided
* with the distribution.
* * Neither the name of Willow Garage nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
* "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
* LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
* FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
* COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
* INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
* BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
* CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
* LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
* ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*********************************************************************/
/* Author: Mrinal Kalakrishnan */
#pragma once
#include <random>
#include <cstdlib>
#include <eigen3/Eigen/Cholesky>
#include <eigen3/Eigen/Core>
#include <rsl/random.hpp>
namespace chomp
{
class MultivariateGaussian
{
public:
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:
Eigen::VectorXd mean_;
Eigen::MatrixXd covariance_;
Eigen::MatrixXd covariance_cholesky_;
int size_;
std::normal_distribution<double> gaussian_;
};
template <typename Derived1, typename Derived2>
MultivariateGaussian::MultivariateGaussian(const Eigen::MatrixBase<Derived1>& mean,
const Eigen::MatrixBase<Derived2>& covariance)
: mean_(mean), covariance_(covariance), covariance_cholesky_(covariance_.llt().matrixL()), gaussian_(0.0, 1.0)
{
size_ = mean.rows();
}
template <typename Derived>
void MultivariateGaussian::sample(Eigen::MatrixBase<Derived>& output)
{
for (int i = 0; i < size_; ++i)
output(i) = gaussian_(rsl::rng());
output = mean_ + covariance_cholesky_ * output;
}
} // namespace chomp