Detailed Description

Unit: i.i.d.

unit-variance noise on all m dimensions.

Inheritance diagram for gtsam::noiseModel::Unit:

Public Member Functions
	Unit (size_t dim=1)
	constructor for serialization

bool	isUnit () const override
	true if a unit noise model, saves slow/clumsy dynamic casting More...

void	print (const std::string &name) const override

double	squaredMahalanobisDistance (const Vector &v) const override
	Squared Mahalanobis distance v'R'Rv = <Rv,R*v> More...

Vector	whiten (const Vector &v) const override
	Whiten an error vector. More...

Vector	unwhiten (const Vector &v) const override
	Unwhiten an error vector. More...

Matrix	Whiten (const Matrix &H) const override
	Multiply a derivative with R (derivative of whiten) Equivalent to whitening each column of the input matrix. More...

void	WhitenInPlace (Matrix &) const override
	In-place version. More...

void	WhitenInPlace (Eigen::Block< Matrix >) const override
	In-place version. More...

void	whitenInPlace (Vector &) const override
	in-place whiten, override if can be done more efficiently More...

void	unwhitenInPlace (Vector &) const override
	in-place unwhiten, override if can be done more efficiently More...

void	whitenInPlace (Eigen::Block< Vector > &) const override
	in-place whiten, override if can be done more efficiently More...

void	unwhitenInPlace (Eigen::Block< Vector > &) const override
	in-place unwhiten, override if can be done more efficiently More...

Public Member Functions inherited from gtsam::noiseModel::Isotropic
void	print (const std::string &name) const override

double	squaredMahalanobisDistance (const Vector &v) const override
	Squared Mahalanobis distance v'R'Rv = <Rv,R*v> More...

Vector	whiten (const Vector &v) const override
	Whiten an error vector. More...

Vector	unwhiten (const Vector &v) const override
	Unwhiten an error vector. More...

Matrix	Whiten (const Matrix &H) const override
	Multiply a derivative with R (derivative of whiten) Equivalent to whitening each column of the input matrix. More...

void	WhitenInPlace (Matrix &H) const override
	In-place version. More...

void	whitenInPlace (Vector &v) const override
	in-place whiten, override if can be done more efficiently More...

void	WhitenInPlace (Eigen::Block< Matrix > H) const override
	In-place version. More...

double	sigma () const
	Return standard deviation.

Public Member Functions inherited from gtsam::noiseModel::Diagonal
	Diagonal ()
	constructor - no initializations, for serialization

void	print (const std::string &name) const override

Vector	sigmas () const override
	Calculate standard deviations. More...

Vector	whiten (const Vector &v) const override
	Whiten an error vector. More...

Vector	unwhiten (const Vector &v) const override
	Unwhiten an error vector. More...

Matrix	Whiten (const Matrix &H) const override
	Multiply a derivative with R (derivative of whiten) Equivalent to whitening each column of the input matrix. More...

void	WhitenInPlace (Matrix &H) const override
	In-place version. More...

void	WhitenInPlace (Eigen::Block< Matrix > H) const override
	In-place version. More...

double	sigma (size_t i) const
	Return standard deviations (sqrt of diagonal)

const Vector &	invsigmas () const
	Return sqrt precisions.

double	invsigma (size_t i) const

const Vector &	precisions () const
	Return precisions.

double	precision (size_t i) const

Matrix	R () const override
	Return R itself, but note that Whiten(H) is cheaper than R*H. More...

Public Member Functions inherited from gtsam::noiseModel::Gaussian
	Gaussian (size_t dim=1, const boost::optional< Matrix > &sqrt_information=boost::none)
	constructor takes square root information matrix

void	print (const std::string &name) const override

bool	equals (const Base &expected, double tol=1e-9) const override

Vector	sigmas () const override
	Calculate standard deviations. More...

Vector	whiten (const Vector &v) const override
	Whiten an error vector. More...

Vector	unwhiten (const Vector &v) const override
	Unwhiten an error vector. More...

Matrix	Whiten (const Matrix &H) const override
	Multiply a derivative with R (derivative of whiten) Equivalent to whitening each column of the input matrix. More...

virtual void	WhitenInPlace (Matrix &H) const
	In-place version. More...

virtual void	WhitenInPlace (Eigen::Block< Matrix > H) const
	In-place version. More...

void	WhitenSystem (std::vector< Matrix > &A, Vector &b) const override
	Whiten a system, in place as well. More...

void	WhitenSystem (Matrix &A, Vector &b) const override

void	WhitenSystem (Matrix &A1, Matrix &A2, Vector &b) const override

void	WhitenSystem (Matrix &A1, Matrix &A2, Matrix &A3, Vector &b) const override

virtual boost::shared_ptr< Diagonal >	QR (Matrix &Ab) const
	Apply appropriately weighted QR factorization to the system [A b] Q' * [A b] = [R d] Dimensions: (rm) m(n+1) = r(n+1), where r = min(m,n). More...

virtual Matrix	R () const
	Return R itself, but note that Whiten(H) is cheaper than R*H. More...

virtual Matrix	information () const
	Compute information matrix.

virtual Matrix	covariance () const
	Compute covariance matrix.

Public Member Functions inherited from gtsam::noiseModel::Base
	Base (size_t dim=1)
	primary constructor More...

virtual bool	isConstrained () const
	true if a constrained noise model, saves slow/clumsy dynamic casting More...

virtual bool	isUnit () const
	true if a unit noise model, saves slow/clumsy dynamic casting More...

size_t	dim () const
	Dimensionality.

virtual void	print (const std::string &name="") const =0

virtual bool	equals (const Base &expected, double tol=1e-9) const =0

virtual Vector	sigmas () const
	Calculate standard deviations. More...

virtual Vector	whiten (const Vector &v) const =0
	Whiten an error vector. More...

virtual Matrix	Whiten (const Matrix &H) const =0
	Whiten a matrix. More...

virtual Vector	unwhiten (const Vector &v) const =0
	Unwhiten an error vector. More...

virtual double	squaredMahalanobisDistance (const Vector &v) const
	Squared Mahalanobis distance v'R'Rv = <Rv,R*v> More...

virtual double	mahalanobisDistance (const Vector &v) const
	Mahalanobis distance.

virtual double	loss (const double squared_distance) const
	loss function, input is Mahalanobis distance More...

virtual void	WhitenSystem (std::vector< Matrix > &A, Vector &b) const =0

virtual void	WhitenSystem (Matrix &A, Vector &b) const =0

virtual void	WhitenSystem (Matrix &A1, Matrix &A2, Vector &b) const =0

virtual void	WhitenSystem (Matrix &A1, Matrix &A2, Matrix &A3, Vector &b) const =0

virtual void	whitenInPlace (Vector &v) const
	in-place whiten, override if can be done more efficiently More...

virtual void	unwhitenInPlace (Vector &v) const
	in-place unwhiten, override if can be done more efficiently More...

virtual void	whitenInPlace (Eigen::Block< Vector > &v) const
	in-place whiten, override if can be done more efficiently More...

virtual void	unwhitenInPlace (Eigen::Block< Vector > &v) const
	in-place unwhiten, override if can be done more efficiently More...

virtual Vector	unweightedWhiten (const Vector &v) const
	Useful function for robust noise models to get the unweighted but whitened error. More...

virtual double	weight (const Vector &v) const
	get the weight from the effective loss function on residual vector v More...

Static Public Member Functions
static shared_ptr	Create (size_t dim)
	Create a unit covariance noise model.

Static Public Member Functions inherited from gtsam::noiseModel::Isotropic
static shared_ptr	Sigma (size_t dim, double sigma, bool smart=true)
	An isotropic noise model created by specifying a standard devation sigma.

static shared_ptr	Variance (size_t dim, double variance, bool smart=true)
	An isotropic noise model created by specifying a variance = sigma^2. More...

static shared_ptr	Precision (size_t dim, double precision, bool smart=true)
	An isotropic noise model created by specifying a precision.

Static Public Member Functions inherited from gtsam::noiseModel::Diagonal
static shared_ptr	Sigmas (const Vector &sigmas, bool smart=true)
	A diagonal noise model created by specifying a Vector of sigmas, i.e. More...

static shared_ptr	Variances (const Vector &variances, bool smart=true)
	A diagonal noise model created by specifying a Vector of variances, i.e. More...

static shared_ptr	Precisions (const Vector &precisions, bool smart=true)
	A diagonal noise model created by specifying a Vector of precisions, i.e. More...

Static Public Member Functions inherited from gtsam::noiseModel::Gaussian
static shared_ptr	SqrtInformation (const Matrix &R, bool smart=true)
	A Gaussian noise model created by specifying a square root information matrix. More...

static shared_ptr	Information (const Matrix &M, bool smart=true)
	A Gaussian noise model created by specifying an information matrix. More...

static shared_ptr	Covariance (const Matrix &covariance, bool smart=true)
	A Gaussian noise model created by specifying a covariance matrix. More...

Public Types
typedef boost::shared_ptr< Unit >	shared_ptr

Public Types inherited from gtsam::noiseModel::Isotropic
typedef boost::shared_ptr< Isotropic >	shared_ptr

Public Types inherited from gtsam::noiseModel::Diagonal
typedef boost::shared_ptr< Diagonal >	shared_ptr

Public Types inherited from gtsam::noiseModel::Gaussian
typedef boost::shared_ptr< Gaussian >	shared_ptr

Public Types inherited from gtsam::noiseModel::Base
typedef boost::shared_ptr< Base >	shared_ptr

Friends
class	boost::serialization::access
	Serialization function.

Additional Inherited Members
Protected Member Functions inherited from gtsam::noiseModel::Isotropic
	Isotropic (size_t dim, double sigma)
	protected constructor takes sigma

Protected Member Functions inherited from gtsam::noiseModel::Diagonal
	Diagonal (const Vector &sigmas)
	constructor to allow for disabling initialization of invsigmas

Protected Attributes inherited from gtsam::noiseModel::Isotropic
double	sigma_

double	invsigma_

Protected Attributes inherited from gtsam::noiseModel::Diagonal
Vector	sigmas_
	Standard deviations (sigmas), their inverse and inverse square (weights/precisions) These are all computed at construction: the idea is to use one shared model where computation is done only once, the common use case in many problems.

Vector	invsigmas_

Vector	precisions_

Protected Attributes inherited from gtsam::noiseModel::Gaussian
boost::optional< Matrix >	sqrt_information_
	Matrix square root of information matrix (R)

Protected Attributes inherited from gtsam::noiseModel::Base
size_t	dim_

Member Function Documentation

◆ isUnit()

bool gtsam::noiseModel::Unit::isUnit ( ) const

inlineoverridevirtual

true if a unit noise model, saves slow/clumsy dynamic casting

Reimplemented from gtsam::noiseModel::Base.

◆ print()

void gtsam::noiseModel::Unit::print ( const std::string & name ) const

overridevirtual

Reimplemented from gtsam::noiseModel::Isotropic.

◆ squaredMahalanobisDistance()

double gtsam::noiseModel::Unit::squaredMahalanobisDistance ( const Vector & v ) const

inlineoverridevirtual

Squared Mahalanobis distance v'*R'*R*v = <R*v,R*v>

Reimplemented from gtsam::noiseModel::Isotropic.

◆ unwhiten()

Vector gtsam::noiseModel::Unit::unwhiten ( const Vector & v ) const

inlineoverridevirtual

Unwhiten an error vector.

Reimplemented from gtsam::noiseModel::Isotropic.

◆ unwhitenInPlace() [1/2]

void gtsam::noiseModel::Unit::unwhitenInPlace ( Eigen::Block< Vector > & v ) const

inlineoverridevirtual

in-place unwhiten, override if can be done more efficiently

Reimplemented from gtsam::noiseModel::Base.

◆ unwhitenInPlace() [2/2]

void gtsam::noiseModel::Unit::unwhitenInPlace ( Vector & v ) const

inlineoverridevirtual

in-place unwhiten, override if can be done more efficiently

Reimplemented from gtsam::noiseModel::Base.

◆ Whiten()

Matrix gtsam::noiseModel::Unit::Whiten ( const Matrix & H ) const

inlineoverridevirtual

Multiply a derivative with R (derivative of whiten) Equivalent to whitening each column of the input matrix.

Reimplemented from gtsam::noiseModel::Isotropic.

◆ whiten()

Vector gtsam::noiseModel::Unit::whiten ( const Vector & v ) const

inlineoverridevirtual

Whiten an error vector.

Reimplemented from gtsam::noiseModel::Isotropic.

◆ WhitenInPlace() [1/2]

void gtsam::noiseModel::Unit::WhitenInPlace ( Eigen::Block< Matrix > H ) const

inlineoverridevirtual

In-place version.

Reimplemented from gtsam::noiseModel::Isotropic.

◆ whitenInPlace() [1/2]

void gtsam::noiseModel::Unit::whitenInPlace ( Eigen::Block< Vector > & v ) const

inlineoverridevirtual

in-place whiten, override if can be done more efficiently

Reimplemented from gtsam::noiseModel::Base.

◆ WhitenInPlace() [2/2]

void gtsam::noiseModel::Unit::WhitenInPlace ( Matrix & H ) const

inlineoverridevirtual

In-place version.

Reimplemented from gtsam::noiseModel::Isotropic.

◆ whitenInPlace() [2/2]

void gtsam::noiseModel::Unit::whitenInPlace ( Vector & v ) const

inlineoverridevirtual

in-place whiten, override if can be done more efficiently

Reimplemented from gtsam::noiseModel::Isotropic.

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

/Users/dellaert/git/github/gtsam/linear/NoiseModel.h
/Users/dellaert/git/github/gtsam/linear/NoiseModel.cpp

Detailed Description

Public Member Functions

Static Public Member Functions

Public Types

Friends

Additional Inherited Members

Member Function Documentation

◆ isUnit()

◆ print()

◆ squaredMahalanobisDistance()

◆ unwhiten()

◆ unwhitenInPlace() [1/2]

◆ unwhitenInPlace() [2/2]

◆ Whiten()

◆ whiten()

◆ WhitenInPlace() [1/2]

◆ whitenInPlace() [1/2]

◆ WhitenInPlace() [2/2]

◆ whitenInPlace() [2/2]