An isotropic noise model corresponds to a scaled diagonal covariance To construct, use one of the static methods.
|
| void | print (const std::string &name) const override |
| double | squaredMahalanobisDistance (const Vector &v) const override |
| | Squared Mahalanobis distance v'*R'*R*v = <R*v,R*v>.
|
| Vector | whiten (const Vector &v) const override |
| | Whiten an error vector.
|
| Vector | unwhiten (const Vector &v) const override |
| | Unwhiten an error vector.
|
| Matrix | Whiten (const Matrix &H) const override |
| | Whiten a matrix.
|
| void | WhitenInPlace (Matrix &H) const override |
| | In-place version.
|
| void | WhitenInPlace (Eigen::Block< Matrix > H) const override |
| | In-place version.
|
| void | whitenInPlace (Vector &v) const override |
| | in-place whiten, override if can be done more efficiently
|
| void | unwhitenInPlace (Vector &v) const override |
| | in-place unwhiten, override if can be done more efficiently
|
| void | unwhitenInPlace (Eigen::Block< Vector > &v) const override |
| | in-place unwhiten, override if can be done more efficiently
|
|
double | sigma () const |
| | Return standard deviation.
|
|
| Diagonal () |
| | constructor - no initializations, for serialization
|
| Vector | sigmas () const override |
| | Calculate standard deviations.
|
|
const Vector & | sigmasRef () const |
| | Return standard deviations without copying.
|
| void | whitenInPlace (Eigen::Block< Vector > &v) const override |
| | in-place whiten, override if can be done more efficiently
|
|
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.
|
|
| Gaussian (size_t dim=1, const std::optional< Matrix > &sqrt_information={}) |
| | constructor takes square root information matrix
|
| bool | equals (const Base &expected, double tol=1e-9) const override |
| Vector | sigmas () const override |
| | Calculate standard deviations.
|
| void | WhitenSystem (std::vector< Matrix > &A, Vector &b) const override |
| | Whiten a system, in place as well.
|
| 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 std::shared_ptr< Diagonal > | QR (Matrix &Ab) const |
| | Apply appropriately weighted QR factorization to the system [A b] Q' * [A b] = [R d] Dimensions: (r*m) * m*(n+1) = r*(n+1), where r = min(m,n).
|
|
virtual Matrix | information () const |
| | Compute information matrix.
|
|
virtual Matrix | covariance () const |
| | Compute covariance matrix.
|
|
double | logDeterminant () const |
| | Compute the log of |Σ|.
|
| double | negLogConstant () const |
| | Compute the negative log of the normalization constant for a Gaussian noise model k = 1/\sqrt(|2πΣ|).
|
| | Base (size_t dim=1) |
| | primary constructor
|
| virtual bool | isConstrained () const |
| | true if a constrained noise model, saves slow/clumsy dynamic casting
|
| virtual bool | isUnit () const |
| | true if a unit noise model, saves slow/clumsy dynamic casting
|
|
size_t | dim () const |
| | Dimensionality.
|
|
virtual double | mahalanobisDistance (const Vector &v) const |
| | Mahalanobis distance.
|
| virtual double | loss (const double squared_distance) const |
| | Loss function, input is squared Mahalanobis distance.
|
| virtual double | loss (const Vector &v) const |
| | Evaluate the loss of an unwhitened residual v.
|
| virtual Vector | unweightedWhiten (const Vector &v) const |
| | Useful function for robust noise models to get the unweighted but whitened error.
|
| virtual double | weight (const Vector &v) const |
| | get the weight from the effective loss function on residual vector v
|
|
|
static shared_ptr | Sigma (size_t dim, double sigma, bool smart=true) |
| | An isotropic noise model created by specifying a standard deviation sigma.
|
| static shared_ptr | Variance (size_t dim, double variance, bool smart=true) |
| | An isotropic noise model created by specifying a variance = sigma^2.
|
|
static shared_ptr | Precision (size_t dim, double precision, bool smart=true) |
| | An isotropic noise model created by specifying a precision.
|
| static shared_ptr | Sigmas (const Vector &sigmas, bool smart=true) |
| | A diagonal noise model created by specifying a Vector of sigmas, i.e.
|
| static shared_ptr | Variances (const Vector &variances, bool smart=true) |
| | A diagonal noise model created by specifying a Vector of variances, i.e.
|
| static shared_ptr | Precisions (const Vector &precisions, bool smart=true) |
| | A diagonal noise model created by specifying a Vector of precisions, i.e.
|
| static shared_ptr | SqrtInformation (const Matrix &R, bool smart=true) |
| | A Gaussian noise model created by specifying a square root information matrix.
|
| static shared_ptr | Information (const Matrix &M, bool smart=true) |
| | A Gaussian noise model created by specifying an information matrix.
|
| static shared_ptr | Covariance (const Matrix &covariance, bool smart=true) |
| | A Gaussian noise model created by specifying a covariance matrix.
|