gtsam
4.0.0
gtsam
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An isotropic noise model corresponds to a scaled diagonal covariance To construct, use one of the static methods.
Public Member Functions | |
virtual void | print (const std::string &name) const |
virtual double | Mahalanobis (const Vector &v) const |
Mahalanobis distance v'*R'*R*v = <R*v,R*v> | |
virtual Vector | whiten (const Vector &v) const |
Whiten an error vector. | |
virtual Vector | unwhiten (const Vector &v) const |
Unwhiten an error vector. | |
virtual Matrix | Whiten (const Matrix &H) const |
Multiply a derivative with R (derivative of whiten) Equivalent to whitening each column of the input matrix. | |
virtual void | WhitenInPlace (Matrix &H) const |
In-place version. | |
virtual void | whitenInPlace (Vector &v) const |
in-place whiten, override if can be done more efficiently | |
virtual void | WhitenInPlace (Eigen::Block< Matrix > H) const |
In-place version. | |
double | sigma () const |
Return standard deviation. | |
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virtual Vector | sigmas () const |
Calculate standard deviations. | |
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 |
virtual Matrix | R () const |
Return R itself, but note that Whiten(H) is cheaper than R*H. | |
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virtual bool | equals (const Base &expected, double tol=1e-9) const |
virtual double | distance (const Vector &v) const |
virtual void | WhitenSystem (std::vector< Matrix > &A, Vector &b) const |
Whiten a system, in place as well. | |
virtual void | WhitenSystem (Matrix &A, Vector &b) const |
virtual void | WhitenSystem (Matrix &A1, Matrix &A2, Vector &b) const |
virtual void | WhitenSystem (Matrix &A1, Matrix &A2, Matrix &A3, Vector &b) const |
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: (r*m) * m*(n+1) = r*(n+1), where r = min(m,n). More... | |
virtual Matrix | information () const |
Compute information matrix. | |
virtual Matrix | covariance () const |
Compute covariance matrix. | |
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Base (size_t dim=1) | |
primary constructor More... | |
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 void | unwhitenInPlace (Vector &v) const |
in-place unwhiten, override if can be done more efficiently | |
virtual void | whitenInPlace (Eigen::Block< Vector > &v) const |
in-place whiten, override if can be done more efficiently | |
virtual void | unwhitenInPlace (Eigen::Block< Vector > &v) const |
in-place unwhiten, override if can be done more efficiently | |
Static Public Member Functions | |
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. | |
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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... | |
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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< Isotropic > | shared_ptr |
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typedef boost::shared_ptr< Diagonal > | shared_ptr |
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typedef boost::shared_ptr< Gaussian > | shared_ptr |
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typedef boost::shared_ptr< Base > | shared_ptr |
Protected Member Functions | |
Isotropic (size_t dim, double sigma) | |
protected constructor takes sigma | |
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Diagonal () | |
protected constructor - no initializations | |
Diagonal (const Vector &sigmas) | |
constructor to allow for disabling initialization of invsigmas | |
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Gaussian (size_t dim=1, const boost::optional< Matrix > &sqrt_information=boost::none) | |
protected constructor takes square root information matrix | |
Protected Attributes | |
double | sigma_ |
double | invsigma_ |
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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_ |
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boost::optional< Matrix > | sqrt_information_ |
Matrix square root of information matrix (R) | |
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size_t | dim_ |
Friends | |
class | boost::serialization::access |
Serialization function. | |
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static |
An isotropic noise model created by specifying a variance = sigma^2.
dim | The dimension of this noise model |
variance | The variance of this noise model |
smart | check if can be simplified to derived class |