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gtsam::GaussianDensity Class Reference
Detailed Description
A GaussianDensity is a GaussianConditional without parents.
The negative log-probability is given by \( |Rx - d|^2 \) with \( \Lambda = \Sigma^{-1} = R^T R \) and \( \mu = R^{-1} d \)
Inheritance diagram for gtsam::GaussianDensity:
Public Member Functions | |
| GaussianDensity () | |
| default constructor needed for serialization | |
| GaussianDensity (const GaussianConditional &conditional) | |
| Copy constructor from GaussianConditional. | |
| GaussianDensity (Key key, const Vector &d, const Matrix &R, const SharedDiagonal &noiseModel=SharedDiagonal()) | |
| constructor using d, R | |
| void | print (const std::string &="GaussianDensity", const KeyFormatter &formatter=DefaultKeyFormatter) const override |
| print | |
| Vector | mean () const |
| Mean \( \mu = R^{-1} d \). | |
| Matrix | covariance () const |
| Covariance matrix \( \Sigma = (R^T R)^{-1} \). | |
| Public Member Functions inherited from gtsam::GaussianConditional | |
| bool | equals (const GaussianFactor &cg, double tol=1e-9) const override |
| equals function | |
| double | logNormalizationConstant () const override |
| normalization constant = 1.0 / sqrt((2*pi)^n*det(Sigma)) log = - 0.5 * n*log(2*pi) - 0.5 * log det(Sigma) | |
| double | logProbability (const VectorValues &x) const |
| Calculate log-probability log(evaluate(x)) for given values x: -error(x) - 0.5 * n*log(2*pi) - 0.5 * log det(Sigma) where x is the vector of values, and Sigma is the covariance matrix. | |
| double | evaluate (const VectorValues &x) const |
| Calculate probability density for given values x: exp(logProbability(x)) == exp(-GaussianFactor::error(x)) / sqrt((2*pi)^n*det(Sigma)) where x is the vector of values, and Sigma is the covariance matrix. | |
| double | operator() (const VectorValues &x) const |
| Evaluate probability density, sugar. | |
| VectorValues | solve (const VectorValues &parents) const |
Solves a conditional Gaussian and writes the solution into the entries of x for each frontal variable of the conditional. | |
| VectorValues | solveOtherRHS (const VectorValues &parents, const VectorValues &rhs) const |
| void | solveTransposeInPlace (VectorValues &gy) const |
| Performs transpose backsubstition in place on values. | |
| JacobianFactor::shared_ptr | likelihood (const VectorValues &frontalValues) const |
| Convert to a likelihood factor by providing value before bar. | |
| JacobianFactor::shared_ptr | likelihood (const Vector &frontal) const |
| Single variable version of likelihood. | |
| VectorValues | sample (std::mt19937_64 *rng) const |
| Sample from conditional, zero parent version Example: std::mt19937_64 rng(42); auto sample = gbn.sample(&rng);. | |
| VectorValues | sample (const VectorValues &parentsValues, std::mt19937_64 *rng) const |
| Sample from conditional, given missing variables Example: std::mt19937_64 rng(42); VectorValues given = ...; auto sample = gbn.sample(given, &rng);. | |
| VectorValues | sample () const |
| Sample, use default rng. | |
| VectorValues | sample (const VectorValues &parentsValues) const |
| Sample with given values, use default rng. | |
| constABlock | R () const |
| Return a view of the upper-triangular R block of the conditional. | |
| constABlock | S () const |
| Get a view of the parent blocks. | |
| constABlock | S (const_iterator it) const |
| Get a view of the S matrix for the variable pointed to by the given key iterator. | |
| const constBVector | d () const |
| Get a view of the r.h.s. | |
| double | determinant () const |
| Compute the determinant of the R matrix. | |
| double | logDeterminant () const |
| Compute the log determinant of the R matrix. | |
| double | logProbability (const HybridValues &x) const override |
| Calculate log-probability log(evaluate(x)) for HybridValues x. | |
| double | evaluate (const HybridValues &x) const override |
| Calculate probability for HybridValues x. | |
| double | operator() (const HybridValues &x) const |
| Evaluate probability density, sugar. | |
| double | error (const VectorValues &c) const override |
| GaussianConditional () | |
| default constructor needed for serialization | |
| GaussianConditional (Key key, const Vector &d, const Matrix &R, const SharedDiagonal &sigmas=SharedDiagonal()) | |
| constructor with no parents |Rx-d| | |
| GaussianConditional (Key key, const Vector &d, const Matrix &R, Key parent1, const Matrix &S, const SharedDiagonal &sigmas=SharedDiagonal()) | |
| constructor with only one parent |Rx+Sy-d| | |
| GaussianConditional (Key key, const Vector &d, const Matrix &R, Key parent1, const Matrix &S, Key parent2, const Matrix &T, const SharedDiagonal &sigmas=SharedDiagonal()) | |
| constructor with two parents |Rx+Sy+Tz-d| | |
| template<typename TERMS> | |
| GaussianConditional (const TERMS &terms, size_t nrFrontals, const Vector &d, const SharedDiagonal &sigmas=SharedDiagonal()) | |
| Constructor with arbitrary number of frontals and parents. | |
| template<typename KEYS> | |
| GaussianConditional (const KEYS &keys, size_t nrFrontals, const VerticalBlockMatrix &augmentedMatrix, const SharedDiagonal &sigmas=SharedDiagonal()) | |
| Constructor with arbitrary number keys, and where the augmented matrix is given all together instead of in block terms. | |
| Public Member Functions inherited from gtsam::JacobianFactor | |
| JacobianFactor (const GaussianFactor &gf) | |
| Convert from other GaussianFactor. | |
| JacobianFactor (const JacobianFactor &jf) | |
| Copy constructor. | |
| JacobianFactor (const HessianFactor &hf) | |
| Conversion from HessianFactor (does Cholesky to obtain Jacobian matrix). | |
| JacobianFactor () | |
| default constructor for I/O | |
| JacobianFactor (const Vector &b_in) | |
| Construct Null factor. | |
| JacobianFactor (Key i1, const Matrix &A1, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
| Construct unary factor. | |
| JacobianFactor (Key i1, const Matrix &A1, Key i2, const Matrix &A2, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
| Construct binary factor. | |
| JacobianFactor (Key i1, const Matrix &A1, Key i2, const Matrix &A2, Key i3, const Matrix &A3, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
| Construct ternary factor. | |
| template<typename TERMS> | |
| JacobianFactor (const TERMS &terms, const Vector &b, const SharedDiagonal &model=SharedDiagonal()) | |
| Construct an n-ary factor. | |
| template<typename KEYS> | |
| JacobianFactor (const KEYS &keys, const VerticalBlockMatrix &augmentedMatrix, const SharedDiagonal &sigmas=SharedDiagonal()) | |
| Constructor with arbitrary number keys, and where the augmented matrix is given all together instead of in block terms. | |
| JacobianFactor (const GaussianFactorGraph &graph) | |
| Build a dense joint factor from all the factors in a factor graph. | |
| JacobianFactor (const GaussianFactorGraph &graph, const VariableSlots &p_variableSlots) | |
| Build a dense joint factor from all the factors in a factor graph. | |
| JacobianFactor (const GaussianFactorGraph &graph, const Ordering &ordering) | |
| Build a dense joint factor from all the factors in a factor graph. | |
| JacobianFactor (const GaussianFactorGraph &graph, const Ordering &ordering, const VariableSlots &p_variableSlots) | |
| Build a dense joint factor from all the factors in a factor graph. | |
| ~JacobianFactor () override | |
| Virtual destructor. | |
| GaussianFactor::shared_ptr | clone () const override |
| Clone this JacobianFactor. | |
| void | print (const std::string &s="", const KeyFormatter &formatter=DefaultKeyFormatter) const override |
| print | |
| bool | equals (const GaussianFactor &lf, double tol=1e-9) const override |
| Equals for testable. | |
| Vector | unweighted_error (const VectorValues &c) const |
| Vector | error_vector (const VectorValues &c) const |
| (A*x-b) | |
| double | error (const VectorValues &c) const override |
| Matrix | augmentedInformation () const override |
| Return the augmented information matrix represented by this GaussianFactor. | |
| Matrix | information () const override |
| Return the non-augmented information matrix represented by this GaussianFactor. | |
| void | hessianDiagonalAdd (VectorValues &d) const override |
| Add the current diagonal to a VectorValues instance. | |
| void | hessianDiagonal (double *d) const override |
| Raw memory access version of hessianDiagonal. | |
| std::map< Key, Matrix > | hessianBlockDiagonal () const override |
| Return the block diagonal of the Hessian for this factor. | |
| std::pair< Matrix, Vector > | jacobian () const override |
| Returns (dense) A,b pair associated with factor, bakes in the weights. | |
| std::pair< Matrix, Vector > | jacobianUnweighted () const |
| Returns (dense) A,b pair associated with factor, does not bake in weights. | |
| Matrix | augmentedJacobian () const override |
| Return (dense) matrix associated with factor. | |
| Matrix | augmentedJacobianUnweighted () const |
| Return (dense) matrix associated with factor. | |
| const VerticalBlockMatrix & | matrixObject () const |
| Return the full augmented Jacobian matrix of this factor as a VerticalBlockMatrix object. | |
| VerticalBlockMatrix & | matrixObject () |
| Mutable access to the full augmented Jacobian matrix of this factor as a VerticalBlockMatrix object. | |
| GaussianFactor::shared_ptr | negate () const override |
| Construct the corresponding anti-factor to negate information stored stored in this factor. | |
| bool | isConstrained () const |
| is noise model constrained ? | |
| DenseIndex | getDim (const_iterator variable) const override |
| Return the dimension of the variable pointed to by the given key iterator todo: Remove this in favor of keeping track of dimensions with variables? | |
| size_t | rows () const |
| return the number of rows in the corresponding linear system | |
| size_t | cols () const |
| return the number of columns in the corresponding linear system | |
| const SharedDiagonal & | get_model () const |
| get a copy of model | |
| SharedDiagonal & | get_model () |
| get a copy of model (non-const version) | |
| const constBVector | getb () const |
| Get a view of the r.h.s. | |
| constABlock | getA (const_iterator variable) const |
| Get a view of the A matrix for the variable pointed to by the given key iterator. | |
| constABlock | getA () const |
| Get a view of the A matrix, not weighted by noise. | |
| BVector | getb () |
| Get a view of the r.h.s. | |
| ABlock | getA (iterator variable) |
| Get a view of the A matrix for the variable pointed to by the given key iterator (non-const version). | |
| ABlock | getA () |
| Get a view of the A matrix. | |
| void | updateHessian (const KeyVector &keys, SymmetricBlockMatrix *info) const override |
| Update an information matrix by adding the information corresponding to this factor (used internally during elimination). | |
| Vector | operator* (const VectorValues &x) const |
| Return A*x. | |
| void | transposeMultiplyAdd (double alpha, const Vector &e, VectorValues &x) const |
| x += alpha * A'*e. | |
| void | multiplyHessianAdd (double alpha, const VectorValues &x, VectorValues &y) const override |
| y += alpha * A'*A*x | |
| void | multiplyHessianAdd (double alpha, const double *x, double *y, const std::vector< size_t > &accumulatedDims) const |
| Raw memory access version of multiplyHessianAdd y += alpha * A'*A*x Requires the vector accumulatedDims to tell the dimension of each variable: e.g.: x0 has dim 3, x2 has dim 6, x3 has dim 2, then accumulatedDims is [0 3 9 11 13] NOTE: size of accumulatedDims is size of keys + 1! | |
| VectorValues | gradientAtZero () const override |
| A'*b for Jacobian. | |
| void | gradientAtZero (double *d) const override |
| A'*b for Jacobian (raw memory version). | |
| Vector | gradient (Key key, const VectorValues &x) const override |
| Compute the gradient wrt a key at any values. | |
| JacobianFactor | whiten () const |
| Return a whitened version of the factor, i.e. | |
| std::pair< boost::shared_ptr< GaussianConditional >, shared_ptr > | eliminate (const Ordering &keys) |
| Eliminate the requested variables. | |
| void | setModel (bool anyConstrained, const Vector &sigmas) |
| set noiseModel correctly | |
| boost::shared_ptr< GaussianConditional > | splitConditional (size_t nrFrontals) |
| splits a pre-factorized factor into a conditional, and changes the current factor to be the remaining component. | |
| double | error (const HybridValues &c) const override |
| All factor types need to implement an error function. | |
| VectorValues | hessianDiagonal () const |
| Using the base method. | |
| Public Member Functions inherited from gtsam::GaussianFactor | |
| GaussianFactor () | |
| Default constructor creates empty factor. | |
| template<typename CONTAINER> | |
| GaussianFactor (const CONTAINER &keys) | |
| Construct from container of keys. | |
| virtual | ~GaussianFactor () |
| Destructor. | |
| VectorValues | hessianDiagonal () const |
| Return the diagonal of the Hessian for this factor. | |
| Public Member Functions inherited from gtsam::Factor | |
| virtual | ~Factor ()=default |
| Default destructor. | |
| bool | empty () const |
| Whether the factor is empty (involves zero variables). | |
| Key | front () const |
| First key. | |
| Key | back () const |
| Last key. | |
| const_iterator | find (Key key) const |
| find | |
| const KeyVector & | keys () const |
| Access the factor's involved variable keys. | |
| const_iterator | begin () const |
| Iterator at beginning of involved variable keys. | |
| const_iterator | end () const |
| Iterator at end of involved variable keys. | |
| size_t | size () const |
| virtual void | printKeys (const std::string &s="Factor", const KeyFormatter &formatter=DefaultKeyFormatter) const |
| print only keys | |
| bool | equals (const This &other, double tol=1e-9) const |
| check equality | |
| KeyVector & | keys () |
| iterator | begin () |
| Iterator at beginning of involved variable keys. | |
| iterator | end () |
| Iterator at end of involved variable keys. | |
| Public Member Functions inherited from gtsam::Conditional< JacobianFactor, GaussianConditional > | |
| void | print (const std::string &s="Conditional", const KeyFormatter &formatter=DefaultKeyFormatter) const |
| print with optional formatter | |
| bool | equals (const This &c, double tol=1e-9) const |
| check equality | |
| size_t | nrFrontals () const |
| return the number of frontals | |
| size_t | nrParents () const |
| return the number of parents | |
| Key | firstFrontalKey () const |
| Convenience function to get the first frontal key. | |
| Frontals | frontals () const |
| return a view of the frontal keys | |
| Parents | parents () const |
| return a view of the parent keys | |
| double | operator() (const HybridValues &x) const |
| Evaluate probability density, sugar. | |
| double | normalizationConstant () const |
| Non-virtual, exponentiate logNormalizationConstant. | |
| JacobianFactor::const_iterator | beginFrontals () const |
| Iterator pointing to first frontal key. | |
| JacobianFactor::const_iterator | endFrontals () const |
| Iterator pointing past the last frontal key. | |
| JacobianFactor::const_iterator | beginParents () const |
| Iterator pointing to the first parent key. | |
| JacobianFactor::const_iterator | endParents () const |
| Iterator pointing past the last parent key. | |
Static Public Member Functions | |
| static GaussianDensity | FromMeanAndStddev (Key key, const Vector &mean, double sigma) |
| Construct using a mean and standard deviation. | |
| static GaussianConditional | FromMeanAndStddev (Key key, const Vector &mu, double sigma) |
| Construct from mean mu and standard deviation sigma. | |
| static GaussianConditional | FromMeanAndStddev (Key key, const Matrix &A, Key parent, const Vector &b, double sigma) |
| Construct from conditional mean A1 p1 + b and standard deviation. | |
| static GaussianConditional | FromMeanAndStddev (Key key, const Matrix &A1, Key parent1, const Matrix &A2, Key parent2, const Vector &b, double sigma) |
| Construct from conditional mean A1 p1 + A2 p2 + b and standard deviation sigma. | |
| template<typename... Args> | |
| static shared_ptr | sharedMeanAndStddev (Args &&... args) |
| Create shared pointer by forwarding arguments to fromMeanAndStddev. | |
| template<typename ITERATOR> | |
| static shared_ptr | Combine (ITERATOR firstConditional, ITERATOR lastConditional) |
| Combine several GaussianConditional into a single dense GC. | |
| Static Public Member Functions inherited from gtsam::GaussianFactor | |
| template<typename CONTAINER> | |
| static DenseIndex | Slot (const CONTAINER &keys, Key key) |
| static bool | CheckInvariants (const GaussianConditional &conditional, const VALUES &x) |
| Check invariants of this conditional, given the values x. | |
Public Types | |
| typedef boost::shared_ptr< GaussianDensity > | shared_ptr |
| Public Types inherited from gtsam::GaussianConditional | |
| typedef GaussianConditional | This |
| Typedef to this class. | |
| typedef boost::shared_ptr< This > | shared_ptr |
| shared_ptr to this class | |
| typedef JacobianFactor | BaseFactor |
| Typedef to our factor base class. | |
| typedef Conditional< BaseFactor, This > | BaseConditional |
| Typedef to our conditional base class. | |
| Public Types inherited from gtsam::JacobianFactor | |
| typedef JacobianFactor | This |
| Typedef to this class. | |
| typedef GaussianFactor | Base |
| Typedef to base class. | |
| typedef boost::shared_ptr< This > | shared_ptr |
| shared_ptr to this class | |
| typedef VerticalBlockMatrix::Block | ABlock |
| typedef VerticalBlockMatrix::constBlock | constABlock |
| typedef ABlock::ColXpr | BVector |
| typedef constABlock::ConstColXpr | constBVector |
| Public Types inherited from gtsam::GaussianFactor | |
| typedef GaussianFactor | This |
| This class. | |
| typedef boost::shared_ptr< This > | shared_ptr |
| shared_ptr to this class | |
| typedef Factor | Base |
| Our base class. | |
| Public Types inherited from gtsam::Factor | |
| typedef KeyVector::iterator | iterator |
| Iterator over keys. | |
| typedef KeyVector::const_iterator | const_iterator |
| Const iterator over keys. | |
| Public Types inherited from gtsam::Conditional< JacobianFactor, GaussianConditional > | |
| typedef boost::iterator_range< typename JacobianFactor::const_iterator > | Frontals |
| View of the frontal keys (call frontals()). | |
| typedef boost::iterator_range< typename JacobianFactor::const_iterator > | Parents |
| View of the separator keys (call parents()). | |
Additional Inherited Members | |
| Protected Member Functions inherited from gtsam::JacobianFactor | |
| template<typename TERMS> | |
| void | fillTerms (const TERMS &terms, const Vector &b, const SharedDiagonal &noiseModel) |
| Internal function to fill blocks and set dimensions. | |
| Factor () | |
| Default constructor for I/O. | |
| template<typename CONTAINER> | |
| Factor (const CONTAINER &keys) | |
| Construct factor from container of keys. | |
| template<typename ITERATOR> | |
| Factor (ITERATOR first, ITERATOR last) | |
| Construct factor from iterator keys. | |
| Protected Member Functions inherited from gtsam::Conditional< JacobianFactor, GaussianConditional > | |
| Conditional () | |
| Empty Constructor to make serialization possible. | |
| template<typename CONTAINER> | |
| static Factor | FromKeys (const CONTAINER &keys) |
| Construct factor from container of keys. | |
| template<typename ITERATOR> | |
| static Factor | FromIterators (ITERATOR first, ITERATOR last) |
| Construct factor from iterator keys. | |
| Protected Attributes inherited from gtsam::JacobianFactor | |
| VerticalBlockMatrix | Ab_ |
| noiseModel::Diagonal::shared_ptr | model_ |
| Protected Attributes inherited from gtsam::Factor | |
| KeyVector | keys_ |
| The keys involved in this factor. | |
| Protected Attributes inherited from gtsam::Conditional< JacobianFactor, GaussianConditional > | |
| size_t | nrFrontals_ |
| The first nrFrontal variables are frontal and the rest are parents. | |
Member Function Documentation
◆ print()
|
overridevirtual |
Reimplemented from gtsam::GaussianConditional.
The documentation for this class was generated from the following files:
- /tmp/gtsam-4.2-docs.H5EUbA/src/gtsam/linear/GaussianDensity.h
- /tmp/gtsam-4.2-docs.H5EUbA/src/gtsam/linear/GaussianDensity.cpp
