Merged in enriquefernandezperdomo/gtsam/covariance_inverse_llt (pull request #228)

Add Gaussian::Covariance NOTE about inverse
release/4.3a0
Frank Dellaert 2016-02-12 13:11:37 -08:00
commit 3ff07a2d34
1 changed files with 4 additions and 1 deletions

View File

@ -120,7 +120,10 @@ Gaussian::shared_ptr Gaussian::Covariance(const Matrix& covariance,
if (variances)
return Diagonal::Variances(*variances, true);
else {
// TODO: can we do this more efficiently and still get an upper triangular nmatrix??
// NOTE: if cov = L'*L, then the square root information R can be found by
// QR, as L.inverse() = Q*R, with Q some rotation matrix. However, R has
// annoying sign flips with respect the simpler Information(inv(cov)),
// hence we choose the simpler path here:
return Information(covariance.inverse(), false);
}
}