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new linear class: Gaussian Density

release/4.3a0
Frank Dellaert 2012-01-22 06:27:14 +00:00
parent 4137cfe9d7
commit b1e6f3c526
5 changed files with 309 additions and 139 deletions
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285
.cproject
View File

@ -258,6 +258,14 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussianFactor.run" path="linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testGaussianFactor.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="all" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -284,7 +292,6 @@
</target>
<target name="tests/testBayesTree.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>tests/testBayesTree.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -292,7 +299,6 @@
</target>
<target name="testBinaryBayesNet.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testBinaryBayesNet.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -340,7 +346,6 @@
</target>
<target name="testSymbolicBayesNet.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSymbolicBayesNet.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -348,7 +353,6 @@
</target>
<target name="tests/testSymbolicFactor.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>tests/testSymbolicFactor.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -356,7 +360,6 @@
</target>
<target name="testSymbolicFactorGraph.run" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSymbolicFactorGraph.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -372,20 +375,11 @@
</target>
<target name="tests/testBayesTree" path="inference" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>tests/testBayesTree</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testGaussianFactor.run" path="linear/tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>testGaussianFactor.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -412,6 +406,7 @@
</target>
<target name="testGraph.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testGraph.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -483,6 +478,7 @@
</target>
<target name="testInference.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testInference.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -490,6 +486,7 @@
</target>
<target name="testGaussianFactor.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testGaussianFactor.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -497,6 +494,7 @@
</target>
<target name="testJunctionTree.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testJunctionTree.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -504,6 +502,7 @@
</target>
<target name="testSymbolicBayesNet.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSymbolicBayesNet.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -511,6 +510,7 @@
</target>
<target name="testSymbolicFactorGraph.run" path="tests" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSymbolicFactorGraph.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -580,22 +580,6 @@
<useDefaultCommand>false</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="tests/testPose2.run" path="build_retract/gtsam/geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>tests/testPose2.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="tests/testPose3.run" path="build_retract/gtsam/geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>tests/testPose3.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="all" path="CppUnitLite" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -612,6 +596,22 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="tests/testPose2.run" path="build_retract/gtsam/geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>tests/testPose2.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="tests/testPose3.run" path="build_retract/gtsam/geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>tests/testPose3.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="all" path="spqr_mini" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -636,15 +636,7 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="all" path="build_wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>all</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="build_wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<target name="check" path="build/gtsam/nonlinear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>check</buildTarget>
@ -652,14 +644,6 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="clean" path="build_wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>clean</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="tests/testGeneralSFMFactor.run" path="build/gtsam/slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -700,7 +684,15 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="build/gtsam/nonlinear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<target name="all" path="build_wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>all</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="build_wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>check</buildTarget>
@ -708,6 +700,14 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="clean" path="build_wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>clean</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="build/geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -1038,7 +1038,6 @@
</target>
<target name="testErrors.run" path="linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testErrors.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -1494,6 +1493,7 @@
</target>
<target name="testSimulated2DOriented.run" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSimulated2DOriented.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -1533,6 +1533,7 @@
</target>
<target name="testSimulated2D.run" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSimulated2D.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -1540,6 +1541,7 @@
</target>
<target name="testSimulated3D.run" path="slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>testSimulated3D.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -1800,6 +1802,14 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="tests/testGaussianDensity.run" path="build/gtsam/linear" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>tests/testGaussianDensity.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="SimpleRotation.run" path="build/examples" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -1890,6 +1900,7 @@
</target>
<target name="tests/testGaussianISAM2" path="build/slam" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments/>
<buildTarget>tests/testGaussianISAM2</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>false</useDefaultCommand>
@ -1911,46 +1922,6 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="install" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>install</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="clean" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>clean</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>check</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="all" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>all</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="dist" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>dist</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="testRot3.run" path="geometry" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -2047,6 +2018,94 @@
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="install" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>install</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="clean" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>clean</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>check</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="all" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>all</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="dist" path="" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>dist</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>check</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="install" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>install</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="tests/testSpirit.run" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>tests/testSpirit.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="tests/testWrap.run" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>tests/testWrap.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="clean" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>clean</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="all" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>all</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="build" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
@ -2103,54 +2162,6 @@
<useDefaultCommand>false</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="check" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>check</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="install" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>install</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="tests/testSpirit.run" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>tests/testSpirit.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="tests/testWrap.run" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>tests/testWrap.run</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="clean" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>clean</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
<target name="all" path="build/wrap" targetID="org.eclipse.cdt.build.MakeTargetBuilder">
<buildCommand>make</buildCommand>
<buildArguments>-j2</buildArguments>
<buildTarget>all</buildTarget>
<stopOnError>true</stopOnError>
<useDefaultCommand>true</useDefaultCommand>
<runAllBuilders>true</runAllBuilders>
</target>
</buildTargets>
</storageModule>
</cproject>

47
gtsam/linear/GaussianDensity.cpp Normal file
View File

@ -0,0 +1,47 @@
/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file GaussianDensity.cpp
* @brief A Gaussian Density
* @author Frank Dellaert
* @date Jan 21, 2012
*/
#include <gtsam/linear/GaussianDensity.h>
using namespace std;
namespace gtsam {
/* ************************************************************************* */
Vector GaussianDensity::mean() const {
// Solve for mean
VectorValues x;
Index k = firstFrontalKey();
// a VectorValues that only has a value for k: cannot be printed if k<>0
x.insert(k, Vector(sigmas_.size()));
rhs(x);
solveInPlace(x);
return x[k];
}
/* ************************************************************************* */
Matrix GaussianDensity::information() const {
return computeInformation();
}
/* ************************************************************************* */
Matrix GaussianDensity::covariance() const {
return inverse(information());
}
} // gtsam

70
gtsam/linear/GaussianDensity.h Normal file
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@ -0,0 +1,70 @@
/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file GaussianDensity.h
* @brief A Gaussian Density
* @author Frank Dellaert
* @date Jan 21, 2012
*/
// \callgraph
#pragma once
#include <gtsam/linear/GaussianConditional.h>
namespace gtsam {
/**
* A Gaussian density.
*
* It is implemented as a GaussianConditional without parents.
* The negative log-probability is given by \f$ |Rx - d|^2 \f$
* with \f$ \Lambda = \Sigma^{-1} = R^T R \f$ and \f$ \mu = R^{-1} d \f$
*/
class GaussianDensity: public GaussianConditional {
public:
protected:
public:
/// default constructor needed for serialization
GaussianDensity() :
GaussianConditional() {
}
// Copy constructor from GaussianConditional
GaussianDensity(const GaussianConditional& conditional) :
GaussianConditional(conditional) {
assert(conditional.nrParents() == 0);
}
/// constructor using d, R
GaussianDensity(Index key, const Vector& d, const Matrix& R,
const Vector& sigmas) :
GaussianConditional(key, d, R, sigmas) {
}
// Mean \f$ \mu = R^{-1} d \f$
Vector mean() const;
/// Information matrix \f$ \Lambda = R^T R \f$
Matrix information() const;
/// Covariance matrix \f$ \Sigma = (R^T R)^{-1} \f$
Matrix covariance() const;
};
// GaussianDensity
}// gtsam

4
gtsam/linear/Makefile.am
View File

@ -26,10 +26,10 @@ sources += GaussianSequentialSolver.cpp GaussianMultifrontalSolver.cpp
sources += JacobianFactor.cpp HessianFactor.cpp
sources += GaussianFactor.cpp GaussianFactorGraph.cpp
sources += GaussianJunctionTree.cpp
sources += GaussianConditional.cpp GaussianBayesNet.cpp
sources += GaussianConditional.cpp GaussianDensity.cpp GaussianBayesNet.cpp
sources += GaussianISAM.cpp
check_PROGRAMS += tests/testHessianFactor tests/testJacobianFactor tests/testGaussianConditional
check_PROGRAMS += tests/testGaussianFactorGraph tests/testGaussianJunctionTree
check_PROGRAMS += tests/testGaussianDensity tests/testGaussianFactorGraph tests/testGaussianJunctionTree
# Kalman Filter
sources += KalmanFilter.cpp

42
gtsam/linear/tests/testGaussianDensity.cpp Normal file
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@ -0,0 +1,42 @@
/* ----------------------------------------------------------------------------
* GTSAM Copyright 2010, Georgia Tech Research Corporation,
* Atlanta, Georgia 30332-0415
* All Rights Reserved
* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
* See LICENSE for the license information
* -------------------------------------------------------------------------- */
/**
* @file testGaussianDensity.cpp
* @brief Unit tests for Gaussian Density
* @author Frank Dellaert
* @date Jan 21, 2012
**/
#include <gtsam/linear/GaussianDensity.h>
#include <CppUnitLite/TestHarness.h>
using namespace gtsam;
using namespace std;
/* ************************************************************************* */
TEST(GaussianDensity, constructor)
{
Matrix R = Matrix_(2,2,
-12.1244, -5.1962,
0., 4.6904);
Vector d = Vector_(2, 1.0, 2.0), s = Vector_(2, 3.0, 4.0);
GaussianConditional conditional(1, d, R, s);
GaussianDensity copied(conditional);
EXPECT(assert_equal(d, copied.get_d()));
EXPECT(assert_equal(s, copied.get_sigmas()));
}
/* ************************************************************************* */
int main() { TestResult tr; return TestRegistry::runAllTests(tr);}
/* ************************************************************************* */