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logNormalizationConstant() for GaussianBayesNet

release/4.3a0
Varun Agrawal 2023-12-27 15:38:30 -05:00
parent 93c824c482
commit b20d33d79e
2 changed files with 28 additions and 0 deletions
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20
gtsam/linear/GaussianBayesNet.cpp
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@ -243,5 +243,25 @@ namespace gtsam {
}
/* ************************************************************************* */
double GaussianBayesNet::logNormalizationConstant() const {
/*
normalization constant = 1.0 / sqrt((2*pi)^n*det(Sigma))
logConstant = -0.5 * n*log(2*pi) - 0.5 * log det(Sigma)
log det(Sigma)) = -2.0 * logDeterminant()
thus, logConstant = -0.5*n*log(2*pi) + logDeterminant()
BayesNet logConstant = sum(-0.5*n_i*log(2*pi) + logDeterminant_i())
= sum(-0.5*n_i*log(2*pi)) + sum(logDeterminant_i())
= sum(-0.5*n_i*log(2*pi)) + bn->logDeterminant()
*/
double logNormConst = 0.0;
for (const sharedConditional& cg : *this) {
logNormConst += cg->logNormalizationConstant();
}
return logNormConst;
}
/* ************************************************************************* */
} // namespace gtsam

8
gtsam/linear/GaussianBayesNet.h
View File

@ -234,6 +234,14 @@ namespace gtsam {
* @return The determinant */
double logDeterminant() const;
/**
* @brief Get the log of the normalization constant corresponding to the
* joint Gaussian density represented by this Bayes net.
*
* @return double
*/
double logNormalizationConstant() const;
/**
* Backsubstitute with a different RHS vector than the one stored in this BayesNet.
* gy=inv(R*inv(Sigma))*gx