#include <NoiseModel.h>

Inheritance diagram for gtsam::noiseModel::Gaussian:

[legend]

Collaboration diagram for gtsam::noiseModel::Gaussian:

Public Types
typedef std::shared_ptr< Gaussian >	shared_ptr

Public Member Functions
	Gaussian (size_t dim=1, const std::optional< Matrix > &sqrt_information={})

void	print (const std::string &name) const override

bool	equals (const Base &expected, double tol=1e-9) const override

Vector	sigmas () const override
	Calculate standard deviations.

Vector	whiten (const Vector &v) const override
	Whiten an error vector.

Vector	unwhiten (const Vector &v) const override
	Unwhiten an error vector.

Matrix	Whiten (const Matrix &H) const override

virtual void	WhitenInPlace (Matrix &H) const

virtual void	WhitenInPlace (Eigen::Block< Matrix > H) const

void	WhitenSystem (std::vector< Matrix > &A, Vector &b) const override

void	WhitenSystem (Matrix &A, Vector &b) const override

void	WhitenSystem (Matrix &A1, Matrix &A2, Vector &b) const override

void	WhitenSystem (Matrix &A1, Matrix &A2, Matrix &A3, Vector &b) const override

virtual std::shared_ptr< Diagonal >	QR (Matrix &Ab) const

virtual Matrix	R () const
	Return R itself, but note that Whiten(H) is cheaper than R*H.

virtual Matrix	information () const
	Compute information matrix.

virtual Matrix	covariance () const
	Compute covariance matrix.

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 double	squaredMahalanobisDistance (const Vector &v) const
	Squared Mahalanobis distance v'R'Rv = <Rv,R*v>

virtual double	mahalanobisDistance (const Vector &v) const
	Mahalanobis distance.

virtual double	loss (const double squared_distance) const
	loss function, input is Mahalanobis distance

virtual void	whitenInPlace (Vector &v) const

virtual void	whitenInPlace (Eigen::Block< Vector > &v) const

virtual void	unwhitenInPlace (Vector &v) const

virtual void	unwhitenInPlace (Eigen::Block< Vector > &v) const

virtual Vector	unweightedWhiten (const Vector &v) const

virtual double	weight (const Vector &v) const

Static Public Member Functions
static shared_ptr	SqrtInformation (const Matrix &R, bool smart=true)

static shared_ptr	Information (const Matrix &M, bool smart=true)

static shared_ptr	Covariance (const Matrix &covariance, bool smart=true)

Protected Attributes
std::optional< Matrix >	sqrt_information_

size_t	dim_

Detailed Description

Gaussian implements the mathematical model |R*x|^2 = |y|^2 with R'*R=inv(Sigma) where y = whiten(x) = R*x x = unwhiten(x) = inv(R)*y as indeed |y|^2 = y'*y = x'*R'*R*x Various derived classes are available that are more efficient. The named constructors return a shared_ptr because, when the smart flag is true, the underlying object might be a derived class such as Diagonal.

Constructor & Destructor Documentation

◆ Gaussian()

gtsam::noiseModel::Gaussian::Gaussian	(	size_t	dim = `1`,
		const std::optional< Matrix > &	sqrt_information = `{}`
	)

inline

constructor takes square root information matrix

Member Function Documentation

◆ Covariance()

static shared_ptr gtsam::noiseModel::Gaussian::Covariance	(	const Matrix &	covariance,
		bool	smart = `true`
	)

static

A Gaussian noise model created by specifying a covariance matrix.

Parameters

covariance	The square covariance Matrix
smart	check if can be simplified to derived class

◆ Information()

static shared_ptr gtsam::noiseModel::Gaussian::Information	(	const Matrix &	M,
		bool	smart = `true`
	)

static

A Gaussian noise model created by specifying an information matrix.

Parameters

M	The information matrix
smart	check if can be simplified to derived class

◆ QR()

virtual std::shared_ptr<Diagonal> gtsam::noiseModel::Gaussian::QR ( Matrix & Ab ) const

virtual

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). This routine performs an in-place factorization on Ab. Below-diagonal elements are set to zero by this routine.

Parameters

Ab	is the m*(n+1) augmented system matrix [A b]

Returns: Empty SharedDiagonal() noise model: R,d are whitened

Reimplemented in gtsam::noiseModel::Constrained.

◆ SqrtInformation()

static shared_ptr gtsam::noiseModel::Gaussian::SqrtInformation	(	const Matrix &	R,
		bool	smart = `true`
	)

static

A Gaussian noise model created by specifying a square root information matrix.

Parameters

R	The (upper-triangular) square root information matrix
smart	check if can be simplified to derived class

◆ unweightedWhiten()

virtual Vector gtsam::noiseModel::Base::unweightedWhiten ( const Vector & v ) const

inlinevirtualinherited

Useful function for robust noise models to get the unweighted but whitened error

Reimplemented in gtsam::noiseModel::Robust.

◆ unwhitenInPlace() [1/2]

virtual void gtsam::noiseModel::Base::unwhitenInPlace ( Vector & v ) const

inlinevirtualinherited

in-place unwhiten, override if can be done more efficiently

Reimplemented in gtsam::noiseModel::Unit.

◆ unwhitenInPlace() [2/2]

virtual void gtsam::noiseModel::Base::unwhitenInPlace ( Eigen::Block< Vector > & v ) const

inlinevirtualinherited

in-place unwhiten, override if can be done more efficiently

Reimplemented in gtsam::noiseModel::Unit.

◆ weight()

virtual double gtsam::noiseModel::Base::weight ( const Vector & v ) const

inlinevirtualinherited

get the weight from the effective loss function on residual vector v

Reimplemented in gtsam::noiseModel::Robust.

◆ Whiten()

Matrix gtsam::noiseModel::Gaussian::Whiten ( const Matrix & H ) const

overridevirtual

Multiply a derivative with R (derivative of whiten) Equivalent to whitening each column of the input matrix.

Implements gtsam::noiseModel::Base.

Reimplemented in gtsam::noiseModel::Unit, gtsam::noiseModel::Isotropic, gtsam::noiseModel::Constrained, and gtsam::noiseModel::Diagonal.

◆ whitenInPlace() [1/2]

virtual void gtsam::noiseModel::Base::whitenInPlace ( Vector & v ) const

inlinevirtualinherited

in-place whiten, override if can be done more efficiently

Reimplemented in gtsam::noiseModel::Unit, and gtsam::noiseModel::Isotropic.

◆ whitenInPlace() [2/2]

virtual void gtsam::noiseModel::Base::whitenInPlace ( Eigen::Block< Vector > & v ) const

inlinevirtualinherited

in-place whiten, override if can be done more efficiently

Reimplemented in gtsam::noiseModel::Unit.

◆ WhitenInPlace() [1/2]

virtual void gtsam::noiseModel::Gaussian::WhitenInPlace ( Matrix & H ) const

virtual

In-place version

Reimplemented in gtsam::noiseModel::Unit, gtsam::noiseModel::Isotropic, gtsam::noiseModel::Constrained, and gtsam::noiseModel::Diagonal.

◆ WhitenInPlace() [2/2]

virtual void gtsam::noiseModel::Gaussian::WhitenInPlace ( Eigen::Block< Matrix > H ) const

virtual

In-place version

Reimplemented in gtsam::noiseModel::Unit, gtsam::noiseModel::Isotropic, gtsam::noiseModel::Constrained, and gtsam::noiseModel::Diagonal.

◆ WhitenSystem()

void gtsam::noiseModel::Gaussian::WhitenSystem	(	std::vector< Matrix > &	A,
		Vector &	b
	)		const

overridevirtual

Whiten a system, in place as well

Implements gtsam::noiseModel::Base.

Member Data Documentation

◆ sqrt_information_

std::optional<Matrix> gtsam::noiseModel::Gaussian::sqrt_information_

protected

Matrix square root of information matrix (R)

The documentation for this class was generated from the following file:

/home/docs/checkouts/readthedocs.org/user_builds/gtsam-jlblanco-docs/checkouts/latest/gtsam/linear/NoiseModel.h

Public Types

Public Member Functions

Static Public Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ Gaussian()

Member Function Documentation

◆ Covariance()

◆ Information()

◆ QR()

◆ SqrtInformation()

◆ unweightedWhiten()

◆ unwhitenInPlace() [1/2]

◆ unwhitenInPlace() [2/2]

◆ weight()

◆ Whiten()

◆ whitenInPlace() [1/2]

◆ whitenInPlace() [2/2]

◆ WhitenInPlace() [1/2]

◆ WhitenInPlace() [2/2]

◆ WhitenSystem()

Member Data Documentation

◆ sqrt_information_