A Gaussian distribution with a full covariance matrix. More...
#include <bsta_gaussian_full.h>
Public Types | |
| typedef vnl_matrix_fixed< T, n, n > | covar_type |
| the covariance type. | |
| enum | { dimension = n } |
| The dimension of the distribution. More... | |
| typedef T | math_type |
| The type used for calculations. | |
| typedef vnl_vector_fixed < math_type, dimension > | vector_type |
| The type used for a n-dimensional vector of math types. | |
| typedef vector_type | field_type |
| for compatibility with vpdl/vpdt. | |
Public Member Functions | |
| bsta_gaussian_full () | |
| Constructor. | |
| bsta_gaussian_full (const vnl_vector_fixed< T, n > &mean, const vnl_matrix_fixed< T, n, n > &covar) | |
| Constructor. | |
| ~bsta_gaussian_full () | |
| Destructor. | |
| const covar_type & | covar () const |
| The covariance matrix of the distribution. | |
| void | set_covar (const covar_type &covar) |
| Set the covariance matrix of the distribution. | |
| T | dist_prob_density (const T &sqr_mahal_dist) const |
| The probability density at this sample given square mahalanobis distance. | |
| T | prob_density (const vnl_vector_fixed< T, n > &pt) const |
| The probability density at this sample. | |
| T | probability (const vnl_vector_fixed< T, n > &, const vnl_vector_fixed< T, n > &) const |
| The probability integrated over a box. | |
| T | sqr_mahalanobis_dist (const vnl_vector_fixed< T, n > &pt) const |
| The squared Mahalanobis distance to this point. | |
| T | det_covar () const |
| Compute the determinant of the covariance matrix. | |
| const covar_type & | inv_covar () const |
| The inverse covariance matrix of the distribution. | |
| const vector_ & | mean () const |
| The mean of the distribution. | |
| void | set_mean (const vector_ &mean) |
| Set the mean of the distribution. | |
Protected Attributes | |
| covar_type | covar_ |
| The covariance matrix. | |
| T | det_covar_ |
| The cached covariance determinant. | |
| vector_ | mean_ |
| The mean. | |
Private Member Functions | |
| void | compute_det () |
| compute the determinant of the covariance. | |
Private Attributes | |
| vnl_matrix_fixed< T, n, n > * | inv_covar_ |
| cache for inverse of the covariance matrix. | |
Detailed Description
template<class T, unsigned n>
class bsta_gaussian_full< T, n >
A Gaussian distribution with a full covariance matrix.
Definition at line 23 of file bsta_gaussian_full.h.
Member Typedef Documentation
| typedef vnl_matrix_fixed<T,n,n> bsta_gaussian_full< T, n >::covar_type |
the covariance type.
Definition at line 27 of file bsta_gaussian_full.h.
typedef vector_type bsta_distribution< T, n >::field_type [inherited] |
for compatibility with vpdl/vpdt.
Reimplemented in bsta_von_mises< T, n >.
Definition at line 29 of file bsta_distribution.h.
typedef T bsta_distribution< T, n >::math_type [inherited] |
The type used for calculations.
Reimplemented in bsta_von_mises< T, n >.
Definition at line 25 of file bsta_distribution.h.
typedef vnl_vector_fixed<math_type,dimension> bsta_distribution< T, n >::vector_type [inherited] |
The type used for a n-dimensional vector of math types.
Reimplemented in bsta_von_mises< T, n >.
Definition at line 27 of file bsta_distribution.h.
Member Enumeration Documentation
anonymous enum [inherited] |
The dimension of the distribution.
Definition at line 23 of file bsta_distribution.h.
Constructor & Destructor Documentation
| bsta_gaussian_full< T, n >::bsta_gaussian_full | ( | ) | [inline] |
Constructor.
Definition at line 30 of file bsta_gaussian_full.h.
| bsta_gaussian_full< T, n >::bsta_gaussian_full | ( | const vnl_vector_fixed< T, n > & | mean, |
| const vnl_matrix_fixed< T, n, n > & | covar | ||
| ) | [inline] |
Constructor.
Definition at line 34 of file bsta_gaussian_full.h.
| bsta_gaussian_full< T, n >::~bsta_gaussian_full | ( | ) | [inline] |
Destructor.
Definition at line 40 of file bsta_gaussian_full.h.
Member Function Documentation
| void bsta_gaussian_full< T, n >::compute_det | ( | ) | [private] |
compute the determinant of the covariance.
The squared Mahalanobis distance to this point.
Definition at line 108 of file bsta_gaussian_full.txx.
| const covar_type& bsta_gaussian_full< T, n >::covar | ( | ) | const [inline] |
The covariance matrix of the distribution.
Definition at line 43 of file bsta_gaussian_full.h.
| T bsta_gaussian_full< T, n >::det_covar | ( | ) | const [inline] |
Compute the determinant of the covariance matrix.
Definition at line 75 of file bsta_gaussian_full.h.
| T bsta_gaussian_full< T, n >::dist_prob_density | ( | const T & | sqr_mahal_dist | ) | const [inline] |
The probability density at this sample given square mahalanobis distance.
Definition at line 49 of file bsta_gaussian_full.h.
| const vnl_matrix_fixed< T, n, n > & bsta_gaussian_full< T, n >::inv_covar | ( | ) | const |
The inverse covariance matrix of the distribution.
Return the inverse of the covariance matrix.
- Note:
- this matrix is cached and updated only when needed
Definition at line 130 of file bsta_gaussian_full.txx.
| const vector_& bsta_gaussian< T, n >::mean | ( | ) | const [inline, inherited] |
The mean of the distribution.
Definition at line 46 of file bsta_gaussian.h.
| T bsta_gaussian_full< T, n >::prob_density | ( | const vnl_vector_fixed< T, n > & | pt | ) | const [inline] |
The probability density at this sample.
Definition at line 58 of file bsta_gaussian_full.h.
| T bsta_gaussian_full< T, n >::probability | ( | const vnl_vector_fixed< T, n > & | , |
| const vnl_vector_fixed< T, n > & | |||
| ) | const [inline] |
The probability integrated over a box.
Definition at line 64 of file bsta_gaussian_full.h.
| void bsta_gaussian_full< T, n >::set_covar | ( | const covar_type & | covar | ) |
Set the covariance matrix of the distribution.
Update the covariance (and clear cached values).
Definition at line 117 of file bsta_gaussian_full.txx.
| void bsta_gaussian< T, n >::set_mean | ( | const vector_ & | mean | ) | [inline, inherited] |
Set the mean of the distribution.
Definition at line 49 of file bsta_gaussian.h.
| T bsta_gaussian_full< T, n >::sqr_mahalanobis_dist | ( | const vnl_vector_fixed< T, n > & | pt | ) | const |
The squared Mahalanobis distance to this point.
Definition at line 93 of file bsta_gaussian_full.txx.
Member Data Documentation
covar_type bsta_gaussian_full< T, n >::covar_ [protected] |
The covariance matrix.
Definition at line 82 of file bsta_gaussian_full.h.
T bsta_gaussian_full< T, n >::det_covar_ [protected] |
The cached covariance determinant.
Definition at line 85 of file bsta_gaussian_full.h.
vnl_matrix_fixed<T,n,n>* bsta_gaussian_full< T, n >::inv_covar_ [mutable, private] |
cache for inverse of the covariance matrix.
Definition at line 92 of file bsta_gaussian_full.h.
vector_ bsta_gaussian< T, n >::mean_ [protected, inherited] |
The mean.
Definition at line 56 of file bsta_gaussian.h.
The documentation for this class was generated from the following files:
- contrib/brl/bbas/bsta/bsta_gaussian_full.h
- contrib/brl/bbas/bsta/bsta_gaussian_full.txx
