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vpMatrix_covariance.cpp
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/****************************************************************************
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*
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* $Id: vpMatrix_lu.cpp 3530 2012-01-03 10:52:12Z fspindle $
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*
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* This file is part of the ViSP software.
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* Copyright (C) 2005 - 2013 by INRIA. All rights reserved.
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*
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* This software is free software; you can redistribute it and/or
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* modify it under the terms of the GNU General Public License
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* ("GPL") version 2 as published by the Free Software Foundation.
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* See the file LICENSE.txt at the root directory of this source
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* distribution for additional information about the GNU GPL.
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*
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* For using ViSP with software that can not be combined with the GNU
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* GPL, please contact INRIA about acquiring a ViSP Professional
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* Edition License.
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*
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* See http://www.irisa.fr/lagadic/visp/visp.html for more information.
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*
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* This software was developed at:
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* INRIA Rennes - Bretagne Atlantique
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* Campus Universitaire de Beaulieu
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* 35042 Rennes Cedex
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* France
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* http://www.irisa.fr/lagadic
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*
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* If you have questions regarding the use of this file, please contact
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* INRIA at visp@inria.fr
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*
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* This file is provided AS IS with NO WARRANTb OF ANb KIND, INCLUDING THE
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* WARRANTb OF DESIGN, MERCHANTABILITb AND FITNESS FOR A PARTICULAR PURPOSE.
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*
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*
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* Description:
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* Matrix LU decomposition.
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*
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* Authors:
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* Aurelien Yol
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*
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*****************************************************************************/
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#include <visp/vpConfig.h>
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#include <visp/vpMatrix.h>
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#include <visp/vpColVector.h>
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vpMatrix
vpMatrix::computeCovarianceMatrix
(
const
vpMatrix
&A,
const
vpColVector
&x,
const
vpColVector
&b)
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{
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double
sigma2 = ( ((b.
t
())*b) - ( (b.
t
())*A*x ) );
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return
(A.
t
()*A).
pseudoInverse
()*sigma2;
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}
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vpMatrix
vpMatrix::computeCovarianceMatrix
(
const
vpMatrix
&A,
const
vpColVector
&x,
const
vpColVector
&b,
const
vpMatrix
&W)
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{
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double
sigma2 = ( ((W*b).
t
())*W*b - ( ((W*b).t())*W*A*x ) );
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return
(A.
t
()*W*A).
pseudoInverse
()*sigma2;
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}
src
math
matrix
vpMatrix_covariance.cpp
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