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Add covariance matrix for a vector of parameters
Computing the covariance matrix for a number of parameter blocks previously required adding all parameter blocks to the computation and subsequently assembling the matrix by concatenating all the blocks. This patch adds the computation of the covariance matrix for a vector of parameter blocks. All covariance block pairs are added automatically and the resulting covariance matrix is assembled in the order the parameter blocks appear. Change-Id: I3b70c63f16862adc23a1d7fb7a21dde4e68abe9a
This commit is contained in:
committed by
Keir Mierle
parent
7ec8ba2a64
commit
b0bf9fd2a9
@@ -55,12 +55,21 @@ class CovarianceImpl {
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const double*> >& covariance_blocks,
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ProblemImpl* problem);
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bool Compute(
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const std::vector<const double*>& parameter_blocks,
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ProblemImpl* problem);
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bool GetCovarianceBlockInTangentOrAmbientSpace(
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const double* parameter_block1,
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const double* parameter_block2,
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bool lift_covariance_to_ambient_space,
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double* covariance_block) const;
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bool GetCovarianceMatrixInTangentOrAmbientSpace(
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const std::vector<const double*>& parameters,
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bool lift_covariance_to_ambient_space,
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double *covariance_matrix) const;
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bool ComputeCovarianceSparsity(
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const std::vector<std::pair<const double*,
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const double*> >& covariance_blocks,
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