Gaussian.h

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// *****************************************************************
// Filename:    Gaussian.h
// Copyright:   Kai Welke, Chair Prof. Dillmann (IAIM),
//              Institute for Computer Science and Engineering (CSE),
//              University of Karlsruhe. All rights reserved.
// Author:      Kai Welke
// Date:        27.05.2012
// *****************************************************************
#pragma once
 
// *****************************************************************
// includes
// *****************************************************************
#include <math.h>
 
#include <vector>
 
#include <Eigen/Eigen>
 
class InvalidDimensionException : public std::exception
{
    const char*
    what() const noexcept override
    {
        return "Invalid dimension";
    }
};
 
class GaussianNotInitializedException : public std::exception
{
    const char*
    what() const noexcept override
    {
        return "Gaussian not initialized";
    }
};
 
class CovarianceNotSymmetricException : public std::exception
{
    const char*
    what() const noexcept override
    {
        return "Covariance not symmetric";
    }
};
 
// *****************************************************************
// declaration of Gaussian
// *****************************************************************
class Gaussian
{
public:
    EIGEN_MAKE_ALIGNED_OPERATOR_NEW
 
    // required types
    using value_type = Eigen::VectorXd;
    using covariance_type = Eigen::MatrixXd;
    using samples_type = Eigen::MatrixXd;
 
    // construction
    Gaussian();
    Gaussian(int dimension);
    Gaussian(const Gaussian& prototype);
    Gaussian(const value_type& mean, const covariance_type& covariance);
 
    // readouts
    double mahalanobis(const value_type& point);
    double evaluate(const value_type& point);
    value_type drawSample();
    value_type drawSampleDiagonalCovariance();
 
    // content manipulation
    void generateFromSamples(const samples_type& samples);
 
    void set(const Gaussian& prototype);
    void set(const value_type& mean, const covariance_type& cov);
    void setMean(const value_type& mean);
    void setCovariance(const covariance_type& cov);
 
    // getters
    const covariance_type&
    getCovariance() const
    {
        return cov;
    }
 
    const value_type&
    getMean() const
    {
        return mean;
    }
 
    int
    getDimensions() const
    {
        return dimension;
    }
 
    // opertor
    Gaussian&
    operator=(const Gaussian& prototype)
    {
        if (this != &prototype)
        {
            this->dimension = prototype.dimension;
 
            this->cov = prototype.cov;
            this->mean = prototype.mean;
        }
 
        return *this;
    }
 
    friend std::ostream&
    operator<<(std::ostream& stream, const Gaussian& rhs)
    {
        stream << "mean: " << std::endl << rhs.mean << std::endl;
        stream << "cov: " << std::endl << rhs.cov << std::endl;
        return stream;
    }
 
private:
    void isSymmetric(const covariance_type& matrix);
 
    // direct access
    value_type mean;
    covariance_type cov;
 
    int dimension;
};