massive documentation update
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33 changed files with 399 additions and 181 deletions
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@ -31,17 +31,49 @@ Copyright (C) 2010 Thales group
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#include "edoDistrib.h"
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#ifdef WITH_BOOST
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#include <boost/numeric/ublas/symmetric.hpp>
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#include <boost/numeric/ublas/lu.hpp>
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namespace ublas = boost::numeric::ublas;
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#else
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#ifdef WITH_EIGEN
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#include <Eigen/Dense>
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#endif // WITH_EIGEN
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#endif // WITH_BOOST
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//! edoNormalMulti< EOT >
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/** @defgroup EMNA
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*
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* Estimation of Multivariate Normal Algorithm (EMNA) is a stochastic,
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* derivative-free methods for numerical optimization of non-linear or
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* non-convex continuous optimization problems.
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*
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* @ingroup Algorithms
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*/
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/** @defgroup Multinormal Multivariate normal
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*
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* Distribution that model co-variances between variables.
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*
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* @ingroup Distributions
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*/
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/** A multi-normal distribution, that models co-variances.
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*
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* Defines a mean vector and a co-variances matrix.
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*
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* Exists in two implementations, using either
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* <a href="http://www.boost.org/doc/libs/1_50_0/libs/numeric/ublas/doc/index.htm">Boost::uBLAS</a> (if compiled WITH_BOOST)
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* or <a href="http://eigen.tuxfamily.org">Eigen3</a> (WITH_EIGEN).
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*
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* @ingroup Distributions
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* @ingroup EMNA
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* @ingroup Multinormal
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*/
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template < typename EOT >
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class edoNormalMulti : public edoDistrib< EOT >
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{
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#ifdef WITH_BOOST
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public:
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typedef typename EOT::AtomType AtomType;
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@ -79,17 +111,11 @@ public:
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private:
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ublas::vector< AtomType > _mean;
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ublas::symmetric_matrix< AtomType, ublas::lower > _varcovar;
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};
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#else
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#ifdef WITH_EIGEN
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#include <Eigen/Dense>
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template < typename EOT >
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class edoNormalMulti : public edoDistrib< EOT >
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{
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public:
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typedef typename EOT::AtomType AtomType;
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typedef Eigen::Matrix< AtomType, Eigen::Dynamic, 1> Vector;
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@ -128,11 +154,10 @@ public:
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private:
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Vector _mean;
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Matrix _varcovar;
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};
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#endif // WITH_EIGEN
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#endif // WITH_BOOST
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}; // class edoNormalMulti
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#endif // !_edoNormalMulti_h
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