basic comments for adaptive normal operators

This commit is contained in:
Johann Dreo 2012-07-18 13:41:43 +02:00
commit f5afa694bc
3 changed files with 17 additions and 10 deletions

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@ -35,6 +35,16 @@ Authors:
#include <Eigen/Dense>
/** A normal distribution that can be updated via several components. This is the data structure on which works the CMA-ES
* algorithm.
*
* This is *just* a data structure, the operators working on it are supposed to maintain its consistency (e.g. of the
* covariance matrix against its eigen vectors).
*
* The distribution is defined by its mean, its covariance matrix (which can be decomposed in its eigen vectors and
* values), a scaling factor (sigma) and the so-called evolution paths for the covariance and sigma.
* evolution paths.
*/
template < typename EOT >
class edoNormalAdaptive : public edoDistrib< EOT >
{
@ -107,11 +117,11 @@ public:
private:
unsigned int _dim;
Vector _mean; //
Vector _mean; // mean vector
Matrix _C; // covariance matrix
Matrix _B; // eigen vectors / coordinates system
Vector _D; // eigen values / scaling
double _sigma; //
double _sigma; // absolute scaling of the distribution
Vector _p_c; // evolution path for C
Vector _p_s; // evolution path for sigma
};