ViSP  2.8.0
vpMatrix_covariance.cpp
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3  * $Id: vpMatrix_lu.cpp 3530 2012-01-03 10:52:12Z fspindle $
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34  * Description:
35  * Matrix LU decomposition.
36  *
37  * Authors:
38  * Aurelien Yol
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40  *****************************************************************************/
41 
42 #include <visp/vpConfig.h>
43 #include <visp/vpMatrix.h>
44 #include <visp/vpColVector.h>
45 
57 {
58  double sigma2 = ( ((b.t())*b) - ( (b.t())*A*x ) );
59  return (A.t()*A).pseudoInverse()*sigma2;
60 }
61 
75 {
76  double sigma2 = ( ((W*b).t())*W*b - ( ((W*b).t())*W*A*x ) );
77  return (A.t()*W*A).pseudoInverse()*sigma2;
78 }
Definition of the vpMatrix class.
Definition: vpMatrix.h:96
static vpMatrix computeCovarianceMatrix(const vpMatrix &A, const vpColVector &x, const vpColVector &b)
vpRowVector t() const
transpose of Vector
vpMatrix t() const
Definition: vpMatrix.cpp:1176
Class that provides a data structure for the column vectors as well as a set of operations on these v...
Definition: vpColVector.h:72
vpMatrix pseudoInverse(double svThreshold=1e-6) const
Compute the pseudo inverse of the matrix using the SVD.
Definition: vpMatrix.cpp:1812