vpMatrix_covariance.cpp

/****************************************************************************
 *
 * $Id: vpMatrix_lu.cpp 3530 2012-01-03 10:52:12Z fspindle $
 *
 * This file is part of the ViSP software.
 * Copyright (C) 2005 - 2013 by INRIA. All rights reserved.
 * 
 * This software is free software; you can redistribute it and/or
 * modify it under the terms of the GNU General Public License
 * ("GPL") version 2 as published by the Free Software Foundation.
 * See the file LICENSE.txt at the root directory of this source
 * distribution for additional information about the GNU GPL.
 *
 * For using ViSP with software that can not be combined with the GNU
 * GPL, please contact INRIA about acquiring a ViSP Professional 
 * Edition License.
 *
 * See http://www.irisa.fr/lagadic/visp/visp.html for more information.
 * 
 * This software was developed at:
 * INRIA Rennes - Bretagne Atlantique
 * Campus Universitaire de Beaulieu
 * 35042 Rennes Cedex
 * France
 * http://www.irisa.fr/lagadic
 *
 * If you have questions regarding the use of this file, please contact
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 *
 * Description:
 * Matrix LU decomposition.
 *
 * Authors:
 * Aurelien Yol
 *
 *****************************************************************************/

#include <visp/vpConfig.h>
#include <visp/vpMatrix.h>
#include <visp/vpColVector.h>

vpMatrix vpMatrix::computeCovarianceMatrix(const vpMatrix &A, const vpColVector &x, const vpColVector &b)
{
  double sigma2 = ( ((b.t())*b) - ( (b.t())*A*x ) );
  return (A.t()*A).pseudoInverse()*sigma2;
}

vpMatrix vpMatrix::computeCovarianceMatrix(const vpMatrix &A, const vpColVector &x, const vpColVector &b, const vpMatrix &W)
{
  double sigma2 = ( ((W*b).t())*W*b - ( ((W*b).t())*W*A*x ) );
  return (A.t()*W*A).pseudoInverse()*sigma2;
}