SqrtInfoGaussian.h File Reference

The square-root information form of the Gaussian (decisions.md [gaussian-forms]): its parameters SqrtInfoGaussianParams, which holds an upper-triangular root of the precision and the whitened offset of the mean from a reference value; multiply(), marginal<Path>(), and conditional<Path>(), each a triangularization of a stacked data array; and toSqrtInfo(), which converts any form to it. More...

#include <expected>
#include <type_traits>
#include <utility>
#include <EmrysFilter/Core/Forwarding.h>
#include <EmrysFilter/Core/Macros.h>
#include <EmrysFilter/Core/Math.h>
#include <EmrysFilter/Core/Multiply.h>
#include <EmrysFilter/Core/Print.h>
#include <EmrysFilter/Core/Solve.h>
#include <EmrysFilter/Core/Stamp.h>
#include <EmrysFilter/Core/Triangularization.h>
#include <EmrysFilter/Distributions/Gaussian.h>
#include <EmrysFilter/Distributions/GaussianForm.h>
#include <EmrysFilter/Distributions/Moments.h>
#include <EmrysFilter/Spaces/Composite.h>
#include <EmrysFilter/Spaces/Indexing.h>
#include <EmrysFilter/Spaces/Reset.h>
#include <EmrysFilter/Spaces/Space.h>

Go to the source code of this file.

Classes
class	Emrys::SqrtInfoGaussianParams< Space_, Scalar_ >
	A Gaussian kept as an upper-triangular root of its precision and a whitened offset, about a reference value. More...

Typedefs
template<Space Space_, RealScalar Scalar_ = double>
using	Emrys::SqrtInfoGaussian = FormGaussian<SqrtInfoGaussianParams<Space_, Scalar_>>
	The Gaussian in square-root information form, which evaluates its density: what SqrtInfoGaussianParams::toDensity() returns (decisions.md [gaussian-forms], [params-and-density]).

Functions
template<Space Space_, RealScalar Scalar_>
SqrtInfoGaussianParams< Space_, Scalar_ >	Emrys::multiply (SqrtInfoGaussianParams< Space_, Scalar_ > const &first, SqrtInfoGaussianParams< Space_, Scalar_ > const &second)
template<GaussianForm G>
std::expected< SqrtInfoGaussianParams< typename G::SpaceType, typename G::Scalar >, GaussianError >	Emrys::toSqrtInfo (G const &form)

Detailed Description

The square-root information form of the Gaussian (decisions.md [gaussian-forms]): its parameters SqrtInfoGaussianParams, which holds an upper-triangular root of the precision and the whitened offset of the mean from a reference value; multiply(), marginal<Path>(), and conditional<Path>(), each a triangularization of a stacked data array; and toSqrtInfo(), which converts any form to it.

Its density is a SqrtInfoGaussian, a FormGaussian. Read Uniform.h next.