52 template <
class DataPo
int,
class _WFunctor,
typename T>
55 PONCA_FITTING_DECLARE_DEFAULT_TYPES
60 Check = Base::PROVIDES_MEAN_POSITION,
61 PROVIDES_POSITION_COVARIANCE
67 using Solver = Eigen::SelfAdjointEigenSolver<MatrixType>;
76 PONCA_FITTING_DECLARE_INIT_ADD_FINALIZE
136 template <
class DataPo
int,
class _WFunctor,
int DiffType,
typename T>
139 PONCA_FITTING_DECLARE_DEFAULT_TYPES
140 PONCA_FITTING_DECLARE_MATRIX_TYPE
141 PONCA_FITTING_DECLARE_DEFAULT_DER_TYPES
146 Check = Base::PROVIDES_PRIMITIVE_DERIVATIVE &&
147 Base::PROVIDES_MEAN_POSITION_DERIVATIVE &&
148 Base::PROVIDES_POSITION_COVARIANCE,
149 PROVIDES_POSITION_COVARIANCE_DERIVATIVE
158 PONCA_FITTING_DECLARE_INIT_ADDDER_FINALIZE
161#include "covarianceFit.hpp"
Procedure that compute and decompose the covariance matrix of the neighbors positions in .
typename DataPoint::MatrixType MatrixType
Alias to matrix type.
Scalar sphericity() const
Implements the sphericity .
Eigen::SelfAdjointEigenSolver< MatrixType > Solver
Solver used to analyse the covariance matrix.
Scalar lambda_2() const
The maximun eigenvalue .
MatrixType m_cov
Covariance matrix.
Scalar lambda_1() const
The second eigenvalue .
typename DataPoint::Scalar Scalar
Alias to scalar type.
Solver m_solver
Solver used to analyse the covariance matrix.
const Solver & solver() const
Reading access to the Solver used to analyse the covariance matrix.
Scalar eigenentropy() const
Implements the eigenentropy .
CovarianceFitBase< DataPoint, _WFunctor, T > & covarianceFit()
Explicit conversion to CovarianceFitBase , to access methods potentially hidden by heritage.
Scalar linearity() const
Implements the linearity .
Scalar lambda_0() const
The minimun eigenvalue .
Scalar planarity() const
Implements the planarity .
Scalar surfaceVariation() const
Implements surface variation.
Scalar anisotropy() const
Implements the anisotropy .
Internal generic class computing the derivatives of covariance matrix computed by CovarianceFitBase.
typename DataPoint::MatrixType MatrixType
Alias to matrix type.
MatrixType m_dCov[Base::NbDerivatives]
Computation data: derivatives of the covariance matrix.
CovarianceFitDer< DataPoint, _WFunctor, DiffType, T > & covarianceFitDer()
Explicit conversion to CovarianceFitDer , to access methods potentially hidden by heritage.
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