A normal distribution that can be updated via several components. More...
#include <edoNormalAdaptive.h>
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.
NOTE: this is only available as an Eigen3 implementation (built WITH_EIGEN).
Definition at line 72 of file edoNormalAdaptive.h.