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Updated scaling factors for proper geometric representation of uncertainty ellipses #1067

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Changed all instances of the Sigma value, k, to 5 for plotting the co…
…variance ellipse.
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magicbycalvin committed Jan 28, 2022
commit 1b817760dd10d2d08579f4021968eeda262f34c1
30 changes: 20 additions & 10 deletions python/gtsam/utils/plot.py
Original file line number Diff line number Diff line change
Expand Up @@ -79,6 +79,8 @@ def plot_covariance_ellipse_3d(axes,
k = 3.527 corresponds to 1 std, 68.26% of all probability
k = 14.157 corresponds to 3 std, 99.74% of all probability
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Do you have an online reference?

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@senselessDev senselessDev Jan 26, 2022

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With code from other comment:

pct_to_sigma(sigma_to_pct(1, 1), 3) ** 2 --> 3.5267403802617303
pct_to_sigma(sigma_to_pct(3, 1), 3) ** 2 --> 14.156413609126677

So seems about right if we want this behavior.

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I think these (3.5 and 14.1) should still be changed to standard deviation


We choose k = 5 which corresponds to 99.99846% of all probability in 3D

Args:
axes (matplotlib.axes.Axes): Matplotlib axes.
origin: The origin in the world frame.
Expand All @@ -88,7 +90,8 @@ def plot_covariance_ellipse_3d(axes,
n: Defines the granularity of the ellipse. Higher values indicate finer ellipses.
alpha: Transparency value for the plotted surface in the range [0, 1].
"""
k = np.sqrt(14.157)
# Sigma value corresponding to the covariance ellipse
k = 5
U, S, _ = np.linalg.svd(P)

radii = k * np.sqrt(S)
Expand Down Expand Up @@ -123,6 +126,8 @@ def plot_point2_on_axes(axes,
k = 2.296 corresponds to 1 std, 68.26% of all probability
k = 11.820 corresponds to 3 std, 99.74% of all probability
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same


We choose k = 5 which corresponds to 99.99963% of all probability for 2D.

Args:
axes (matplotlib.axes.Axes): Matplotlib axes.
point: The point to be plotted.
Expand All @@ -133,15 +138,15 @@ def plot_point2_on_axes(axes,
if P is not None:
w, v = np.linalg.eig(P)

# Scaling value for the uncertainty ellipse, we multiply by 2 because
# matplotlib takes the diameter and not the radius of the major and
# minor axes of the ellipse.
k = 2*np.sqrt(11.820)
# Sigma value corresponding to the covariance ellipse
k = 5

angle = np.arctan2(v[1, 0], v[0, 0])
# We multiply k by 2 since k corresponds to the radius but Ellipse uses
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Wow. I guess we were looking at the wrong ellipses all that time!

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On the bright side, your numbers would have still been correct!

The requested changes have been made. Please let me know if you need anything else.

Thanks!

# the diameter.
e1 = patches.Ellipse(point,
np.sqrt(w[0]) * k,
np.sqrt(w[1]) * k,
np.sqrt(w[0]) * 2 * k,
np.sqrt(w[1]) * 2 * k,
np.rad2deg(angle),
fill=False)
axes.add_patch(e1)
Expand Down Expand Up @@ -191,6 +196,8 @@ def plot_pose2_on_axes(axes,
k = 2.296 corresponds to 1 std, 68.26% of all probability
k = 11.820 corresponds to 3 std, 99.74% of all probability
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same?


We choose k = 5 which corresponds to 99.99963% of all probability for 2D.

Args:
axes (matplotlib.axes.Axes): Matplotlib axes.
pose: The pose to be plotted.
Expand Down Expand Up @@ -218,12 +225,15 @@ def plot_pose2_on_axes(axes,

w, v = np.linalg.eig(gPp)

k = 2*np.sqrt(11.820)
# Sigma value corresponding to the covariance ellipse
k = 5

angle = np.arctan2(v[1, 0], v[0, 0])
# We multiply k by 2 since k corresponds to the radius but Ellipse uses
# the diameter.
e1 = patches.Ellipse(origin,
np.sqrt(w[0]) * k,
np.sqrt(w[1]) * k,
np.sqrt(w[0]) * 2 * k,
np.sqrt(w[1]) * 2 * k,
np.rad2deg(angle),
fill=False)
axes.add_patch(e1)
Expand Down