In mathematics, a Gaussian function, often simply referred to as a Gaussian,

is a function of the form

for arbitrary real constants a, b and non zero c. It is named after the
mathematician Carl Friedrich Gauss. The graph of a Gaussian is a
characteristic symmetric "bell curve" shape. The parameter a is the height of
the curve's peak, b is the position of the center of the peak and c (the
standard deviation, sometimes called the Gaussian RMS width) controls the
width of the "bell".

Gaussian functions are often used to represent the probability density

function of a normally distributed random variable with expected
value μ = b and variance σ2 = c2. In this case, the Gaussian is of the form:

Gaussian functions are widely used in statistics to describe the normal

distributions, in signal processing to define Gaussian filters, in image
processing where two-dimensional Gaussians are used for Gaussian blurs,
and in mathematics to solve heat equations and diffusion equations and to
define the Weierstrass transform.

Properties

Gaussian functions arise by composing the exponential function with a

concave quadratic function:

f(x)=exp(αx2+βx+γ)
where:

α=−0.5/c2
β=b/c2
γ=0.5(log(a)−b2)/c2
The Gaussian functions are thus those functions whose logarithm is a
concave quadratic function.
The parameter c is related to the full width at half maximum (FWHM) of the
peak according to

FWHM=22ln2−−−−√ c≈2.35482c.
The function may then be expressed in terms of the FWHM, represented by
w:

f(x)=ae−4(ln2)(x−b)2/w2
Alternatively, the parameter c can be interpreted by saying that the two
inflection points of the function occur at x = b − c and x = b + c.

The full width at tenth of maximum (FWTM) for a Gaussian could be of

interest and is

FWTM=22ln10−−−−−√ c≈4.29193c.
Gaussian functions are analytic, and their limit as x → ∞ is 0 (for the above
case of b = 0).

Gaussian functions are among those functions that are elementary but lack
elementary antiderivatives; the integral of the Gaussian function is the error
function. Nonetheless their improper integrals over the whole real line can be
evaluated exactly, using the Gaussian integral

∫∞−∞e−x2dx=π√
and one obtains

∫∞−∞ae−(x−b)2/(2c2)dx=ac⋅2π−−√.

This integral is 1 if and only if a=1c2π√ (the normalizing constant), and in

this case the Gaussian is the probability density function of a normally
distributed random variable with expected value μ = b and variance σ2 = c2:

g(x)=1σ2π−−√e−(1/2)((x−μ)/σ)2.
These Gaussians are plotted in the accompanying figure.
Normalized Gaussian curves with expected value μ and variance σ2. The
corresponding parameters are a=1σ2π√, b = μ and c = σ.

Gaussian functions centered at zero minimize the Fourier uncertainty

principle.

The product of two Gaussian functions is a Gaussian, and the convolution of

two Gaussian functions is also a Gaussian, with variance being the sum of
the original variances: c2=c21+c22. The product of two Gaussian
probability density functions (PDFs), though, is not in general a Gaussian
PDF.

Taking the Fourier transform (unitary, angular frequency convention) of a

Gaussian function with parameters a = 1, b = 0 and c yields another
Gaussian function, with parameters c, b = 0 and 1c.[2] So in particular the
Gaussian functions with b = 0 and c c=1 are kept fixed by the Fourier
transform (they are eigenfunctions of the Fourier transform with eigenvalue
1). A physical realization is that of the diffraction pattern: for example, a
photographic slide whose transmittance has a Gaussian variation is also a
Gaussian function.

The fact that the Gaussian function is an eigenfunction of the continuous

Fourier transform allows us to derive the following interesting identity from
the Poisson summation formula:

∑k∈Zexp(−π⋅(kc)2)=c⋅∑k∈Zexp(−π⋅(kc)2).
Integral of a Gaussian function

The integral of an arbitrary Gaussian function is

∫∞−∞ae−(x−b)2/2c2dx=2√a|c|π√
An alternative form is

∫∞−∞ke−fx2+gx+hdx=∫∞−∞ke−f(x−g/(2f))2+g2/(4f)+hdx=kπf−
−√exp(g24f+h)
where f must be strictly positive for the integral to converge.
Relation to standard Gaussian integral

The integral

∫∞−∞ae−(x−b)2/2c2dx
for some real constants a, b, c > 0 can be calculated by putting it into the
form of a Gaussian integral. First, the constant a can simply be factored out
of the integral. Next, the variable of integration is changed from x to y = x -
b.

a∫∞−∞e−y2/2c2dy

and then to z=y/2c2−−−√

a2c2−−−√∫∞−∞e−z2dz
Then, using the Gaussian integral identity

∫∞−∞e−z2dz=π√
we have

∫∞−∞ae−(x−b)2/2c2dx=a2πc2−−−−√
Two-dimensional Gaussian function
Gaussian curve with a two-dimensional domain

In two dimensions, the power to which e is raised in the Gaussian function is

any negative-definite quadratic form. Consequently, the level sets of the
Gaussian will always be ellipses.

A particular example of a two-dimensional Gaussian function is

f(x,y)=Aexp(−((x−xo)22σ2X+(y−yo)22σ2Y)).
Here the coefficient A is the amplitude, xo,yo is the center and σx, σy are the
x and y spreads of the blob. The figure on the right was created using A = 1,
xo = 0, yo = 0, σx = σy = 1.

The volume under the Gaussian function is given by

V=∫∞−∞∫∞−∞f(x,y)dxdy=2πAσXσY.
In general, a two-dimensional elliptical Gaussian function is expressed as

f(x,y)=Aexp(−(a(x−xo)2+2b(x−xo)(y−yo)+c(y−yo)2))
where the matrix

[abbc]
is positive-definite.
Using this formulation, the figure on the right can be created using A = 1,
(xo, yo) = (0, 0), a = c = 1/2, b = 0.
Meaning of parameters for the general equation

For the general form of the equation the coefficient A is the height of the
peak and (xo, yo) is the center of the blob.

If we set

abc=cos2θ2σ2X+sin2θ2σ2Y=−sin2θ4σ2X+sin2θ4σ2Y=sin2θ2σ2X
+cos2θ2σ2Y

then we rotate the blob by a clockwise angle θ (for counterclockwise rotation

invert the signs in the b coefficient).[3] This can be seen in the following
examples:

θ=0

θ=0

θ=π/6

θ=π/6
 θ=π/6

θ=π/3
Using the following Octave code, one can easily see the effect of changing
the parameters

A = 1;
x0 = 0; y0 = 0;

sigma_X = 1;
sigma_Y = 2;

[X, Y] = meshgrid(-5:.1:5, -5:.1:5);

for theta = 0:pi/100:pi

a = cos(theta)^2/(2*sigma_X^2) + sin(theta)^2/(2*sigma_Y^2);
b = -sin(2*theta)/(4*sigma_X^2) + sin(2*theta)/(4*sigma_Y^2);
c = sin(theta)^2/(2*sigma_X^2) + cos(theta)^2/(2*sigma_Y^2);

Z = A*exp( - (a*(X-x0).^2 + 2*b*(X-x0).*(Y-y0) + c*(Y-y0).^2));

surf(X,Y,Z);shading interp;view(-36,36)
waitforbuttonpress
end

Such functions are often used in image processing and in computational

models of visual system function—see the articles on scale space and affine
shn.

Also see multivariate normal distribution.

Higher-order Gaussian or super-Gaussian function

A more general formulation of a Gaussian function with a flat-top and

Gaussian fall-off can be taken by raising the content of the exponent to a
power, P {\displaystyle P} P:

f(x)=Aexp⎛⎝−((x−xo)22σ2X)P⎞⎠. This function is known as a super-

Gaussian function and is often used for Gaussian beam formulation.[4] In a
two-dimensional formulation, a Gaussian function along x and y can be
combined with potentially different PX and PY to form an elliptical Gaussian
distribution, f(x,y)=Aexp⎛⎝−((x−xo)22σ2X+(y−yo)22σ2Y)P⎞⎠ or a

((y−yo)22σ2Y)PY⎞⎠ .[5]
rectangular Gaussian distribution, f(x,y)=Aexp⎛⎝−((x−xo)22σ2X)PX−

Multi-dimensional Gaussian function

Main article: Multivariate normal distribution

In an n {\displaystyle n} n-dimensional space a Gaussian function can be

defined as

f(x)=exp(−xTCx),

where x={x1,…,xn} is a column of n {\displaystyle n} n coordinates, C is

a positive-definite n×n matrix, and T denotes matrix transposition.

The integral of this Gaussian function over the whole n-dimensional space is
given as

∫Rnexp(−xTCx)dx=πndetC−−−−−√.
It can be easily calculated by diagonalizing the matrix } C and changing the
integration variables to the eigenvectors of C.

More generally a shifted Gaussian function is defined as

f(x)=exp(−xTCx+sTx),

where s={s1,…,sn} is the shift vector and the matrix C can be assumed to
be symmetric, CT=C, and positive-definite. The following integrals with this
function can be calculated with the same technique,

=∫Rne−xTCx+vTxdx=πndetC−−−−
−√exp(14vTC−1v)≡M.∫Rne−xTCx+vTx(aTx)dx=(aTu)⋅M, where u=1
2C−1v.∫Rne−xTCx+vTx(xTDx)dx=(uTDu+12tr(DC−1))⋅M.∫Rne−xTC′x+s
′Tx(−∂∂xΛ∂∂x)e−xTCx+sTxdx(2tr(C′ΛCB−1)+4uTC′ΛCu−2uT(C

′Λs+CΛs′)+s′TΛs)⋅M,where u=12B−1v,v=s+s′,B=C+C′.

Estimation of parameters
See also: Normal distribution § Estimation of parameters

A number of fields such as stellar photometry, Gaussian beam

characterization, and emission/absorption line spectroscopy work with
sampled Gaussian functions and need to accurately estimate the height,
position, and width parameters of the function. There are three unknown
parameters for a 1D Gaussian function (a, b, c) and five for a 2D Gaussian
function (A;x0,y0;σX,σY) .

The most common method for estimating the Gaussian parameters is to take
the logarithm of the data and fit a parabola to the resulting data set.[6][7]
While this provides a simple curve fitting procedure, the resulting algorithm
may be biased by excessively weighting small data values, which can
produce large errors in the profile estimate. One can partially compensate
for this problem through weighted least squares estimation, reducing the
weight of small data values, but this too can be biased by allowing the tail of
the Gaussian to dominate the fit. In order to remove the bias, one can
instead use an iteratively reweighted least squares procedure, in which the
weights are updated at each iteration.[7] It is also possible to perform non-
linear regression directly on the data, without involving the logarithmic data
transformation; for more options, see probability distribution fitting.
Parameter precision

Once one has an algorithm for estimating the Gaussian function parameters,
it is also important to know how precise those estimates are. Any least
squares estimation algorithm can provide numerical estimates for the
variance of each parameter (i.e., the variance of the estimated height,
position, and width of the function). One can also use Cramér–Rao bound
theory to obtain an analytical expression for the lower bound on the
parameter variances, given certain assumptions about the data.[8][9]

The noise in the measured profile is either i.i.d. Gaussian, or the noise is
Poisson-distributed.
The spacing between each sampling (i.e. the distance between pixels
measuring the data) is uniform.
The peak is "well-sampled", so that less than 10% of the area or volume
under the peak (area if a 1D Gaussian, volume if a 2D Gaussian) lies outside
the measurement region.
The width of the peak is much larger than the distance between sample
locations (i.e. the detector pixels must be at least 5 times smaller than the
Gaussian FWHM).

When these assumptions are satisfied, the following covariance matrix K

applies for the 1D profile parameters a {\displaystyle a} a, b {\displaystyle
b} b, and c {\displaystyle c} c under i.i.d. Gaussian noise and under Poisson
noise:[8]

KGauss=σ2π√δXQ2⎛⎝⎜⎜⎜⎜⎜⎜32c0−1a02ca20−1a02ca2⎞⎠⎟⎟⎟⎟⎟⎟
,KPoiss=12π−−√⎛⎝⎜⎜⎜⎜⎜⎜3a2c0−120ca0−120c2a⎞⎠⎟⎟⎟⎟⎟⎟ ,
where δX is the width of the pixels used to sample the function, Q { is the
quantum efficiency of the detector, and σ indicates the standard deviation of
the measurement noise. Thus, the individual variances for the parameters
are, in the Gaussian noise case,

var(a)var(b)var(c)=3σ22π√δXQ2c=2σ2cδXπ√Q2a2=2σ2cδXπ√Q2
a2
and in the Poisson noise case,

var(a)var(b)var(c)=3a22π−−√c=c2π−−√a=c22π−−√a.
For the 2D profile parameters giving the amplitude A {\displaystyle A} A,
position (x0,y0) , and width (σX,σY) of the profile, the following covariance
matrices apply:[9]

KGauss=σ2πδXδYQ2KPoisson=12π⎛⎝⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜2σXσY00

σX0002σYA2σX⎞⎠⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎛⎝⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜⎜3A
−1Aσy−1AσX02σXA2σY000002σYA2σX00−1AσY002σXA2σy0−1A

σX0013A2σY3AσX⎞⎠⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟⎟.
σXσY00−1σY−1σX0σXAσY00000σYAσX00−1σY002σX3AσY13A−1

where the individual parameter variances are given by the diagonal

elements of the covariance matrix.
Discrete Gaussian
Main article: Discrete Gaussian kernel
The discrete Gaussian kernel (solid), compared with the sampled Gaussian
kernel (dashed) for scales t=0.5,1,2,4.

One may ask for a discrete analog to the Gaussian; this is necessary in
discrete applications, particularly digital signal processing. A simple answer
is to sample the continuous Gaussian, yielding the sampled Gaussian kernel.
However, this discrete function does not have the discrete analogs of the
properties of the continuous function, and can lead to undesired effects, as
described in the article scale space implementation.

An alternative approach is to use the discrete Gaussian kernel:[10]

T(n,t)=e−tIn(t)

where In(t) denotes the modified Bessel functions of integer order.

This is the discrete analog of the continuous Gaussian in that it is the

solution to the discrete diffusion equation (discrete space, continuous time),
just as the continuous Gaussian is the solution to the continuous diffusion
equation.[11]
Applications

Gaussian functions appear in many contexts in the natural sciences, the

social sciences, mathematics, and engineering. Some examples include:

In statistics and probability theory, Gaussian functions appear as the density

function of the normal distribution, which is a limiting probability distribution
of complicated sums, according to the central limit theorem.
Gaussian functions are the Green's function for the (homogeneous and
isotropic) diffusion equation (and to the heat equation, which is the same
thing), a partial differential equation that describes the time evolution of a
mass-density under diffusion. Specifically, if the mass-density at time t=0 is
given by a Dirac delta, which essentially means that the mass is initially
concentrated in a single point, then the mass-distribution at time t will be
given by a Gaussian function, with the parameter a being linearly related to
1/√t and c being linearly related to √t; this time-varying Gaussian is
described by the heat kernel. More generally, if the initial mass-density is
φ(x), then the mass-density at later times is obtained by taking the
convolution of φ with a Gaussian function. The convolution of a function with
a Gaussian is also known as a Weierstrass transform.
A Gaussian function is the wave function of the ground state of the quantum
harmonic oscillator.
The molecular orbitals used in computational chemistry can be linear
combinations of Gaussian functions called Gaussian orbitals (see also basis
set (chemistry)).
Mathematically, the derivatives of the Gaussian function can be represented
using Hermite functions. The n-th derivative of the Gaussian is the Gaussian
function itself multiplied by the n-th Hermite polynomial, up to scale.
Consequently, Gaussian functions are also associated with the vacuum state
in quantum field theory.
Gaussian beams are used in optical systems, microwave systems and lasers.
In scale space representation, Gaussian functions are used as smoothing
kernels for generating multi-scale representations in computer vision and
image processing. Specifically, derivatives of Gaussians (Hermite functions)
are used as a basis for defining a large number of types of visual operations.
Gaussian functions are used to define some types of artificial neural
networks.
In fluorescence microscopy a 2D Gaussian function is used to approximate
the Airy disk, describing the intensity distribution produced by a point
source.
In signal processing they serve to define Gaussian filters, such as in image
processing where 2D Gaussians are used for Gaussian blurs. In digital signal
processing, one uses a discrete Gaussian kernel, which may be defined by
sampling a Gaussian, or in a different way.
In geostatistics they have been used for understanding the variability
between the patterns of a complex training image. They are used with kernel
methods to cluster the patterns in the feature space.[12]

See also

Normal distribution
Lorentzian function
Radial basis function kernel