cmp::covariance::Constant Class Reference

Represents a constant scale covariance function. More...

#include <covariance.h>

Inheritance diagram for cmp::covariance::Constant:

Collaboration diagram for cmp::covariance::Constant:

Public Member Functions
	Constant (const Constant &)=default
	Constant (Constant &&)=default
Constant &	operator= (const Constant &)=default
Constant &	operator= (Constant &&)=default
	Constant (const size_t &index)
	Constructs a Constant covariance function using the hyperparameter at index.
double	eval (const Eigen::VectorXd &x1, const Eigen::VectorXd &x2, const Eigen::VectorXd &par) const
	Evaluates the Constant kernel.
double	evalGradient (const Eigen::VectorXd &x1, const Eigen::VectorXd &x2, const Eigen::VectorXd &par, const size_t &i) const
	Evaluates the partial derivative of the Constant kernel.
double	evalHessian (const Eigen::VectorXd &x1, const Eigen::VectorXd &x2, const Eigen::VectorXd &par, const size_t &i, const size_t &j) const
	Evaluates the second-order partial derivative of the Constant kernel.
Public Member Functions inherited from cmp::covariance::Covariance
virtual	~Covariance ()=default

Static Public Member Functions
static std::shared_ptr< Covariance >	make (const size_t &c)
	Factory method for creating a constant covariance.

Private Attributes
size_t	index_
	Hyperparameter parameter index.

Detailed Description

Represents a constant scale covariance function.

Mathematical Formulation For a constant kernel, the covariance is independent of the input points:

\[ k_{\text{const}}(\mathbf{x}_1, \mathbf{x}_2; \boldsymbol{\theta}) = \theta_{\text{index}}^2 \]

Constructor & Destructor Documentation

Constant() [1/3]

cmp::covariance::Constant::Constant ( const Constant &  )

default

Constant() [2/3]

cmp::covariance::Constant::Constant ( Constant &&  )

default

Constant() [3/3]

cmp::covariance::Constant::Constant ( const size_t &  index )

inline

Constructs a Constant covariance function using the hyperparameter at index.

Member Function Documentation

eval()

double cmp::covariance::Constant::eval ( const Eigen::VectorXd &  x1, const Eigen::VectorXd &  x2, const Eigen::VectorXd &  par  ) const

inlinevirtual

Evaluates the Constant kernel.

Implements cmp::covariance::Covariance.

evalGradient()

double cmp::covariance::Constant::evalGradient ( const Eigen::VectorXd &  x1, const Eigen::VectorXd &  x2, const Eigen::VectorXd &  par, const size_t &  i  ) const

inlinevirtual

Evaluates the partial derivative of the Constant kernel.

Implements cmp::covariance::Covariance.

evalHessian()

double cmp::covariance::Constant::evalHessian ( const Eigen::VectorXd &  x1, const Eigen::VectorXd &  x2, const Eigen::VectorXd &  par, const size_t &  i, const size_t &  j  ) const

inlinevirtual

Evaluates the second-order partial derivative of the Constant kernel.

Implements cmp::covariance::Covariance.

make()

static std::shared_ptr< Covariance > cmp::covariance::Constant::make ( const size_t &  c )

inlinestatic

Factory method for creating a constant covariance.

operator=() [1/2]

Constant & cmp::covariance::Constant::operator= ( const Constant &  )

default

operator=() [2/2]

Constant & cmp::covariance::Constant::operator= ( Constant &&  )

default

Member Data Documentation

index_

size_t cmp::covariance::Constant::index_

private

Hyperparameter parameter index.

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The documentation for this class was generated from the following file:

• include/covariance.h