cmp::covariance::Custom Class Reference

Represents a custom user-defined covariance function using std::function wrappers. More...

#include <covariance.h>

Inheritance diagram for cmp::covariance::Custom:

Collaboration diagram for cmp::covariance::Custom:

Public Member Functions
	Custom (const Custom &)=default
	Custom (Custom &&)=default
Custom &	operator= (const Custom &)=default
Custom &	operator= (Custom &&)=default
	Custom (std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &)> eval, std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &, const size_t &)> evalGradient, std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &, const size_t &, const size_t &)> evalHessian)
	Constructs a custom covariance kernel with evaluation, gradient, and Hessian functions.
double	eval (const Eigen::VectorXd &x1, const Eigen::VectorXd &x2, const Eigen::VectorXd &par) const
	Evaluates the custom kernel.
double	evalGradient (const Eigen::VectorXd &x1, const Eigen::VectorXd &x2, const Eigen::VectorXd &par, const size_t &i) const
	Evaluates the custom kernel's gradient.
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 custom kernel's Hessian.
std::shared_ptr< Custom >	make (std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &)> eval, std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &, const size_t &)> evalGradient, std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &, const size_t &, const size_t &)> evalHessian)
	Factory method for creating a shared pointer to a custom covariance.
Public Member Functions inherited from cmp::covariance::Covariance
virtual	~Covariance ()=default

Private Attributes
std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &)>	eval_
	Custom kernel evaluation function.
std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &, const size_t &)>	evalGradient_
	Custom gradient evaluation function.
std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &, const size_t &, const size_t &)>	evalHessian_
	Custom Hessian evaluation function.

Detailed Description

Represents a custom user-defined covariance function using std::function wrappers.

Constructor & Destructor Documentation

Custom() [1/3]

cmp::covariance::Custom::Custom ( const Custom &  )

default

Custom() [2/3]

cmp::covariance::Custom::Custom ( Custom &&  )

default

Custom() [3/3]

cmp::covariance::Custom::Custom ( std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &)>  eval, std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &, const size_t &)>  evalGradient, std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &, const size_t &, const size_t &)>  evalHessian  )

inline

Constructs a custom covariance kernel with evaluation, gradient, and Hessian functions.

Member Function Documentation

eval()

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

inlinevirtual

Evaluates the custom kernel.

Implements cmp::covariance::Covariance.

evalGradient()

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

inlinevirtual

Evaluates the custom kernel's gradient.

Implements cmp::covariance::Covariance.

evalHessian()

double cmp::covariance::Custom::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 custom kernel's Hessian.

Implements cmp::covariance::Covariance.

make()

std::shared_ptr< Custom > cmp::covariance::Custom::make ( std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &)>  eval, std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &, const size_t &)>  evalGradient, std::function< double(const Eigen::VectorXd &, const Eigen::VectorXd &, const Eigen::VectorXd &, const size_t &, const size_t &)>  evalHessian  )

inline

Factory method for creating a shared pointer to a custom covariance.

operator=() [1/2]

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

default

operator=() [2/2]

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

default

Member Data Documentation

eval_

std::function<double(const Eigen::VectorXd&, const Eigen::VectorXd&, const Eigen::VectorXd&)> cmp::covariance::Custom::eval_

private

Custom kernel evaluation function.

evalGradient_

std::function<double(const Eigen::VectorXd&, const Eigen::VectorXd&, const Eigen::VectorXd&, const size_t&)> cmp::covariance::Custom::evalGradient_

private

Custom gradient evaluation function.

evalHessian_

std::function<double(const Eigen::VectorXd&, const Eigen::VectorXd&, const Eigen::VectorXd&, const size_t&, const size_t&)> cmp::covariance::Custom::evalHessian_

private

Custom Hessian evaluation function.

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

• include/covariance.h