cmp::covariance::Linear Class Reference

Represents a Linear covariance function. More...

#include <covariance.h>

Inheritance diagram for cmp::covariance::Linear:

Collaboration diagram for cmp::covariance::Linear:

Public Member Functions
	Linear (const Linear &)=default
	Linear (Linear &&)=default
Linear &	operator= (const Linear &)=default
Linear &	operator= (Linear &&)=default
	Linear (const int &indexX=-1)
	Constructs a Linear covariance function.
double	eval (const Eigen::VectorXd &x1, const Eigen::VectorXd &x2, const Eigen::VectorXd &par) const
	Evaluates the Linear 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 Linear 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 Linear kernel.
Public Member Functions inherited from cmp::covariance::Covariance
virtual	~Covariance ()=default

Static Public Member Functions
static std::shared_ptr< Covariance >	make (const int &i)
	Factory method for creating a linear covariance.

Private Attributes
int	indexX_
	Coordinate index to project (-1 for full vector inner product).

Detailed Description

Represents a Linear covariance function.

Mathematical Formulation If indexX_ is -1, computes the full dot product:

\[ k_{\text{lin}}(\mathbf{x}_1, \mathbf{x}_2) = \mathbf{x}_1^T \mathbf{x}_2 \]

Otherwise, evaluates only for the coordinate at indexX_:

\[ k_{\text{lin}}(\mathbf{x}_1, \mathbf{x}_2) = x_{1,\text{index}} \times x_{2,\text{index}} \]

Constructor & Destructor Documentation

Linear() [1/3]

cmp::covariance::Linear::Linear ( const Linear &  )

default

Linear() [2/3]

cmp::covariance::Linear::Linear ( Linear &&  )

default

Linear() [3/3]

cmp::covariance::Linear::Linear ( const int &  indexX = -1 )

inline

Constructs a Linear covariance function.

Parameters

indexX

Dimension index to evaluate, or -1 for the full inner product.

Member Function Documentation

eval()

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

inlinevirtual

Evaluates the Linear kernel.

Implements cmp::covariance::Covariance.

evalGradient()

double cmp::covariance::Linear::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 Linear kernel.

Implements cmp::covariance::Covariance.

evalHessian()

double cmp::covariance::Linear::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 Linear kernel.

Implements cmp::covariance::Covariance.

make()

static std::shared_ptr< Covariance > cmp::covariance::Linear::make ( const int &  i )

inlinestatic

Factory method for creating a linear covariance.

operator=() [1/2]

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

default

operator=() [2/2]

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

default

Member Data Documentation

indexX_

int cmp::covariance::Linear::indexX_

private

Coordinate index to project (-1 for full vector inner product).

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

• include/covariance.h