cmp::covariance::Sum Class Reference

Represents the sum of two covariance functions. More...

#include <covariance.h>

Inheritance diagram for cmp::covariance::Sum:

Collaboration diagram for cmp::covariance::Sum:

Public Member Functions
	Sum ()=default
	Sum (const Sum &)=default
	Sum (Sum &&)=default
Sum &	operator= (const Sum &)=default
Sum &	operator= (Sum &&)=default
	Sum (std::shared_ptr< Covariance > k1, std::shared_ptr< Covariance > k2)
	Constructs a sum covariance function from two kernels.
double	eval (const Eigen::VectorXd &x1, const Eigen::VectorXd &x2, const Eigen::VectorXd &par) const
	Evaluates the sum 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 sum 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 sum kernel.
Public Member Functions inherited from cmp::covariance::Covariance
virtual	~Covariance ()=default

Static Public Member Functions
static std::shared_ptr< Covariance >	make (std::shared_ptr< Covariance > k1, std::shared_ptr< Covariance > k2)
	Factory method to create a shared pointer to a sum covariance.

Private Attributes
std::shared_ptr< Covariance >	leftCovariance_
	Left operand covariance function.
std::shared_ptr< Covariance >	rightCovariance_
	Right operand covariance function.

Detailed Description

Represents the sum of two covariance functions.

Mathematical Formulation For two covariance kernels \(k_1\) and \(k_2\), the sum kernel is:

\[ k_{\text{sum}}(\mathbf{x}_1, \mathbf{x}_2; \boldsymbol{\theta}) = k_1(\mathbf{x}_1, \mathbf{x}_2; \boldsymbol{\theta}) + k_2(\mathbf{x}_1, \mathbf{x}_2; \boldsymbol{\theta}) \]

Constructor & Destructor Documentation

Sum() [1/4]

cmp::covariance::Sum::Sum ( )

default

Sum() [2/4]

cmp::covariance::Sum::Sum ( const Sum &  )

default

Sum() [3/4]

cmp::covariance::Sum::Sum ( Sum &&  )

default

Sum() [4/4]

cmp::covariance::Sum::Sum ( std::shared_ptr< Covariance >  k1, std::shared_ptr< Covariance >  k2  )

inline

Constructs a sum covariance function from two kernels.

Member Function Documentation

eval()

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

inlinevirtual

Evaluates the sum kernel.

Implements cmp::covariance::Covariance.

evalGradient()

double cmp::covariance::Sum::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 sum kernel.

Implements cmp::covariance::Covariance.

evalHessian()

double cmp::covariance::Sum::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 sum kernel.

Implements cmp::covariance::Covariance.

make()

static std::shared_ptr< Covariance > cmp::covariance::Sum::make ( std::shared_ptr< Covariance >  k1, std::shared_ptr< Covariance >  k2  )

inlinestatic

Factory method to create a shared pointer to a sum covariance.

operator=() [1/2]

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

default

operator=() [2/2]

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

default

Member Data Documentation

leftCovariance_

std::shared_ptr<Covariance> cmp::covariance::Sum::leftCovariance_

private

Left operand covariance function.

rightCovariance_

std::shared_ptr<Covariance> cmp::covariance::Sum::rightCovariance_

private

Right operand covariance function.

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

• include/covariance.h