cmp::kernel::Gaussian Class Reference

Standard Gaussian density kernel. More...

#include <kernel++.h>

Inheritance diagram for cmp::kernel::Gaussian:

Collaboration diagram for cmp::kernel::Gaussian:

Public Member Functions
	Gaussian ()=default
double	eval (const Eigen::VectorXd &z_diff) const override
	Evaluates the unnormalized Gaussian kernel.
double	normalizationConstant (const size_t &dim) const override
	Returns the normalization constant for a given dimension.
double	applyToGradient (const Eigen::VectorXd &z, const Eigen::VectorXd &grad_z_i) const override
	Computes the gradient of the kernel evaluation.
Public Member Functions inherited from cmp::kernel::Kernel
virtual	~Kernel ()=default

Static Public Member Functions
static std::shared_ptr< Kernel >	make ()
	Factory method for creating a Gaussian kernel.

Detailed Description

Standard Gaussian density kernel.

Mathematical Formulation The standard multivariate Gaussian density kernel:

\[ K(\mathbf{z}) = (2\pi)^{-D/2} \exp\left(-\frac{1}{2} \|\mathbf{z}\|_2^2 \right) \]

Constructor & Destructor Documentation

Gaussian()

cmp::kernel::Gaussian::Gaussian ( )

default

Member Function Documentation

applyToGradient()

double cmp::kernel::Gaussian::applyToGradient ( const Eigen::VectorXd &  z, const Eigen::VectorXd &  grad_z_i  ) const

overridevirtual

Computes the gradient of the kernel evaluation.

Implements cmp::kernel::Kernel.

eval()

double cmp::kernel::Gaussian::eval ( const Eigen::VectorXd &  z_diff ) const

overridevirtual

Evaluates the unnormalized Gaussian kernel.

Implements cmp::kernel::Kernel.

make()

static std::shared_ptr< Kernel > cmp::kernel::Gaussian::make ( )

inlinestatic

Factory method for creating a Gaussian kernel.

normalizationConstant()

double cmp::kernel::Gaussian::normalizationConstant ( const size_t &  dim ) const

overridevirtual

Returns the normalization constant for a given dimension.

Implements cmp::kernel::Kernel.

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

• include/kernel++.h
• src/kernel++.cpp