ConcatenateKernel.h

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#ifndef CONCATENATEKERNEL_H
#define CONCATENATEKERNEL_H
 
#include "MUQ/Approximation/GaussianProcesses/KernelBase.h"
 
 
namespace muq
{
namespace Approximation
{
 
    class ConcatenateKernel : public KernelBase
    {
 
    public:
 
        ConcatenateKernel(std::shared_ptr<KernelBase> const& kernel1In,
                          std::shared_ptr<KernelBase> const& kernel2In) : ConcatenateKernel(std::vector<std::shared_ptr<KernelBase>>({kernel1In, kernel2In})){};
 
        ConcatenateKernel(std::vector<std::shared_ptr<KernelBase>> const& kernelsIn);
 
        virtual ~ConcatenateKernel() = default;
 
        virtual std::shared_ptr<KernelBase> Clone() const override{return std::make_shared<ConcatenateKernel>(kernels);};
 
        virtual void FillBlock(Eigen::Ref<const Eigen::VectorXd> const& x1,
                               Eigen::Ref<const Eigen::VectorXd> const& x2,
                               Eigen::Ref<const Eigen::VectorXd> const& params,
                               Eigen::Ref<Eigen::MatrixXd>              block) const override;
 
        virtual void FillPosDerivBlock(Eigen::Ref<const Eigen::VectorXd> const& x1,
                                       Eigen::Ref<const Eigen::VectorXd> const& x2,
                                       Eigen::Ref<const Eigen::VectorXd> const& params,
                                       std::vector<int>                  const& wrts,
                                       Eigen::Ref<Eigen::MatrixXd>              block) const override;
    
        virtual std::tuple<std::shared_ptr<muq::Modeling::LinearSDE>, std::shared_ptr<muq::Modeling::LinearOperator>, Eigen::MatrixXd> GetStateSpace(boost::property_tree::ptree sdeOptions=boost::property_tree::ptree()) const override;
    
    private:
 
        static unsigned int CountCoDims(std::vector<std::shared_ptr<KernelBase>> kernels);
        static unsigned int CountParams(std::vector<std::shared_ptr<KernelBase>> kernels);
 
        std::vector<std::shared_ptr<KernelBase>> kernels;
    };
 
 
 
template<typename KernelType1, typename KernelType2>
ConcatenateKernel Concatenate(KernelType1 const& kernel1, KernelType2 const& kernel2)
{
    return ConcatenateKernel(kernel1.Clone(), kernel2.Clone());
}
 
 
 
 
} // namespace Approximation
} // namespace muq
 
 
#endif