ConstantKernel.h

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#ifndef CONSTANTKERNEL_H
#define CONSTANTKERNEL_H
 
#include "MUQ/Approximation/GaussianProcesses/KernelImpl.h"
 
 
namespace muq
{
namespace Approximation
{
 
class ConstantKernel : public KernelImpl<ConstantKernel>
{
 
public:
 
    ConstantKernel(unsigned              dim,
                     const double          sigma2In,
                   const Eigen::Vector2d sigmaBounds = {0.0, std::numeric_limits<double>::infinity()});
                   
    ConstantKernel(unsigned              dim,
                       std::vector<unsigned> dimInds,
                     const double          sigma2In,
                   const Eigen::Vector2d sigmaBounds = {0.0, std::numeric_limits<double>::infinity()});
 
    ConstantKernel(unsigned               dim,
                     Eigen::MatrixXd const& sigma2In,
                   const Eigen::Vector2d  sigmaBounds = {0.0, std::numeric_limits<double>::infinity()});
 
    ConstantKernel(unsigned               dim,
                       std::vector<unsigned>  dimInds,
                     Eigen::MatrixXd const& sigma2In,
                   const Eigen::Vector2d  sigmaBounds = {0.0, std::numeric_limits<double>::infinity()});
 
    virtual ~ConstantKernel() = default;
 
    template<typename ScalarType1, typename ScalarType2, typename ScalarType3>
    void FillBlockImpl(Eigen::Ref<const Eigen::Matrix<ScalarType1, Eigen::Dynamic, 1>> const& x1,
                       Eigen::Ref<const Eigen::Matrix<ScalarType1, Eigen::Dynamic, 1>> const& x2,
                       Eigen::Ref<const Eigen::Matrix<ScalarType2, Eigen::Dynamic, 1>> const& params,
                       Eigen::Ref<Eigen::Matrix<ScalarType3,Eigen::Dynamic, Eigen::Dynamic>>  block) const
    {
      int ind = 0;
      for(int i=0; i<coDim; ++i){
        for(int j=0; j<=i; ++j){
          block(i,j) = params(ind);
          block(j,i) = block(i,j);
          ind++;
        }
      }
    }
 
 
    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 GetNumParams(Eigen::MatrixXd const& cov)
    {
         return 0.5*cov.rows()*(cov.rows()+1);
    }
};
 
}
}
 
 
#endif