PeriodicKernel.h

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#ifndef PERIODICKERNEL_H
#define PERIODICKERNEL_H
 
#include "MUQ/Approximation/GaussianProcesses/KernelImpl.h"
 
 
namespace muq
{
namespace Approximation
{
 
class PeriodicKernel : public KernelImpl<PeriodicKernel>
{
 
public:
 
  PeriodicKernel(unsigned dim,
                 std::vector<unsigned> dimInds,
                 const double sigma2In,
                 const double lengthIn,
                 const double periodIn) : PeriodicKernel(dim,
                                                         dimInds,
                                                         sigma2In,
                                                         lengthIn,
                                                         periodIn,
                                                         {0.0, std::numeric_limits<double>::infinity()},
                                                         {1e-10, std::numeric_limits<double>::infinity()},
                                                         {1e-10, std::numeric_limits<double>::infinity()}){};
 
     PeriodicKernel(unsigned dim,
                        std::vector<unsigned> dimInds,
                        const double sigma2In,
                        const double lengthIn,
                        const double periodIn,
                    const Eigen::Vector2d sigmaBounds,
                      const Eigen::Vector2d lengthBounds,
                        const Eigen::Vector2d periodBounds);
 
 
  PeriodicKernel(unsigned dim,
                   const double sigma2In,
                   const double lengthIn,
                   const double periodIn) : PeriodicKernel(dim,
                                                         sigma2In,
                                                         lengthIn,
                                                         periodIn,
                                                         {0.0, std::numeric_limits<double>::infinity()},
                                                         {1e-10, std::numeric_limits<double>::infinity()},
                                                         {1e-10, std::numeric_limits<double>::infinity()}){};
 
    PeriodicKernel(unsigned dim,
                       const double sigma2In,
                       const double lengthIn,
                       const double periodIn,
                   const Eigen::Vector2d sigmaBounds,
                     const Eigen::Vector2d lengthBounds,
                     const Eigen::Vector2d periodBounds);
 
 
    virtual ~PeriodicKernel(){};
 
    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
    {
      ScalarType1 dist = (x1-x2).norm();
      block(0,0) = params(0) * exp(-2.0 * pow(sin(pi*dist/params(2)),2.0) / pow(params(1),2.0));
    }
 
 
    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:
    const double pi = 4.0 * atan(1.0); //boost::math::constants::pi<double>();
 
    void SetupBounds(Eigen::Vector2d const& sigmaBounds,
                     Eigen::Vector2d const& lengthBounds,
                     Eigen::Vector2d const& periodBounds);
};
 
}
}
 
 
#endif