SeparableKarhunenLoeve.h

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#ifndef SEPARABLEKARHUNENLOEVE_H
#define SEPARABLEKARHUNENLOEVE_H
 
#include <Eigen/Core>
 
#include "MUQ/Approximation/GaussianProcesses/KernelBase.h"
 
 
namespace muq
{
namespace Approximation
{
    class SeparableKarhunenLoeve
    {
 
    public:
 
      SeparableKarhunenLoeve(std::vector<std::shared_ptr<KernelBase>> kernelsIn,
                             std::vector<Eigen::MatrixXd> const& seedPtsIn,
                             std::vector<Eigen::VectorXd> const& seedWtsIn,
                             boost::property_tree::ptree options = boost::property_tree::ptree());
 
      virtual Eigen::MatrixXd GetModes(Eigen::Ref<const Eigen::MatrixXd> const& pts) const override;
 
      virtual unsigned int NumModes() const override;
 
    private:
      std::vector<std::shared_ptr<KarhunenLoeveBase>> components;
 
      std::shared_ptr<MultiIndexSet> modeInds;
      unsigned int numModes;
 
    }; // class SeparableKarhunenLoeve
  }
}
 
 
#endif