Detailed Description

Given another kernel $k_2(x,y)$ and a linear transformation $A$, this class implements a kernel of the form

\[ k(x,y) = A * k_2(x,y) * A^T. \]

Definition at line 22 of file LinearTransformKernel.h.

Public Member Functions
	LinearTransformKernel (Eigen::MatrixXd const &Ain, std::shared_ptr< KernelBase > Kin)

virtual	~LinearTransformKernel ()

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::shared_ptr< KernelBase >	Clone () const override

Public Member Functions inherited from muq::Approximation::KernelBase
	KernelBase (unsigned int inputDimIn, unsigned int coDimIn, unsigned int numParamsIn)

	KernelBase (unsigned int inputDimIn, std::vector< unsigned int > dimIndsIn, unsigned int coDimIn, unsigned int numParamsIn)

virtual	~KernelBase ()

virtual std::vector< std::shared_ptr< KernelBase > >	GetSeperableComponents ()
	Overridden by ProductKernel. More...

virtual Eigen::MatrixXd	Evaluate (Eigen::VectorXd const &x1, Eigen::VectorXd const &x2) const

virtual Eigen::MatrixXd	BuildCovariance (Eigen::MatrixXd const &x) const

virtual Eigen::MatrixXd	BuildCovariance (Eigen::MatrixXd const &x1, Eigen::MatrixXd const &x2) const

virtual void	FillCovariance (Eigen::MatrixXd const &xs, Eigen::MatrixXd const &ys, Eigen::Ref< Eigen::MatrixXd > cov) const

virtual void	FillCovariance (Eigen::MatrixXd const &xs, Eigen::Ref< Eigen::MatrixXd > cov) const

virtual void	FillDerivCovariance (Eigen::MatrixXd const &xs, Eigen::MatrixXd const &ys, std::vector< int > const &wrts, Eigen::Ref< Eigen::MatrixXd > cov) const

virtual Eigen::MatrixXd	GetPosDerivative (Eigen::VectorXd const &x1, Eigen::VectorXd const &x2, std::vector< int > const &wrts) const
	Returns derivatives of the kernel with respect to the first input, x1. More...

virtual Eigen::MatrixXd	GetParamBounds () const

virtual Eigen::VectorXd	GetParams () const

virtual void	SetParams (Eigen::VectorXd const &params)

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
	Returns a state space representation of the covariance kernel. More...

Additional Inherited Members
Public Attributes inherited from muq::Approximation::KernelBase
const std::vector< unsigned int >	dimInds

const unsigned int	inputDim

const unsigned int	coDim

const unsigned int	numParams

Constructor & Destructor Documentation

◆ LinearTransformKernel()

muq::Approximation::LinearTransformKernel::LinearTransformKernel	(	Eigen::MatrixXd const &	Ain,
		std::shared_ptr< KernelBase >	Kin
	)

inline

Definition at line 28 of file LinearTransformKernel.h.

References muq::Approximation::KernelBase::cachedParams.

◆ ~LinearTransformKernel()

virtual muq::Approximation::LinearTransformKernel::~LinearTransformKernel ( )

inlinevirtual

Definition at line 36 of file LinearTransformKernel.h.

Member Function Documentation

◆ Clone()

virtual std::shared_ptr<KernelBase> muq::Approximation::LinearTransformKernel::Clone ( ) const

inlineoverridevirtual

Implements muq::Approximation::KernelBase.

Definition at line 60 of file LinearTransformKernel.h.

References A, and K.

◆ FillBlock()

virtual void muq::Approximation::LinearTransformKernel::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

inlineoverridevirtual

For particular points and parameters, this function fills in one block of the covariance matrix.

Implements muq::Approximation::KernelBase.

Definition at line 39 of file LinearTransformKernel.h.

References A, and K.

◆ FillPosDerivBlock()

virtual void muq::Approximation::LinearTransformKernel::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