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source: trunk/sources/HeuristicLab.Tests/HeuristicLab.Algorithms.DataAnalysis-3.4/GaussianProcessFunctionsTest.cs @ 8491

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Last change on this file since 8491 was 8491, checked in by gkronber, 12 years ago
#1902 fixed test cases, improved performance
File size: 70.0 KB

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1	#region License Information
2	/* HeuristicLab
3	* Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4	*
5	* This file is part of HeuristicLab.
6	*
7	* HeuristicLab is free software: you can redistribute it and/or modify
8	* it under the terms of the GNU General Public License as published by
9	* the Free Software Foundation, either version 3 of the License, or
10	* (at your option) any later version.
11	*
12	* HeuristicLab is distributed in the hope that it will be useful,
13	* but WITHOUT ANY WARRANTY; without even the implied warranty of
14	* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
15	* GNU General Public License for more details.
16	*
17	* You should have received a copy of the GNU General Public License
18	* along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19	*/
20	#endregion
21
22	using System.Linq;
23	using HeuristicLab.Algorithms.DataAnalysis;
24	using Microsoft.VisualStudio.TestTools.UnitTesting;
25
26	namespace HeuristicLab.Algorithms.DataAnalysis_34.Tests {
27	[TestClass]
28
29	// reference values calculated with Rasmussen's GPML MATLAB package
30	public class GaussianProcessFunctionsTest {
31	[TestMethod]
32	public void MeanConstTest() {
33	TestMeanFunction(new MeanConst(), 0,
34	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
35	new double[][] { new double[] { 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 } }
36	);
37	TestMeanFunction(new MeanConst(), 1,
38	new double[] { 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
39	new double[][] { new double[] { 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 } }
40	);
41	}
42
43	[TestMethod]
44	public void MeanZeroTest() {
45	TestMeanFunction(new MeanZero(), 0,
46	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
47	new double[][] { new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 } }
48	);
49	TestMeanFunction(new MeanZero(), 1,
50	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
51	new double[][] { new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 } }
52	);
53	}
54
55	[TestMethod]
56	public void MeanSumTest() {
57	var sum = new MeanSum();
58	sum.Terms.Add(new MeanConst());
59	sum.Terms.Add(new MeanConst());
60	TestMeanFunction(sum, 0,
61	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
62	new double[][]
63	{
64	new double[] { 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
65	new double[] { 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 }
66	}
67	);
68	TestMeanFunction(sum, 1,
69	new double[] { 2, 2, 2, 2, 2, 2, 2, 2, 2, 2 },
70	new double[][]
71	{
72	new double[] { 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
73	new double[] { 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 }
74	}
75	);
76	}
77	[TestMethod]
78	public void MeanProdTest() {
79	var prod = new MeanProd();
80	prod.Factors.Add(new MeanConst());
81	prod.Factors.Add(new MeanConst());
82	TestMeanFunction(prod, 0,
83	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
84	new double[][]
85	{
86	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
87	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 }
88	}
89	);
90	TestMeanFunction(prod, 1,
91	new double[] { 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
92	new double[][]
93	{
94	new double[] { 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 },
95	new double[] { 1, 1, 1, 1, 1, 1, 1, 1, 1, 1 }
96	}
97	);
98
99	prod.Factors.Clear();
100	prod.Factors.Add(new MeanZero());
101	prod.Factors.Add(new MeanLinear());
102	TestMeanFunction(prod, 0,
103	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
104	new double[][]
105	{
106	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
107	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
108	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
109	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
110	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 }
111	}
112	);
113	TestMeanFunction(prod, 1,
114	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
115	new double[][]
116	{
117	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
118	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
119	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
120	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
121	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 }
122	}
123	);
124
125	prod.Factors.Clear();
126	prod.Factors.Add(new MeanConst());
127	prod.Factors.Add(new MeanLinear());
128	TestMeanFunction(prod, 1,
129	new double[] { 1.843574580675791, 2.127929337522181, 3.116568910281474, 1.688566127130978, 3.250517738447450, 2.961262743634280, 2.326019412613392, 1.729286976436201, 1.769654419215176, 2.398170347588917 },
130	new double[][]
131	{
132	new double[] { 2.9088, 1.8646, 3.1971, 1.9890, 1.7640, 1.2801, 2.8059, 3.7243, 3.1899 ,1.4978 },
133	new double[] { 0.4173, 0.0497, 0.9027, 0.9448, 0.4909, 0.4893, 0.3377, 0.9001, 0.3692 ,0.1112 },
134	new double[] { 0.7803, 0.3897, 0.2417, 0.4039, 0.0965, 0.1320, 0.9421, 0.9561, 0.5752 ,0.0598 },
135	new double[] { 0.2348, 0.3532, 0.8212, 0.0154, 0.0430, 0.1690, 0.6491, 0.7317, 0.6477 ,0.4509 },
136	new double[] { 0.5470, 0.2963, 0.7447, 0.1890, 0.6868, 0.1835, 0.3685, 0.6256, 0.7802 ,0.0811 },
137	new double[] { 0.9294, 0.7757, 0.4868, 0.4359, 0.4468, 0.3063, 0.5085, 0.5108, 0.8176 ,0.7948 }
138	}
139	);
140	}
141
142	[TestMethod]
143	public void MeanLinear() {
144	TestMeanFunction(new MeanLinear(), 0,
145	new double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 },
146	new double[][]
147	{
148	new double[] { 0.4173, 0.0497, 0.9027, 0.9448, 0.4909, 0.4893, 0.3377, 0.9001, 0.3692, 0.1112 },
149	new double[] { 0.7803, 0.3897, 0.2417, 0.4039, 0.0965, 0.1320, 0.9421, 0.9561, 0.5752, 0.0598 },
150	new double[] { 0.2348, 0.3532, 0.8212, 0.0154, 0.0430, 0.1690, 0.6491, 0.7317, 0.6477, 0.4509 },
151	new double[] { 0.5470, 0.2963, 0.7447, 0.1890, 0.6868, 0.1835, 0.3685, 0.6256, 0.7802, 0.0811 },
152	new double[] { 0.9294, 0.7757, 0.4868, 0.4359, 0.4468, 0.3063, 0.5085, 0.5108, 0.8176, 0.7948 }
153	}
154	);
155	TestMeanFunction(new MeanLinear(), 1,
156	new double[] { 1.8436, 2.1279, 3.1166, 1.6886, 3.2505, 2.9613, 2.3260, 1.7293, 1.7697, 2.3982 },
157	new double[][]
158	{
159	new double[] { 0.4173, 0.0497, 0.9027, 0.9448, 0.4909, 0.4893, 0.3377, 0.9001, 0.3692, 0.1112 },
160	new double[] { 0.7803, 0.3897, 0.2417, 0.4039, 0.0965, 0.1320, 0.9421, 0.9561, 0.5752, 0.0598 },
161	new double[] { 0.2348, 0.3532, 0.8212, 0.0154, 0.0430, 0.1690, 0.6491, 0.7317, 0.6477, 0.4509 },
162	new double[] { 0.5470, 0.2963, 0.7447, 0.1890, 0.6868, 0.1835, 0.3685, 0.6256, 0.7802, 0.0811 },
163	new double[] { 0.9294, 0.7757, 0.4868, 0.4359, 0.4468, 0.3063, 0.5085, 0.5108, 0.8176, 0.7948 }
164	}
165	);
166	}
167
168	[TestMethod]
169	public void CovSeIsoTest() {
170	TestCovarianceFunction(new CovarianceSEiso(), 0,
171	new double[,]
172	{
173	{ 0.5771, 0.5404, 0.8569, 0.5612, 0.7545, 0.4980, 0.6649, 0.7484, 0.6564, 0.8184},
174	{ 0.6206, 0.7027, 0.7091, 0.6015, 0.7295, 0.5338, 0.6705, 0.8202, 0.7155, 0.8029},
175	{ 0.7743, 0.7513, 0.8468, 0.6865, 0.5645, 0.7861, 0.8404, 0.6625, 0.7555, 0.8335},
176	{ 0.7773, 0.5513, 0.7792, 0.7166, 0.4534, 0.5870, 0.8913, 0.8796, 0.8656, 0.8245},
177	{ 0.8839, 0.5934, 0.7689, 0.8982, 0.4126, 0.4741, 0.7883, 0.9201, 0.9077, 0.8649},
178	{ 0.8746, 0.7341, 0.7020, 0.8323, 0.4826, 0.5922, 0.8706, 0.9508, 0.9524, 0.8660},
179	{ 0.6133, 0.7560, 0.7280, 0.5749, 0.8722, 0.5651, 0.6530, 0.6260, 0.6633, 0.8195},
180	{ 0.6113, 0.6277, 0.8110, 0.5489, 0.7110, 0.6221, 0.6948, 0.5425, 0.6227, 0.7828},
181	{ 0.6394, 0.6950, 0.8669, 0.6107, 0.7933, 0.5985, 0.6823, 0.6858, 0.6702, 0.8492},
182	{ 0.5790, 0.7156, 0.6274, 0.5324, 0.6323, 0.6100, 0.6863, 0.8091, 0.6855, 0.7173},
183	},
184	new double[][,]
185	{
186	new double[,] {
187	{ 0, 0.3197, 0.6358, 0.5518, 0.5207, 0.5909, 0.3361, 0.4897, 0.2447, 0.5720},
188	{ 0.3197, 0, 0.6697, 0.6190, 0.4635, 0.4047, 0.4190, 0.6899, 0.3650, 0.1552},
189	{ 0.6358, 0.6697, 0, 0.6031, 0.5367, 0.5927, 0.6008, 0.4084, 0.4103, 0.6843},
190	{ 0.5518, 0.6190, 0.6031, 0, 0.4173, 0.2740, 0.6339, 0.6114, 0.6702, 0.6455},
191	{ 0.5207, 0.4635, 0.5367, 0.4173, 0, 0.2510, 0.6610, 0.6935, 0.5180, 0.5362},
192	{ 0.5909, 0.4047, 0.5927, 0.2740, 0.2510, 0, 0.6019, 0.6955, 0.6232, 0.3756},
193	{ 0.3361, 0.4190, 0.6008, 0.6339, 0.6610, 0.6019, 0, 0.3205, 0.3279, 0.6165},
194	{ 0.4897, 0.6899, 0.4084, 0.6114, 0.6935, 0.6955, 0.3205, 0, 0.4189, 0.7344},
195	{ 0.2447, 0.3650, 0.4103, 0.6702, 0.5180, 0.6232, 0.3279, 0.4189, 0, 0.5595},
196	{ 0.5720, 0.1552, 0.6843, 0.6455, 0.5362, 0.3756, 0.6165, 0.7344, 0.5595, 0},
197	},
198	new double[,] {
199	{ 2.0000, 1.6472, 1.1513, 1.3142, 1.3662, 1.2437, 1.6267, 1.4148, 1.7372, 1.2786},
200	{ 1.6472, 2.0000, 1.0689, 1.1876, 1.4541, 1.5370, 1.5174, 1.0103, 1.5898, 1.8381},
201	{ 1.1513, 1.0689, 2.0000, 1.2199, 1.3398, 1.2402, 1.2244, 1.5320, 1.5293, 1.0276},
202	{ 1.3142, 1.1876, 1.2199, 2.0000, 1.5197, 1.7027, 1.1555, 1.2033, 1.0675, 1.1291},
203	{ 1.3662, 1.4541, 1.3398, 1.5197, 2.0000, 1.7299, 1.0916, 0.9989, 1.3706, 1.3407},
204	{ 1.2437, 1.5370, 1.2402, 1.7027, 1.7299, 2.0000, 1.2223, 0.9923, 1.1787, 1.5758},
205	{ 1.6267, 1.5174, 1.2244, 1.1555, 1.0916, 1.2223, 2.0000, 1.6461, 1.6369, 1.1928},
206	{ 1.4148, 1.0103, 1.5320, 1.2033, 0.9989, 0.9923, 1.6461, 2.0000, 1.5176, 0.7806},
207	{ 1.7372, 1.5898, 1.5293, 1.0675, 1.3706, 1.1787, 1.6369, 1.5176, 2.0000, 1.3009},
208	{ 1.2786, 1.8381, 1.0276, 1.1291, 1.3407, 1.5758, 1.1928, 0.7806, 1.3009, 2.0000},
209	}
210	}
211	);
212	TestCovarianceFunction(new CovarianceSEiso(), 1,
213	new double[,]
214	{
215	{ 6.8592, 6.7985, 7.2362, 6.8334, 7.1127, 6.7239, 6.9920, 7.1048, 6.9798, 7.1914},
216	{ 6.9271, 7.0445, 7.0531, 6.8979, 7.0803, 6.7872, 7.0000, 7.1935, 7.0617, 7.1727},
217	{ 7.1376, 7.1086, 7.2246, 7.0223, 6.8388, 7.1522, 7.2172, 6.9886, 7.1139, 7.2091},
218	{ 7.1414, 6.8169, 7.1438, 7.0632, 6.6389, 6.8750, 7.2749, 7.2619, 7.2462, 7.1986},
219	{ 7.2667, 6.8852, 7.1309, 7.2824, 6.5548, 6.6792, 7.1550, 7.3063, 7.2929, 7.2454},
220	{ 7.2563, 7.0864, 7.0436, 7.2078, 6.6953, 6.8834, 7.2517, 7.3388, 7.3405, 7.2466},
221	{ 6.9160, 7.1146, 7.0783, 6.8557, 7.2536, 6.8398, 6.9750, 6.9351, 6.9897, 7.1926},
222	{ 6.9130, 6.9378, 7.1825, 6.8129, 7.0557, 6.9294, 7.0338, 6.8021, 6.9302, 7.1482},
223	{ 6.9551, 7.0340, 7.2476, 6.9120, 7.1611, 6.8932, 7.0166, 7.0213, 6.9995, 7.2274},
224	{ 6.8624, 7.0619, 6.9373, 6.7848, 6.9446, 6.9109, 7.0221, 7.1802, 7.0209, 7.0642},
225	},
226	new double[][,]
227	{
228	new double[,] {
229	{ 0, 0.3781, 1.0250, 0.7934, 0.7239, 0.8910, 0.4018, 0.6606, 0.2764, 0.8421},
230	{ 0.3781, 0, 1.1512, 0.9715, 0.6106, 0.5082, 0.5320, 1.2453, 0.4451, 0.1669},
231	{ 1.0250, 1.1512, 0, 0.9248, 0.7589, 0.8960, 0.9183, 0.5143, 0.5175, 1.2171},
232	{ 0.7934, 0.9715, 0.9248, 0, 0.5292, 0.3149, 1.0188, 0.9487, 1.1534, 1.0583},
233	{ 0.7239, 0.6106, 0.7589, 0.5292, 0, 0.2845, 1.1157, 1.2640, 0.7182, 0.7577},
234	{ 0.8910, 0.5082, 0.8960, 0.3149, 0.2845, 0, 0.9214, 1.2749, 0.9845, 0.4616},
235	{ 0.4018, 0.5320, 0.9183, 1.0188, 1.1157, 0.9214, 0, 0.3793, 0.3899, 0.9638},
236	{ 0.6606, 1.2453, 0.5143, 0.9487, 1.2640, 1.2749, 0.3793, 0, 0.5318, 1.6567},
237	{ 0.2764, 0.4451, 0.5175, 1.1534, 0.7182, 0.9845, 0.3899, 0.5318, 0, 0.8116},
238	{ 0.8421, 0.1669, 1.2171, 1.0583, 0.7577, 0.4616, 0.9638, 1.6567, 0.8116, 0},
239	},
240	new double[,] {
241	{ 14.7781, 14.3950, 13.7138, 13.9618, 14.0352, 13.8578, 14.3707, 14.1018, 14.4990, 13.9100},
242	{ 14.3950, 14.7781, 13.5767, 13.7715, 14.1542, 14.2607, 14.2360, 13.4735, 14.3260, 14.6102},
243	{ 13.7138, 13.5767, 14.7781, 13.8217, 13.9982, 13.8525, 13.8286, 14.2545, 14.2511, 13.5045},
244	{ 13.9618, 13.7715, 13.8217, 14.7781, 14.2390, 14.4598, 13.7206, 13.7960, 13.5743, 13.6778},
245	{ 14.0352, 14.1542, 13.9982, 14.2390, 14.7781, 14.4908, 13.6154, 13.4528, 14.0413, 13.9995},
246	{ 13.8578, 14.2607, 13.8525, 14.4598, 14.4908, 14.7781, 13.8254, 13.4407, 13.7576, 14.3090},
247	{ 14.3707, 14.2360, 13.8286, 13.7206, 13.6154, 13.8254, 14.7781, 14.3938, 14.3828, 13.7798},
248	{ 14.1018, 13.4735, 14.2545, 13.7960, 13.4528, 13.4407, 14.3938, 14.7781, 14.2363, 13.0113},
249	{ 14.4990, 14.3260, 14.2511, 13.5743, 14.0413, 13.7576, 14.3828, 14.2363, 14.7781, 13.9425},
250	{ 13.9100, 14.6102, 13.5045, 13.6778, 13.9995, 14.3090, 13.7798, 13.0113, 13.9425, 14.7781},
251	},
252	}
253	);
254	}
255
256	[TestMethod]
257	public void CovRQIsoTest() {
258	TestCovarianceFunction(new CovarianceRQiso(), 0,
259	new double[,]
260	{
261	{ 0.6452, 0.6190, 0.8662, 0.6338, 0.7802, 0.5893, 0.7102, 0.7753, 0.7037, 0.8331},
262	{ 0.6771, 0.7392, 0.7442, 0.6630, 0.7603, 0.6144, 0.7145, 0.8346, 0.7492, 0.8200},
263	{ 0.7963, 0.7777, 0.8574, 0.7266, 0.6362, 0.8060, 0.8519, 0.7084, 0.7810, 0.8459},
264	{ 0.7988, 0.6268, 0.8004, 0.7500, 0.5583, 0.6524, 0.8968, 0.8864, 0.8739, 0.8382},
265	{ 0.8902, 0.6571, 0.7919, 0.9030, 0.5304, 0.5727, 0.8079, 0.9232, 0.9117, 0.8733},
266	{ 0.8819, 0.7639, 0.7387, 0.8449, 0.5785, 0.6563, 0.8783, 0.9519, 0.9535, 0.8742},
267	{ 0.6716, 0.7814, 0.7590, 0.6437, 0.8797, 0.6366, 0.7012, 0.6810, 0.7090, 0.8339},
268	{ 0.6702, 0.6823, 0.8268, 0.6250, 0.7456, 0.6782, 0.7331, 0.6205, 0.6786, 0.8033},
269	{ 0.6910, 0.7332, 0.8750, 0.6697, 0.8119, 0.6608, 0.7235, 0.7261, 0.7142, 0.8595},
270	{ 0.6467, 0.7493, 0.6821, 0.6133, 0.6857, 0.6692, 0.7265, 0.8252, 0.7259, 0.7506},
271	},
272	new double[][,]
273	{
274	new double[,] {
275	{ 0, 0.2722, 0.4584, 0.4165, 0.3996, 0.4367, 0.2838, 0.3820, 0.2165, 0.4271},
276	{ 0.2722, 0, 0.4736, 0.4505, 0.3666, 0.3300, 0.3391, 0.4823, 0.3037, 0.1436},
277	{ 0.4584, 0.4736, 0, 0.4428, 0.4084, 0.4376, 0.4416, 0.3323, 0.3336, 0.4799},
278	{ 0.4165, 0.4505, 0.4428, 0, 0.3381, 0.2388, 0.4575, 0.4468, 0.4739, 0.4629},
279	{ 0.3996, 0.3666, 0.4084, 0.3381, 0, 0.2213, 0.4698, 0.4837, 0.3981, 0.4081},
280	{ 0.4367, 0.3300, 0.4376, 0.2388, 0.2213, 0, 0.4422, 0.4845, 0.4525, 0.3109},
281	{ 0.2838, 0.3391, 0.4416, 0.4575, 0.4698, 0.4422, 0, 0.2728, 0.2781, 0.4493},
282	{ 0.3820, 0.4823, 0.3323, 0.4468, 0.4837, 0.4845, 0.2728, 0, 0.3390, 0.4995},
283	{ 0.2165, 0.3037, 0.3336, 0.4739, 0.3981, 0.4525, 0.2781, 0.3390, 0, 0.4206},
284	{ 0.4271, 0.1436, 0.4799, 0.4629, 0.4081, 0.3109, 0.4493, 0.4995, 0.4206, 0},
285	},
286	new double[,] {
287	{ 2.0000, 1.6749, 1.2884, 1.4086, 1.4481, 1.3558, 1.6576, 1.4857, 1.7530, 1.3818},
288	{ 1.6749, 2.0000, 1.2296, 1.3147, 1.5166, 1.5831, 1.5672, 1.1884, 1.6266, 1.8443},
289	{ 1.2884, 1.2296, 2.0000, 1.3383, 1.4280, 1.3533, 1.3417, 1.5791, 1.5769, 1.2005},
290	{ 1.4086, 1.3147, 1.3383, 2.0000, 1.5691, 1.7228, 1.2914, 1.3262, 1.2286, 1.2725},
291	{ 1.4481, 1.5166, 1.4280, 1.5691, 2.0000, 1.7466, 1.2457, 1.1805, 1.4515, 1.4286},
292	{ 1.3558, 1.5831, 1.3533, 1.7228, 1.7466, 2.0000, 1.3401, 1.1758, 1.3083, 1.6150},
293	{ 1.6576, 1.5672, 1.3417, 1.2914, 1.2457, 1.3401, 2.0000, 1.6740, 1.6662, 1.3186},
294	{ 1.4857, 1.1884, 1.5791, 1.3262, 1.1805, 1.1758, 1.6740, 2.0000, 1.5674, 1.0305},
295	{ 1.7530, 1.6266, 1.5769, 1.2286, 1.4515, 1.3083, 1.6662, 1.5674, 2.0000, 1.3985},
296	{ 1.3818, 1.8443, 1.2005, 1.2725, 1.4286, 1.6150, 1.3186, 1.0305, 1.3985, 2.0000},
297	},
298	new double[,] {
299	{ 0, -0.0124, -0.0541, -0.0386, -0.0340, -0.0452, -0.0137, -0.0298, -0.0073, -0.0419},
300	{ -0.0124, 0, -0.0623, -0.0505, -0.0265, -0.0200, -0.0215, -0.0682, -0.0162, -0.0029},
301	{ -0.0541, -0.0623, 0, -0.0474, -0.0363, -0.0455, -0.0470, -0.0204, -0.0206, -0.0664},
302	{ -0.0386, -0.0505, -0.0474, 0, -0.0213, -0.0091, -0.0537, -0.0490, -0.0624, -0.0563},
303	{ -0.0340, -0.0265, -0.0363, -0.0213, 0, -0.0077, -0.0600, -0.0693, -0.0336, -0.0362},
304	{ -0.0452, -0.0200, -0.0455, -0.0091, -0.0077, 0, -0.0472, -0.0700, -0.0514, -0.0172},
305	{ -0.0137, -0.0215, -0.0470, -0.0537, -0.0600, -0.0472, 0, -0.0125, -0.0131, -0.0500},
306	{ -0.0298, -0.0682, -0.0204, -0.0490, -0.0693, -0.0700, -0.0125, 0, -0.0215, -0.0919},
307	{ -0.0073, -0.0162, -0.0206, -0.0624, -0.0336, -0.0514, -0.0131, -0.0215, 0, -0.0399},
308	{ -0.0419, -0.0029, -0.0664, -0.0563, -0.0362, -0.0172, -0.0500, -0.0919, -0.0399, 0},
309	}
310	}
311	);
312	TestCovarianceFunction(new CovarianceRQiso(), 1,
313	new double[,]
314	{
315	{ 6.8660, 6.8070, 7.2367, 6.8409, 7.1145, 6.7347, 6.9959, 7.1068, 6.9839, 7.1923},
316	{ 6.9324, 7.0474, 7.0559, 6.9038, 7.0827, 6.7961, 7.0038, 7.1944, 7.0644, 7.1739},
317	{ 7.1392, 7.1106, 7.2253, 7.0255, 6.8461, 7.1536, 7.2179, 6.9926, 7.1158, 7.2099},
318	{ 7.1429, 6.8249, 7.1453, 7.0658, 6.6525, 6.8816, 7.2752, 7.2623, 7.2467, 7.1995},
319	{ 7.2671, 6.8913, 7.1326, 7.2827, 6.5716, 6.6915, 7.1564, 7.3065, 7.2931, 7.2459},
320	{ 7.2567, 7.0886, 7.0466, 7.2086, 6.7069, 6.8897, 7.2522, 7.3388, 7.3405, 7.2471},
321	{ 6.9215, 7.1164, 7.0807, 6.8626, 7.2540, 6.8471, 6.9792, 6.9401, 6.9937, 7.1935},
322	{ 6.9185, 6.9428, 7.1836, 6.8210, 7.0584, 6.9346, 7.0369, 6.8105, 6.9354, 7.1496},
323	{ 6.9598, 7.0372, 7.2481, 6.9176, 7.1623, 6.8992, 7.0200, 7.0247, 7.0033, 7.2280},
324	{ 6.8692, 7.0646, 6.9424, 6.7937, 6.9495, 6.9165, 7.0254, 7.1813, 7.0242, 7.0668},
325	},
326	new double[][,]
327	{
328	new double[,] {
329	{ 0, 0.3746, 0.9986, 0.7776, 0.7108, 0.8711, 0.3978, 0.6497, 0.2745, 0.8243},
330	{ 0.3746, 0, 1.1178, 0.9478, 0.6013, 0.5017, 0.5249, 1.2062, 0.4401, 0.1662},
331	{ 0.9986, 1.1178, 0, 0.9033, 0.7445, 0.8758, 0.8972, 0.5076, 0.5108, 1.1798},
332	{ 0.7776, 0.9478, 0.9033, 0, 0.5222, 0.3124, 0.9927, 0.9261, 1.1199, 1.0301},
333	{ 0.7108, 0.6013, 0.7445, 0.5222, 0, 0.2825, 1.0844, 1.2237, 0.7052, 0.7433},
334	{ 0.8711, 0.5017, 0.8758, 0.3124, 0.2825, 0, 0.9000, 1.2339, 0.9601, 0.4563},
335	{ 0.3978, 0.5249, 0.8972, 0.9927, 1.0844, 0.9000, 0, 0.3757, 0.3861, 0.9404},
336	{ 0.6497, 1.2062, 0.5076, 0.9261, 1.2237, 1.2339, 0.3757, 0, 0.5247, 1.5872},
337	{ 0.2745, 0.4401, 0.5108, 1.1199, 0.7052, 0.9601, 0.3861, 0.5247, 0, 0.7950},
338	{ 0.8243, 0.1662, 1.1798, 1.0301, 0.7433, 0.4563, 0.9404, 1.5872, 0.7950, 0},
339	},
340	new double[,] {
341	{ 14.7781, 14.3968, 13.7277, 13.9699, 14.0420, 13.8682, 14.3727, 14.1074, 14.5000, 13.9192},
342	{ 14.3968, 14.7781, 13.5943, 13.7839, 14.1589, 14.2640, 14.2397, 13.4942, 14.3286, 14.6106},
343	{ 13.7277, 13.5943, 14.7781, 13.8329, 14.0057, 13.8630, 13.8396, 14.2579, 14.2545, 13.5242},
344	{ 13.9699, 13.7839, 13.8329, 14.7781, 14.2426, 14.4610, 13.7342, 13.8078, 13.5920, 13.6926},
345	{ 14.0420, 14.1589, 14.0057, 14.2426, 14.7781, 14.4918, 13.6319, 13.4742, 14.0479, 14.0069},
346	{ 13.8682, 14.2640, 13.8630, 14.4610, 14.4918, 14.7781, 13.8365, 13.4625, 13.7703, 14.3117},
347	{ 14.3727, 14.2397, 13.8396, 13.7342, 13.6319, 13.8365, 14.7781, 14.3956, 14.3848, 13.7920},
348	{ 14.1074, 13.4942, 14.2579, 13.8078, 13.4742, 13.4625, 14.3956, 14.7781, 14.2399, 13.0490},
349	{ 14.5000, 14.3286, 14.2545, 13.5920, 14.0479, 13.7703, 14.3848, 14.2399, 14.7781, 13.9510},
350	{ 13.9192, 14.6106, 13.5242, 13.6926, 14.0069, 14.3117, 13.7920, 13.0490, 13.9510, 14.7781},
351	},
352	new double[,] {
353	{ 0, -0.0009, -0.0068, -0.0040, -0.0034, -0.0051, -0.0010, -0.0028, -0.0005, -0.0046},
354	{ -0.0009, 0, -0.0086, -0.0061, -0.0024, -0.0016, -0.0018, -0.0101, -0.0013, -0.0002},
355	{ -0.0068, -0.0086, 0, -0.0055, -0.0037, -0.0052, -0.0054, -0.0017, -0.0017, -0.0097},
356	{ -0.0040, -0.0061, -0.0055, 0, -0.0018, -0.0006, -0.0067, -0.0058, -0.0087, -0.0073},
357	{ -0.0034, -0.0024, -0.0037, -0.0018, 0, -0.0005, -0.0081, -0.0105, -0.0033, -0.0037},
358	{ -0.0051, -0.0016, -0.0052, -0.0006, -0.0005, 0, -0.0055, -0.0106, -0.0063, -0.0013},
359	{ -0.0010, -0.0018, -0.0054, -0.0067, -0.0081, -0.0055, 0, -0.0009, -0.0010, -0.0060},
360	{ -0.0028, -0.0101, -0.0017, -0.0058, -0.0105, -0.0106, -0.0009, 0, -0.0018, -0.0183},
361	{ -0.0005, -0.0013, -0.0017, -0.0087, -0.0033, -0.0063, -0.0010, -0.0018, 0, -0.0042},
362	{ -0.0046, -0.0002, -0.0097, -0.0073, -0.0037, -0.0013, -0.0060, -0.0183, -0.0042, 0},
363	}
364	}
365	);
366	}
367
368
369	[TestMethod]
370	public void CovLinearTest() {
371	TestCovarianceFunction(new CovarianceLinear(), 0,
372	new double[,]
373	{
374	{ 0.9089, 0.9972, 1.8813, 0.8618, 2.0021, 1.5168, 1.2612, 1.1009, 0.9505, 1.3851},
375	{ 0.4654, 0.7436, 1.1758, 0.4150, 1.4523, 1.0699, 0.7535, 0.6763, 0.5205, 0.8497},
376	{ 1.3720, 1.4959, 2.0386, 1.2323, 1.8810, 2.1422, 1.6645, 1.1482, 1.2602, 1.5724},
377	{ 0.8471, 0.6576, 1.4266, 0.7465, 1.1331, 1.3214, 1.1946, 0.9028, 0.8676, 1.0329},
378	{ 0.7965, 0.5520, 1.2342, 0.7932, 0.8598, 0.9288, 0.8927, 0.7687, 0.7359, 0.9016},
379	{ 0.5306, 0.5096, 0.8879, 0.4618, 0.7612, 0.8960, 0.7367, 0.5462, 0.5287, 0.6475},
380	{ 0.8779, 1.2411, 1.6264, 0.7940, 2.0552, 1.5512, 1.1513, 0.8304, 0.8692, 1.2945},
381	{ 1.4220, 1.6026, 2.2818, 1.2951, 2.3982, 2.1948, 1.7607, 1.2346, 1.3533, 1.7961},
382	{ 1.0930, 1.3304, 1.9745, 1.0278, 2.1338, 1.7821, 1.3686, 1.0951, 1.0529, 1.5035},
383	{ 0.3406, 0.7064, 0.9980, 0.2373, 1.2538, 1.1479, 0.7212, 0.6072, 0.4222, 0.6815},
384	},
385	new double[][,]
386	{
387	}
388	);
389	}
390
391	[TestMethod]
392	public void CovPeriodicTest() {
393	TestCovarianceFunction(new CovariancePeriodic(), 0,
394	new double[,]
395	{
396	{ 0.9548, 0.7965, 0.1438, 0.8971, 0.3692, 0.5608, 0.8367, 0.3951, 0.8773, 0.1881},
397	{ 0.9894, 0.6290, 0.5931, 0.9987, 0.4838, 0.7608, 0.8078, 0.1852, 0.5579, 0.2184},
398	{ 0.2962, 0.3824, 0.1517, 0.7208, 0.9105, 0.2604, 0.1580, 0.8483, 0.3653, 0.1660},
399	{ 0.2864, 0.8521, 0.2806, 0.5519, 0.3502, 0.9797, 0.1364, 0.1354, 0.1391, 0.1784},
400	{ 0.1354, 0.9908, 0.3145, 0.1389, 0.2266, 0.4391, 0.2541, 0.1592, 0.1452, 0.1394},
401	{ 0.1362, 0.4609, 0.6325, 0.1675, 0.4801, 0.9891, 0.1372, 0.2435, 0.2512, 0.1389},
402	{ 0.9975, 0.3630, 0.4916, 0.9481, 0.1367, 0.9130, 0.8921, 0.9800, 0.8445, 0.1864},
403	{ 0.9988, 0.9762, 0.2016, 0.8402, 0.5823, 0.9870, 0.6736, 0.8076, 0.9861, 0.2698},
404	{ 0.9440, 0.6724, 0.1385, 0.9991, 0.2411, 0.9966, 0.7439, 0.7247, 0.8095, 0.1496},
405	{ 0.9605, 0.5569, 0.9769, 0.7531, 0.9651, 0.9994, 0.7216, 0.2054, 0.7264, 0.5478},
406	},
407	new double[][,]
408	{
409	new double[,]
410	{
411	{ 0, 0.6171, 0.0967, 0.2357, 0.4461, 0.0247, 0.6403, 0.6107, 0.5464, 0.1081},
412	{ 0.6171, 0, 0.4105, 0.0173, 0.6953, 0.7281, 0.7351, 0.6132, 0.6825, 0.5825},
413	{ 0.0967, 0.4105, 0, 0.0012, 0.3397, 0.0195, 0.0034, 0.7305, 0.7317, 0.5618},
414	{ 0.2357, 0.0173, 0.0012, 0, 0.7346, 0.5651, 0.0847, 0.0026, 0.4161, 0.1700},
415	{ 0.4461, 0.6953, 0.3397, 0.7346, 0, 0.5493, 0.3178, 0.6422, 0.4630, 0.3434},
416	{ 0.0247, 0.7281, 0.0195, 0.5651, 0.5493, 0, 0.0023, 0.6572, 0.0311, 0.6971},
417	{ 0.6403, 0.7351, 0.0034, 0.0847, 0.3178, 0.0023, 0, 0.6182, 0.6285, 0.0109},
418	{ 0.6107, 0.6132, 0.7305, 0.0026, 0.6422, 0.6572, 0.6182, 0, 0.7351, 0.6230},
419	{ 0.5464, 0.6825, 0.7317, 0.4161, 0.4630, 0.0311, 0.6285, 0.7351, 0, 0.1843},
420	{ 0.1081, 0.5825, 0.5618, 0.1700, 0.3434, 0.6971, 0.0109, 0.6230, 0.1843, 0},
421	},
422	new double[,]
423	{
424	{ 0, -0.4917, 1.9759, -2.5233, -2.9038, -0.9545, -0.6223, -2.7396, -0.0884, -1.8718},
425	{ -0.4917, 0, 3.6663, 0.8377, -2.3760, -1.4241, -1.6437, 3.8424, -0.9067, 0.2162},
426	{ 1.9759, 3.6663, 0, -0.2205, -2.7933, -0.8509, -0.3646, -1.4789, -1.5087, 3.8738},
427	{ -2.5233, 0.8377, -0.2205, 0, -1.6172, -0.2162, 1.8523, 0.3213, 3.6804, 2.5815},
428	{ -2.9038, -2.3760, -2.7933, -1.6172, 0, -0.1136, 3.3650, 3.7893, -2.9070, -2.7998},
429	{ -0.9545, -1.4241, -0.8509, -0.2162, -0.1136, 0, -0.2974, 3.7478, 1.1265, -1.0310},
430	{ -0.6223, -1.6437, -0.3646, 1.8523, 3.3650, -0.2974, 0, -0.4977, -0.5548, 0.6640},
431	{ -2.7396, 3.8424, -1.4789, 0.3213, 3.7893, 3.7478, -0.4977, 0, -1.6417, 1.1444},
432	{ -0.0884, -0.9067, -1.5087, 3.6804, -2.9070, 1.1265, -0.5548, -1.6417, 0, -2.3160},
433	{ -1.8718, 0.2162, 3.8738, 2.5815, -2.7998, -1.0310, 0.6640, 1.1444, -2.3160, 0},
434	},
435	new double[,]
436	{
437	{ 2.0000, 0.3597, 1.9008, 1.7477, 1.4793, 1.9751, 0.3943, 1.2046, 0.2758, 1.8887},
438	{ 0.3597, 2.0000, 1.5291, 1.9826, 0.9929, 0.6320, 0.7047, 1.1997, 0.4741, 0.3153},
439	{ 1.9008, 1.5291, 2.0000, 1.9988, 1.6221, 1.9804, 1.9966, 0.6498, 0.6595, 1.2969},
440	{ 1.7477, 1.9826, 1.9988, 2.0000, 0.6957, 0.2956, 1.9134, 1.9974, 1.5215, 1.8218},
441	{ 1.4793, 0.9929, 1.6221, 0.6957, 2.0000, 0.2787, 1.6495, 1.1369, 1.4549, 1.6174},
442	{ 1.9751, 0.6320, 1.9804, 0.2956, 0.2787, 2.0000, 1.9977, 1.1010, 1.9686, 0.5106},
443	{ 0.3943, 0.7047, 1.9966, 1.9134, 1.6495, 1.9977, 2.0000, 0.3612, 0.3762, 1.9891},
444	{ 1.2046, 1.1997, 0.6498, 1.9974, 1.1369, 1.1010, 0.3612, 2.0000, 0.7040, 0.3681},
445	{ 0.2758, 0.4741, 0.6595, 1.5215, 1.4549, 1.9686, 0.3762, 0.7040, 2.0000, 1.8059},
446	{ 1.8887, 0.3153, 1.2969, 1.8218, 1.6174, 0.5106, 1.9891, 0.3681, 1.8059, 2.0000},
447	},
448	}
449	, 5e-3);
450	TestCovarianceFunction(new CovariancePeriodic(), 1,
451	new double[,]
452	{
453	{ 5.8283, 5.7618, 6.7049, 5.7980, 6.3126, 5.7012, 6.0358, 6.2917, 6.0128, 6.5482},
454	{ 5.9230, 6.1447, 6.1643, 5.8794, 6.2291, 5.7511, 6.0513, 6.5551, 6.1842, 6.4880},
455	{ 6.3822, 6.3018, 6.6628, 6.0966, 5.8040, 6.4250, 6.6362, 6.0294, 6.3159, 6.6082},
456	{ 6.3932, 5.7803, 6.4000, 6.1876, 5.6577, 5.8483, 6.8550, 6.8032, 6.7423, 6.5723},
457	{ 6.8221, 5.8618, 6.3630, 6.8860, 5.6385, 5.6752, 6.4334, 6.9877, 6.9298, 6.7393},
458	{ 6.7811, 6.2441, 6.1428, 6.6035, 5.6837, 5.8594, 6.7636, 7.1358, 7.1438, 6.7439},
459	{ 5.9060, 6.3179, 6.2241, 5.8240, 6.7709, 5.8052, 6.0040, 5.9357, 6.0315, 6.5522},
460	{ 5.9014, 5.9400, 6.5193, 5.7761, 6.1703, 5.9266, 6.1211, 5.7652, 5.9278, 6.4131},
461	{ 5.9689, 6.1217, 6.7479, 5.9000, 6.4518, 5.8729, 6.0847, 6.0946, 6.0504, 6.6728},
462	{ 5.8322, 6.1847, 5.9393, 5.7489, 5.9512, 5.8983, 6.0962, 6.5118, 6.0937, 6.1900},
463	},
464	new double[][,]
465	{
466	new double[,]
467	{
468	{ 0, 1.5463, 2.7702, 2.4754, 2.3601, 2.6154, 1.6170, 2.2426, 1.2120, 2.5484},
469	{ 1.5463, 0, 2.8809, 2.7132, 2.1407, 1.9051, 1.9633, 2.9438, 1.7399, 0.7903},
470	{ 2.7702, 2.8809, 0, 2.6583, 2.4199, 2.6219, 2.6503, 1.9201, 1.9281, 2.9266},
471	{ 2.4754, 2.7132, 2.6583, 0, 1.9565, 1.3445, 2.7639, 2.6871, 2.8826, 2.8025},
472	{ 2.3601, 2.1407, 2.4199, 1.9565, 0, 1.2406, 2.8530, 2.9544, 2.3499, 2.4179},
473	{ 2.6154, 1.9051, 2.6219, 1.3445, 1.2406, 0, 2.6541, 2.9603, 2.7276, 1.7848},
474	{ 1.6170, 1.9633, 2.6503, 2.7639, 2.8530, 2.6541, 0, 1.5498, 1.5819, 2.7045},
475	{ 2.2426, 2.9438, 1.9201, 2.6871, 2.9544, 2.9603, 1.5498, 0, 1.9628, 3.0510},
476	{ 1.2120, 1.7399, 1.9281, 2.8826, 2.3499, 2.7276, 1.5819, 1.9628, 0, 2.5033},
477	{ 2.5484, 0.7903, 2.9266, 2.8025, 2.4179, 1.7848, 2.7045, 3.0510, 2.5033, 0},
478	},
479	new double[,]
480	{
481	{ 0, 1.2693, 1.2518, 1.4723, 1.4989, 1.4024, 1.3080, 1.5046, 1.0560, 1.4419},
482	{ 1.2693, 0, 1.0599, 1.3190, 1.4956, 1.4360, 1.4550, 0.8895, 1.3688, 0.7299},
483	{ 1.2518, 1.0599, 0, 1.3700, 1.4880, 1.3979, 1.3765, 1.4411, 1.4438, 0.9428},
484	{ 1.4723, 1.3190, 1.3700, 0, 1.4529, 1.1461, 1.2600, 1.3448, 1.0562, 1.2056},
485	{ 1.4989, 1.4956, 1.4880, 1.4529, 0, 1.0760, 1.1183, 0.8531, 1.5002, 1.4885},
486	{ 1.4024, 1.4360, 1.3979, 1.1461, 1.0760, 0, 1.3735, 0.8314, 1.3035, 1.3888},
487	{ 1.3080, 1.4550, 1.3765, 1.2600, 1.1183, 1.3735, 0, 1.2713, 1.2891, 1.3279},
488	{ 1.5046, 0.8895, 1.4411, 1.3448, 0.8531, 0.8314, 1.2713, 0, 1.4549, -0.0705},
489	{ 1.0560, 1.3688, 1.4438, 1.0562, 1.5002, 1.3035, 1.2891, 1.4549, 0, 1.4621},
490	{ 1.4419, 0.7299, 0.9428, 1.2056, 1.4885, 1.3888, 1.3279, -0.0705, 1.4621, 0},
491	},
492	new double[,]
493	{
494	{ 14.7781, 13.1371, 11.6509, 12.0296, 12.1738, 11.8516, 13.0567, 12.3184, 13.5101, 11.9373},
495	{ 13.1371, 14.7781, 11.5044, 11.7253, 12.4422, 12.7230, 12.6543, 11.4201, 12.9155, 13.9651},
496	{ 11.6509, 11.5044, 14.7781, 11.7964, 12.0992, 11.8434, 11.8067, 12.7053, 12.6959, 11.4432},
497	{ 12.0296, 11.7253, 11.7964, 14.7781, 12.6624, 13.3637, 11.6592, 11.7593, 11.5022, 11.6084},
498	{ 12.1738, 12.4422, 12.0992, 12.6624, 14.7781, 13.4786, 11.5416, 11.4058, 12.1864, 12.1017},
499	{ 11.8516, 12.7230, 11.8434, 13.3637, 13.4786, 14.7781, 11.8019, 11.3978, 11.7066, 12.8636},
500	{ 13.0567, 12.6543, 11.8067, 11.6592, 11.5416, 11.8019, 14.7781, 13.1331, 13.0967, 11.7366},
501	{ 12.3184, 11.4201, 12.7053, 11.7593, 11.4058, 11.3978, 13.1331, 14.7781, 12.6549, 11.2744},
502	{ 13.5101, 12.9155, 12.6959, 11.5022, 12.1864, 11.7066, 13.0967, 12.6549, 14.7781, 11.9944},
503	{ 11.9373, 13.9651, 11.4432, 11.6084, 12.1017, 12.8636, 11.7366, 11.2744, 11.9944, 14.7781},
504	},
505	}
506	, 5e-3);
507	}
508
509	[TestMethod]
510	public void CovSEardTest() {
511	TestCovarianceFunction(new CovarianceSEard(), 0,
512	new double[,]
513	{
514	{ 0.5771, 0.5404, 0.8569, 0.5612, 0.7545, 0.4980, 0.6649, 0.7484, 0.6564, 0.8184},
515	{ 0.6206, 0.7027, 0.7091, 0.6015, 0.7295, 0.5338, 0.6705, 0.8202, 0.7155, 0.8029},
516	{ 0.7743, 0.7513, 0.8468, 0.6865, 0.5645, 0.7861, 0.8404, 0.6625, 0.7555, 0.8335},
517	{ 0.7773, 0.5513, 0.7792, 0.7166, 0.4534, 0.5870, 0.8913, 0.8796, 0.8656, 0.8245},
518	{ 0.8839, 0.5934, 0.7689, 0.8982, 0.4126, 0.4741, 0.7883, 0.9201, 0.9077, 0.8649},
519	{ 0.8746, 0.7341, 0.7020, 0.8323, 0.4826, 0.5922, 0.8706, 0.9508, 0.9524, 0.8660},
520	{ 0.6133, 0.7560, 0.7280, 0.5749, 0.8722, 0.5651, 0.6530, 0.6260, 0.6633, 0.8195},
521	{ 0.6113, 0.6277, 0.8110, 0.5489, 0.7110, 0.6221, 0.6948, 0.5425, 0.6227, 0.7828},
522	{ 0.6394, 0.6950, 0.8669, 0.6107, 0.7933, 0.5985, 0.6823, 0.6858, 0.6702, 0.8492},
523	{ 0.5790, 0.7156, 0.6274, 0.5324, 0.6323, 0.6100, 0.6863, 0.8091, 0.6855, 0.7173},
524
525	},
526	new double[][,]
527	{
528	new double[,]
529	{
530	{ 0, 0.1113, 0.1356, 0.1828, 0.0037, 0.0032, 0.0052, 0.1649, 0.0020, 0.0599},
531	{ 0.1113, 0, 0.3889, 0.4757, 0.1415, 0.1485, 0.0629, 0.3653, 0.0811, 0.0035},
532	{ 0.1356, 0.3889, 0, 0.0011, 0.1136, 0.1060, 0.1954, 0.0000, 0.2176, 0.3219},
533	{ 0.1828, 0.4757, 0.0011, 0, 0.1566, 0.1766, 0.2129, 0.0012, 0.1768, 0.3923},
534	{ 0.0037, 0.1415, 0.1136, 0.1566, 0, 0.0000, 0.0128, 0.0836, 0.0101, 0.0966},
535	{ 0.0032, 0.1485, 0.1060, 0.1766, 0.0000, 0, 0.0140, 0.0837, 0.0085, 0.1126},
536	{ 0.0052, 0.0629, 0.1954, 0.2129, 0.0128, 0.0140, 0, 0.2603, 0.0008, 0.0306},
537	{ 0.1649, 0.3653, 0.0000, 0.0012, 0.0836, 0.0837, 0.2603, 0, 0.2139, 0.2429},
538	{ 0.0020, 0.0811, 0.2176, 0.1768, 0.0101, 0.0085, 0.0008, 0.2139, 0, 0.0433},
539	{ 0.0599, 0.0035, 0.3219, 0.3923, 0.0966, 0.1126, 0.0306, 0.2429, 0.0433, 0},
540	},
541	new double[,]
542	{
543	{ 0, 0.1257, 0.1670, 0.0931, 0.3194, 0.2613, 0.0213, 0.0219, 0.0365, 0.3319},
544	{ 0.1257, 0, 0.0117, 0.0001, 0.0625, 0.0510, 0.2315, 0.1621, 0.0274, 0.1000},
545	{ 0.1670, 0.0117, 0, 0.0160, 0.0141, 0.0075, 0.3003, 0.3909, 0.0850, 0.0170},
546	{ 0.0931, 0.0001, 0.0160, 0, 0.0718, 0.0629, 0.1673, 0.1835, 0.0157, 0.0668},
547	{ 0.3194, 0.0625, 0.0141, 0.0718, 0, 0.0011, 0.3903, 0.3690, 0.1570, 0.0009},
548	{ 0.2613, 0.0510, 0.0075, 0.0629, 0.0011, 0, 0.4011, 0.3369, 0.1158, 0.0041},
549	{ 0.0213, 0.2315, 0.3003, 0.1673, 0.3903, 0.4011, 0, 0.0002, 0.1102, 0.4643},
550	{ 0.0219, 0.1621, 0.3909, 0.1835, 0.3690, 0.3369, 0.0002, 0, 0.1101, 0.3135},
551	{ 0.0365, 0.0274, 0.0850, 0.0157, 0.1570, 0.1158, 0.1102, 0.1101, 0, 0.1728},
552	{ 0.3319, 0.1000, 0.0170, 0.0668, 0.0009, 0.0041, 0.4643, 0.3135, 0.1728, 0},
553	},
554	new double[,]
555	{
556	{ 0, 0.0115, 0.1979, 0.0316, 0.0251, 0.0027, 0.1396, 0.1747, 0.1481, 0.0299},
557	{ 0.0115, 0, 0.1171, 0.0678, 0.0700, 0.0261, 0.0664, 0.0724, 0.0689, 0.0088},
558	{ 0.1979, 0.1171, 0, 0.3960, 0.4057, 0.2638, 0.0181, 0.0061, 0.0230, 0.0705},
559	{ 0.0316, 0.0678, 0.3960, 0, 0.0006, 0.0201, 0.2320, 0.3087, 0.2134, 0.1071},
560	{ 0.0251, 0.0700, 0.4057, 0.0006, 0, 0.0137, 0.2005, 0.2369, 0.2506, 0.1115},
561	{ 0.0027, 0.0261, 0.2638, 0.0201, 0.0137, 0, 0.1409, 0.1571, 0.1351, 0.0626},
562	{ 0.1396, 0.0664, 0.0181, 0.2320, 0.2005, 0.1409, 0, 0.0056, 0.0000, 0.0234},
563	{ 0.1747, 0.0724, 0.0061, 0.3087, 0.2369, 0.1571, 0.0056, 0, 0.0054, 0.0308},
564	{ 0.1481, 0.0689, 0.0230, 0.2134, 0.2506, 0.1351, 0.0000, 0.0054, 0, 0.0252},
565	{ 0.0299, 0.0088, 0.0705, 0.1071, 0.1115, 0.0626, 0.0234, 0.0308, 0.0252, 0},
566	},
567	new double[,]
568	{
569	{ 0, 0.0518, 0.0225, 0.0842, 0.0134, 0.0822, 0.0259, 0.0044, 0.0472, 0.1388},
570	{ 0.0518, 0, 0.1075, 0.0068, 0.1109, 0.0098, 0.0040, 0.0548, 0.1861, 0.0426},
571	{ 0.0225, 0.1075, 0, 0.1884, 0.0022, 0.1953, 0.0866, 0.0109, 0.0010, 0.2263},
572	{ 0.0842, 0.0068, 0.1884, 0, 0.1883, 0.0000, 0.0186, 0.1147, 0.1866, 0.0066},
573	{ 0.0134, 0.1109, 0.0022, 0.1883, 0, 0.2191, 0.0553, 0.0019, 0.0060, 0.2459},
574	{ 0.0822, 0.0098, 0.1953, 0.0000, 0.2191, 0, 0.0209, 0.0970, 0.2098, 0.0083},
575	{ 0.0259, 0.0040, 0.0866, 0.0186, 0.0553, 0.0209, 0, 0.0544, 0.1387, 0.0493},
576	{ 0.0044, 0.0548, 0.0109, 0.1147, 0.0019, 0.0970, 0.0544, 0, 0.0181, 0.1157},
577	{ 0.0472, 0.1861, 0.0010, 0.1866, 0.0060, 0.2098, 0.1387, 0.0181, 0, 0.3179},
578	{ 0.1388, 0.0426, 0.2263, 0.0066, 0.2459, 0.0083, 0.0493, 0.1157, 0.3179, 0},
579	},
580	new double[,]
581	{
582	{ 0, 0.0195, 0.1128, 0.1600, 0.1591, 0.2414, 0.1441, 0.1240, 0.0109, 0.0116},
583	{ 0.0195, 0, 0.0446, 0.0686, 0.0786, 0.1693, 0.0542, 0.0354, 0.0014, 0.0003},
584	{ 0.1128, 0.0446, 0, 0.0016, 0.0011, 0.0202, 0.0003, 0.0004, 0.0837, 0.0487},
585	{ 0.1600, 0.0686, 0.0016, 0, 0.0001, 0.0143, 0.0030, 0.0034, 0.0778, 0.0727},
586	{ 0.1591, 0.0786, 0.0011, 0.0001, 0, 0.0171, 0.0021, 0.0020, 0.0942, 0.0812},
587	{ 0.2414, 0.1693, 0.0202, 0.0143, 0.0171, 0, 0.0250, 0.0207, 0.1541, 0.1880},
588	{ 0.1441, 0.0542, 0.0003, 0.0030, 0.0021, 0.0250, 0, 0.0000, 0.0782, 0.0489},
589	{ 0.1240, 0.0354, 0.0004, 0.0034, 0.0020, 0.0207, 0.0000, 0, 0.0714, 0.0315},
590	{ 0.0109, 0.0014, 0.0837, 0.0778, 0.0942, 0.1541, 0.0782, 0.0714, 0, 0.0003},
591	{ 0.0116, 0.0003, 0.0487, 0.0727, 0.0812, 0.1880, 0.0489, 0.0315, 0.0003, 0},
592	},
593	new double[,]
594	{
595	{ 2.0000, 1.6472, 1.1513, 1.3142, 1.3662, 1.2437, 1.6267, 1.4148, 1.7372, 1.2786},
596	{ 1.6472, 2.0000, 1.0689, 1.1876, 1.4541, 1.5370, 1.5174, 1.0103, 1.5898, 1.8381},
597	{ 1.1513, 1.0689, 2.0000, 1.2199, 1.3398, 1.2402, 1.2244, 1.5320, 1.5293, 1.0276},
598	{ 1.3142, 1.1876, 1.2199, 2.0000, 1.5197, 1.7027, 1.1555, 1.2033, 1.0675, 1.1291},
599	{ 1.3662, 1.4541, 1.3398, 1.5197, 2.0000, 1.7299, 1.0916, 0.9989, 1.3706, 1.3407},
600	{ 1.2437, 1.5370, 1.2402, 1.7027, 1.7299, 2.0000, 1.2223, 0.9923, 1.1787, 1.5758},
601	{ 1.6267, 1.5174, 1.2244, 1.1555, 1.0916, 1.2223, 2.0000, 1.6461, 1.6369, 1.1928},
602	{ 1.4148, 1.0103, 1.5320, 1.2033, 0.9989, 0.9923, 1.6461, 2.0000, 1.5176, 0.7806},
603	{ 1.7372, 1.5898, 1.5293, 1.0675, 1.3706, 1.1787, 1.6369, 1.5176, 2.0000, 1.3009},
604	{ 1.2786, 1.8381, 1.0276, 1.1291, 1.3407, 1.5758, 1.1928, 0.7806, 1.3009, 2.0000},
605	},
606	}
607	);
608	TestCovarianceFunction(new CovarianceSEard(), 1,
609	new double[,]
610	{
611	{ 6.8592, 6.7985, 7.2362, 6.8334, 7.1127, 6.7239, 6.9920, 7.1048, 6.9798, 7.1914},
612	{ 6.9271, 7.0445, 7.0531, 6.8979, 7.0803, 6.7872, 7.0000, 7.1935, 7.0617, 7.1727},
613	{ 7.1376, 7.1086, 7.2246, 7.0223, 6.8388, 7.1522, 7.2172, 6.9886, 7.1139, 7.2091},
614	{ 7.1414, 6.8169, 7.1438, 7.0632, 6.6389, 6.8750, 7.2749, 7.2619, 7.2462, 7.1986},
615	{ 7.2667, 6.8852, 7.1309, 7.2824, 6.5548, 6.6792, 7.1550, 7.3063, 7.2929, 7.2454},
616	{ 7.2563, 7.0864, 7.0436, 7.2078, 6.6953, 6.8834, 7.2517, 7.3388, 7.3405, 7.2466},
617	{ 6.9160, 7.1146, 7.0783, 6.8557, 7.2536, 6.8398, 6.9750, 6.9351, 6.9897, 7.1926},
618	{ 6.9130, 6.9378, 7.1825, 6.8129, 7.0557, 6.9294, 7.0338, 6.8021, 6.9302, 7.1482},
619	{ 6.9551, 7.0340, 7.2476, 6.9120, 7.1611, 6.8932, 7.0166, 7.0213, 6.9995, 7.2274},
620	{ 6.8624, 7.0619, 6.9373, 6.7848, 6.9446, 6.9109, 7.0221, 7.1802, 7.0209, 7.0642},
621	},
622	new double[][,]
623	{
624	new double[,]
625	{
626	{ 0, 0.1316, 0.2186, 0.2629, 0.0051, 0.0049, 0.0062, 0.2224, 0.0023, 0.0882},
627	{ 0.1316, 0, 0.6685, 0.7466, 0.1864, 0.1865, 0.0799, 0.6593, 0.0990, 0.0037},
628	{ 0.2186, 0.6685, 0, 0.0017, 0.1606, 0.1602, 0.2987, 0.0000, 0.2745, 0.5725},
629	{ 0.2629, 0.7466, 0.0017, 0, 0.1985, 0.2030, 0.3422, 0.0019, 0.3043, 0.6432},
630	{ 0.0051, 0.1864, 0.1606, 0.1985, 0, 0.0000, 0.0216, 0.1524, 0.0141, 0.1366},
631	{ 0.0049, 0.1865, 0.1602, 0.2030, 0.0000, 0, 0.0215, 0.1535, 0.0134, 0.1384},
632	{ 0.0062, 0.0799, 0.2987, 0.3422, 0.0216, 0.0215, 0, 0.3081, 0.0010, 0.0478},
633	{ 0.2224, 0.6593, 0.0000, 0.0019, 0.1524, 0.1535, 0.3081, 0, 0.2715, 0.5480},
634	{ 0.0023, 0.0990, 0.2745, 0.3043, 0.0141, 0.0134, 0.0010, 0.2715, 0, 0.0628},
635	{ 0.0882, 0.0037, 0.5725, 0.6432, 0.1366, 0.1384, 0.0478, 0.5480, 0.0628, 0},
636	},
637	new double[,]
638	{
639	{ 0, 0.1486, 0.2692, 0.1339, 0.4441, 0.3941, 0.0255, 0.0295, 0.0413, 0.4886},
640	{ 0.1486, 0, 0.0201, 0.0002, 0.0823, 0.0641, 0.2940, 0.2925, 0.0334, 0.1076},
641	{ 0.2692, 0.0201, 0, 0.0246, 0.0200, 0.0113, 0.4590, 0.4923, 0.1073, 0.0302},
642	{ 0.1339, 0.0002, 0.0246, 0, 0.0910, 0.0723, 0.2689, 0.2847, 0.0270, 0.1096},
643	{ 0.4441, 0.0823, 0.0200, 0.0910, 0, 0.0012, 0.6588, 0.6726, 0.2177, 0.0013},
644	{ 0.3941, 0.0641, 0.0113, 0.0723, 0.0012, 0, 0.6140, 0.6177, 0.1829, 0.0050},
645	{ 0.0255, 0.2940, 0.4590, 0.2689, 0.6588, 0.6140, 0, 0.0002, 0.1310, 0.7259},
646	{ 0.0295, 0.2925, 0.4923, 0.2847, 0.6726, 0.6177, 0.0002, 0, 0.1398, 0.7073},
647	{ 0.0413, 0.0334, 0.1073, 0.0270, 0.2177, 0.1829, 0.1310, 0.1398, 0, 0.2506},
648	{ 0.4886, 0.1076, 0.0302, 0.1096, 0.0013, 0.0050, 0.7259, 0.7073, 0.2506, 0},
649	},
650	new double[,]
651	{
652	{ 0, 0.0137, 0.3191, 0.0455, 0.0349, 0.0041, 0.1669, 0.2356, 0.1673, 0.0440},
653	{ 0.0137, 0, 0.2012, 0.1063, 0.0922, 0.0327, 0.0843, 0.1306, 0.0841, 0.0094},
654	{ 0.3191, 0.2012, 0, 0.6073, 0.5736, 0.3987, 0.0277, 0.0077, 0.0290, 0.1253},
655	{ 0.0455, 0.1063, 0.6073, 0, 0.0007, 0.0231, 0.3728, 0.4790, 0.3672, 0.1755},
656	{ 0.0349, 0.0922, 0.5736, 0.0007, 0, 0.0156, 0.3385, 0.4318, 0.3474, 0.1576},
657	{ 0.0041, 0.0327, 0.3987, 0.0231, 0.0156, 0, 0.2156, 0.2880, 0.2133, 0.0769},
658	{ 0.1669, 0.0843, 0.0277, 0.3728, 0.3385, 0.2156, 0, 0.0066, 0.0000, 0.0366},
659	{ 0.2356, 0.1306, 0.0077, 0.4790, 0.4318, 0.2880, 0.0066, 0, 0.0068, 0.0694},
660	{ 0.1673, 0.0841, 0.0290, 0.3672, 0.3474, 0.2133, 0.0000, 0.0068, 0, 0.0365},
661	{ 0.0440, 0.0094, 0.1253, 0.1755, 0.1576, 0.0769, 0.0366, 0.0694, 0.0365, 0},
662	},
663	new double[,]
664	{
665	{ 0, 0.0612, 0.0363, 0.1211, 0.0186, 0.1239, 0.0310, 0.0059, 0.0534, 0.2043},
666	{ 0.0612, 0, 0.1847, 0.0107, 0.1461, 0.0123, 0.0050, 0.0989, 0.2270, 0.0458},
667	{ 0.0363, 0.1847, 0, 0.2888, 0.0032, 0.2952, 0.1324, 0.0137, 0.0012, 0.4024},
668	{ 0.1211, 0.0107, 0.2888, 0, 0.2388, 0.0000, 0.0299, 0.1780, 0.3210, 0.0108},
669	{ 0.0186, 0.1461, 0.0032, 0.2388, 0, 0.2484, 0.0933, 0.0034, 0.0083, 0.3475},
670	{ 0.1239, 0.0123, 0.2952, 0.0000, 0.2484, 0, 0.0320, 0.1778, 0.3315, 0.0102},
671	{ 0.0310, 0.0050, 0.1324, 0.0299, 0.0933, 0.0320, 0, 0.0644, 0.1650, 0.0770},
672	{ 0.0059, 0.0989, 0.0137, 0.1780, 0.0034, 0.1778, 0.0644, 0, 0.0230, 0.2610},
673	{ 0.0534, 0.2270, 0.0012, 0.3210, 0.0083, 0.3315, 0.1650, 0.0230, 0, 0.4611},
674	{ 0.2043, 0.0458, 0.4024, 0.0108, 0.3475, 0.0102, 0.0770, 0.2610, 0.4611, 0},
675	},
676	new double[,]
677	{
678	{ 0, 0.0230, 0.1818, 0.2301, 0.2212, 0.3641, 0.1723, 0.1672, 0.0123, 0.0171},
679	{ 0.0230, 0, 0.0767, 0.1076, 0.1036, 0.2126, 0.0688, 0.0640, 0.0017, 0.0004},
680	{ 0.1818, 0.0767, 0, 0.0024, 0.0015, 0.0305, 0.0004, 0.0006, 0.1055, 0.0867},
681	{ 0.2301, 0.1076, 0.0024, 0, 0.0001, 0.0164, 0.0049, 0.0052, 0.1338, 0.1192},
682	{ 0.2212, 0.1036, 0.0015, 0.0001, 0, 0.0194, 0.0035, 0.0037, 0.1306, 0.1147},
683	{ 0.3641, 0.2126, 0.0305, 0.0164, 0.0194, 0, 0.0382, 0.0380, 0.2434, 0.2311},
684	{ 0.1723, 0.0688, 0.0004, 0.0049, 0.0035, 0.0382, 0, 0.0000, 0.0930, 0.0764},
685	{ 0.1672, 0.0640, 0.0006, 0.0052, 0.0037, 0.0380, 0.0000, 0, 0.0907, 0.0710},
686	{ 0.0123, 0.0017, 0.1055, 0.1338, 0.1306, 0.2434, 0.0930, 0.0907, 0, 0.0005},
687	{ 0.0171, 0.0004, 0.0867, 0.1192, 0.1147, 0.2311, 0.0764, 0.0710, 0.0005, 0},
688	},
689	new double[,]
690	{
691	{ 14.7781, 14.3950, 13.7138, 13.9618, 14.0352, 13.8578, 14.3707, 14.1018, 14.4990, 13.9100},
692	{ 14.3950, 14.7781, 13.5767, 13.7715, 14.1542, 14.2607, 14.2360, 13.4735, 14.3260, 14.6102},
693	{ 13.7138, 13.5767, 14.7781, 13.8217, 13.9982, 13.8525, 13.8286, 14.2545, 14.2511, 13.5045},
694	{ 13.9618, 13.7715, 13.8217, 14.7781, 14.2390, 14.4598, 13.7206, 13.7960, 13.5743, 13.6778},
695	{ 14.0352, 14.1542, 13.9982, 14.2390, 14.7781, 14.4908, 13.6154, 13.4528, 14.0413, 13.9995},
696	{ 13.8578, 14.2607, 13.8525, 14.4598, 14.4908, 14.7781, 13.8254, 13.4407, 13.7576, 14.3090},
697	{ 14.3707, 14.2360, 13.8286, 13.7206, 13.6154, 13.8254, 14.7781, 14.3938, 14.3828, 13.7798},
698	{ 14.1018, 13.4735, 14.2545, 13.7960, 13.4528, 13.4407, 14.3938, 14.7781, 14.2363, 13.0113},
699	{ 14.4990, 14.3260, 14.2511, 13.5743, 14.0413, 13.7576, 14.3828, 14.2363, 14.7781, 13.9425},
700	{ 13.9100, 14.6102, 13.5045, 13.6778, 13.9995, 14.3090, 13.7798, 13.0113, 13.9425, 14.7781},
701	},
702	}
703	);
704	}
705
706	[TestMethod]
707	public void CovSumTest() {
708	var cov = new CovarianceSum();
709	cov.Terms.Add(new CovarianceSEiso());
710	cov.Terms.Add(new CovarianceLinear());
711	TestCovarianceFunction(cov, 0,
712	new double[,]
713	{
714	{ 1.4860, 1.5376, 2.7382, 1.4230, 2.7566, 2.0148, 1.9261, 1.8493, 1.6069, 2.2035},
715	{ 1.0861, 1.4463, 1.8848, 1.0165, 2.1818, 1.6036, 1.4240, 1.4965, 1.2360, 1.6526},
716	{ 2.1463, 2.2472, 2.8854, 1.9188, 2.4455, 2.9283, 2.5049, 1.8107, 2.0157, 2.4059},
717	{ 1.6245, 1.2089, 2.2059, 1.4630, 1.5864, 1.9084, 2.0859, 1.7825, 1.7332, 1.8574},
718	{ 1.6804, 1.1454, 2.0031, 1.6914, 1.2725, 1.4029, 1.6810, 1.6888, 1.6437, 1.7665},
719	{ 1.4052, 1.2437, 1.5900, 1.2941, 1.2438, 1.4882, 1.6072, 1.4970, 1.4811, 1.5135},
720	{ 1.4913, 1.9972, 2.3544, 1.3689, 2.9275, 2.1163, 1.8043, 1.4564, 1.5325, 2.1139},
721	{ 2.0334, 2.2303, 3.0928, 1.8439, 3.1092, 2.8169, 2.4555, 1.7771, 1.9760, 2.5789},
722	{ 1.7324, 2.0254, 2.8414, 1.6386, 2.9270, 2.3807, 2.0510, 1.7808, 1.7231, 2.3527},
723	{ 0.9196, 1.4220, 1.6254, 0.7696, 1.8861, 1.7579, 1.4076, 1.4163, 1.1077, 1.3988},
724	},
725	new double[][,]
726	{
727	new double[,]
728	{
729	{ 0, 0.3197, 0.6358, 0.5518, 0.5207, 0.5909, 0.3361, 0.4897, 0.2447, 0.5720},
730	{ 0.3197, 0, 0.6697, 0.6190, 0.4635, 0.4047, 0.4190, 0.6899, 0.3650, 0.1552},
731	{ 0.6358, 0.6697, 0, 0.6031, 0.5367, 0.5927, 0.6008, 0.4084, 0.4103, 0.6843},
732	{ 0.5518, 0.6190, 0.6031, 0, 0.4173, 0.2740, 0.6339, 0.6114, 0.6702, 0.6455},
733	{ 0.5207, 0.4635, 0.5367, 0.4173, 0, 0.2510, 0.6610, 0.6935, 0.5180, 0.5362},
734	{ 0.5909, 0.4047, 0.5927, 0.2740, 0.2510, 0, 0.6019, 0.6955, 0.6232, 0.3756},
735	{ 0.3361, 0.4190, 0.6008, 0.6339, 0.6610, 0.6019, 0, 0.3205, 0.3279, 0.6165},
736	{ 0.4897, 0.6899, 0.4084, 0.6114, 0.6935, 0.6955, 0.3205, 0, 0.4189, 0.7344},
737	{ 0.2447, 0.3650, 0.4103, 0.6702, 0.5180, 0.6232, 0.3279, 0.4189, 0, 0.5595},
738	{ 0.5720, 0.1552, 0.6843, 0.6455, 0.5362, 0.3756, 0.6165, 0.7344, 0.5595, 0},
739	},
740	new double[,]
741	{
742	{ 2.0000, 1.6472, 1.1513, 1.3142, 1.3662, 1.2437, 1.6267, 1.4148, 1.7372, 1.2786},
743	{ 1.6472, 2.0000, 1.0689, 1.1876, 1.4541, 1.5370, 1.5174, 1.0103, 1.5898, 1.8381},
744	{ 1.1513, 1.0689, 2.0000, 1.2199, 1.3398, 1.2402, 1.2244, 1.5320, 1.5293, 1.0276},
745	{ 1.3142, 1.1876, 1.2199, 2.0000, 1.5197, 1.7027, 1.1555, 1.2033, 1.0675, 1.1291},
746	{ 1.3662, 1.4541, 1.3398, 1.5197, 2.0000, 1.7299, 1.0916, 0.9989, 1.3706, 1.3407},
747	{ 1.2437, 1.5370, 1.2402, 1.7027, 1.7299, 2.0000, 1.2223, 0.9923, 1.1787, 1.5758},
748	{ 1.6267, 1.5174, 1.2244, 1.1555, 1.0916, 1.2223, 2.0000, 1.6461, 1.6369, 1.1928},
749	{ 1.4148, 1.0103, 1.5320, 1.2033, 0.9989, 0.9923, 1.6461, 2.0000, 1.5176, 0.7806},
750	{ 1.7372, 1.5898, 1.5293, 1.0675, 1.3706, 1.1787, 1.6369, 1.5176, 2.0000, 1.3009},
751	{ 1.2786, 1.8381, 1.0276, 1.1291, 1.3407, 1.5758, 1.1928, 0.7806, 1.3009, 2.0000},
752	},
753	}
754	);
755	TestCovarianceFunction(cov, 1,
756	new double[,]
757	{
758	{ 7.7681, 7.7957, 9.1175, 7.6951, 9.1148, 8.2406, 8.2532, 8.2057, 7.9303, 8.5765},
759	{ 7.3926, 7.7881, 8.2289, 7.3128, 8.5326, 7.8570, 7.7535, 7.8698, 7.5822, 8.0224},
760	{ 8.5096, 8.6045, 9.2632, 8.2546, 8.7198, 9.2945, 8.8817, 8.1368, 8.3741, 8.7816},
761	{ 7.9886, 7.4745, 8.5704, 7.8096, 7.7719, 8.1964, 8.4695, 8.1648, 8.1138, 8.2315},
762	{ 8.0632, 7.4371, 8.3651, 8.0757, 7.4147, 7.6080, 8.0477, 8.0750, 8.0288, 8.1469},
763	{ 7.7869, 7.5959, 7.9316, 7.6696, 7.4564, 7.7793, 7.9884, 7.8850, 7.8692, 7.8941},
764	{ 7.7940, 8.3557, 8.7048, 7.6497, 9.3089, 8.3910, 8.1263, 7.7655, 7.8589, 8.4871},
765	{ 8.3350, 8.5404, 9.4643, 8.1079, 9.4540, 9.1241, 8.7945, 8.0367, 8.2835, 8.9443},
766	{ 8.0481, 8.3644, 9.2221, 7.9399, 9.2948, 8.6753, 8.3852, 8.1164, 8.0524, 8.7309},
767	{ 7.2030, 7.7683, 7.9353, 7.0220, 8.1984, 8.0588, 7.7433, 7.7874, 7.4431, 7.7457},
768	},
769	new double[][,]
770	{
771	new double[,]
772	{
773	{ 0, 0.3781, 1.0250, 0.7934, 0.7239, 0.8910, 0.4018, 0.6606, 0.2764, 0.8421},
774	{ 0.3781, 0, 1.1512, 0.9715, 0.6106, 0.5082, 0.5320, 1.2453, 0.4451, 0.1669},
775	{ 1.0250, 1.1512, 0, 0.9248, 0.7589, 0.8960, 0.9183, 0.5143, 0.5175, 1.2171},
776	{ 0.7934, 0.9715, 0.9248, 0, 0.5292, 0.3149, 1.0188, 0.9487, 1.1534, 1.0583},
777	{ 0.7239, 0.6106, 0.7589, 0.5292, 0, 0.2845, 1.1157, 1.2640, 0.7182, 0.7577},
778	{ 0.8910, 0.5082, 0.8960, 0.3149, 0.2845, 0, 0.9214, 1.2749, 0.9845, 0.4616},
779	{ 0.4018, 0.5320, 0.9183, 1.0188, 1.1157, 0.9214, 0, 0.3793, 0.3899, 0.9638},
780	{ 0.6606, 1.2453, 0.5143, 0.9487, 1.2640, 1.2749, 0.3793, 0, 0.5318, 1.6567},
781	{ 0.2764, 0.4451, 0.5175, 1.1534, 0.7182, 0.9845, 0.3899, 0.5318, 0, 0.8116},
782	{ 0.8421, 0.1669, 1.2171, 1.0583, 0.7577, 0.4616, 0.9638, 1.6567, 0.8116, 0},
783	},
784	new double[,]
785	{
786	{ 14.7781, 14.3950, 13.7138, 13.9618, 14.0352, 13.8578, 14.3707, 14.1018, 14.4990, 13.9100},
787	{ 14.3950, 14.7781, 13.5767, 13.7715, 14.1542, 14.2607, 14.2360, 13.4735, 14.3260, 14.6102},
788	{ 13.7138, 13.5767, 14.7781, 13.8217, 13.9982, 13.8525, 13.8286, 14.2545, 14.2511, 13.5045},
789	{ 13.9618, 13.7715, 13.8217, 14.7781, 14.2390, 14.4598, 13.7206, 13.7960, 13.5743, 13.6778},
790	{ 14.0352, 14.1542, 13.9982, 14.2390, 14.7781, 14.4908, 13.6154, 13.4528, 14.0413, 13.9995},
791	{ 13.8578, 14.2607, 13.8525, 14.4598, 14.4908, 14.7781, 13.8254, 13.4407, 13.7576, 14.3090},
792	{ 14.3707, 14.2360, 13.8286, 13.7206, 13.6154, 13.8254, 14.7781, 14.3938, 14.3828, 13.7798},
793	{ 14.1018, 13.4735, 14.2545, 13.7960, 13.4528, 13.4407, 14.3938, 14.7781, 14.2363, 13.0113},
794	{ 14.4990, 14.3260, 14.2511, 13.5743, 14.0413, 13.7576, 14.3828, 14.2363, 14.7781, 13.9425},
795	{ 13.9100, 14.6102, 13.5045, 13.6778, 13.9995, 14.3090, 13.7798, 13.0113, 13.9425, 14.7781},
796	},
797	}
798	);
799	}
800	[TestMethod]
801	public void CovProdTest() {
802	var cov = new CovarianceProd();
803	cov.Factors.Add(new CovarianceSEiso());
804	cov.Factors.Add(new CovarianceLinear());
805	TestCovarianceFunction(cov, 0,
806	new double[,]
807	{
808	{ 0.5245, 0.5389, 1.6120, 0.4836, 1.5106, 0.7554, 0.8386, 0.8239, 0.6239, 1.1336},
809	{ 0.2889, 0.5225, 0.8337, 0.2496, 1.0595, 0.5710, 0.5052, 0.5547, 0.3724, 0.6822},
810	{ 1.0623, 1.1239, 1.7263, 0.8459, 1.0618, 1.6839, 1.3988, 0.7607, 0.9521, 1.3106},
811	{ 0.6585, 0.3625, 1.1117, 0.5349, 0.5137, 0.7756, 1.0648, 0.7942, 0.7510, 0.8516},
812	{ 0.7040, 0.3275, 0.9490, 0.7125, 0.3548, 0.4404, 0.7037, 0.7073, 0.6680, 0.7798},
813	{ 0.4641, 0.3741, 0.6234, 0.3844, 0.3673, 0.5306, 0.6413, 0.5193, 0.5036, 0.5608},
814	{ 0.5385, 0.9383, 1.1840, 0.4565, 1.7927, 0.8766, 0.7518, 0.5198, 0.5765, 1.0608},
815	{ 0.8694, 1.0060, 1.8506, 0.7108, 1.7052, 1.3654, 1.2234, 0.6698, 0.8427, 1.4060},
816	{ 0.6989, 0.9246, 1.7118, 0.6277, 1.6927, 1.0667, 0.9339, 0.7510, 0.7057, 1.2768},
817	{ 0.1972, 0.5055, 0.6262, 0.1263, 0.7928, 0.7002, 0.4950, 0.4913, 0.2894, 0.4889},
818
819	},
820	new double[][,]
821	{
822	new double[,]
823	{
824	{ 0, 0.4127, 1.0287, 0.6741, 0.5630, 0.4325, 0.5722, 1.0336, 0.4752, 0.5617},
825	{ 0.4127, 0, 0.6880, 0.3738, 0.2907, 0.1730, 0.4679, 0.8675, 0.4878, 0.1286},
826	{ 1.0287, 0.6880, 0, 0.7937, 0.6606, 0.5323, 0.9538, 0.9634, 0.8138, 0.6381},
827	{ 0.6741, 0.3738, 0.7937, 0, 0.3455, 0.1881, 0.6345, 0.9714, 0.7339, 0.3214},
828	{ 0.5630, 0.2907, 0.6606, 0.3455, 0, 0.1313, 0.5056, 0.8485, 0.6038, 0.2630},
829	{ 0.4325, 0.1730, 0.5323, 0.1881, 0.1313, 0, 0.3748, 0.6687, 0.4734, 0.1491},
830	{ 0.5722, 0.4679, 0.9538, 0.6345, 0.5056, 0.3748, 0, 0.6955, 0.5871, 0.5059},
831	{ 1.0336, 0.8675, 0.9634, 0.9714, 0.8485, 0.6687, 0.6955, 0, 0.9475, 0.6932},
832	{ 0.4752, 0.4878, 0.8138, 0.7339, 0.6038, 0.4734, 0.5871, 0.9475, 0, 0.6046},
833	{ 0.5617, 0.1286, 0.6381, 0.3214, 0.2630, 0.1491, 0.5059, 0.6932, 0.6046, 0},
834	},
835	new double[,]
836	{
837	{ 4.0023, 2.1261, 1.8626, 1.6054, 1.4771, 0.9102, 2.7697, 2.9858, 3.3730, 1.2556},
838	{ 2.1261, 1.9372, 1.0981, 0.7172, 0.9121, 0.6569, 1.6947, 1.2703, 2.1250, 1.5231},
839	{ 1.8626, 1.0981, 4.6784, 1.6055, 1.6490, 1.1138, 1.9438, 3.6140, 3.0330, 0.9581},
840	{ 1.6054, 0.7172, 1.6055, 2.5635, 1.2584, 1.1688, 1.1565, 1.9117, 1.1689, 0.5622},
841	{ 1.4771, 0.9121, 1.6490, 1.2584, 1.8469, 0.9049, 0.8350, 1.2221, 1.5977, 0.6577},
842	{ 0.9102, 0.6569, 1.1138, 1.1688, 0.9049, 0.8258, 0.7611, 0.9541, 0.8954, 0.6253},
843	{ 2.7697, 1.6947, 1.9438, 1.1565, 0.8350, 0.7611, 3.6346, 3.5720, 2.9305, 0.9789},
844	{ 2.9858, 1.2703, 3.6140, 1.9117, 1.2221, 0.9541, 3.5720, 5.8240, 3.4327, 0.7368},
845	{ 3.3730, 2.1250, 3.0330, 1.1689, 1.5977, 0.8954, 2.9305, 3.4327, 4.3277, 1.4057},
846	{ 1.2556, 1.5231, 0.9581, 0.5622, 0.6577, 0.6253, 0.9789, 0.7368, 1.4057, 1.7151},
847	},
848	}
849	);
850	TestCovarianceFunction(cov, 1,
851	new double[,]
852	{
853	{ 6.2342, 6.7795, 13.6134, 5.8887, 14.2405, 10.1987, 8.8183, 7.8217, 6.6344, 9.9609},
854	{ 3.2242, 5.2384, 8.2928, 2.8624, 10.2826, 7.2613, 5.2743, 4.8651, 3.6758, 6.0948},
855	{ 9.7926, 10.6338, 14.7280, 8.6537, 12.8640, 15.3218, 12.0130, 8.0240, 8.9653, 11.3359},
856	{ 6.0497, 4.4825, 10.1916, 5.2725, 7.5223, 9.0848, 8.6907, 6.5563, 6.2868, 7.4352},
857	{ 5.7877, 3.8005, 8.8010, 5.7766, 5.6360, 6.2037, 6.3872, 5.6164, 5.3671, 6.5321},
858	{ 3.8501, 3.6110, 6.2543, 3.3286, 5.0963, 6.1672, 5.3421, 4.0085, 3.8812, 4.6925},
859	{ 6.0719, 8.8301, 11.5124, 5.4433, 14.9080, 10.6099, 8.0304, 5.7589, 6.0753, 9.3107},
860	{ 9.8306, 11.1183, 16.3892, 8.8231, 16.9213, 15.2084, 12.3844, 8.3980, 9.3789, 12.8390},
861	{ 7.6019, 9.3580, 14.3105, 7.1044, 15.2800, 12.2846, 9.6031, 7.6887, 7.3699, 10.8667},
862	{ 2.3372, 4.9884, 6.9233, 1.6100, 8.7070, 7.9328, 5.0646, 4.3597, 2.9643, 4.8145},
863	},
864	new double[][,]
865	{
866	new double[,]
867	{
868	{ 0, 0.4881, 1.6583, 0.9692, 0.7827, 0.6522, 0.6841, 1.3942, 0.5367, 0.8270},
869	{ 0.4881, 0, 1.1827, 0.5867, 0.3830, 0.2172, 0.5941, 1.5658, 0.5949, 0.1383},
870	{ 1.6583, 1.1827, 0, 1.2171, 0.9340, 0.8047, 1.4579, 1.2131, 1.0263, 1.1349},
871	{ 0.9692, 0.5867, 1.2171, 0, 0.4382, 0.2161, 1.0197, 1.5073, 1.2629, 0.5270},
872	{ 0.7827, 0.3830, 0.9340, 0.4382, 0, 0.1488, 0.8534, 1.5465, 0.8372, 0.3717},
873	{ 0.6522, 0.2172, 0.8047, 0.2161, 0.1488, 0, 0.5737, 1.2259, 0.7478, 0.1832},
874	{ 0.6841, 0.5941, 1.4579, 1.0197, 0.8534, 0.5737, 0, 0.8230, 0.6981, 0.7909},
875	{ 1.3942, 1.5658, 1.2131, 1.5073, 1.5465, 1.2259, 0.8230, 0, 1.2028, 1.5638},
876	{ 0.5367, 0.5949, 1.0263, 1.2629, 0.8372, 0.7478, 0.6981, 1.2028, 0, 0.8770},
877	{ 0.8270, 0.1383, 1.1349, 0.5270, 0.3717, 0.1832, 0.7909, 1.5638, 0.8770, 0},
878	},
879	new double[,]
880	{
881	{ 29.5729, 18.5805, 22.1876, 17.0550, 15.1746, 10.1428, 24.4678, 29.7604, 28.1516, 13.6594},
882	{ 18.5805, 14.3139, 13.9483, 8.3170, 8.8785, 6.0953, 15.8990, 16.9410, 19.1490, 12.1067},
883	{ 22.1876, 13.9483, 34.5691, 18.1905, 17.2281, 12.4415, 21.9535, 33.6266, 28.2630, 12.5918},
884	{ 17.0550, 8.3170, 18.1905, 18.9418, 11.7900, 9.9253, 13.7325, 21.9184, 14.8634, 6.8107},
885	{ 15.1746, 8.8785, 17.2281, 11.7900, 13.6471, 7.5799, 10.4142, 16.4592, 16.3685, 6.8676},
886	{ 10.1428, 6.0953, 12.4415, 9.9253, 7.5799, 6.1018, 8.6086, 12.9238, 10.4507, 5.6783},
887	{ 24.4678, 15.8990, 21.9535, 13.7325, 10.4142, 8.6086, 26.8561, 31.2335, 25.7489, 11.3079},
888	{ 29.7604, 16.9410, 33.6266, 21.9184, 16.4592, 12.9238, 31.2335, 43.0336, 32.2012, 12.2815},
889	{ 28.1516, 19.1490, 28.2630, 14.8634, 16.3685, 10.4507, 25.7489, 32.2012, 31.9778, 15.0663},
890	{ 13.6594, 12.1067, 12.5918, 6.8107, 6.8676, 5.6783, 11.3079, 12.2815, 15.0663, 12.6728},
891	},
892	}
893	, 5e-3);
894	}
895
896
897	private void TestCovarianceFunction(ICovarianceFunction cf, double hypValue, double[,] expectedCov, double[][,] expectedGradients, double delta = 1E-3) {
898	var x = GetData();
899	var xt = GetDataTest();
900
901	int nHyp = cf.GetNumberOfParameters(x.GetLength(1));
902	var hyp = Enumerable.Repeat(hypValue, nHyp).ToArray();
903	cf.SetParameter(hyp);
904
905	int rows0 = x.GetLength(0);
906	int rows1 = xt.GetLength(0);
907	var actualCov = new double[rows0, rows1];
908	for (int i = 0; i < rows0; i++)
909	for (int j = 0; j < rows1; j++)
910	actualCov[i, j] = cf.GetCrossCovariance(x, xt, i, j);
911
912	AssertEqual(expectedCov, actualCov, delta);
913
914	for (int i = 0; i < rows0; i++)
915	for (int j = 0; j < rows1; j++) {
916	var g = cf.GetGradient(x, i, j).ToArray();
917	for (int k = 0; k < nHyp; k++)
918	Assert.AreEqual(expectedGradients[k][i, j], g[k], delta);
919	}
920	}
921
922
923	private void TestMeanFunction(IMeanFunction mf, double hypValue, double[] expectedMean, double[][] expectedGradients) {
924	var x = GetData();
925	var xt = GetDataTest();
926
927	int nHyp = mf.GetNumberOfParameters(x.GetLength(1));
928	var hyp = Enumerable.Repeat(hypValue, nHyp).ToArray();
929	mf.SetParameter(hyp);
930	mf.SetData(x);
931
932	var m = mf.GetMean(xt);
933
934	AssertEqual(expectedMean, m);
935
936	for (int i = 0; i < nHyp; i++) {
937	var g = mf.GetGradients(i, x);
938	AssertEqual(expectedGradients[i], g);
939	}
940	}
941
942
943	private void AssertEqual(double[] expected, double[] actual) {
944	Assert.AreEqual(expected.Length, actual.Length);
945	for (int i = 0; i < expected.Length; i++)
946	Assert.AreEqual(expected[i], actual[i], 1E-3);
947	}
948	private void AssertEqual(double[,] expected, double[,] actual, double delta = 5e-3) {
949	Assert.AreEqual(expected.Length, actual.Length);
950	for (int i = 0; i < expected.GetLength(0); i++)
951	for (int j = 0; j < expected.GetLength(1); j++)
952	Assert.AreEqual(expected[i, j], actual[i, j], delta);
953	}
954
955	private double[,] GetData() {
956	return new double[,]
957	{
958	{0.4173, 0.7803, 0.2348, 0.5470, 0.9294},
959	{0.0497, 0.3897, 0.3532, 0.2963, 0.7757},
960	{0.9027, 0.2417, 0.8212, 0.7447, 0.4868},
961	{0.9448, 0.4039, 0.0154, 0.1890, 0.4359},
962	{0.4909, 0.0965, 0.0430, 0.6868, 0.4468},
963	{0.4893, 0.1320, 0.1690, 0.1835, 0.3063},
964	{0.3377, 0.9421, 0.6491, 0.3685, 0.5085},
965	{0.9001, 0.9561, 0.7317, 0.6256, 0.5108},
966	{0.3692, 0.5752, 0.6477, 0.7802, 0.8176},
967	{0.1112, 0.0598, 0.4509, 0.0811, 0.7948}
968	};
969	}
970
971	private double[,] GetDataTest() {
972	return new double[,]
973	{
974	{0.6443, 0.2077, 0.3111, 0.5949, 0.0855},
975	{0.3786, 0.3012, 0.9234, 0.2622, 0.2625},
976	{0.8116, 0.4709, 0.4302, 0.6028, 0.8010},
977	{0.5328, 0.2305, 0.1848, 0.7112, 0.0292},
978	{0.3507, 0.8443, 0.9049, 0.2217, 0.9289},
979	{0.9390, 0.1948, 0.9797, 0.1174, 0.7303},
980	{0.8759, 0.2259, 0.4389, 0.2967, 0.4886},
981	{0.5502, 0.1707, 0.1111, 0.3188, 0.5785},
982	{0.6225, 0.2277, 0.2581, 0.4242, 0.2373},
983	{0.5870, 0.4357, 0.4087, 0.5079, 0.4588}
984	};
985	}
986	}
987	}

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