#region License Information /* HeuristicLab * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Algorithms.DataAnalysis { [StorableClass] [Item(Name = "CovarianceLinear", Description = "Linear covariance function for Gaussian processes.")] public sealed class CovarianceLinear : Item, ICovarianceFunction { [StorableConstructor] private CovarianceLinear(bool deserializing) : base(deserializing) { } private CovarianceLinear(CovarianceLinear original, Cloner cloner) : base(original, cloner) { } public CovarianceLinear() : base() { } public override IDeepCloneable Clone(Cloner cloner) { return new CovarianceLinear(this, cloner); } public int GetNumberOfParameters(int numberOfVariables) { return 0; } public void SetParameter(double[] p) { if (p.Length > 0) throw new ArgumentException("No parameters are allowed for the linear covariance function."); } public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, int[] columnIndices) { if (p.Length > 0) throw new ArgumentException("No parameters are allowed for the linear covariance function."); // create functions var cov = new ParameterizedCovarianceFunction(); cov.Covariance = (x, i, j) => Util.ScalarProd(x, i, j, columnIndices, 1.0); cov.CrossCovariance = (x, xt, i, j) => Util.ScalarProd(x, i, xt, j, columnIndices, 1.0); cov.CovarianceGradient = (x, i, j) => new double[0]; return cov; } } }