#region License Information
/* HeuristicLab
* Copyright (C) 2002-2012 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 System.Collections.Generic;
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[] hyp) {
if (hyp.Length > 0) throw new ArgumentException("No hyperparameters are allowed for the linear covariance function.");
}
public double GetCovariance(double[,] x, int i, int j) {
return Util.ScalarProd(x, i, j);
}
public IEnumerable GetGradient(double[,] x, int i, int j) {
yield break;
}
public double GetCrossCovariance(double[,] x, double[,] xt, int i, int j) {
return Util.ScalarProd(x, i, xt, j);
}
}
}