Changeset 13784 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovariancePeriodic.cs
- Timestamp:
- 04/22/16 13:47:35 (8 years ago)
- File:
-
- 1 edited
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trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovariancePeriodic.cs
r13721 r13784 22 22 using System; 23 23 using System.Collections.Generic; 24 using System.Linq;25 24 using HeuristicLab.Common; 26 25 using HeuristicLab.Core; … … 117 116 } 118 117 119 public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, int[] columnIndices) {118 public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, int[] columnIndices) { 120 119 double inverseLength, period, scale; 121 120 GetParameterValues(p, out scale, out period, out inverseLength); … … 145 144 } 146 145 147 148 private static IEnumerable<double> GetGradient(double[,] x, int i, int j, int[] columnIndices, double scale, double period, double inverseLength, 146 private static IList<double> GetGradient(double[,] x, int i, int j, int[] columnIndices, double scale, double period, double inverseLength, 149 147 bool fixedInverseLength, bool fixedPeriod, bool fixedScale) { 150 148 double k = i == j ? 0.0 : Math.PI * GetDistance(x, x, i, j, columnIndices) / period; 151 149 double gradient = Math.Sin(k) * inverseLength; 152 150 gradient *= gradient; 153 if (!fixedInverseLength) yield return 4.0 * scale * Math.Exp(-2.0 * gradient) * gradient; 151 var g = new List<double>(3); 152 if (!fixedInverseLength) 153 g.Add(4.0 * scale * Math.Exp(-2.0 * gradient) * gradient); 154 154 if (!fixedPeriod) { 155 155 double r = Math.Sin(k) * inverseLength; 156 yield return 2.0 * k * scale * Math.Exp(-2 * r * r) * Math.Sin(2 * k) * inverseLength * inverseLength;156 g.Add(2.0 * k * scale * Math.Exp(-2 * r * r) * Math.Sin(2 * k) * inverseLength * inverseLength); 157 157 } 158 158 if (!fixedScale) 159 yield return 2.0 * scale * Math.Exp(-2 * gradient);160 159 g.Add(2.0 * scale * Math.Exp(-2 * gradient)); 160 return g; 161 161 } 162 162
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