Changeset 13981 for stable/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceSquaredExponentialArd.cs

Timestamp:

07/02/16 14:38:40 (8 years ago)

Author:

gkronber

Message:

#2591: merged r13438 (#2541), r13721, r13724, r13784, r13891 from trunk to stable

Location:

stable

Files:

• . (modified) (1 prop)
• HeuristicLab.Algorithms.DataAnalysis (modified) (1 prop)
• HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceSquaredExponentialArd.cs (modified) (3 diffs)

stable/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceSquaredExponentialArd.cs

@@ -99 +99 @@
     }
 
-    public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, IEnumerable<int> columnIndices) {
+    public ParameterizedCovarianceFunction GetParameterizedCovarianceFunction(double[] p, int[] columnIndices) {
       double scale;
       double[] inverseLength;
@@ -122 +122 @@
 
     // order of returned gradients must match the order in GetParameterValues!
-    private static IEnumerable<double> GetGradient(double[,] x, int i, int j, IEnumerable<int> columnIndices, double scale, double[] inverseLength,
+    private static IList<double> GetGradient(double[,] x, int i, int j, int[] columnIndices, double scale, double[] inverseLength,
       bool fixedInverseLength, bool fixedScale) {
       double d = i == j
@@ -129 +129 @@
 
       int k = 0;
+      var g = new List<double>((!fixedInverseLength ? columnIndices.Length : 0) + (!fixedScale ? 1 : 0));
       if (!fixedInverseLength) {
-        foreach (var columnIndex in columnIndices) {
+        for (int c = 0; c < columnIndices.Length; c++) {
+          var columnIndex = columnIndices[c];
           double sqrDist = Util.SqrDist(x[i, columnIndex] * inverseLength[k], x[j, columnIndex] * inverseLength[k]);
-          yield return scale * Math.Exp(-d / 2.0) * sqrDist;
+          g.Add(scale * Math.Exp(-d / 2.0) * sqrDist);
           k++;
         }
       }
-      if (!fixedScale) yield return 2.0 * scale * Math.Exp(-d / 2.0);
+      if (!fixedScale) g.Add(2.0 * scale * Math.Exp(-d / 2.0));
+      return g;
     }
   }