Changeset 8463 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovariancePeriodic.cs

Timestamp:

08/09/12 16:32:44 (12 years ago)

Author:

gkronber

Message:

#1902 improved GPR implementation

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovariancePeriodic.cs (modified) (1 diff)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovariancePeriodic.cs

@@ -102 +102 @@
     }
 
-
-    public double[] GetDiagonalCovariances() {
-      if (x != xt) throw new InvalidOperationException();
-      int rows = x.GetLength(0);
-      var cov = new double[rows];
-      for (int i = 0; i < rows; i++) {
-        double k = Math.Sqrt(Util.SqrDist(Util.GetRow(x, i), Util.GetRow(xt, i)));
-        k = Math.PI * k / p;
-        k = Math.Sin(k) / l;
-        k = k * k;
-        cov[i] = sf2 * Math.Exp(-2.0 * k);
-      }
-      return cov;
-    }
-
     public double GetGradient(int i, int j, int k) {
       double v = Math.PI * sd[i, j] / p;