Changeset 8678 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceProduct.cs

Timestamp:

09/21/12 18:45:15 (12 years ago)

Author:

gkronber

Message:

#1902: added masking covariance function and made necessary changes to interface and utility class.

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceProduct.cs (modified) (2 diffs)

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

@@ -76 +76 @@
     }
 
-    public double GetCovariance(double[,] x, int i, int j) {
-      return factors.Select(f => f.GetCovariance(x, i, j)).Aggregate((a, b) => a * b);
+    public double GetCovariance(double[,] x, int i, int j, IEnumerable<int> columnIndices) {
+      return factors.Select(f => f.GetCovariance(x, i, j, columnIndices)).Aggregate((a, b) => a * b);
     }
 
-    public IEnumerable<double> GetGradient(double[,] x, int i, int j) {
-      var covariances = factors.Select(f => f.GetCovariance(x, i, j)).ToArray();
+    public IEnumerable<double> GetGradient(double[,] x, int i, int j, IEnumerable<int> columnIndices) {
+      var covariances = factors.Select(f => f.GetCovariance(x, i, j, columnIndices)).ToArray();
       for (int ii = 0; ii < factors.Count; ii++) {
-        foreach (var g in factors[ii].GetGradient(x, i, j)) {
+        foreach (var g in factors[ii].GetGradient(x, i, j, columnIndices)) {
           double res = g;
           for (int jj = 0; jj < covariances.Length; jj++)
@@ -92 +92 @@
     }
 
-    public double GetCrossCovariance(double[,] x, double[,] xt, int i, int j) {
-      return factors.Select(f => f.GetCrossCovariance(x, xt, i, j)).Aggregate((a, b) => a * b);
+    public double GetCrossCovariance(double[,] x, double[,] xt, int i, int j, IEnumerable<int> columnIndices) {
+      return factors.Select(f => f.GetCrossCovariance(x, xt, i, j, columnIndices)).Aggregate((a, b) => a * b);
     }
   }